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Evolution of the monetary transmission mechanism in the US : the role of asset returns

Simo-Kengne, Beatrice D.; Miller, Stephen M.; Gupta, Rangan - In: The journal of real estate finance and economics 52 (2016) 3, pp. 226-243

Persistent link: https://www.econbiz.de/10011591659

Evidence of persistence in U.S. short and long-term interest rates

Gil-Alaña, Luis A.; Cuñado Eizaguirre, Juncal; Gupta, … - In: Journal of policy modeling : JPMOD ; a social science … 39 (2017) 5, pp. 775-789

Persistent link: https://www.econbiz.de/10011792860

The impact of unconventional monetary policy shocks in the U.S. on emerging market REITs

Gupta, Rangan; Marfatia, Hardik A. - In: Journal of real estate literature : a publication of … 26 (2018) 1, pp. 175-188

Persistent link: https://www.econbiz.de/10011956439

The international REIT's time-varying response to the U.S. monetary policy and macroeconomic surprises

Marfatia, Hardik A.; Gupta, Rangan; Cakan, Esin - In: The North American journal of economics and finance : a … 42 (2017), pp. 640-653

Persistent link: https://www.econbiz.de/10011938217

The role of economic policy uncertainty in predicting U.S. recessions : a mixed-frequency Markov-switching vector autoregressive approach

Balcilar, Mehmet; Gupta, Rangan; Segnon, Mawuli - 2016

This paper analyzes the performance of the monthly economic policy uncertainty (EPU) index in predicting recessionary regimes of the (quarterly) U.S. GDP. In this regard, the authors apply a mixed-frequency Markov-switching vector autoregressive (MF-MSVAR) model, and compare its in-sample and...

Persistent link: https://www.econbiz.de/10011443536

Evolution of monetary policy in the US : the role of asset prices

Simo-Kengne, Beatrice D.; Miller, Stephen M.; Gupta, Rangan - 2013

Persistent link: https://www.econbiz.de/10010195622

Predicting firm-level volatility in the United States : the role of monetary policy uncertainty

Clance, Matthew W.; Demirer, Rıza; Gupta, Rangan; … - In: Economics and Business Letters : EBL 9 (2020) 3, pp. 167-177

Persistent link: https://www.econbiz.de/10012420480

Dynamic impact of the US monetary policy on oil market returns and volatility

Marfatia, Hardik A.; Gupta, Rangan; Cakan, Esin - In: The quarterly review of economics and finance : journal … 80 (2021), pp. 159-169

Persistent link: https://www.econbiz.de/10012655291

Evolving United States stock market volatility : the role of conventional and unconventional monetary policies

Plakandaras, Vasilios; Gupta, Rangan; Balcilar, Mehmet; … - In: The North American journal of economics and finance : a … 60 (2022), pp. 1-21

Persistent link: https://www.econbiz.de/10013449139

Time-varying impact of monetary policy shocks on US stock returns : the role of investor sentiment

Cepni, Oguzhan; Gupta, Rangan - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-17

Persistent link: https://www.econbiz.de/10013188349