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The role of economic uncertainty in forecasting exchange rate returns and realized volatility : Evidence from quantile predictive regressions
Christou, Christina; Gupta, Rangan; Hassapis, Christis; … - In: Journal of Forecasting 37 (2018) 7, pp. 705-719
Persistent link: https://www.econbiz.de/10012082000
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Forecasting the Probability of Recessions in South Africa : the Role of Decomposed Term Spread and Economic Policy Uncertainty
Aye, Goodness C.; Christou, Christina; Gil-Alana, Luis A.; … - In: Journal of International Development 31 (2018) 1, pp. 101-116
Persistent link: https://www.econbiz.de/10012083114
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Monetary policy reaction to uncertainty in Japan : Evidence from a <scp>quantile‐on‐quantile</scp> interest rate rule
Christou, Christina; Naraidoo, Ruthira; Gupta, Rangan; … - In: International Journal of Finance & Economics 27 (2020) 2, pp. 2041-2053
Persistent link: https://www.econbiz.de/10012407071
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How does monetary policy respond to the dynamics of the shadow banking sector?
Agnello, Luca; Castro, Vitor; Jawadi, Fredj; Sousa, … - In: International Journal of Finance & Economics 25 (2020) 2, pp. 228-247
Persistent link: https://www.econbiz.de/10012189237
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A latent‐factor‐driven endogenous <scp>regime‐switching non‐Gaussian</scp> model : Evidence from simulation and application
Bu, Ruijun; Cheng, Jie; Jawadi, Fredj - In: International Journal of Finance & Economics 27 (2020) 4, pp. 3881-3896
Persistent link: https://www.econbiz.de/10012273394
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On the effect of oil price in the context of Covid‐19
Jawadi, Fredj; Sellami, Mohamed - In: International Journal of Finance & Economics 27 (2021) 4, pp. 3924-3933
Persistent link: https://www.econbiz.de/10012535339
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Is real per capita state personal income stationary? New nonlinear, asymmetric panel‐data evidence
Emirmahmutoglu, Furkan; Gupta, Rangan; Miller, Stephen M.; … - In: Bulletin of Economic Research 72 (2019) 1, pp. 50-62
Persistent link: https://www.econbiz.de/10012088341
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Insurance activity and economic performance : Fresh evidence from asymmetric panel causality tests
Hatemi-J, Abdulnasser; Lee, Chi-Chuan; Lee, Chien-Chiang; … - In: International Finance 22 (2018) 2, pp. 221-240
Persistent link: https://www.econbiz.de/10012091344
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US Fiscal Policy and Asset Prices : The Role of Partisan Conflict
Gupta, Rangan; Lau, Chi Keung Marco; Miller, Stephen M.; … - In: International Review of Finance 19 (2018) 4, pp. 851-862
Persistent link: https://www.econbiz.de/10012091510
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Predicting Stock Market Movements in the United States : The Role of Presidential Approval Ratings*
Gupta, Rangan; Kanda, Patrick; Wohar, Mark E. - In: International Review of Finance 21 (2019) 1, pp. 324-335
Persistent link: https://www.econbiz.de/10012091576