Similar Search Results

Detecting Predictable Non-linear Dynamics in Dow Jones Industrial Average and Dow Jones Islamic Market Indices using Nonparametric Regressions

Álvarez-Díaz, Marcos; Hammoudeh, Shawkat; Gupta, Rangan - Department of Economics, Faculty of Economic and … - 2013

posit that stock market indices are difficult to predict accurately. However, our results reveal some point forecasting …

Persistent link: https://www.econbiz.de/10010743481

Forecasting China’s Foreign Exchange Reserves Using Dynamic Model Averaging: The Role of Macroeconomic Fundamentals, Financial Stress and Economic Uncertainty

Gupta, Rangan; Hammoudeh, Shawkat; Kim, Won Joong; … - Department of Economics, Faculty of Economic and … - 2013

We develop models for examining possible predictors of growth of China’s foreign exchange reserves that embrace Chinese and global trade, financial and risk (uncertainty) factors. Specifically, by comparing with other alternative models, we show that the dynamic model averaging (DMA) and...

Persistent link: https://www.econbiz.de/10010711932

Forecasting the Price of Gold Using Dynamic Model Averaging

Aye, Goodness; Gupta, Rangan; Hammoudeh, Shawkat; Kim, … - Institut de Préparation à l'Administration et à la … - 2014

’s financial stress index appear to be strong at almost all horizons and sub-periods. However, the forecasting prowess of the …

Persistent link: https://www.econbiz.de/10010891025

Forecasting the Price of Gold Using Dynamic Model Averaging

Aye, Goodness C.; Gupta, Rangan; Hammoudeh, Shawkat; … - Department of Economics, Faculty of Economic and … - 2014

’s financial stress index appear to be strong at almost all horizons and sub-periods. However, the forecasting prowess of the …

Persistent link: https://www.econbiz.de/10010891726

Forecasting China's foreign exchange reserves using dynamic model averaging: The roles of macroeconomic fundamentals, financial stress and economic uncertainty

Gupta, Rangan; Hammoudeh, Shawkat; Kim, Won Joong; … - In: The North American Journal of Economics and Finance 28 (2014) C, pp. 170-189

We develop models for examining possible predictors of growth of China's foreign exchange reserves that embrace Chinese and global trade, financial and risk (uncertainty) factors. Specifically, by comparing with other alternative models, we show that the dynamic model averaging (DMA) and dynamic...

Persistent link: https://www.econbiz.de/10010777014

Detecting predictable non-linear dynamics in Dow Jones Islamic Market and Dow Jones Industrial Average indices using nonparametric regressions

Álvarez-Díaz, Marcos; Hammoudeh, Shawkat; Gupta, Rangan - In: The North American Journal of Economics and Finance 29 (2014) C, pp. 22-35

forecasting capacity for a 15-week horizon at the 95 per cent confidence level for the DJIA index, and for nine-week horizon at …

Persistent link: https://www.econbiz.de/10011056675

Forecasting the price of gold using dynamic model averaging

Aye, Goodness C.; Gupta, Rangan; Hammoudeh, Shawkat; … - In: International review of financial analysis 41 (2015), pp. 257-266

Persistent link: https://www.econbiz.de/10011508954

Forecasting China's foreign exchange reserves using dynamic model averaging : the roles of macroeconomic fundamentals, financial stress and economic uncertainty

Gupta, Rangan; Hammoudeh, Shawkat; Kim, Won Joong; … - In: The North American journal of economics and finance : a … 28 (2014), pp. 170-189

Persistent link: https://www.econbiz.de/10010461966

Industry-level determinants of the linkage between credit and stock markets

Shahzad, Syed Jawad Hussain; Ferrer, Román; Hammoudeh, … - In: Applied economics 50 (2018) 49, pp. 5277-5301

Persistent link: https://www.econbiz.de/10012062147

The relationship between disaggregated country risk ratings and stock market movements : an ARDL approach

Sari, Ramazan; Uzunkaya, Mehmet; Hammoudeh, Shawkat - In: Emerging markets finance & trade : a journal of the … 49 (2013) 1, pp. 4-16

Persistent link: https://www.econbiz.de/10009742924