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accessRights:"restricted"
~person:"Gupta, Rangan"
~subject:"Volatility"
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Search: subject_exact:"Impact analysis"
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Volatility
Impact assessment
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Wirkungsanalyse
32
Schock
14
Shock
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13
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13
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12
VAR-Modell
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Gupta, Rangan
Ben Omrane, Walid
9
Tiwari, Aviral Kumar
5
Toan Luu Duc Huynh
5
Wohar, Mark E.
5
Baig, Ahmed S.
4
Brzeszczyński, Janusz
4
Floros, Christos
4
Lucey, Brian M.
4
Ma, Feng
4
Zaremba, Adam
4
Zhu, Huiming
4
Aloui, Donia
3
Apergēs, Nikolaos
3
Apostolakis, George N.
3
Bwanya, Princess Rutendo
3
Charteris, Ailie
3
Corbet, Shaen
3
Demir, Ender
3
Demirer, Rıza
3
Forbes, Kristin
3
Fratzscher, Marcel
3
Gillas, Konstantinos Gkillas
3
Hassan, M. Kabir
3
Hussain, Syed Mujahid
3
Ji, Qiang
3
Kizys, Renatas
3
Liu, Zhenhua
3
Lu, Xinjie
3
Mumtaz, Haroon
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Salisu, Afees A.
3
Straub, Roland
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Szczygielski, Jan Jakub
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Teplova, Tamara V.
3
Theodoridis, Konstantinos
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Umar, Zaghum
3
Xuan Vinh Vo
3
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Applied economics letters
2
Economics letters
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International review of economics & finance : IREF
1
Journal of multinational financial management
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
The North American journal of economics and finance : a journal of financial economics studies
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1
The impacts of oil price volatility on financial stress : is the COVID-19 period different?
Sheng, Xin
;
Kim, Won Joong
;
Gupta, Rangan
;
Ji, Qiang
- In:
International review of economics & finance : IREF
85
(
2023
),
pp. 520-532
Persistent link: https://www.econbiz.de/10014428155
Saved in:
2
The effect of oil uncertainty shock on real GDP of 33 countries : a global VAR approach
Salisu, Afees A.
;
Gupta, Rangan
;
Olaniran, Abeeb
- In:
Applied economics letters
30
(
2023
)
3
,
pp. 269-274
Persistent link: https://www.econbiz.de/10013553138
Saved in:
3
Analyzing the impact of Brexit on global uncertainty using functional linear regression with point of impact : the role of currency and equity markets
Mangisa, Siphumlile
;
Das, Sonali
;
Gupta, Rangan
- In:
The Singapore economic review
67
(
2022
)
4
,
pp. 1377-1388
Persistent link: https://www.econbiz.de/10014235382
Saved in:
4
Evolving United States stock market volatility : the role of conventional and unconventional monetary policies
Plakandaras, Vasilios
;
Gupta, Rangan
;
Balcilar, Mehmet
; …
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013449139
Saved in:
5
Climate uncertainty and carbon emissions prices : the relative roles of transition and physical climate risks
Ozturk, Serda Selin
;
Demirer, Rıza
;
Gupta, Rangan
- In:
Economics letters
217
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013465491
Saved in:
6
Dynamic effects of monetary policy shocks on macroeconomic volatility in the United Kingdom
Salisu, Afees A.
;
Gupta, Rangan
- In:
Applied economics letters
28
(
2021
)
18
,
pp. 1594-1599
Persistent link: https://www.econbiz.de/10012626718
Saved in:
7
Time-varying impact of uncertainty shocks on the US housing market
Christou, Christina
;
Gupta, Rangan
;
Nyakabawo, Wendy
- In:
Economics letters
180
(
2019
),
pp. 15-20
Persistent link: https://www.econbiz.de/10012121736
Saved in:
8
UK macroeconomic volatility : historical evidence over seven centuries
Plakandaras, Vasilios
;
Gupta, Rangan
;
Wohar, Mark E.
- In:
Journal of policy modeling : JPMOD ; a social science …
40
(
2018
)
4
,
pp. 767-789
Persistent link: https://www.econbiz.de/10012053527
Saved in:
9
Impact of macroeconomic news surprises and uncertainty for major economies on returns and volatility of oil futures
Bahloul, Walid
;
Gupta, Rangan
- In:
International economics : a journal published by CEPII …
156
(
2018
),
pp. 247-253
Persistent link: https://www.econbiz.de/10012027286
Saved in:
10
Economic policy uncertainty and stock market returns in PacificRim countries : evidence based on a Bayesian panel VAR model
Christou, Christina
;
Cuñado Eizaguirre, Juncal
;
Gupta, …
- In:
Journal of multinational financial management
40
(
2017
),
pp. 92-102
Persistent link: https://www.econbiz.de/10011927815
Saved in:
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