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Forecasting stock returns volatility of the G7 over centuries : the role of climate risks
Bouri, Elie; Gupta, Rangan; Liphadzi, Asingamaanda; … - 2024
Persistent link: https://www.econbiz.de/10014553267
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Terror attacks and stock-market fluctuations : evidence based on a nonparametric causality-in-quantiles test for the G7 countries
Balcilar, Mehmet; Gupta, Rangan; Pierdzioch, Christian; … - In: The European journal of finance 24 (2018) 4/6, pp. 333-346
Persistent link: https://www.econbiz.de/10012244323
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Predicting stock market movements with a time-varying consumption-aggregate wealth ratio
Chang, Tsangyao; Gupta, Rangan; Majumdar, Anandamayee; … - In: International review of economics & finance : IREF 59 (2019), pp. 458-467
Persistent link: https://www.econbiz.de/10012203261
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Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo; Cepni, Oguzhan; Gupta, Rangan; … - In: Journal of forecasting 43 (2024) 2, pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
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Oil-price uncertainty and international stock returns : dissecting quantile-based predictability and spillover effects using more than a century of data
Balcilar, Mehmet; Gupta, Rangan; Pierdzioch, Christian - 2022
Persistent link: https://www.econbiz.de/10013166706
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Do banks' buy and sell recommendations influence stock market volatility? : evidence from the German DAX30
Hendriks, Torben W.; Kempa, Bernd; Pierdzioch, Christian - In: The European journal of finance 18 (2012) 1/2, pp. 29-39
Persistent link: https://www.econbiz.de/10009565257
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Climate risks and stock market volatility over a century in an emerging market economy : the case of South Africa
Wu, Kejin; Karmakar, Sayar; Gupta, Rangan; Pierdzioch, … - 2023
Persistent link: https://www.econbiz.de/10014336437
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Time-varying risk aversion and realized gold volatility
Demirer, Rıza; Gillas, Konstantinos Gkillas; Gupta, Rangan - In: The North American journal of economics and finance : a … 50 (2019) 101048, pp. 1-16
Persistent link: https://www.econbiz.de/10012204443
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Forecasting the conditional distribution of realized volatility of oil price returns : the role of skewness over 1859 to 2023
Gupta, Rangan; Ji, Qiang; Pierdzioch, Christian; … - 2023
Persistent link: https://www.econbiz.de/10014304985
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Climate risks and state-level stock market realized volatility
Bonato, Matteo; Cepni, Oguzhan; Gupta, Rangan; … - In: Journal of financial markets 66 (2023), pp. 1-18
Persistent link: https://www.econbiz.de/10014473150