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The relationship between economic policy uncertainty and corporate tax rates

Clance, Matthew; Gozgor, Giray; Gupta, Rangan; Lau, Chi … - In: Annals of financial economics 16 (2021) 1, pp. 1-13

Persistent link: https://www.econbiz.de/10012650833

US Fiscal Policy and Asset Prices : The Role of Partisan Conflict

Gupta, Rangan; Lau, Chi Keung Marco; Miller, Stephen M.; … - In: International Review of Finance 19 (2018) 4, pp. 851-862

Persistent link: https://www.econbiz.de/10012091510

Impact of volatility and equity market uncertainty on herd behaviour : evidence from UK REITs

Akinsomi, Omokolade; Coskun, Yener; Gupta, Rangan; Lau, … - In: Journal of European Real Estate Research 11 (2018) 2, pp. 169-186

Purpose: This paper aims to examine herding behaviour among investors and traders in UK-listed Real Estate Investment Trusts (REITs) within three market regimes (low, high and extreme volatility periods) from the period June 2004 to April 2016. Design/methodology/approach: Observations of...

Persistent link: https://www.econbiz.de/10012074316

Bitcoin and global financial stress : a copula-based approach to dependence and causality in the quantiles

Bouri, Elie; Gupta, Rangan; Lau, Chi Keung; Roubaud, David - In: The quarterly review of economics and finance : journal … 69 (2018), pp. 297-307

Persistent link: https://www.econbiz.de/10012035019

Is there a role for uncertainty in forecasting output growth in OECD countries? : evidence from a time-varying parameter-panel vector autoregressive model

Aye, Goodness C.; Gupta, Rangan; Lau, Chi Keung; Sheng, Xin - In: Applied economics 51 (2019) 33, pp. 3624-3631

Persistent link: https://www.econbiz.de/10012196883

The impact of US uncertainty on the Euro area in good and bad times : evidence from a quantile structural vector autoregressive model

Gupta, Rangan; Lau, Chi Keung; Wohar, Mark E. - In: Empirica : journal of european economics 46 (2019) 2, pp. 353-368

Persistent link: https://www.econbiz.de/10012241954

Does global fear predict fear in BRICS stock markets? : evidence from a Bayesian Graphical Structural VAR model

Bouri, Elie; Gupta, Rangan; Hosseini, Seyedmehdi; Lau, … - In: Emerging markets review 34 (2018), pp. 124-142

Persistent link: https://www.econbiz.de/10012114689

U.S. fiscal policy and asset prices : the role of partisan conflict

Gupta, Rangan; Lau, Chi Keung; Miller, Stephen M.; … - 2017

Persistent link: https://www.econbiz.de/10011687770

Monetary policy uncertainty spillovers in time and frequency domains

Gupta, Rangan; Lau, Chi Keung; Nel, Jacobus A.; Sheng, Xin - In: Journal of economic structures : JES; the official … 9 (2020) 41, pp. 1-30

We use the recently created monthly Interest Rate Uncertainty measure, to investigate monetary policy uncertainty across the US, Germany, France, Italy, Spain, UK, Japan, Canada, and Sweden in both the time and frequency domains. We find that the largest spillover indices are from innovations in...

Persistent link: https://www.econbiz.de/10012256519

Moments-based spillovers across gold and oil markets

Bonato, Matteo; Gupta, Rangan; Lau, Chi Keung; Wang, Shixuan - In: Energy economics 89 (2020), pp. 1-16

Persistent link: https://www.econbiz.de/10012517023