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Macroeconomic surprises and stock returns in South Africa
Gupta, Rangan; Reid, Monique - In: Studies in Economics and Finance 30 (2013) June, pp. 266-282
Purpose – The objective of this paper is to explore the sensitivity of industry-specific stock returns to monetary policy and macroeconomic news. The paper looks at a range of industry-specific South African stock market indices and evaluates the sensitivity of these indices to various...
Persistent link: https://www.econbiz.de/10010691564
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Macroeconomic surprises and stock returns in South Africa
Gupta, Rangan; Reid, Monique - In: Studies in Economics and Finance 30 (2013) June, pp. 266-282
Purpose – The objective of this paper is to explore the sensitivity of industry-specific stock returns to monetary policy and macroeconomic news. The paper looks at a range of industry-specific South African stock market indices and evaluates the sensitivity of these indices to various...
Persistent link: https://www.econbiz.de/10010711288
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Macroeconomic Surprises and Stock Returns in South Africa
Gupta, Rangan; Reid, Monique - Department of Economics, Faculty of Economic and … - 2012
The objective of this paper is to explore the sensitivity of industry-specific stock returns to monetary policy and macroeconomic news. The paper looks at a range of industry-specific South African stock market indices and evaluates the sensitivity of these indices to a various unanticipated...
Persistent link: https://www.econbiz.de/10010565808
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Macroeconomic Surprises and Stock Returns in South Africa
Gupta, Rangan; Reid, Monique - Department of Economics, Fakulteit Ekonomiese en … - 2012
The objective of this paper is to explore the sensitivity of industry-specific stock returns to monetary policy and macroeconomic news. The paper looks at a range of industry-specific South African stock market indices and evaluates the sensitivity of these indices to a various unanticipated...
Persistent link: https://www.econbiz.de/10010834055
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Macroeconomic surprises and stock returns in South Africa
Gupta, Rangan; Reid, Monique - In: Studies in economics and finance 30 (2013) 3, pp. 266-282
Persistent link: https://www.econbiz.de/10009772954
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Geopolitical risks and recessions in a panel of advanced economies : evidence from over a century of data
Clance, Matthew W.; Gupta, Rangan; Wohar, Mark E. - In: Applied economics letters 26 (2019) 16, pp. 1317-1321
Persistent link: https://www.econbiz.de/10012204745
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Convergence of per capita income : the case of U.S. metropolitan statistical areas
El Montasser, Ghassen; Gupta, Rangan; Smithers, Devon - In: Economics, management and financial markets 11 (2016) 4, pp. 11-32
Persistent link: https://www.econbiz.de/10011814273
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The impact of US uncertainty shocks on a panel of advanced and emerging market economies
Gupta, Rangan; Olasehinde-Williams, Godwin; Wohar, Mark E. - In: Journal of international trade & economic development : … 29 (2020) 6, pp. 711-721
Persistent link: https://www.econbiz.de/10012264106
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Uncertainty and tourism in Africa
Chisadza, Carolyn; Clance, Matthew; Gupta, Rangan; … - In: Tourism economics : the business and finance of tourism … 28 (2022) 4, pp. 964-978
Persistent link: https://www.econbiz.de/10013267976
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Forecasting charge-off rates with a panel Tobit model : the role of uncertainty
Sheng, Xin; Gupta, Rangan; Ji, Qiang - In: Applied economics letters 29 (2022) 10, pp. 927-931
Persistent link: https://www.econbiz.de/10013411847