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The predictive value of inequality measures for stock returns : an analysis of long-span UK data using quantile random forests

Gupta, Rangan; Pierdzioch, Christian; Vivian, Andrew J.; … - In: Finance research letters 29 (2019), pp. 315-322

Persistent link: https://www.econbiz.de/10012419133

The effect of global and regional stock market shocks on safe haven assets

Balcilar, Mehmet; Demirer, Rıza; Gupta, Rangan; Wohar, … - In: Structural change and economic dynamics : SC+ED 54 (2020), pp. 297-308

Persistent link: https://www.econbiz.de/10012499705

Common business cycles and volatilities in US states and MSAs : the role of economic uncertainty

Gupta, Rangan; Ma, Jun; Risse, Marian; Wohar, Mark E. - In: Journal of macroeconomics 57 (2018), pp. 317-337

Persistent link: https://www.econbiz.de/10012127992

The impact of US uncertainty on the Euro area in good and bad times : evidence from a quantile structural vector autoregressive model

Gupta, Rangan; Lau, Chi Keung; Wohar, Mark E. - In: Empirica : journal of european economics 46 (2019) 2, pp. 353-368

Persistent link: https://www.econbiz.de/10012241954

Terror attacks and stock-market fluctuations : evidence based on a nonparametric causality-in-quantiles test for the G7 countries

Balcilar, Mehmet; Gupta, Rangan; Pierdzioch, Christian; … - In: The European journal of finance 24 (2018) 4/6, pp. 333-346

Persistent link: https://www.econbiz.de/10012244323

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

Gupta, Rangan; Ma, Jun; Theodoridis, Konstantinos; … - 2020

We use a time-varying parameter dynamic factor model with stochastic volatility (DFM-TV-SV) estimated using Bayesian methods to disentangle the relative importance of the common component in FHFA house price movements from state-specific shocks, over the quarterly period of 1975Q2 to 2017Q4. We...

Persistent link: https://www.econbiz.de/10012229804

Oil shocks and volatility jumps

Gillas, Konstantinos Gkillas; Gupta, Rangan; Wohar, Mark E. - In: Review of quantitative finance and accounting 54 (2020) 1, pp. 247-272

Persistent link: https://www.econbiz.de/10012232836

The impact of US uncertainty shocks on a panel of advanced and emerging market economies

Gupta, Rangan; Olasehinde-Williams, Godwin; Wohar, Mark E. - In: Journal of international trade & economic development : … 29 (2020) 6, pp. 711-721

Persistent link: https://www.econbiz.de/10012264106

Is the Hhusing market in the United States really weakly-efficient?

Tiwari, Aviral Kumar; Gupta, Rangan; Wohar, Mark E. - In: Applied economics letters 27 (2020) 14, pp. 1124-1134

Persistent link: https://www.econbiz.de/10012267071

Rise and fall of calendar anomalies over a century

Plastun, Alex; Sibande, Xolani; Gupta, Rangan; Wohar, … - In: The North American journal of economics and finance : a … 49 (2019), pp. 181-205

Persistent link: https://www.econbiz.de/10012269177