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The impact of exchange rate uncertainty on exports in South Africa
Aye, Goodness C.; Gupta, Rangan; Moyo, Prudence S.; … - In: Journal of international commerce, economics and policy 6 (2015) 1, pp. 1-14
Persistent link: https://www.econbiz.de/10011306011
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Testing the monetary model for exchange rate determination in South Africa : evidence from 101 years of data
De Bruyn, Riané; Gupta, Rangan; Stander, Lardo - In: Contemporary economics 7 (2013) 1, pp. 19-32
Evidence in favor of the monetary model of exchange rate determination for the South African Rand is, at best, mixed. A co-integrating relationship between the nominal exchange rate and monetary fundamentals forms the basis of the monetary model. With the econometric literature suggesting that...
Persistent link: https://www.econbiz.de/10009770376
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Testing the Monetary Model for Exchange Rate Determination in South Africa : Evidence from 101 Years of Data
de Bruyn, Riané - 2013
Evidence in favor of the monetary model of exchange rate determination for the South African Rand is, at best, mixed. A co-integrating relationship between the nominal exchange rate and monetary fundamentals forms the basis of the monetary model. With the econometric literature suggesting that...
Persistent link: https://www.econbiz.de/10013083181
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The Effects of Brexit on the Pound : Towards a Currency Crisis?
Plakandaras, Vasilios - 2017
and evaluate out-of-sample forecasts of the exchange rate and its realized volatility in the pre- and post-Brexit period …
Persistent link: https://www.econbiz.de/10012951472
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Does economic policy uncertainty predict exchange rate returns and volatility? : evidence from a nonparametric causality-in-quantiles test
Balcilar, Mehmet; Gupta, Rangan; Kyei, Clement; Wohar, … - In: Open economies review 27 (2016) 2, pp. 229-250
Persistent link: https://www.econbiz.de/10011591762
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On exchange-rate movements and gold-price fluctuations : evidence for gold-producing countries from a nonparametric causality-in-quantiles test
Balcilar, Mehmet; Gupta, Rangan; Pierdzioch, Christian - In: International economics and economic policy : IEEP 14 (2017) 4, pp. 691-700
Persistent link: https://www.econbiz.de/10011878130
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Do terror attacks affect the dollar-pound exchange rate? : a nonparametric causality-in-quantiles analysis
Balcilar, Mehmet; Gupta, Rangan; Pierdzioch, Christian; … - In: The North American journal of economics and finance : a … 41 (2017), pp. 44-56
Persistent link: https://www.econbiz.de/10011878932
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Infectious diseases-related uncertainty and the predictability of foreign exchange and bitcoin futures realized volatility
Shiba, Sisa; Cuñado Eizaguirre, Juncal; Gupta, Rangan; … - In: Annals of financial economics 18 (2023) 2, pp. 1-14
Persistent link: https://www.econbiz.de/10014442581
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Exchange rate jumps and geopolitical risks
Gillas, Konstantinos Gkillas; Gupta, Rangan; … - 2021
Persistent link: https://www.econbiz.de/10012661160
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Forecasting realized volatility of bitcoin returns : tail events and asymmetric loss
Gillas, Konstantinos Gkillas; Gupta, Rangan; … - In: The European journal of finance 27 (2021) 16, pp. 1626-1644
Persistent link: https://www.econbiz.de/10012872908