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Credit ratings and predictability of stock return dynamics of the BRICS and the PIIGS : evidence from a nonparametric causality-in-quantiles approach

Balcilar, Mehmet; Bathia, Deven; Demirer, Rıza; Gupta, … - In: The quarterly review of economics and finance : journal … 79 (2021), pp. 290-302

Persistent link: https://www.econbiz.de/10012655054

Forecasting economic policy uncertainty of BRIC countries using Bayesian VARs

Gupta, Rangan; Sun, Xiaojin - In: Economics letters 186 (2020), pp. 1-5

Persistent link: https://www.econbiz.de/10012504123

Are there Multiple Bubbles in the Ethanol-Gasoline Price Ratio of Brazil?

Montasser, Ghassen El; Gupta, Rangan; Martins, Andre Luis; … - Department of Economics, Faculty of Economic and … - 2014

This paper presents an analysis of ethanol-gasoline price ratio in Brazil from 2000 to 2012. Since 2008 Brazilian … annual inflation in Brazil is around 5% per year and increase in costs is transferred to ethanol prices this explain why … ethanol consumption decays while gasoline consumption boosts. In Brazil, consumers are often told that ethanol is more …

Persistent link: https://www.econbiz.de/10011098712

A historical analysis of the US stock price index using empirical mode decomposition over 1791-2015

Tiwari, Aviral Kumar; Dar, Arif Billah; Bhanja, Niyati; … - 2016

In this paper, the dynamics of Standard and Poor's 500 (S&P 500) stock price index is analysed within a time-frequency framework over a monthly period 1791:08-2015:05. Using the Empirical Mode Decomposition technique, the S&P 500 stock price index is divided into different frequencies known as...

Persistent link: https://www.econbiz.de/10011432569