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Financial tail risks in conventional and Islamic stock markets : a comparative analysis
Muteba Mwamba, John; Hammoudeh, Shawkat; Gupta, Rangan - In: Pacific-Basin finance journal 42 (2017), pp. 60-82
Persistent link: https://www.econbiz.de/10011800542
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Risk spillover between Bitcoin and conventional financial markets : an expectile-based approach
Zhang, Yue-jun; Bouri, Elie; Gupta, Rangan; Ma, Shu-Jiao - In: The North American journal of economics and finance : a … 55 (2021), pp. 1-10
Persistent link: https://www.econbiz.de/10012667384
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Forecasting international financial stress : the role of climate risks
Del Fava, Santino; Gupta, Rangan; Pierdzioch, Christian; … - In: Journal of international financial markets, … 92 (2024), pp. 1-22
Persistent link: https://www.econbiz.de/10014535723
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Climate risks and U.S. stock-market tail risk : a forecasting experiment using over a century of data
Salisu, Afees A.; Gupta, Rangan; Pierdzioch, Christian; … - In: International review of finance : the official journal … 23 (2023) 2, pp. 228-244
Persistent link: https://www.econbiz.de/10014326299
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Forecasting international financial stress : the role of climate risks
Del Fava, Santino; Gupta, Rangan; Pierdzioch, Christian; … - 2023
Persistent link: https://www.econbiz.de/10014364827
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Long-span multi-layer spillovers between moments of advanced equity markets : the role of climate risks
Foglia, Matteo; Plakandaras, Vasilios; Gupta, Rangan; … - 2024
Persistent link: https://www.econbiz.de/10014515694
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Investors' uncertainty and forecasting stock market volatility
Liu, Ruipeng; Gupta, Rangan - In: The journal of behavioral finance : a publication of … 23 (2022) 3, pp. 327-337
Persistent link: https://www.econbiz.de/10013353013
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Return volatility, correlation, and hedging of green and brown stocks : is there a role for climate risk factors?
Li, Haohua; Bouri, Elie; Gupta, Rangan; Fang, Libing - 2023
Persistent link: https://www.econbiz.de/10013482253
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Investor Sentiment and Crash Risk in Safe Havens
Ben Nasr, Adnen - 2018
, with particular focus on crash risk in these assets. Examining intraday returns for a wide range of safe havens proposed in …, responding negatively to sentiment shocks, suggesting that positive shocks to sentiment (i.e. high fear) increase crash risk for …
Persistent link: https://www.econbiz.de/10012928575
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Intertemporal portfolio allocationn and hedging demand : an application to South Africa
Van Wyk de Vries, Esti; Gupta, Rangan; Van Eyden, Reneé - In: Journal of business economics and management 15 (2014) 4, pp. 744-775
Persistent link: https://www.econbiz.de/10010415874