Narrow search
Showing 1 - 10 of 343
Cover Image
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
Cover Image
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
Cover Image
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, … - 2014
properties of the Dow Jones Islamic Stock Market Index (DJIM) and explore its volatility dynamics using a number of up … traditional asset classes, and estimation results and forecasting performance for various volatility models are also in line with …
Persistent link: https://www.econbiz.de/10010348307
Cover Image
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, … - 2014
prop- erties of the Dow Jones Islamic Stock Market Index (DJIM) and ex- plore its volatility dynamics using a number of up …
Persistent link: https://www.econbiz.de/10010406941
Cover Image
Modelling the volatility of the Dow Jones Islamic Market World Index using a fractionally integrated time-varying GARCH (FITVGARCH) model
Nasr, Adnen Ben; Ajmi, Ahdi Noomen; Gupta, Rangan - In: Applied financial economics 24 (2014) 13/15, pp. 993-1004
Persistent link: https://www.econbiz.de/10010415355
Cover Image
Energy-related uncertainty and international stock market volatility
Salisu, Afees A.; Ogbonna, Ahamuefula Ephraim; Gupta, Rangan - 2023
Persistent link: https://www.econbiz.de/10014443108
Cover Image
Bitcoin prices and the realized volatility of US sectoral stock returns
Bouri, Elie; Salisu, Afees A.; Gupta, Rangan - 2022
Persistent link: https://www.econbiz.de/10013270159
Cover Image
The predictive power of Bitcoin prices for the realized volatility of US stock sector returns
Bouri, Elie; Salisu, Afees A.; Gupta, Rangan - In: Financial innovation : FIN 9 (2023) 1, pp. 1-22
contain useful information for the volatility of US stock returns, particularly at the sectoral level of data. We specifically … assess Bitcoin prices' ability to predict the volatility of US composite and sectoral stock indices using both in-sample and …. The findings show that Bitcoin prices have significant predictive power for US stock volatility, with an inverse …
Persistent link: https://www.econbiz.de/10014289060
Cover Image
Spillovers in higher-order moments of crude oil, gold, and bitcoin
Gillas, Konstantinos Gkillas; Bouri, Elie; Gupta, Rangan; … - In: The quarterly review of economics and finance : journal … 84 (2022), pp. 398-406
Persistent link: https://www.econbiz.de/10013335879
Cover Image
Spillovers between Bitcoin and other assets during bear and bull markets
Bouri, Elie; Das, Mahamitra; Gupta, Rangan; Roubaud, David - In: Applied economics 50 (2018) 55, pp. 5935-5949
Persistent link: https://www.econbiz.de/10012062940