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Historical forecasting of interest rate mean and volatility of the United States : is there a role of uncertainty?

Hassani, Hossein; Yeganegi, Mohammad Reza; Gupta, Rangan - In: Annals of financial economics 15 (2020) 4, pp. 1-17

Persistent link: https://www.econbiz.de/10012643036

Does inequality really matter in forecasting real housing returns of the United Kingdom?

Hassani, Hossein; Yeganegi, Mohammad Reza; Gupta, Rangan - In: International economics : a journal published by CEPII … 159 (2019), pp. 18-25

Persistent link: https://www.econbiz.de/10012318765

The ENSO cycle and forecastability of global inflation and output growth : evidence from standard and mixed-frequency multivariate singular spectrum analyses

Yeganegi, Mohammad Reza; Hassani, Hossein; Gupta, Rangan - In: Journal of forecasting 42 (2023) 7, pp. 1690-1707

Persistent link: https://www.econbiz.de/10014432753

Forecasting stock market (realized) volatility in the United Kingdom : is there a role of inequality?

Hassani, Hossein; Yeganegi, Mohammad Reza; Gupta, Rangan; … - In: International journal of finance & economics : IJFE 27 (2022) 2, pp. 2146-2152

Persistent link: https://www.econbiz.de/10013184696

Forecasting the price of gold

Hassani, Hossein; Silva, Emmanuel Sirimal; Gupta, Rangan; … - In: Applied economics 47 (2015) 37/39, pp. 4141-4152

Persistent link: https://www.econbiz.de/10011294643

Time-varying risk aversion and the profitability of carry trades : evidence from the cross-quantilogram

Demirer, Rıza; Gupta, Rangan; Hassani, Hossein; Huang, Xu - In: Economies : open access journal 8 (2020) 1/18, pp. 1-12

This paper examines the predictive power of time-varying risk aversion over payoffs to the carry trade strategy via the cross-quantilogram methodology. Our analysis yields significant evidence of directional predictability from risk aversion to daily carry trade returns tracked by the Deutsche...

Persistent link: https://www.econbiz.de/10012237397