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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

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Forecasting international financial stress : the role of climate risks

Del Fava, Santino; Gupta, Rangan; Pierdzioch, Christian; … - 2023

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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

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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

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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

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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