Narrow search
Showing 1 - 9 of 9
Cover Image
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
(2006), to determine the volatility spillovers between interest rates and stock returns for the US, the euro area, the UK …
Persistent link: https://www.econbiz.de/10012101454
Cover Image
Real-time forecast of DSGE models with time-varying volatility in GARCH form
Ivashchenko, Sergey; Ҫekin, Semih Emre; Gupta, Rangan - 2022
Persistent link: https://www.econbiz.de/10012800653
Cover Image
Bitcoin mining activity and volatility dynamics in the power market
Karmakar, Sayar; Demirer, Rıza; Gupta, Rangan - In: Economics letters 209 (2021), pp. 1-6
Persistent link: https://www.econbiz.de/10013209321
Cover Image
Time-varying correlations between trade balance and stock prices in the United States over the period 1792 to 2013
Antonakakis, Nikolaos; Gupta, Rangan; Tiwari, Aviral Kumar - In: Journal of economics and finance 42 (2018) 4, pp. 795-806
Persistent link: https://www.econbiz.de/10012031147
Cover Image
Presidential cycles and time-varying bond-stock market correlations : evidence from more than two centuries of data
Demirer, Rıza; Gupta, Rangan - In: Economics letters 167 (2018), pp. 36-39
Persistent link: https://www.econbiz.de/10012015767
Cover Image
Has the correlation of inflation and stock prices changed in the United States over the last two centuries?
Antonakakis, Nikolaos; Gupta, Rangan; Tiwari, Aviral Kumar - In: Research in international business and finance 42 (2017), pp. 1-8
Persistent link: https://www.econbiz.de/10011747216
Cover Image
Real-time forecast of DSGE models with time-varying volatility in GARCH form
Çekin, Semih Emre; Ivashchenko, Sergey; Gupta, Rangan; … - In: International review of financial analysis 93 (2024), pp. 1-19
Persistent link: https://www.econbiz.de/10014543555
Cover Image
GARCHX-NoVaS : a model-free approach to incorporate exogenous variables
Wu, Kejin; Karmakar, Sayar; Gupta, Rangan - 2024
Persistent link: https://www.econbiz.de/10014553270
Cover Image
Global evidence of the COVID-19 shock on real equity prices and real exchange rates : a counterfactual analysis with a threshold-augmented GVAR model
Salisu, Afees A.; Ayinde, Taofeek Olusola; Gupta, Rangan; … - In: Finance research letters 47 (2022) 1, pp. 1-10
Persistent link: https://www.econbiz.de/10013455599