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U.S. Fiscal Policy and Asset Prices : The Role of Partisan Conflict

Gupta, Rangan - 2018

Fiscal policy shocks exert wide-reaching effects, including movements in asset markets. U.S. politics have been characterized historically by a high degree of partisan conflict. The combination of increasing polarization and divided government leads not only to significant Congressional...

Persistent link: https://www.econbiz.de/10012933723

The role of current account balance in forecasting the US equity premium : evidence from a quantile predictive regression approach

Gupta, Rangan; Majumdar, Anandamayee; Wohar, Mark E. - In: Open economies review 28 (2017) 1, pp. 47-59

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Differences of opinion and stock market volatility : evidence from a nonparametric causality-in-quantiles approach

Balcilar, Mehmet; Demirer, Rıza; Gupta, Rangan; Wohar, … - In: Journal of economics and finance 42 (2018) 2, pp. 339-351

Persistent link: https://www.econbiz.de/10012031009

Do cay and cayMS predict stock and housing returns? : evidence from a nonparametric causality test

Balcilar, Mehmet; Gupta, Rangan; Sousa, Ricardo M.; … - In: International review of economics & finance : IREF 48 (2017), pp. 269-279

Persistent link: https://www.econbiz.de/10011747274

Causality between trading volume and returns : evidence from quantile regressions

Ge̜bka, Bartosz; Wohar, Mark E. - In: International review of economics & finance : IREF 27 (2013), pp. 144-159

Persistent link: https://www.econbiz.de/10009740837

A panel analysis of the stock return-dividend yield relation : predicting returns and dividend growth

McMillan, David G.; Wohar, Mark E. - In: The Manchester School 81 (2013) 3, pp. 386-400

Persistent link: https://www.econbiz.de/10009755542

Global evidence of the COVID-19 shock on real equity prices and real exchange rates : a counterfactual analysis with a threshold-augmented GVAR model

Salisu, Afees A.; Ayinde, Taofeek Olusola; Gupta, Rangan; … - In: Finance research letters 47 (2022) 1, pp. 1-10

Persistent link: https://www.econbiz.de/10013455599

Causal effects of the United States and Japan on Pacific-Rim stock markets : nonparametric quantile causality approach

Balcilar, Mehmet; Gupta, Rangan; Nguyen, Duc Khuong; … - In: Applied economics 50 (2018) 53, pp. 5712-5727

Persistent link: https://www.econbiz.de/10012062898

Cointegration, forecasting and international stock prices

Crowder, William J.; Wohar, Mark E. - In: Global finance journal 9 (1998) 2, pp. 181-204

Persistent link: https://www.econbiz.de/10001352063

S&P 500 index options prices and the Black-Scholes option pricing model

Choi, Seung-mook S. - In: Applied financial economics 4 (1994) 4, pp. 249-263

Persistent link: https://www.econbiz.de/10001164680