Search Results - economics

What can fifty-two collateralizable wealth measures tell us about future housing market returns? : evidence from U.S. state-level data

Balcilar, Mehmet; Gupta, Rangan; Sousa, Ricardo M.; … - In: The journal of real estate finance and economics 62 (2021) 1, pp. 81-107

Persistent link: https://www.econbiz.de/10012428385

High-frequency volatility forecasting of US housing markets

Segnon, Mawuli; Gupta, Rangan; Lesame, Keagile; Wohar, … - In: The journal of real estate finance and economics 62 (2021) 2, pp. 283-317

Persistent link: https://www.econbiz.de/10012428404

A moving average heterogeneous autoregressive model for forecasting the realized volatility of the US stock market : Evidence from over a century of data

Salisu, Afees A.; Gupta, Rangan; Ogbonna, Ahamuefula E. - In: International Journal of Finance & Economics (2020)

Persistent link: https://www.econbiz.de/10012273378

On the transmission mechanism of Asia‐Pacific yield curve characteristics

Gabauer, David; Subramaniam, Sowmya; Gupta, Rangan - In: International Journal of Finance & Economics (2020)

Persistent link: https://www.econbiz.de/10012273382

Monetary policy reaction to uncertainty in Japan : Evidence from a quantile‐on‐quantile interest rate rule

Christou, Christina; Naraidoo, Ruthira; Gupta, Rangan; … - In: International Journal of Finance & Economics (2020)

Persistent link: https://www.econbiz.de/10012407071

Nonlinear contagion between stock and real estate markets : International evidence from a local Gaussian correlation approach

Bouri, Elie; Gupta, Rangan; Wang, Shixuan - In: International Journal of Finance & Economics (2020)

Persistent link: https://www.econbiz.de/10012407074

Forecasting stock market (realized) volatility in the United Kingdom : Is there a role of inequality?

Hassani, Hossein; Yeganegi, Mohammad Reza; Gupta, Rangan; … - In: International Journal of Finance & Economics (2020)

Persistent link: https://www.econbiz.de/10012407077

The role of real estate uncertainty in predicting US home sales growth : evidence from a quantiles-based Bayesian model averaging approach

Çepni, Oğuzhan; Gupta, Rangan; Wohar, Mark E. - In: Applied economics 52 (2020) 5, pp. 528-536

Persistent link: https://www.econbiz.de/10012197432

Does real U.K. GDP have a unit root? : evidence from a multi-century perspective

Canarella, Giorgio; Gupta, Rangan; Miller, Stephen Michael - In: Applied economics 52 (2020) 10, pp. 1070-1087

Persistent link: https://www.econbiz.de/10012197516

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