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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

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 impact of disaggregated oil shocks on state-level consumption of the United States

Gupta, Rangan; Sheng, Xin; Van Eyden, Reneé; Wohar, Mark E. - In: Applied economics letters 28 (2021) 21, pp. 1818-1824

Persistent link: https://www.econbiz.de/10012697678

The effect of macroeconomic uncertainty on housing returns and volatility : evidence from US state-level data

Van Eyden, Reneé; Gupta, Rangan; André, Christophe; … - 2021

Persistent link: https://www.econbiz.de/10012617571

The effect of macroeconomic uncertainty on housing returns and volatility : evidence from US state-level data

Van Eyden, Reneé; Gupta, Rangan; André, Christophe; … - In: Handbook of real estate and macroeconomics, (pp. 206-238). 2022

Persistent link: https://www.econbiz.de/10013350242

Climate risks and U.S. stock-market tail risk : a forecasting experiment using over a century of data

Salisu, Afees A.; Gupta, Rangan; Pierdzioch, Christian; … - In: International review of finance : the official journal … 23 (2023) 2, pp. 228-244

Persistent link: https://www.econbiz.de/10014326299

The impact of disaggregated oil shocks on state-level real housing returns of the United States : the role of oil dependence

Gupta, Rangan; Sheng, Xin; Van Eyden, Reneé; Wohar, Mark E. - In: Finance research letters 43 (2021), pp. 1-7

Persistent link: https://www.econbiz.de/10014633546

The heterogeneous impact of temperature growth on real house price returns across the US states

Van Eyden, Reneé; Ngene, Geoffrey; Çepni, Oğuzhan; … - 2022

Persistent link: https://www.econbiz.de/10013341336

Forecasting house prices for the four census regions and the aggregate US economy in a data-rich environment

Gupta, Rangan - In: Applied economics 45 (2013) 31/33, pp. 4677-4697

Persistent link: https://www.econbiz.de/10010225005

A historical analysis of the US stock price index using empirical mode decomposition over 1791-2015

Tiwari, Aviral Kumar; Dar, Arif Billah; Bhanja, Niyati; … - 2016

In this paper, the dynamics of Standard and Poor's 500 (S&P 500) stock price index is analysed within a time-frequency framework over a monthly period 1791:08-2015:05. Using the Empirical Mode Decomposition technique, the S&P 500 stock price index is divided into different frequencies known as...

Persistent link: https://www.econbiz.de/10011432569