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Time-varying effects of housing and stock returns on U.S. consumption
Simo-Kengne, Beatrice D.; Miller, Stephen M.; Gupta, Rangan - In: The journal of real estate finance and economics 50 (2015) 3, pp. 339-354
Persistent link: https://www.econbiz.de/10011474541
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Time-barying effects of housing and stock prices on US consumption
Simo-Kengne, Beatrice D.; Miller, Stephen M.; Gupta, Rangan - 2013
Persistent link: https://www.econbiz.de/10009779965
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The long-run relationship between consumption, house prices, and stock provincial-level data
Apergēs, Nikolaos; Simo-Kengne, Beatrice D.; Gupta, Rangan - In: Journal of real estate literature : a publication of … 22 (2014) 1, pp. 83-99
Persistent link: https://www.econbiz.de/10010411543
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What a difference a day makes : on the common market microstructure of trading days
Gerhard, Frank; Hess, Dieter; Pohlmeier, Winfried - 1998
Persistent link: https://www.econbiz.de/10001378683
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What a difference a day makes : on the common market microstructure of trading days
Gerhard, Frank; Hess, Dieter; Pohlmeier, Winfried - 1998
a time-invariant price process, we question this assumption by means of a minimum distance estimation framework …
Persistent link: https://www.econbiz.de/10011543817
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SEMIFAR models, with applications to commodities, exchange rates and the volatility of stock market indices
Beran, Jan; Feng, Yuanhua; Franke, Günter; Hess, Dieter; … - 1999
short- and long-range dependence. An iterative data-driven algorithm combines MLE and kernel estimation. Predictions combine …
Persistent link: https://www.econbiz.de/10011543928
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The processing of non-anticipated information in financial markets : analyzing the impact of surprises in the employment report
Hautsch, Nikolaus; Hess, Dieter - 2002
This paper delineates the simultaneous impact of non-anticipated information on mean and variance of the intraday return process by including appropriate variables accounting for the news flow into both the mean and the variance function. This allows us to differentiate between the consistent...
Persistent link: https://www.econbiz.de/10011544322
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Are stock prices related to the political uncertainty index in OECD countries? : evidence from the bootstrap panel causality test
Chang, Tsangyao; Chen, Wen-Yi; Gupta, Rangan; Nguyen, … - In: Economic systems 39 (2015) 2, pp. 288-300
Persistent link: https://www.econbiz.de/10011527538
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Do stock prices impact consumption and interest rate in South Africa? : evidence from a time-varying vector autoregressive model
Aye, Goodness C.; Gupta, Rangan; Modise, Mampho P. - In: Journal of emerging market finance 14 (2015) 2, pp. 176-196
Persistent link: https://www.econbiz.de/10011378505
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Chaos in G7 stock markets using over one century of data : a note
Tiwari, Aviral Kumar; Gupta, Rangan - In: Research in international business and finance 47 (2019), pp. 304-310
Persistent link: https://www.econbiz.de/10012135738