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Machine learning predictions of housing market synchronization across US states : the role of uncertainty

Gupta, Rangan; Marfatia, Hardik A.; Pierdzioch, Christian; … - In: The journal of real estate finance and economics 64 (2022) 4, pp. 523-545

Persistent link: https://www.econbiz.de/10013170484

Mixed-frequency forecasting of crude oil volatility based on the information content of global economic conditions

Salisu, Afees A.; Gupta, Rangan; Bouri, Elie; Ji, Qiang - In: Journal of forecasting 41 (2022) 1, pp. 134-157

Persistent link: https://www.econbiz.de/10012796279

Predictability of the realised volatility of international stock markets amid uncertainty related to infectious diseases

Shiba, Sisa; Cuñado Eizaguirre, Juncal; Gupta, Rangan - In: Journal of risk and financial management : JRFM 15 (2022) 1, pp. 1-18

In the context of the great turmoil in the financial markets caused by the COVID-19 pandemic, the predictability of daily infectious diseases-related uncertainty (EMVID) for international stock markets volatilities is examined using heterogeneous autoregressive realised variance (HAR-RV) models....

Persistent link: https://www.econbiz.de/10012813501

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 : IJFE 27 (2022) 1, pp. 384-400

Persistent link: https://www.econbiz.de/10012814585

On the transmission mechanism of Asia-Pacific yield curve characteristics

Gabauer, David; Subramaniam, Sowmya; Gupta, Rangan - In: International journal of finance & economics : IJFE 27 (2022) 1, pp. 473-488

Persistent link: https://www.econbiz.de/10012814607

Forecasting realized volatility of international REITs : the role of realized skewness and realized kurtosis

Bonato, Matteo; Cepni, Oguzhan; Gupta, Rangan; … - In: Journal of forecasting 41 (2022) 2, pp. 303-315

Persistent link: https://www.econbiz.de/10012817752

A note on the COVID-19 shock and real GDP in emerging economies

Salisu, Afees A.; Adediran, Idris A.; Gupta, Rangan - In: Emerging markets, finance and trade : EMFT 58 (2022) 1, pp. 93-101

Persistent link: https://www.econbiz.de/10012802051

The role of economic policy uncertainty in predicting output growth in emerging markets : a mixed-frequency granger causality approach

Balcilar, Mehmet; Ike, George; Gupta, Rangan - In: Emerging markets, finance and trade : EMFT 58 (2022) 4, pp. 1008-1026

Persistent link: https://www.econbiz.de/10013167062

Jumps in geopolitical risk and the cryptocurrency market : the singularity of bitcoin

Bouri, Elie; Gupta, Rangan; Vo, Xuan Vinh - 2022

Persistent link: https://www.econbiz.de/10013167286

The behaviour of real interest rates : new evidence from a "suprasecular" perspective

Canarella, Giorgio; Gil-Alaña, Luis A.; Gupta, Rangan; … - In: International finance : the only journal bridging the … 25 (2022) 1, pp. 46-64

Persistent link: https://www.econbiz.de/10013183818

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