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Nonlinear contagion between stock and real estate markets : international evidence from a local Gaussian correlation approach
Bouri, Elie; Gupta, Rangan; Wang, Shixuan - In: International journal of finance & economics : IJFE 27 (2022) 2, pp. 2089-2109
Persistent link: https://www.econbiz.de/10013184682
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Do precious metal prices help in forecasting South African inflation?
Balcilar, Mehmet; Katzke, Nico; Gupta, Rangan - In: The North American journal of economics and finance : a … 40 (2017), pp. 63-72
Persistent link: https://www.econbiz.de/10011878788
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Forecasting returns of major cryptocurrencies : evidence from regime-switching factor models
Bouri, Elie; Christou, Christina; Gupta, Rangan - 2022
Persistent link: https://www.econbiz.de/10012820409
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Forecasting returns of major cryptocurrencies : evidence from regime-switching factor models
Bouri, Elie; Christou, Christina; Gupta, Rangan - In: Finance research letters 49 (2022), pp. 1-6
Persistent link: https://www.econbiz.de/10013479661
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Do stock prices impact consumption and interest rate in South Africa? : evidence from a time-varying vector autoregressive model
Aye, Goodness C.; Gupta, Rangan; Modise, Mampho P. - In: Journal of emerging market finance 14 (2015) 2, pp. 176-196
Persistent link: https://www.econbiz.de/10011378505
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Do house prices impact consumption and interest rate in South Africa? : evidence from a time-varying vector autogressive model
Peretti, Vittorio; Gupta, Rangan; Inglesi-Lotz, Roula - In: Economics, management and financial markets 7 (2012) 4, pp. 101-120
Persistent link: https://www.econbiz.de/10009740972
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Forecasting with second-order approximations and Markov-switching DSGE models
Ivashchenko, Sergey; Çekin, Semih Emre; Kotzé, Kevin; … - In: Computational economics 56 (2020) 4, pp. 747-771
Persistent link: https://www.econbiz.de/10012390465
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Are multifractal processes suited to forecasting electricity price volatility? : evidence from Australian intraday data
Segnon, Mawuli; Lau, Chi Keung; Wilfling, Bernd; Gupta, … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 26 (2022) 1, pp. 73-98
Persistent link: https://www.econbiz.de/10013334628
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Real-time forecast of DSGE models with time-varying volatility in GARCH form
Ivashchenko, Sergey; Ҫekin, Semih Emre; Gupta, Rangan - 2022
Persistent link: https://www.econbiz.de/10012800653
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Real-time forecast of DSGE models with time-varying volatility in GARCH form
Çekin, Semih Emre; Ivashchenko, Sergey; Gupta, Rangan; … - In: International review of financial analysis 93 (2024), pp. 1-19
Persistent link: https://www.econbiz.de/10014543555