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Bitcoin and global financial stress : a copula-based approach to dependence and causality in the quantiles

Bouri, Elie; Gupta, Rangan; Lau, Chi Keung; Roubaud, David - In: The quarterly review of economics and finance : journal … 69 (2018), pp. 297-307

Persistent link: https://www.econbiz.de/10012035019

Linkages between financial sector CDS spreads and macroeconomic influence in a nonlinear setting

Lahiani, Amine; Hammoudeh, Shawkat; Gupta, Rangan - In: International review of economics & finance : IREF 43 (2016), pp. 443-456

Persistent link: https://www.econbiz.de/10011625854

Do sunspot numbers cause global temperatures? : evidence from a frequency domain causality test

Gupta, Rangan; Gil-Alaña, Luis A.; Yaya, OlaOluwa S. - In: Applied economics 47 (2015) 7/9, pp. 798-808

Persistent link: https://www.econbiz.de/10010512114

Time-varying predictability of oil market movements over a century of data : The role of US financial stress

Gupta, Rangan; Kanda, Patrick; Tiwari, Aviral Kumar; … - In: The North American journal of economics and finance : a … 50 (2019), pp. 1-11

Persistent link: https://www.econbiz.de/10012201357

The impacts of oil price volatility on financial stress : is the COVID-19 period different?

Sheng, Xin; Kim, Won Joong; Gupta, Rangan; Ji, Qiang - In: International review of economics & finance : IREF 85 (2023), pp. 520-532

Persistent link: https://www.econbiz.de/10014428155

Historical volatility of advanced equity markets : the role of local and global crises

Goswami, Samrat; Gupta, Rangan; Wohar, Mark E. - In: Finance research letters 34 (2020), pp. 1-7

Persistent link: https://www.econbiz.de/10012436967

Moments-based spillovers across gold and oil markets

Bonato, Matteo; Gupta, Rangan; Lau, Chi Keung; Wang, Shixuan - In: Energy economics 89 (2020), pp. 1-16

Persistent link: https://www.econbiz.de/10012517023

The effect of global and regional stock market shocks on safe haven assets

Balcilar, Mehmet; Demirer, Rıza; Gupta, Rangan; Wohar, … - In: Structural change and economic dynamics : SC+ED 54 (2020), pp. 297-308

Persistent link: https://www.econbiz.de/10012499705

The effect of global crises on stock market correlations : evidence from scalar regressions via functional data analysis

Das, Sonali; Demirer, Rıza; Gupta, Rangan; Mangisa, … - In: Structural change and economic dynamics : SC+ED 50 (2019), pp. 132-147

Persistent link: https://www.econbiz.de/10012299650

The effect of US uncertainty shock on international equity markets : the role of the global financial cycle

Salisu, Afees A.; Gupta, Rangan; Adediran, Idris A. - In: Review of Economic Analysis : REA 15 (2023) 2, pp. 139-159

We contribute to the literature on the international propagation of uncertainty shocks with a Global Vector Autoregressive (GVAR) model that quantifies the spillover effects of uncertainty shocks in the US on to real equity prices of 32 advanced and emerging countries (besides the US). In this...

Persistent link: https://www.econbiz.de/10014310354