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Does economic policy uncertainty predict exchange rate returns and volatility? : evidence from a nonparametric causality-in-quantiles test

Balcilar, Mehmet; Gupta, Rangan; Kyei, Clement; Wohar, … - In: Open economies review 27 (2016) 2, pp. 229-250

Persistent link: https://www.econbiz.de/10011591762

Do terror attacks affect the dollar-pound exchange rate? : a nonparametric causality-in-quantiles analysis

Balcilar, Mehmet; Gupta, Rangan; Pierdzioch, Christian; … - In: The North American journal of economics and finance : a … 41 (2017), pp. 44-56

Persistent link: https://www.econbiz.de/10011878932

Climate risks and realized volatility of major commodity currency exchange rates

Bonato, Matteo; Cepni, Oguzhan; Gupta, Rangan; … - In: Journal of financial markets 62 (2023), pp. 1-19

Persistent link: https://www.econbiz.de/10014226734

Can we beat the random-walk model for the South African rand-US dollar and South African rand-UK pound exchange rates? : evidence from dynamic model averaging

De Bruyn, Riané; Gupta, Rangan; Van Eyden, Reneé - In: Emerging markets finance & trade : a journal of the … 51 (2015) 3, pp. 502-524

Persistent link: https://www.econbiz.de/10011403785

Infectious diseases-related uncertainty and the predictability of foreign exchange and bitcoin futures realized volatility

Shiba, Sisa; Cuñado Eizaguirre, Juncal; Gupta, Rangan; … - In: Annals of financial economics 18 (2023) 2, pp. 1-14

Persistent link: https://www.econbiz.de/10014442581

Oil price and exchange rate behaviour of the brics

Salisu, Afees A.; Cuñado Eizaguirre, Juncal; Isah, Kazeem - In: Emerging markets, finance and trade : EMFT 57 (2021) 7, pp. 2042-2051

Persistent link: https://www.econbiz.de/10012549866

The impact of exchange rate uncertainty on exports in South Africa

Aye, Goodness C.; Gupta, Rangan; Moyo, Prudence S.; … - In: Journal of international commerce, economics and policy 6 (2015) 1, pp. 1-14

Persistent link: https://www.econbiz.de/10011306011

Is the response of the bank of England to exchange rate movements frequency-dependent?

Caraiani, Petre; Gupta, Rangan - In: Journal of macroeconomics 63 (2020), pp. 1-10

Persistent link: https://www.econbiz.de/10012243170

On exchange-rate movements and gold-price fluctuations : evidence for gold-producing countries from a nonparametric causality-in-quantiles test

Balcilar, Mehmet; Gupta, Rangan; Pierdzioch, Christian - In: International economics and economic policy : IEEP 14 (2017) 4, pp. 691-700

Persistent link: https://www.econbiz.de/10011878130

Testing the monetary model for exchange rate determination in South Africa : evidence from 101 years of data

De Bruyn, Riané; Gupta, Rangan; Stander, Lardo - In: Contemporary economics 7 (2013) 1, pp. 19-32

Evidence in favor of the monetary model of exchange rate determination for the South African Rand is, at best, mixed. A co-integrating relationship between the nominal exchange rate and monetary fundamentals forms the basis of the monetary model. With the econometric literature suggesting that...

Persistent link: https://www.econbiz.de/10009770376