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The efficiency in liquidity measures during the US monetary announcements

Vortelinos, Dimitrios I.; Gillas, Konstantinos Gkillas; … - In: Theoretical economics letters 8 (2018) 1, pp. 98-110

Persistent link: https://www.econbiz.de/10011842094

Uncertainty due to infectious diseases and stock-bond correlation

Gillas, Konstantinos Gkillas; Konstantatos, Christoforos; … - In: Econometrics : open access journal 9 (2021) 2, pp. 1-18

We study the non-linear causal relation between uncertainty-due-to-infectious-diseases and stock-bond correlation. To this end, we use high-frequency 1-min data to compute daily realized measures of correlation and jumps, and then, we employ a nonlinear Granger causality test with the use of...

Persistent link: https://www.econbiz.de/10012504028

Firm-level business uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic

Demirer, Rıza; Gupta, Rangan; Salisu, Afees A.; Van … - In: The quarterly review of economics and finance : journal … 88 (2023), pp. 295-302

Persistent link: https://www.econbiz.de/10014428071

A note on uncertainty due to infectious diseases and output growth of the United States : a mixed-frequency forecasting experiment

Salisu, Afees A.; Gupta, Rangan; Demirer, Rıza - In: Annals of financial economics 17 (2022) 2, pp. 1-9

Persistent link: https://www.econbiz.de/10013262971

The predictive power of industrial electricity usage revisited : evidence from non-parametric causality tests

Bonato, Matteo; Demirer, Rıza; Gupta, Rangan - In: OPEC energy review 42 (2018) 2, pp. 93-106

Persistent link: https://www.econbiz.de/10011969463

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

Presidential cycles and time-varying bond-stock market correlations : evidence from more than two centuries of data

Demirer, Rıza; Gupta, Rangan - In: Economics letters 167 (2018), pp. 36-39

Persistent link: https://www.econbiz.de/10012015767

Predicting firm-level volatility in the United States : the role of monetary policy uncertainty

Clance, Matthew W.; Demirer, Rıza; Gupta, Rangan; … - In: Economics and Business Letters : EBL 9 (2020) 3, pp. 167-177

Persistent link: https://www.econbiz.de/10012420480

The financial US uncertainty spillover multiplier : evidence from a GVAR model

Salisu, Afees A.; Gupta, Rangan; Demirer, Rıza - In: International finance : the only journal bridging the … 25 (2022) 3, pp. 313-340

Persistent link: https://www.econbiz.de/10013472786

Investor confidence and forecastability of US stock market realized volatility : evidence from machine learning

Gupta, Rangan; Nel, Jacobus; Pierdzioch, Christian - In: The journal of behavioral finance : a publication of … 24 (2023) 1, pp. 111-122

Persistent link: https://www.econbiz.de/10013547864