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Energy market uncertainties and exchange rate volatility : a GARCHMIDAS approach

Salisu, Afees A.; Ogbonna, Ahamuefula Ephraim; Gupta, Rangan - 2024

Persistent link: https://www.econbiz.de/10014521267

Energy market uncertainties and US state-level stock market volatility : a GARCH-MIDAS approach

Salisu, Afees A.; Ogbonna, Ahamuefula Ephraim; Gupta, Rangan - 2024

Persistent link: https://www.econbiz.de/10014505054

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

Forecasting stock returns volatility of the G7 over centuries : the role of climate risks

Bouri, Elie; Gupta, Rangan; Liphadzi, Asingamaanda; … - 2024

Persistent link: https://www.econbiz.de/10014553267

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

Does global fear predict fear in BRICS stock markets? : evidence from a Bayesian Graphical Structural VAR model

Bouri, Elie; Gupta, Rangan; Hosseini, Seyedmehdi; Lau, … - In: Emerging markets review 34 (2018), pp. 124-142

Persistent link: https://www.econbiz.de/10012114689

Economic policy uncertainty and stock market returns in PacificRim countries : evidence based on a Bayesian panel VAR model

Christou, Christina; Cuñado Eizaguirre, Juncal; Gupta, … - In: Journal of multinational financial management 40 (2017), pp. 92-102

Persistent link: https://www.econbiz.de/10011927815

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

Forecasting the Artificial Intelligence index returns : a hybrid approach

Zhang, Yue-jun; Zhang, Han; Gupta, Rangan - 2021

Persistent link: https://www.econbiz.de/10012692569

A new hybrid method with data-characteristic-driven analysis for artificial intelligence and robotics index return forecasting

Zhang, Yue-jun; Zhang, Han; Gupta, Rangan - In: Financial innovation : FIN 9 (2023) 1, pp. 1-23

Forecasting returns for the Artificial Intelligence and Robotics Index is of great significance for financial market stability, and the development of the artificial intelligence industry. To provide investors with a more reliable reference in terms of artificial intelligence index investment,...

Persistent link: https://www.econbiz.de/10014289091