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Modeling the presidential approval ratings of the United States using machine-learning : does climate policy uncertainty matter?

Bouri, Elie; Gupta, Rangan; Pierdzioch, Christian - 2024

Persistent link: https://www.econbiz.de/10014483651

Herding in international REITs markets around the COVID-19 pandemic

Lesame, Keagile; Ngene, Geoffrey; Gupta, Rangan; Bouri, Elie - In: Research in international business and finance 67 (2024) 2, pp. 1-9

Persistent link: https://www.econbiz.de/10014451556

Investor sentiment and multi-scale positive and negative stock market bubbles in a panel of G7 countries

Van Eyden, Reneé; Gupta, Rangan; Nielsen, Joshua; … - In: Journal of behavioral and experimental finance 38 (2023), pp. 1-12

Persistent link: https://www.econbiz.de/10014456628

Financial market connectedness : the role of investors' happiness

Bouri, Elie; Demirer, Rıza; Gabauer, David; Gupta, Rangan - In: Finance research letters 44 (2022), pp. 1-8

Persistent link: https://www.econbiz.de/10014494886

Global geopolitical risk and inflation spillovers across European and North American economies

Bouri, Elie; Gabauer, David; Gupta, Rangan; Kinateder, … - In: Research in international business and finance 66 (2023), pp. 1-12

Persistent link: https://www.econbiz.de/10014463355

Salisu, Afees A.; Ogbonna, Ahamuefula Ephraim; Gupta, Rangan - 2023

Persistent link: https://www.econbiz.de/10014443108

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

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 - In: The quarterly review of economics and finance : journal … 88 (2023), pp. 303-314

Persistent link: https://www.econbiz.de/10014428077

Return volatility, correlation, and hedging of green and brown stocks : is there a role for climate risk factors?

Li, Haohua; Bouri, Elie; Gupta, Rangan; Fang, Libing - 2023

Persistent link: https://www.econbiz.de/10013482253

The predictive power of Bitcoin prices for the realized volatility of US stock sector returns

Bouri, Elie; Salisu, Afees A.; Gupta, Rangan - In: Financial innovation : FIN 9 (2023) 1, pp. 1-22

This paper is motivated by Bitcoin's rapid ascension into mainstream finance and recent evidence of a strong relationship between Bitcoin and US stock markets. It is also motivated by a lack of empirical studies on whether Bitcoin prices contain useful information for the volatility of US stock...

Persistent link: https://www.econbiz.de/10014289060