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Fundamental determinants of the Asian crisis : the role of financial fragility and external imbalances
Corsetti, Giancarlo; Pesenti, Paolo A.; Roubini, Nouriel - In: Regional and global capital flows : macroeconomic …, (pp. 11-46). 2001
Persistent link: https://www.econbiz.de/10001628905
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Contagion between real estate and financial markets : a Bayesian quantile-on-quantile approach
Caporin, Massimiliano; Gupta, Rangan; Ravazzolo, Francesco - In: The North American journal of economics and finance : a … 55 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10012667335
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Investor sentiment and (anti) herding in the currency market : evidence from Twitter feed data
Sibande, Xolani; Gupta, Rangan; Demirer, Rıza; Bouri, Elie - In: The journal of behavioral finance : a publication of … 24 (2023) 1, pp. 56-72
Persistent link: https://www.econbiz.de/10013547854
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Forecasting volatility of commodity, currency, and stock markets : evidence from Markov switching multifractal models
Liu, Ruipeng; Segnon, Mawuli; Cepni, Oguzhan; Gupta, Rangan - 2023
Persistent link: https://www.econbiz.de/10014448138
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Oil-price uncertainty and international stock returns : dissecting quantile-based predictability and spillover effects using more than a century of data
Balcilar, Mehmet; Gupta, Rangan; Pierdzioch, Christian - 2022
Persistent link: https://www.econbiz.de/10013166706
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On the propagation mechanism of international real interest rate spillovers : evidence from more than 200 years of data
Cuñado Eizaguirre, Juncal; Gabauer, David; Gupta, Rangan - 2022
Persistent link: https://www.econbiz.de/10012820408
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Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching : evidence from over a century of data
Ji, Qiang; Liu, Bing-Yue; Cuñado Eizaguirre, Juncal; … - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-15
Persistent link: https://www.econbiz.de/10012658792
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On the transmission mechanism of Asia-Pacific yield curve characteristics
Gabauer, David; Subramaniam, Sowmya; Gupta, Rangan - In: International journal of finance & economics : IJFE 27 (2022) 1, pp. 473-488
Persistent link: https://www.econbiz.de/10012814607
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Spillovers across macroeconomic, financial and real estate uncertainties : a time-varying approach
Gabauer, David; Gupta, Rangan - In: Structural change and economic dynamics : SC+ED 52 (2020), pp. 167-173
Persistent link: https://www.econbiz.de/10012484669
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Forecasting volatility and co-volatility of crude oil and gold futures : effects of leverage, jumps, spillovers, and geopolitical risks
Asai, Manabu; Gupta, Rangan; McAleer, Michael - In: International journal of forecasting 36 (2020) 3, pp. 933-948
Persistent link: https://www.econbiz.de/10012497080