Narrow search
Showing 1 - 4 of 4
Cover Image
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
Cover Image
Time-varying causality between bond and oil markets of the United States : evidence from over one and half centuries of data
Coronado, Semei; Gupta, Rangan; Nazlıoğlu, Şaban; … - In: International journal of finance & economics : IJFE 28 (2023) 3, pp. 2239-2247
Persistent link: https://www.econbiz.de/10014327517
Cover Image
The role of oil and risk shocks in the high-frequency movements of the term structure of interest rates : evidence from the U.S. Treasury market
Gupta, Rangan; Shahzad, Syed Jawad Hussain; Sheng, Xin; … - In: International journal of finance & economics : IJFE 28 (2023) 2, pp. 1845-1857
Persistent link: https://www.econbiz.de/10014253453
Cover Image
Openness and growth : is the relationship non-linear?
Gupta, Rangan; Stander, Lardo; Vaona, Andrea - In: International journal of finance & economics : IJFE 28 (2023) 3, pp. 3071-3099
Persistent link: https://www.econbiz.de/10014327719