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A note on investor happiness and the predictability of realized volatility of gold
Bonato, Matteo; Gillas, Konstantinos Gkillas; Gupta, Rangan - In: Finance research letters 39 (2021), pp. 1-6
Persistent link: https://www.econbiz.de/10012805333
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Volatility connectedness of major cryptocurrencies : the role of investor happiness
Bouri, Elie; Gabauer, David; Gupta, Rangan; Tiwari, … - In: Journal of behavioral and experimental finance 30 (2021), pp. 1-11
Persistent link: https://www.econbiz.de/10012814541
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Unemployment rate hysteresis and the great recession : exploring the metropolitan evidence
Canarella, Giorgio; Gupta, Rangan; Miller, Stephen M.; … - In: Empirical economics : a journal of the Institute for … 56 (2019) 1, pp. 61-79
Persistent link: https://www.econbiz.de/10012040714
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Unemployment Rate Hysteresis and the Great Recession : Exploring the Metropolitan Evidence
Canarella, Giorgio - 2020
This paper explores the mean-reverting behavior of the unemployment rate using monthly geographically disaggregated … regimes at unknown points of time. We find that the Great Recession also altered the persistence of the unemployment rate …
Persistent link: https://www.econbiz.de/10012857002
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Unemployment fluctuations and currency returns in the United Kingdom : Evidence from over one and a half century of data
Bathia, Deven; Demirer, Rıza; Gupta, Rangan; Kotzé, Kevin - In: Journal of multinational financial management 61 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10012887858
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Causality between inflation and inflation uncertainty in South Africa: evidence from a Markov-switching vector autoregressive model
Nasr, Adnen Ben; Balcilar, Mehmet; Ajmi, Ahdi Noomen; … - In: Emerging markets review 24 (2015), pp. 46-68
Persistent link: https://www.econbiz.de/10011538531
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Time-frequency relationship between inflation and inflation uncertainty for the U.S. : evidence from historical data
Albulescu, Claudiu Tiberiu; Tiwari, Aviral Kumar; … - 2016
Persistent link: https://www.econbiz.de/10011547577
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Time-varying impact of uncertainty shocks on the US housing market
Christou, Christina; Gupta, Rangan; Nyakabawo, Wendy - In: Economics letters 180 (2019), pp. 15-20
Persistent link: https://www.econbiz.de/10012121736
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Incorporating economic policy uncertainty in US equity premium models : a nonlinear predictability analysis
Bekiros, Stelios; Gupta, Rangan; Majumdar, Anandamayee - In: Finance research letters 18 (2016), pp. 291-296
Persistent link: https://www.econbiz.de/10011657223
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The role of economic policy uncertainty in predicting U.S. recessions : a mixed-frequency Markov-switching vector autoregressive approach
Balcilar, Mehmet; Gupta, Rangan; Segnon, Mawuli - 2016
This paper analyzes the performance of the monthly economic policy uncertainty (EPU) index in predicting recessionary regimes of the (quarterly) U.S. GDP. In this regard, the authors apply a mixed-frequency Markov-switching vector autoregressive (MF-MS-VAR) model, and compare its in-sample and...
Persistent link: https://www.econbiz.de/10011554324