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Directional predictability and time-varying spillovers between stock markets and economic cycles
Bekiros, Stelios
;
Shahzad, Syed Jawad Hussain
; …
- In:
Economic modelling
69
(
2018
),
pp. 301-312
Persistent link: https://www.econbiz.de/10012016183
Saved in:
2
A non-linear approach for predicting, stock returns and volatility with the use of investor sentiment indices
Bekiros, Stelios
;
Gupta, Rangan
;
Kyei, Clement
- In:
Applied economics
48
(
2016
)
31/33
,
pp. 2895-2898
Persistent link: https://www.econbiz.de/10011614191
Saved in:
3
Incorporating economic policy uncertainty in US equity premium models : a nonlinear predictability analysis
Bekiros, Stelios
;
Gupta, Rangan
;
Majumdar, Anandamayee
- In:
Finance research letters
18
(
2016
),
pp. 291-296
Persistent link: https://www.econbiz.de/10011657223
Saved in:
4
On economic uncertainty, stock market predictability and nonlinear spillover effects
Bekiros, Stelios
;
Gupta, Rangan
;
Kyeid, Clement
- In:
The North American journal of economics and finance : a …
36
(
2016
),
pp. 184-191
Persistent link: https://www.econbiz.de/10011672656
Saved in:
5
Predicting stock returns and volatility using consumption-aggregate wealth ratios : a nonlinear approach
Bekiros, Stelios
;
Gupta, Rangan
- In:
Economics letters
131
(
2015
),
pp. 83-85
Persistent link: https://www.econbiz.de/10011422667
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