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Forecasting state- and MSA-level housing returns of the US : the role of mortgage default risks
Bouras, Christos; Christou, Christina; Gupta, Rangan; … - In: Research in international business and finance 65 (2023), pp. 1-22
Persistent link: https://www.econbiz.de/10014433839
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Linking global economic dynamics to a South African-specific credit risk correlation model
Wet, Albertus H. de; Van Eyden, Reneé; Gupta, Rangan - In: Economic modelling 26 (2009) 5, pp. 1000-1011
Persistent link: https://www.econbiz.de/10003871251
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The role of economic policy uncertainties in predicting stock returns and their volatility for Hong Kong, Malaysia and South Korea
Balcilar, Mehmet; Gupta, Rangan; Kim, Won Joong; Kyei, … - In: International review of economics & finance : IREF 59 (2019), pp. 150-163
Persistent link: https://www.econbiz.de/10012202500
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Oil price forecastability and economic uncertainty
Bekiros, Stelios; Gupta, Rangan; Paccagnini, Alessia - In: Economics letters 132 (2015), pp. 125-128
Persistent link: https://www.econbiz.de/10011431472
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Forecasting the price of gold using dynamic model averaging
Aye, Goodness C.; Gupta, Rangan; Hammoudeh, Shawkat; … - In: International review of financial analysis 41 (2015), pp. 257-266
Persistent link: https://www.econbiz.de/10011508954
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Does partisan conflict predict a reduction in US stock market (realized) volatility? : evidence from a quantile-on-quantile regression model
Gupta, Rangan; Pierdzioch, Christian; Selmi, Refk; … - In: The North American journal of economics and finance : a … 43 (2018), pp. 87-96
Persistent link: https://www.econbiz.de/10012036263
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The role of partisan conflict in forecasting the U.S. equity premium : a nonparametric approach
Gupta, Rangan; Muteba Mwamba, John; Wohar, Mark E. - In: Finance research letters 25 (2018), pp. 131-136
Persistent link: https://www.econbiz.de/10012003489
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Comparing the forecasting ability of financial conditions indices : the case of South Africa
Balcilar, Mehmet; Gupta, Rangan; Van Eyden, Reneé; … - In: The quarterly review of economics and finance : journal … 69 (2018), pp. 245-259
Persistent link: https://www.econbiz.de/10012035015
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Forecasting the volatility of the Dow Jones Islamic Stock Market Index : long memory vs. regime switching
Nasr, Adnen Ben; Lux, Thomas; Ajmi, Ahdi Noomen; Gupta, … - In: International review of economics & finance : IREF 45 (2016), pp. 559-571
Persistent link: https://www.econbiz.de/10011626589
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A non-linear approach for predicting, stock returns and volatility with the use of investor sentiment indices
Bekiros, Stelios; Gupta, Rangan; Kyei, Clement - In: Applied economics 48 (2016) 31/33, pp. 2895-2898
Persistent link: https://www.econbiz.de/10011614191