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Volatility transmission between Islamic and conventional equity markets : evidence from causality-in-variance test

Nazlıoğlu, Şaban; Hammoudeh, Shawkat; Gupta, Rangan - In: Applied economics 47 (2015) 46/48, pp. 4996-5011

Persistent link: https://www.econbiz.de/10011318417

Openness, technological spillovers in the R&D sector and economic growth

Chen, Pei-pei; Gupta, Rangan - In: South African journal of economic and management sciences 13 (2010) 1, pp. 1-7

Persistent link: https://www.econbiz.de/10009126334

Bubbles in South African house prices and their impact on consumption

Das, Sonali; Gupta, Rangan; Kanda, Patrick T. - In: Journal of real estate literature : a publication of … 19 (2011) 1, pp. 71-91

Persistent link: https://www.econbiz.de/10009384899

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

Monetary Policy and Speculative Spillovers in Financial Markets

Demirer, Riza - 2020

This paper examines the role of monetary policy (MP) as a driver of connectedness patterns in speculative activities in financial markets. Examining measures of speculation in four major markets including gold, equities, Treasury bonds and crude oil, we show that speculative activities can spill...

Persistent link: https://www.econbiz.de/10012836728

On the propagation mechanism of international real interest rate spillovers : evidence from more than 200 years of data

Cuñado Eizaguirre, Juncal; Gabauer, David; Gupta, Rangan - 2022

Persistent link: https://www.econbiz.de/10012820408

Price and volatility linkages between international REITs and oil markets

Nazlıoğlu, Şaban; Gupta, Rangan; Gormus, Alper; … - In: Energy economics 88 (2020), pp. 1-13

Persistent link: https://www.econbiz.de/10012516750

Moments-based spillovers across gold and oil markets

Bonato, Matteo; Gupta, Rangan; Lau, Chi Keung; Wang, Shixuan - In: Energy economics 89 (2020), pp. 1-16

Persistent link: https://www.econbiz.de/10012517023

Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching : evidence from over a century of data

Ji, Qiang; Liu, Bing-Yue; Cuñado Eizaguirre, Juncal; … - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-15

Persistent link: https://www.econbiz.de/10012658792

Investor sentiment connectedness : evidence from linear and nonlinear causality approaches

Tiwari, Aviral Kumar; Bathia, Deven; Bouri, Elie; … - In: Annals of financial economics 16 (2021) 4, pp. 1-29

Persistent link: https://www.econbiz.de/10013185473