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Volatility spillovers between interest rates and equity markets of developed economies

Donzwa, Wilson; Gupta, Rangan; Wohar, Mark E. - In: Journal of central banking theory and practice 8 (2019) 3, pp. 39-50

This study employs the recently developed Lagrange multiplier-based causality-in-variance test by Hafner and Herwartz (2006), to determine the volatility spillovers between interest rates and stock returns for the US, the euro area, the UK, and Japan. The investigation pays careful attention to...

Persistent link: https://www.econbiz.de/10012101454

Does economic policy uncertainty predict exchange rate returns and volatility? : evidence from a nonparametric causality-in-quantiles test

Balcilar, Mehmet; Gupta, Rangan; Kyei, Clement; Wohar, … - In: Open economies review 27 (2016) 2, pp. 229-250

Persistent link: https://www.econbiz.de/10011591762

The role of economic policy uncertainties in predicting stock returns and their volatility for Hong Kong, Malaysia and South Korea

Balcilar, Mehmet; Gupta, Rangan; Kim, Won Joong; Kyei, … - In: International review of economics & finance : IREF 59 (2019), pp. 150-163

Persistent link: https://www.econbiz.de/10012202500

Does US news impact Asian emerging markets? : evidence from nonparametric causality-in-quantiles test

Balcilar, Mehmet; Cakan, Esin; Gupta, Rangan - In: The North American journal of economics and finance : a … 41 (2017), pp. 32-43

Persistent link: https://www.econbiz.de/10011878928

Impact of US uncertainties on emerging and mature markets : evidence from a quantile-vector autoregressive approach

Chuliá, Helena; Gupta, Rangan; Uribe, Jorge; Wohar, Mark E. - In: Journal of international financial markets, … 48 (2017), pp. 178-191

Persistent link: https://www.econbiz.de/10011892345

Symposium: Emerging economies : business cycles, growth, and policy

Gupta, Rangan (contributor) - In: Emerging markets finance & trade : a journal of the … 51 (2015) 3, pp. 445-536

Persistent link: https://www.econbiz.de/10011403756

Climate risks and stock market volatility over a century in an emerging market economy : the case of South Africa

Wu, Kejin; Karmakar, Sayar; Gupta, Rangan; Pierdzioch, … - 2023

Persistent link: https://www.econbiz.de/10014336437

The impact of macroeconomic factors on income inequality : evidence from the BRICS

Berisha, Edmond; Gupta, Rangan; Meszaros, John - In: Economic modelling 91 (2020), pp. 559-567

Persistent link: https://www.econbiz.de/10012429134

Cross-border capital flows and return dynamics in emerging stock markets : relative roles of equity and debt flows

Bathia, Deven; Bouras, Christos; Demirer, Rıza; Gupta, … - In: Journal of international money and finance 109 (2020), pp. 1-23

Persistent link: https://www.econbiz.de/10012404024

Geopolitical risks, returns, and volatility in emerging stock markets : evidence from a panel GARCH model

Bouras, Christos; Christou, Christina; Gupta, Rangan; … - In: Emerging markets, finance and trade : EMFT 55 (2019) 8, pp. 1841-1856

Persistent link: https://www.econbiz.de/10012210912