Narrow search
Showing 1 - 10 of 176
Cover Image
Can economic uncertainty, financial stress and consumer sentiments predict US equity premium?
Gupta, Rangan; Hammoudeh, Shawkat; Modise, Mampho P.; … - In: Journal of international financial markets, … 33 (2014), pp. 367-378
Persistent link: https://www.econbiz.de/10011299816
Cover Image
Does inequality help in forecasting equity premium in a panel of G7 countries?
Christou, Christina; Gupta, Rangan; Jawadi, Fredj - In: The North American journal of economics and finance : a … 57 (2021), pp. 1-10
Persistent link: https://www.econbiz.de/10012822273
Cover Image
Oil price uncertainty and movements in the US government bond risk premia
Balcilar, Mehmet; Gupta, Rangan; Wang, Shixuan; Wohar, … - In: The North American journal of economics and finance : a … 52 (2020), pp. 1-15
Persistent link: https://www.econbiz.de/10012654789
Cover Image
The predictive power of the term spread on inequality in the United Kingdom : an empirical analysis
Balcilar, Mehmet; Berisha, Edmond; Çepni, Oğuzhan; … - In: International journal of finance & economics : IJFE 27 (2022) 2, pp. 1979-1988
Persistent link: https://www.econbiz.de/10013184598
Cover Image
Structural Breaks and Predictive Regressions Models of South African Equity Premium
Aye, Goodness - 2013
In this paper, we test for the structural stability of both bivariate and multivariate predictive regression models for equity premium in South Africa over the period of 1990:01 to 2010:12, based on 23 financial and macroeconomic variables. We employ a wide range of methodologies, namely, the...
Persistent link: https://www.econbiz.de/10013078301
Cover Image
Monetary policy uncertainty and jumps in advanced equity markets
Bouri, Elie; Gillas, Konstantinos Gkillas; Gupta, Rangan; … - In: Journal of risk 23 (2020/2021) 1, pp. 101-112
Persistent link: https://www.econbiz.de/10012500112
Cover Image
Out-of-sample equity premium predictability in South Africa : evidence from a large number of predictors
Gupta, Rangan; Modise, Mampho P.; Uwilingiye, Josine - In: Emerging markets finance & trade : a journal of the … 52 (2016) 7/9, pp. 1935-1955
Persistent link: https://www.econbiz.de/10011594903
Cover Image
The role of partisan conflict in forecasting the U.S. equity premium : a nonparametric approach
Gupta, Rangan; Muteba Mwamba, John; Wohar, Mark E. - In: Finance research letters 25 (2018), pp. 131-136
Persistent link: https://www.econbiz.de/10012003489
Cover Image
Exchange rate returns and volatility : the role of time-varying rare disaster risks
Gupta, Rangan; Suleman, Tahir; Wohar, Mark E. - In: The European journal of finance 25 (2019) 2, pp. 190-203
Persistent link: https://www.econbiz.de/10012206968
Cover Image
The role of term spread and pattern changes in predicting stock returns and volatility of the United Kingdom : evidence from a nonparametric causality-in-quantiles test using over...
Gupta, Rangan; Risse, Marian; Volkman, David A.; Wohar, … - In: The North American journal of economics and finance : a … 47 (2019), pp. 391-405
Persistent link: https://www.econbiz.de/10012117890