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Bouri, Elie - 2018

We extend our understanding on the role of wine investment within a portfolio of different assets (US/UK equities …-dominance approaches. The main findings suggest that wine is the best investment among all individual assets under study, and investors … investors in their investment processes and reveal the possibility of earning abnormal returns when wine is included in the …

Persistent link: https://www.econbiz.de/10012927259

A note on uncertainty due to infectious diseases and output growth of the United States : a mixed-frequency forecasting experiment

Salisu, Afees A.; Gupta, Rangan; Demirer, Rıza - In: Annals of financial economics 17 (2022) 2, pp. 1-9

Persistent link: https://www.econbiz.de/10013262971

The causal relationship between economic policy uncertainty and stock returns in China and India : evidence from a bootstrap rolling window approach

Li, Xiao-Lin; Balcilar, Mehmet; Gupta, Rangan; Chang, … - In: Emerging markets finance & trade : a journal of the … 52 (2016) 1/3, pp. 674-689

Persistent link: https://www.econbiz.de/10011562548

The macroeconomic effects of uncertainty shocks in India

Bonga-Bonga, Lumengo; Gupta, Rangan; Jooste, Charl - In: Economia internazionale 68 (2015) 3, pp. 373-383

Persistent link: https://www.econbiz.de/10011348844

Causality between exports and economic growth in South Africa: evidence from linear and nonlinear tests

Ajmi, Ahdi N.; Aye, Goodness C.; Balcilar, Mehmet; … - In: Journal of Developing Areas 49 (2015) 2, pp. 163-181

This paper investigates the dynamic causal link between exports and economic growth using both linear and nonlinear Granger causality tests. We use annual South African data on real exports and real gross domestic product from 1911-2011. The linear Granger causality result shows no evidence of...

Persistent link: https://www.econbiz.de/10011213291

Causality between Exports and Economic Growth in South Africa: Evidence from Linear and Nonlinear Tests

Ajmi, Ahdi N.; Aye, Goodness C.; Balcilar, Mehmet; … - Department of Economics, Faculty of Economic and … - 2013

Persistent link: https://www.econbiz.de/10010770507

Are there Asymmetric Causal Relationships between Tourism and Economic Growth in a Panel of G-7 Countries?

Hatemi-J, Abdulnasser; Gupta, Rangan; Kasongo, Axel; … - Department of Economics, Faculty of Economic and … - 2014

The aim of this paper is to analyse the relationship between tourism activity and economic performance for G-7 countries. This paper attempts to answer two questions. Firstly, it will look at whether economic growth causes increased tourism activity for Italy, Canada, Japan, France, the UK, the...

Persistent link: https://www.econbiz.de/10011096981

Financial Variables and the Out-of-Sample Forecastability of the Growth Rate of Indian Industrial Production

Gupta, Rangan; Ye, Yuxiang; Sako, Christopher - Department of Economics, Faculty of Economic and … - 2011

In this paper, we consider the forecasting power, both in- and out-of-sample, of 11 financial variables with respect to the growth rate of Indian industrial production over the monthly out-of-sample period of 2005:4-2011:4, using an in-sample of 1994:1-2005:3. The financial variables used are:...

Persistent link: https://www.econbiz.de/10009404615

Time-Frequency Relationship between U.S. Output with Commodity and Asset Prices

Tiwari, Aviral K.; Albulescu, Claudiu T.; Gupta, Rangan - Department of Economics, Faculty of Economic and … - 2015

Commodity and asset prices have a well-documented effect on economic growth, manifested through various channels. At the same time, the business cycle influences the commodity and asset prices. Whereas empirical evidence on the effect of commodity and asset prices on the long-run economic growth...

Persistent link: https://www.econbiz.de/10011267816

Causality between Economic Policy Uncertainty across Countries: Evidence from Linear and Nonlinear Tests

Ajmi, Ahdi N.; Gupta, Rangan; Kanda, Patrick T. - Department of Economics, Faculty of Economic and … - 2013

Following the 2007-2009 global recession, economic policy uncertainty and its effect on economic recovery has become an issue of interest in academic, media as well as policy-making circles (Baker et al., 2013). Given this backdrop, we investigate causality between economic policy uncertainty in...

Persistent link: https://www.econbiz.de/10010699251

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