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Effects of economic policy uncertainty shocks on the long-run US-UK stock market correlation

Asgharian, Hossein; Christiansen, Charlotte; Gupta, Rangan - 2016

Persistent link: https://www.econbiz.de/10011541711

Time-varying impact of uncertainty shocks on the US housing market

Christou, Christina; Gupta, Rangan; Nyakabawo, Wendy - In: Economics letters 180 (2019), pp. 15-20

Persistent link: https://www.econbiz.de/10012121736

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

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

Effects of Economic Policy Uncertainty Shocks on the Long-Run US-UK Stock Market Correlation

Asgharian, Hossein - 2020

We study the impact of economic policy uncertainty (EPU) shocks on the long-run stock market variances and correlations, primarily for the US and the UK. We find that US EPU shocks affect both US and UK stock market long-run variances and correlation, but UK EPU shocks only affect its own...

Persistent link: https://www.econbiz.de/10012855094

Dynamic effects of monetary policy shocks on macroeconomic volatility in the United Kingdom

Salisu, Afees A.; Gupta, Rangan - In: Applied economics letters 28 (2021) 18, pp. 1594-1599

Persistent link: https://www.econbiz.de/10012626718

UK macroeconomic volatility : historical evidence over seven centuries

Plakandaras, Vasilios; Gupta, Rangan; Wohar, Mark E. - In: Journal of policy modeling : JPMOD ; a social science … 40 (2018) 4, pp. 767-789

Persistent link: https://www.econbiz.de/10012053527

The macroeconomic effects of uncertainty shocks in India

Bonga-Bonga, Lumengo; Gupta, Rangan; Jooste, Charl - In: Economia internazionale 68 (2015) 3, pp. 373-383

Persistent link: https://www.econbiz.de/10011348844

The effect of oil uncertainty shock on real GDP of 33 countries : a global VAR approach

Salisu, Afees A.; Gupta, Rangan; Olaniran, Abeeb - In: Applied economics letters 30 (2023) 3, pp. 269-274

Persistent link: https://www.econbiz.de/10013553138

Does country risks predict stock returns and volatility? : evidence from a nonparametric approach

Suleman, Tahir; Gupta, Rangan; Balcilar, Mehmet - In: Research in international business and finance 42 (2017), pp. 1173-1195

Persistent link: https://www.econbiz.de/10011760918