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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

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

Identifying an index of financial conditions for South Africa

Thompson, Kirsten; Van Eyden, Reneé; Gupta, Rangan - In: Studies in economics and finance 32 (2015) 2, pp. 256-274

Persistent link: https://www.econbiz.de/10011380882

Investor Sentiment and Crash Risk in Safe Havens

Ben Nasr, Adnen - 2018

This study examines the relationship between investor sentiment and intraday return dynamics for safe haven assets, with particular focus on crash risk in these assets. Examining intraday returns for a wide range of safe havens proposed in the literature, we find that shocks to investor...

Persistent link: https://www.econbiz.de/10012928575