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Impact of Central Bank Intervention on Exchange-Rate Forecast Heterogeneity

Beine, Michel A. R. - 2013

We investigate the impact of central bank intervention in the foreign exchange market on forecast heterogeneity. Market heterogeneity is based on a sample of forecasts made by a large number of commercial banks over two distinct periods for the DEM (or EUR) and the JPY against the USD. We show...

Persistent link: https://www.econbiz.de/10013073288

On exchange-rate movements and gold-price fluctuations : evidence for gold-producing countries from a nonparametric causality-in-quantiles test

Balcilar, Mehmet; Gupta, Rangan; Pierdzioch, Christian - In: International economics and economic policy : IEEP 14 (2017) 4, pp. 691-700

Persistent link: https://www.econbiz.de/10011878130

IMF support and inter-regime exchange rate volatility

Arnold, Ivo J. M.; MacDonald, Ronald; Vries, Casper G. de - In: Open economies review 23 (2012) 1, pp. 193-211

Persistent link: https://www.econbiz.de/10009630331

Does geopolitical risks predict stock returns and volatility of leading defense companies? : evidence from a nonparametric approach

Apergēs, Nikolaos; Bonato, Matteo; Gupta, Rangan; … - In: Defence and peace economics 29 (2018) 6, pp. 684-696

Persistent link: https://www.econbiz.de/10011957107

Monetary policy uncertainty and jumps in advanced equity markets

Bouri, Elie; Gillas, Konstantinos Gkillas; Gupta, Rangan; … - In: Journal of risk 23 (2020/2021) 1, pp. 101-112

Persistent link: https://www.econbiz.de/10012500112

Terror attacks and stock-market fluctuations : evidence based on a nonparametric causality-in-quantiles test for the G7 countries

Balcilar, Mehmet; Gupta, Rangan; Pierdzioch, Christian; … - In: The European journal of finance 24 (2018) 4/6, pp. 333-346

Persistent link: https://www.econbiz.de/10012244323

Predicting Stock Returns and Volatility Using Consumption-Aggregate Wealth Ratios: A Nonlinear Approach

Bekiros, Stelios; Gupta, Rangan - Department of Economics, Faculty of Economic and … - 2015

which is a stronger predictor of not only stock returns, but also volatility. …

Persistent link: https://www.econbiz.de/10011188121

The Role of News-Based Uncertainty Indices in Predicting Oil Markets: A Hybrid Nonparametric Quantile Causality Method

Balcilar, Mehmet; Bekiros, Stelios; Gupta, Rangan - Department of Economics, Faculty of Economic and … - 2015

whether EPU and EMU uncertainty measures incorporate critical predictability for oil market returns and volatility. Based on … predictability over the entire distribution of oil around the median, yet more importantly for volatility forecastability covers the … pattern over the distribution of oil returns and its volatility exists with respect to uncertainty predictability. …

Persistent link: https://www.econbiz.de/10011267815

Deviations of exchange rates from purchasing power parity : a story featuring two monetary unions

Bayoumi, Tamim; MacDonald, Ronald - In: IMF staff papers 46 (1999) 1, pp. 89-102

Persistent link: https://www.econbiz.de/10001380197

Effects of economic policy uncertainty shocks on the long-run US-UK stock market correlation

Asgharian, Hossein; Christiansen, Charlotte; Gupta, Rangan - 2016

Persistent link: https://www.econbiz.de/10011541711

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