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Time-varying impact of pandemics on global output growth

Gupta, Rangan; Sheng, Xin; Balcilar, Mehmet; Ji, Qiang - In: Finance research letters 41 (2021), pp. 1-6

Persistent link: https://www.econbiz.de/10013336108

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

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

Persistent link: https://www.econbiz.de/10011443536

Herding in international REITs markets around the COVID-19 pandemic

Lesame, Keagile; Ngene, Geoffrey; Gupta, Rangan; Bouri, Elie - In: Research in international business and finance 67 (2024) 2, pp. 1-9

Persistent link: https://www.econbiz.de/10014451556

The impacts of oil price volatility on financial stress : is the COVID-19 period different?

Sheng, Xin; Kim, Won Joong; Gupta, Rangan; Ji, Qiang - In: International review of economics & finance : IREF 85 (2023), pp. 520-532

Persistent link: https://www.econbiz.de/10014428155

The impacts of oil price volatility on financial stress : is the COVID-19 period different?

Sheng, Xin; Kim, Woo Joong; Gupta, Rangan - 2021

Persistent link: https://www.econbiz.de/10012695792

COVID-19 pandemic and investor herding in international stock markets

Bouri, Elie; Demirer, Rıza; Gupta, Rangan; Nel, Jacobus - In: Risks : open access journal 9 (2021) 9, pp. 1-11

The aim of this study is to understand the effect of the recent novel coronavirus pandemic on investor herding behavior …

Persistent link: https://www.econbiz.de/10012632020

A note on the COVID-19 shock and real GDP in emerging economies

Salisu, Afees A.; Adediran, Idris A.; Gupta, Rangan - In: Emerging markets, finance and trade : EMFT 58 (2022) 1, pp. 93-101

Persistent link: https://www.econbiz.de/10012802051

Global evidence of the COVID-19 shock on real equity prices and real exchange rates : a counterfactual analysis with a threshold-augmented GVAR model

Salisu, Afees A.; Ayinde, Taofeek Olusola; Gupta, Rangan; … - In: Finance research letters 47 (2022) 1, pp. 1-10

Persistent link: https://www.econbiz.de/10013455599

Herding in international REITs markets around the COVID-19 pandemic

Lesame, Keagile; Ngene, Geoffrey; Gupta, Rangan; Bouri, Elie - 2022

Persistent link: https://www.econbiz.de/10013179588

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