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Financial tail risks in conventional and Islamic stock markets : a comparative analysis
Muteba Mwamba, John; Hammoudeh, Shawkat; Gupta, Rangan - In: Pacific-Basin finance journal 42 (2017), pp. 60-82
Persistent link: https://www.econbiz.de/10011800542
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Forecasting international financial stress : the role of climate risks
Del Fava, Santino; Gupta, Rangan; Pierdzioch, Christian; … - 2023
Persistent link: https://www.econbiz.de/10014364827
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Financial turbulence, systemic risk and the predictability of stock market volatility
Salisu, Afees A.; Demirer, Rıza; Gupta, Rangan - In: Global finance journal 52 (2022), pp. 1-15
Persistent link: https://www.econbiz.de/10013412548
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Climate risks and U.S. stock-market tail risk : a forecasting experiment using over a century of data
Salisu, Afees A.; Gupta, Rangan; Pierdzioch, Christian; … - In: International review of finance : the official journal … 23 (2023) 2, pp. 228-244
Persistent link: https://www.econbiz.de/10014326299
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Investor Sentiment and Crash Risk in Safe Havens
Ben Nasr, Adnen - 2018
, with particular focus on crash risk in these assets. Examining intraday returns for a wide range of safe havens proposed in …, responding negatively to sentiment shocks, suggesting that positive shocks to sentiment (i.e. high fear) increase crash risk for …
Persistent link: https://www.econbiz.de/10012928575
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The effect of US uncertainty shock on international equity markets : the role of the global financial cycle
Salisu, Afees A.; Gupta, Rangan; Adediran, Idris A. - In: Review of Economic Analysis : REA 15 (2023) 2, pp. 139-159
We contribute to the literature on the international propagation of uncertainty shocks with a Global Vector Autoregressive (GVAR) model that quantifies the spillover effects of uncertainty shocks in the US on to real equity prices of 32 advanced and emerging countries (besides the US). In this...
Persistent link: https://www.econbiz.de/10014310354
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The financial US uncertainty spillover multiplier : evidence from a GVAR model
Salisu, Afees A.; Gupta, Rangan; Demirer, Rıza - In: International finance : the only journal bridging the … 25 (2022) 3, pp. 313-340
Persistent link: https://www.econbiz.de/10013472786
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Financial liberalization and the dynamics of inflation, nominal exchange rate, and terms of trade
Gupta, Rangan - In: Indian economic review : biannual journal of the Delhi … 42 (2007) 2, pp. 165-176
Persistent link: https://www.econbiz.de/10003828573
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A generic model of financial repression
Gupta, Rangan - In: International economics & finance journal : (IEFJ) 3 (2008) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10003791296
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Financial liberalization and inflationary dynamics
Gupta, Rangan - In: International journal of economic research 6 (2009) 1, pp. 61-79
Persistent link: https://www.econbiz.de/10003853157