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The role of economic policy uncertainties in predicting stock returns and their volatility for Hong Kong, Malaysia and South Korea
Balcilar, Mehmet; Gupta, Rangan; Kim, Won Joong; Kyei, … - In: International review of economics & finance : IREF 59 (2019), pp. 150-163
Persistent link: https://www.econbiz.de/10012202500
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The macroeconomic effects of uncertainty shocks in India
Bonga-Bonga, Lumengo; Gupta, Rangan; Jooste, Charl - In: Economia internazionale 68 (2015) 3, pp. 373-383
Persistent link: https://www.econbiz.de/10011348844
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Effects of economic policy uncertainty shocks on the long-run US-UK stock market correlation
Asgharian, Hossein; Christiansen, Charlotte; Gupta, Rangan - 2016
Persistent link: https://www.econbiz.de/10011541711
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An Assessment of UK Macroeconomic Volatility : Historical Evidence Using Over Seven Centuries of Data
Plakandaras, Vasilios - 2018
turbulent economic period of high volatility that is only repeated in the 20th century. The repeating patterns in the …
Persistent link: https://www.econbiz.de/10012908624
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Effects of Economic Policy Uncertainty Shocks on the Long-Run US-UK Stock Market Correlation
Asgharian, Hossein - 2020
We study the impact of economic policy uncertainty (EPU) shocks on the long-run stock market variances and correlations, primarily for the US and the UK. We find that US EPU shocks affect both US and UK stock market long-run variances and correlation, but UK EPU shocks only affect its own...
Persistent link: https://www.econbiz.de/10012855094
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The role of global economic conditions in forecasting gold market volatility : evidence from a GARCH-MIDAS approach
Salisu, Afees A.; Gupta, Rangan; Bouri, Elie; Ji, Qiang - In: Research in international business and finance 54 (2020), pp. 1-9
Persistent link: https://www.econbiz.de/10012581489
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Dynamic effects of monetary policy shocks on macroeconomic volatility in the United Kingdom
Salisu, Afees A.; Gupta, Rangan - In: Applied economics letters 28 (2021) 18, pp. 1594-1599
Persistent link: https://www.econbiz.de/10012626718
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Global financial cycle and the predictability of oil market volatility : evidence from a GARCH-MIDAS model
Salisu, Afees A.; Gupta, Rangan; Demirer, Rıza - In: Energy economics 108 (2022), pp. 1-11
Persistent link: https://www.econbiz.de/10013203080
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The impacts of oil price volatility on financial stress : is the COVID-19 period different?
Sheng, Xin; Kim, Woo Joong; Gupta, Rangan - 2021
Persistent link: https://www.econbiz.de/10012695792
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Spillovers across macroeconomic, financial and real estate uncertainties : a time-varying approach
Gabauer, David; Gupta, Rangan - In: Structural change and economic dynamics : SC+ED 52 (2020), pp. 167-173
Persistent link: https://www.econbiz.de/10012484669