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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
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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
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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
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Bayesian methods of forecasting inventory investment
Gupta, Rangan - In: The South African journal of economics 77 (2009) 1, pp. 113-126
Persistent link: https://www.econbiz.de/10003837756
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Temporal causality between budget deficit and interest rate : the case of South Africa
Uwilingiye, Josine; Gupta, Rangan - In: The Indian economic journal 57 (2009) 2, pp. 79-96
Persistent link: https://www.econbiz.de/10003915438
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The effect of monetary policy on house price inflation : a factor augmented vector autoregression (FAVAR) approach
Gupta, Rangan; Kabundi, Alain - In: Journal of economic studies 37 (2010) 5/6, pp. 616-626
Persistent link: https://www.econbiz.de/10008778767
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South African stock return predictability in the context data mining : the role of financial variables and international stock returns
Gupta, Rangan; Modise, Mampho P. - In: Economic modelling 29 (2012) 3, pp. 908-916
Persistent link: https://www.econbiz.de/10009545495
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The macro-economic reform and the demand for money in India
Dasgupta, Basab; Gupta, Rangan - In: International business and economics research journal 10 (2011) 10, pp. 61-69
Persistent link: https://www.econbiz.de/10009533105
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Temporal causality between taxes and public expenditures : the case of South Africa
Ndahiriwe, Kasai; Gupta, Rangan - In: Journal of world economic review 6 (2011) 1, pp. 87-100
Persistent link: https://www.econbiz.de/10009315052
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Predicting stock returns and volatility using consumption-aggregate wealth ratios : a nonlinear approach
Bekiros, Stelios; Gupta, Rangan - In: Economics letters 131 (2015), pp. 83-85
Persistent link: https://www.econbiz.de/10011422667