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The effects of disaggregate oil shocks on the aggregate expected skewness of the United States
Sheng, Xin; Gupta, Rangan; Ji, Qiang - In: Risks : open access journal 11 (2023) 11, pp. 1-9
We examine the impact of the global economic activity, oil supply, oil-specific consumption demand, and oil inventory demand shocks on the expected aggregate skewness of the United States (US) economy, obtained based on a data-rich environment involving 211 macroeconomic and financial variables...
Persistent link: https://www.econbiz.de/10014435601
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The effects of disaggregate oil shocks on aggregate expected skewness of the United States
Sheng, Xin; Gupta, Rangan; Ji, Qiang - 2023
Persistent link: https://www.econbiz.de/10013502430
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The international REIT's time-varying response to the U.S. monetary policy and macroeconomic surprises
Marfatia, Hardik A.; Gupta, Rangan; Cakan, Esin - In: The North American journal of economics and finance : a … 42 (2017), pp. 640-653
Persistent link: https://www.econbiz.de/10011938217
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Modeling monetary policy in South Africa : focus on inflation targeting era using a simple learning rule
Naraidoo, Ruthira; Gupta, Rangan - In: International business and economics research journal 9 (2010) 12, pp. 89-98
Persistent link: https://www.econbiz.de/10009309167
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Conventional and unconventional monetary policy reaction to uncertainty in advanced economies: evidence from quantile regressions
Christou, Christina; Naraidoo, Ruthira; Gupta, Rangan - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 24 (2020) 3, pp. 1-17
Persistent link: https://www.econbiz.de/10012289400
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Monetary policy reaction to uncertainty in Japan : evidence from a quantile-on-quantile interest rate rule
Christou, Christina; Naraidoo, Ruthira; Gupta, Rangan; … - In: International journal of finance & economics : IJFE 27 (2022) 2, pp. 2041-2053
Persistent link: https://www.econbiz.de/10013184644
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Firm-level business uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Demirer, Rıza; Gupta, Rangan; Salisu, Afees A.; Van … - In: The quarterly review of economics and finance : journal … 88 (2023), pp. 295-302
Persistent link: https://www.econbiz.de/10014428071
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Uncertainty related to infectious diseases and forecastability of the realized volatility of US treasury securities
Shiba, Sisa; Gupta, Rangan - In: Annals of financial economics 16 (2021) 2, pp. 1-12
Persistent link: https://www.econbiz.de/10012656882
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Infectious disease-related uncertainty and the safe-haven characteristic of US treasury securities
Gupta, Rangan; Subramaniam, Sowmya; Bouri, Elie; Ji, Qiang - In: International review of economics & finance : IREF 71 (2021), pp. 289-298
Persistent link: https://www.econbiz.de/10012627782
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Hedge and safe-haven properties of FAANA against gold, US Treasury, bitcoin, and US Dollar/CHF during the pandemic period
Yousaf, Imran; Plakandaras, Vasilios; Bouri, Elie; … - In: The North American journal of economics and finance : a … 64 (2023), pp. 1-14
Persistent link: https://www.econbiz.de/10014246762