Similar Search Results

Time-varying causal relationship between stock market and unemployment in the United Kingdom : historical evidence from 1855 to 2017

Sibande, Xolani; Gupta, Rangan; Wohar, Mark E. - In: Journal of multinational financial management 49 (2019), pp. 81-88

Persistent link: https://www.econbiz.de/10012314402

Historical volatility of advanced equity markets : the role of local and global crises

Goswami, Samrat; Gupta, Rangan; Wohar, Mark E. - In: Finance research letters 34 (2020), pp. 1-7

Persistent link: https://www.econbiz.de/10012436967

Multi-Horizon Financial and Housing Wealth Effects across the U.S. States

Coskun, Yener - 2019

Multi-horizon non-causality testing (Dufour et al., 2006) and multi-horizon causality measurement (Dufour and Taamouti, 2010). We find in both that housing wealth has a more statistically significant, persistent, and widespread impacts than financial wealth on state/aggregate levels. We also...

Persistent link: https://www.econbiz.de/10012864246

Climate risks and predictability of commodity returns and volatility : evidence from over 750 years of data

Nel, Jacobus; Gupta, Rangan; Wohar, Mark E.; … - 2022

Persistent link: https://www.econbiz.de/10013387607

The role of an aligned investor sentiment index in predicting bond risk premia of the U.S

Çepni, Oğuzhan; Güney, Ethem; Gupta, Rangan; Wohar, … - In: Journal of financial markets 51 (2020), pp. 1-13

Persistent link: https://www.econbiz.de/10013536291

Global evidence of the COVID-19 shock on real equity prices and real exchange rates : a counterfactual analysis with a threshold-augmented GVAR model

Salisu, Afees A.; Ayinde, Taofeek Olusola; Gupta, Rangan; … - In: Finance research letters 47 (2022) 1, pp. 1-10

Persistent link: https://www.econbiz.de/10013455599

Is there a national housing market bubble brewing in the United States?

Gupta, Rangan; Ma, Jun; Theodoridis, Konstantinos; … - In: Macroeconomic dynamics 27 (2023) 8, pp. 2191-2228

Persistent link: https://www.econbiz.de/10014436663

Uncertainty and predictability of real housing returns in the United Kingdom : a regional analysis

Salisu, Afees A.; Gupta, Rangan; Ogbonna, Ahamuefula E.; … - In: Journal of forecasting 41 (2022) 7, pp. 1525-1556

Persistent link: https://www.econbiz.de/10013465713

Industry momentum and reversals in stock markets

Apergis, Nicholas; Plakandaras, Vasilios; Pragidis, Ioannis - In: International Journal of Finance & Economics 27 (2020) 3, pp. 3093-3138

Persistent link: https://www.econbiz.de/10012407125

Forecasting credit ratings of EU banks

Plakandaras, Vasilios; Gkonkas, Periklēs; … - In: International Journal of Financial Studies 8 (2020) 3, pp. 1-15

The aim of this study is to forecast credit ratings of E.U. banking institutions, as dictated by Credit Rating Agencies (CRAs). To do so, we developed alternative forecasting models that determine the non-disclosed criteria used in rating. We compiled a sample of 112 E.U. banking institutions,...

Persistent link: https://www.econbiz.de/10013200296