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Oil price uncertainty and manufacturing production

Aye, Goodness C.; Dadam, Vincent; Gupta, Rangan; Mamba, … - In: Energy economics 43 (2014), pp. 41-47

Persistent link: https://www.econbiz.de/10010504182

The impact of exchange rate uncertainty on exports in South Africa

Aye, Goodness C.; Gupta, Rangan; Moyo, Prudence S.; … - In: Journal of international commerce, economics and policy 6 (2015) 1, pp. 1-14

Persistent link: https://www.econbiz.de/10011306011

Causality between US economic policy and equity market uncertainties : evidence from linear and nonlinear tests

Ajmi, Ahdi Noomen; Aye, Goodness C.; Balcilar, Mehmet; … - In: Journal of applied economics 18 (2015) 2, pp. 225-246

Persistent link: https://www.econbiz.de/10011554957

Do stock prices impact consumption and interest rate in South Africa? : evidence from a time-varying vector autoregressive model

Aye, Goodness C.; Gupta, Rangan; Modise, Mampho P. - In: Journal of emerging market finance 14 (2015) 2, pp. 176-196

Persistent link: https://www.econbiz.de/10011378505

Stock market efficiency analysis using long spans of Data : a multifractal detrended fluctuation approach

Tiwari, Aviral Kumar; Aye, Goodness C.; Gupta, Rangan - In: Finance research letters 28 (2019), pp. 398-411

Persistent link: https://www.econbiz.de/10012388354

Gold-oil dependence dynamics and the role of geopolitical risks : evidence from a Markov-switching time-varying copula model

Tiwari, Aviral Kumar; Aye, Goodness C.; Gupta, Rangan; … - In: Energy economics 88 (2020), pp. 1-16

Persistent link: https://www.econbiz.de/10012516211

Persistence and cycles in historical oil price data

Gil-Alaña, Luis A.; Gupta, Rangan - In: Energy economics 45 (2014), pp. 511-516

Persistent link: https://www.econbiz.de/10010506552

Inflation-targeting and inflation volatility : international evidence from the cosine-squared cepstrum

Antonakakis, Nikolaos; Christou, Christina; Gil-Alaña, … - In: International economics : a journal published by CEPII … 167 (2021), pp. 29-38

Persistent link: https://www.econbiz.de/10013269231

Oil price uncertainty and savings in South Africa

Dave, Diksha; Aye, Goodness C. - In: OPEC energy review 39 (2015) 3, pp. 285-297

Persistent link: https://www.econbiz.de/10011414534

The effect of real exchange rate volatility on income distribution in South Africa

Aye, Goodness C.; Harris, Laurence - 2019

This study investigates the effect of real exchange rate volatility on the distribution of income between labour and capital in South Africa. Both symmetric and asymmetric effects are considered. Using quarterly data for 1985:1-2018:3 and local linear projection, we find that the immediate...

Persistent link: https://www.econbiz.de/10011997494