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Time-varying risk aversion and the profitability of carry trades : evidence from the cross-quantilogram

Demirer, Rıza; Gupta, Rangan; Hassani, Hossein; Huang, Xu - In: Economies : open access journal 8 (2020) 1/18, pp. 1-12

daily carry trade returns tracked by the Deutsche Bank G10 Currency Future Harvest Total Return Index. The predictive power …

Persistent link: https://www.econbiz.de/10012237397

Openness and growth : is the relationship non-linear?

Gupta, Rangan; Stander, Lardo; Vaona, Andrea - In: International journal of finance & economics : IJFE 28 (2023) 3, pp. 3071-3099

Persistent link: https://www.econbiz.de/10014327719

Oil-price uncertainty and international stock returns : dissecting quantile-based predictability and spillover effects using more than a century of data

Balcilar, Mehmet; Gupta, Rangan; Pierdzioch, Christian - 2022

Persistent link: https://www.econbiz.de/10013166706

Does inequality help in forecasting equity premium in a panel of G7 countries?

Christou, Christina; Gupta, Rangan; Jawadi, Fredj - In: The North American journal of economics and finance : a … 57 (2021), pp. 1-10

Persistent link: https://www.econbiz.de/10012822273

Growth Volatility and Inequality in the U.S : A Wavelet Analysis

Chang, Shinhye - 2020

This study applies wavelet coherency analysis to explore the relationship between the U.S. economic growth volatility, and income and wealth inequality measures over the period 1917 to 2015 and 1962 to 2014. We consider the relationship between output volatility during positive and negative...

Persistent link: https://www.econbiz.de/10012852254