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Macroeconomic surprises and stock returns in South Africa
Gupta, Rangan; Reid, Monique - In: Studies in economics and finance 30 (2013) 3, pp. 266-282
Persistent link: https://www.econbiz.de/10009772954
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Impact of macroeconomic news surprises and uncertainty for major economies on returns and volatility of oil futures
Bahloul, Walid; Gupta, Rangan - In: International economics : a journal published by CEPII … 156 (2018), pp. 247-253
Persistent link: https://www.econbiz.de/10012027286
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Does US news impact Asian emerging markets? : evidence from nonparametric causality-in-quantiles test
Balcilar, Mehmet; Cakan, Esin; Gupta, Rangan - In: The North American journal of economics and finance : a … 41 (2017), pp. 32-43
Persistent link: https://www.econbiz.de/10011878928
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OPEC news and predictability of oil futures returns and volatility : evidence from a nonparametric causality-in-quantiles approach
Gupta, Rangan; Yoon, Seong-min - In: The North American journal of economics and finance : a … 45 (2018), pp. 206-214
Persistent link: https://www.econbiz.de/10012117774
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Oil returns and volatility : the role of mergers and acquisitions
Bos, Martijn; Demirer, Rıza; Gupta, Rangan; Tiwari, … - In: Energy economics 71 (2018), pp. 62-69
Persistent link: https://www.econbiz.de/10011942945
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The causal relationship between economic policy uncertainty and stock returns in China and India : evidence from a bootstrap rolling window approach
Li, Xiao-Lin; Balcilar, Mehmet; Gupta, Rangan; Chang, … - In: Emerging markets finance & trade : a journal of the … 52 (2016) 1/3, pp. 674-689
Persistent link: https://www.econbiz.de/10011562548
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Causal link between oil price and uncertainty in India
El Montasser, Ghassen; Aggad, Kenza; Clark, Louise; … - In: Economia internazionale 68 (2015) 4, pp. 437-450
Persistent link: https://www.econbiz.de/10011428266
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Macroeconomic surprises and stock returns in South Africa
Gupta, Rangan; Reid, Monique - In: Studies in Economics and Finance 30 (2013) June, pp. 266-282
Purpose – The objective of this paper is to explore the sensitivity of industry-specific stock returns to monetary policy and macroeconomic news. The paper looks at a range of industry-specific South African stock market indices and evaluates the sensitivity of these indices to various...
Persistent link: https://www.econbiz.de/10010691564
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Macroeconomic surprises and stock returns in South Africa
Gupta, Rangan; Reid, Monique - In: Studies in Economics and Finance 30 (2013) June, pp. 266-282
Purpose – The objective of this paper is to explore the sensitivity of industry-specific stock returns to monetary policy and macroeconomic news. The paper looks at a range of industry-specific South African stock market indices and evaluates the sensitivity of these indices to various...
Persistent link: https://www.econbiz.de/10010711288
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Macroeconomic Surprises and Stock Returns in South Africa
Gupta, Rangan; Reid, Monique - Department of Economics, Faculty of Economic and … - 2012
The objective of this paper is to explore the sensitivity of industry-specific stock returns to monetary policy and macroeconomic news. The paper looks at a range of industry-specific South African stock market indices and evaluates the sensitivity of these indices to a various unanticipated...
Persistent link: https://www.econbiz.de/10010565808