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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 (2021) 2, pp. 303-315

Persistent link: https://www.econbiz.de/10012632578

Forecasting local currency bond risk premia of emerging markets : The role of cross‐country macrofinancial linkages

Cepni, Oguzhan; Gupta, Rangan; Güney, I. Ethem; Yilmaz, M. - In: Journal of Forecasting 39 (2020) 6, pp. 966-985

Persistent link: https://www.econbiz.de/10012189070

Stock markets and exchange rate behavior of the BRICS

Salisu, Afees A.; Cuñado Eizaguirre, Juncal; Isah, Kazeem - In: Journal of Forecasting 40 (2021) 8, pp. 1581-1595

Persistent link: https://www.econbiz.de/10012632560

The predictability of stock market volatility in emerging economies : Relative roles of local, regional, and global business cycles

Bouri, Elie; Demirer, Rıza; Gupta, Rangan; Sun, Xiaojin - In: Journal of Forecasting 39 (2020) 6, pp. 957-965

Persistent link: https://www.econbiz.de/10012189073

Forecasting US GNP growth : The role of uncertainty

Segnon, Mawuli; Gupta, Rangan; Bekiros, Stelios; Wohar, … - In: Journal of Forecasting 37 (2018) 5, pp. 541-559

Persistent link: https://www.econbiz.de/10012081986

The role of economic uncertainty in forecasting exchange rate returns and realized volatility : Evidence from quantile predictive regressions

Christou, Christina; Gupta, Rangan; Hassapis, Christis; … - In: Journal of Forecasting 37 (2018) 7, pp. 705-719

Persistent link: https://www.econbiz.de/10012082000

Point and density forecasting of macroeconomic and financial uncertainties of the USA

Salisu, Afees A.; Gupta, Rangan; Ogbonna, Ahamuefula Ephraim - In: Journal of Forecasting 40 (2020) 4, pp. 700-707

Persistent link: https://www.econbiz.de/10012406765

Do local and global factors impact the emerging markets' sovereign yield curves? Evidence from a data‐rich environment

Cepni, Oguzhan; Güney, Ethem; Kucuksarac, Doruk; Hasan … - In: Journal of Forecasting 40 (2021) 7, pp. 1214-1229

Persistent link: https://www.econbiz.de/10012535165

Forecasting and nowcasting emerging market GDP growth rates : The role of latent global economic policy uncertainty and macroeconomic data surprise factors

Cepni, Oguzhan; Güney, Ethem; Swanson, Norman R. - In: Journal of Forecasting 39 (2019) 1, pp. 18-36

Persistent link: https://www.econbiz.de/10012082063

Uncertainty and forecastability of regional output growth in the UK: Evidence from machine learning

Balcilar, Mehmet; Gabauer, David; Gupta, Rangan; … - In: Journal of Forecasting 41 (2022) 6, pp. 1049-1064

Utilizing a machine learning technique known as random forests, we study whether regional output growth uncertainty helps to improve the accuracy of forecasts of regional output growth for 12 regions of the UK using monthly data for the period from 1970 to 2020. We use a stochastic volatility...

Persistent link: https://www.econbiz.de/10013382237