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Gillas, Konstantinos Gkillas; Gupta, Rangan; Wohar, Mark E. - In: Review of quantitative finance and accounting 54 (2020) 1, pp. 247-272

Persistent link: https://www.econbiz.de/10012232836

A note on oil price shocks and the forecastability of gold realized volatility

Demirer, Rıza; Gupta, Rangan; Pierdzioch, Christian; … - In: Applied economics letters 28 (2021) 21, pp. 1889-1897

Persistent link: https://www.econbiz.de/10012697706

Oil shocks and directional predictability of macroeconomic uncertainties of developed economies : evidence from high-frequency data

Shahzad, Syed Jawad Hussain; Gupta, Rangan; Demirer, Rıza - In: Scottish journal of political economy : the journal of … 69 (2022) 2, pp. 169-185

Persistent link: https://www.econbiz.de/10013190691

Quantile dependencies between discontinuities and time-varying rare disaster risks

Gillas, Konstantinos Gkillas; Floros, Christos; … - In: The European journal of finance 27 (2021) 10, pp. 932-962

Persistent link: https://www.econbiz.de/10012609242

Financial stress, economic policy uncertainty, and oil price uncertainty

Apostolakis, George N.; Floros, Christos; Gillas, … - In: Energy economics 104 (2021), pp. 1-18

Persistent link: https://www.econbiz.de/10013364361

Volatility spillovers across the spot and futures oil markets after news announcements

Apostolakis, George N.; Floros, Christos; Gillas, … - In: The North American journal of economics and finance : a … 69 (2024) 1, pp. 1-21

Persistent link: https://www.econbiz.de/10014445527

Technological shocks and stock market volatility over a century

Salisu, Afees A.; Demirer, Rıza; Gupta, Rangan - In: Journal of empirical finance 79 (2024), pp. 1-31

Persistent link: https://www.econbiz.de/10015179715

The impact of US policy uncertainty on the monetary effectiveness in the Euro area

Balcilar, Mehmet; Demirer, Rıza; Gupta, Rangan; Van … - In: Journal of policy modeling : JPMOD ; a social science … 39 (2017) 6, pp. 1052-1064

Persistent link: https://www.econbiz.de/10011792967

The effect of global and regional stock market shocks on safe haven assets

Balcilar, Mehmet; Demirer, Rıza; Gupta, Rangan; Wohar, … - In: Structural change and economic dynamics : SC+ED 54 (2020), pp. 297-308

Persistent link: https://www.econbiz.de/10012499705

Oil price uncertainty shocks and global equity markets : evidence from a GVAR model

Salisu, Afees A.; Gupta, Rangan; Demirer, Rıza - In: Journal of risk and financial management : JRFM 15 (2022) 8, pp. 1-26

This paper examines the propagation of oil price uncertainty shocks to real equity prices using a large-scale Global Vector Autoregressive (GVAR) model of 26 advanced and emerging stock markets. The GVAR framework allows us to capture the transmission of local and global shocks, while...

Persistent link: https://www.econbiz.de/10013380496