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Global geopolitical risk and inflation spillovers across European and North American economies

Bouri, Elie; Gabauer, David; Gupta, Rangan; Kinateder, … - In: Research in international business and finance 66 (2023), pp. 1-12

Persistent link: https://www.econbiz.de/10014463355

Geopolitical risk and inflation spillovers across European and North American economies

Bouri, Elie; Gabauer, David; Gupta, Rangan; Kinateder, … - 2023

Persistent link: https://www.econbiz.de/10014240039

Time-varying predictability of oil market movements over a century of data : The role of US financial stress

Gupta, Rangan; Kanda, Patrick; Tiwari, Aviral Kumar; … - In: The North American journal of economics and finance : a … 50 (2019), pp. 1-11

Persistent link: https://www.econbiz.de/10012201357

Time-varying evidence of predictability of financial stress in the United States over a century : the role of inequality

Balcilar, Mehmet; Berisha, Edmond; Gupta, Rangan; … - In: Structural change and economic dynamics : SC+ED 57 (2021), pp. 87-92

Persistent link: https://www.econbiz.de/10012648494

Evolution of monetary policy in the US : the role of asset prices

Simo-Kengne, Beatrice D.; Miller, Stephen M.; Gupta, Rangan - 2013

Persistent link: https://www.econbiz.de/10010195622

Evolution of the Monetary Transmission Mechanism in the US : The Role of Asset Returns

Simo-Kengne, Beatrice - 2016

This paper investigates whether changes in the monetary transmission mechanism as captured by the interest rate respond to variations in asset returns. We distinguish between low-volatility (bull) and high-volatility (bear) markets and employ a TVP-VAR approach with stochastic volatility to...

Persistent link: https://www.econbiz.de/10012997726