Narrow search
Showing 31 - 40 of 57
Cover Image
Economic conditions and predictability of US stock returns volatility : local factor versus national factor in a GARCH-MIDAS model
Salisu, Afees A.; Liao, Wenting; Gupta, Rangan; Cepni, … - 2023
Persistent link: https://www.econbiz.de/10014329743
Cover Image
Housing search activity and quantiles-based predictability of housing price movements in the United States
Gupta, Rangan; Moodley, Damien - 2023
Persistent link: https://www.econbiz.de/10014443107
Cover Image
Energy market uncertainties and US state-level stock market volatility : a GARCH-MIDAS approach
Salisu, Afees A.; Ogbonna, Ahamuefula Ephraim; Gupta, Rangan - 2024
Persistent link: https://www.econbiz.de/10014505054
Cover Image
The impacts of oil price volatility on financial stress : is the COVID-19 period different?
Sheng, Xin; Kim, Woo Joong; Gupta, Rangan - 2021
Persistent link: https://www.econbiz.de/10012695792
Cover Image
Exchange rate jumps and geopolitical risks
Gillas, Konstantinos Gkillas; Gupta, Rangan; … - 2021
Persistent link: https://www.econbiz.de/10012661160
Cover Image
Forecasting international REITs volatility : the role of oil-price uncertainty
Wang, Jiqian; Gupta, Rangan; Çepni, Oğuzhan; Ma, Feng - 2021
Persistent link: https://www.econbiz.de/10012661162
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
Safe havens, machine learning, and the sources of geopolitical risk : a forecasting analysis using over a century of data
Gupta, Rangan; Karmakar, Sayar; Pierdzioch, Christian - 2022
Persistent link: https://www.econbiz.de/10012794059
Cover Image
Climate uncertainty and carbon emissions prices : the relative roles of transition and physical climate risks
Ozturk, Serda Selin; Demirer, Rıza; Gupta, Rangan - 2022
Persistent link: https://www.econbiz.de/10012939919
Cover Image
The effect of macroeconomic uncertainty on housing returns and volatility : evidence from US state-level data
Van Eyden, Reneé; Gupta, Rangan; André, Christophe; … - 2021
Persistent link: https://www.econbiz.de/10012617571