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Moments-based spillovers across gold and oil markets
Bonato, Matteo; Gupta, Rangan; Lau, Chi Keung; Wang, Shixuan - In: Energy economics 89 (2020), pp. 1-16
Persistent link: https://www.econbiz.de/10012517023
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Oil price uncertainty and movements in the US government bond risk premia
Balcilar, Mehmet; Gupta, Rangan; Wang, Shixuan; Wohar, … - In: The North American journal of economics and finance : a … 52 (2020), pp. 1-15
Persistent link: https://www.econbiz.de/10012654789
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Nonlinear contagion between stock and real estate markets : international evidence from a local Gaussian correlation approach
Bouri, Elie; Gupta, Rangan; Wang, Shixuan - In: International journal of finance & economics : IJFE 27 (2022) 2, pp. 2089-2109
Persistent link: https://www.econbiz.de/10013184682
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Bitcoin and global financial stress : a copula-based approach to dependence and causality in the quantiles
Bouri, Elie; Gupta, Rangan; Lau, Chi Keung; Roubaud, David - In: The quarterly review of economics and finance : journal … 69 (2018), pp. 297-307
Persistent link: https://www.econbiz.de/10012035019
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Bear, bull, sidewalk, and crash : the evolution of the us stock market using over a century of daily data
Wang, Shixuan; Gupta, Rangan; Zhang, Yue-jun - In: Finance research letters 43 (2021), pp. 1-6
Persistent link: https://www.econbiz.de/10014632469
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Climate risks and realized volatility of major commodity currency exchange rates
Bonato, Matteo; Çepni, Oğuzhan; Gupta, Rangan; … - 2022
Persistent link: https://www.econbiz.de/10012820396
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Do oil-price shocks predict the realized variance of U.S. REITs?
Bonato, Matteo; Çepni, Oğuzhan; Gupta, Rangan; … - In: Energy economics 104 (2021), pp. 1-19
Persistent link: https://www.econbiz.de/10013364407
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Uncertainty due to infectious diseases and forecastability of the realized variance of United States real estate investment trusts : a note
Bonato, Matteo; Çepni, Oğuzhan; Gupta, Rangan; … - In: International review of finance : the official journal … 22 (2022) 3, pp. 540-550
Persistent link: https://www.econbiz.de/10013413249
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El Niño, La Niña, and forecastability of the realized variance of agricultural commodity prices : evidence from a machine learning approach
Bonato, Matteo; Çepni, Oğuzhan; Gupta, Rangan; … - In: Journal of forecasting 42 (2023) 4, pp. 785-801
Persistent link: https://www.econbiz.de/10014292795
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Uncertainty due to infectious diseases and forecastability of the realized variance of United States real estate investment trusts: A note
Bonato, Matteo; Çepni, Oğuzhan; Gupta, Rangan; … - In: International Review of Finance 22 (2021) 3, pp. 540-550
We examine the forecasting power of a daily newspaper‐based index of uncertainty associated with infectious diseases (EMVID) for real estate investment trusts (REITs) realized market variance of the United States (US) via the heterogeneous autoregressive realized volatility (HAR‐RV) model....
Persistent link: https://www.econbiz.de/10013382234