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Multi-layer spillovers between volatility and skewness in international stock markets over a century of data : the role of disaster risks
Foglia, Matteo; Plakandaras, Vasilios; Gupta, Rangan; … - 2023
Persistent link: https://www.econbiz.de/10014443110
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Testing the forecasting power of global economic conditions for the volatility of international REITs using a GARCH-MIDAS approach
Salisu, Afees A.; Gupta, Rangan; Bouri, Elie - 2022
Persistent link: https://www.econbiz.de/10012820363
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Forecasting returns of major cryptocurrencies : evidence from regime-switching factor models
Bouri, Elie; Christou, Christina; Gupta, Rangan - 2022
Persistent link: https://www.econbiz.de/10012820409
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Mixed-frequency forecasting of crude oil volatility based on the information content of global economic conditions
Salisu, Afees A.; Gupta, Rangan; Bouri, Elie; Ji, Qiang - In: Journal of forecasting 41 (2022) 1, pp. 134-157
Persistent link: https://www.econbiz.de/10012796279
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High-frequency predictability of housing market movements of the United States : the role of economic sentiment
Balcilar, Mehmet; Bouri, Elie; Gupta, Rangan; Kyei, … - In: The journal of behavioral finance : a publication of … 22 (2021) 4, pp. 490-498
Persistent link: https://www.econbiz.de/10012649950
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The role of global economic conditions in forecasting gold market volatility : evidence from a GARCH-MIDAS approach
Salisu, Afees A.; Gupta, Rangan; Bouri, Elie; Ji, Qiang - In: Research in international business and finance 54 (2020), pp. 1-9
Persistent link: https://www.econbiz.de/10012581489
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The role of the monthly ENSO in forecasting the Daily Baltic Dry Index
Bouri, Elie; Gupta, Rangan; Rossini, Lua - 2022
Persistent link: https://www.econbiz.de/10013253754
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Bitcoin prices and the realized volatility of US sectoral stock returns
Bouri, Elie; Salisu, Afees A.; Gupta, Rangan - 2022
Persistent link: https://www.econbiz.de/10013270159
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Predicting Bitcoin returns : comparing the roles of newspaper- and internet search-based measures of uncertainty
Bouri, Elie; Gupta, Rangan - In: Finance research letters 38 (2021), pp. 1-7
Persistent link: https://www.econbiz.de/10012485208
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Forecasting Bitcoin returns : is there a role for the US-China trade war?
Plakandaras, Vasilios; Bouri, Elie; Gupta, Rangan - In: Journal of risk 23 (2020/2021) 3, pp. 75-93
Persistent link: https://www.econbiz.de/10012500303