Similar Search Results

The ENSO cycle and forecastability of global inflation and output growth : evidence from standard and mixed-frequency multivariate singular spectrum analyses

Yeganegi, Mohammad Reza; Hassani, Hossein; Gupta, Rangan - In: Journal of forecasting 42 (2023) 7, pp. 1690-1707

Persistent link: https://www.econbiz.de/10014432753

The ENSO cycle and forecastability of global inflation and output growth : evidence from standard and mixed-frequency multivariate singular spectrum analyses

Hassani, Hossein; Yeganegi, Mohammad Reza; Gupta, Rangan - 2021

Persistent link: https://www.econbiz.de/10012661146

Deglobalization and foreign exchange volatility : the role of supply chain pressures

Segnon, Mawuli; Demirer, Rıza; Gupta, Rangan - 2025

Persistent link: https://www.econbiz.de/10015205838

Time-varying rare disaster risks, oil returns and volatility

Demirer, Rıza; Gupta, Rangan; Suleman, Tahir; Wohar, … - In: Energy economics 75 (2018), pp. 239-248

Persistent link: https://www.econbiz.de/10011974013

COVID-19 pandemic and investor herding in international stock markets

Bouri, Elie; Demirer, Rıza; Gupta, Rangan; Nel, Jacobus - In: Risks : open access journal 9 (2021) 9, pp. 1-11

The aim of this study is to understand the effect of the recent novel coronavirus pandemic on investor herding behavior in global stock markets. Utilizing a daily newspaper-based index of financial uncertainty associated with infectious diseases, we examine the association between...

Persistent link: https://www.econbiz.de/10012632020

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

Geopolitical risks and movements in Islamic bond and equity markets : a note

Bouri, Elie; Demirer, Rıza; Gupta, Rangan; Marfatia, … - In: Defence and peace economics 30 (2019) 3, pp. 367-379

Persistent link: https://www.econbiz.de/10012200540

The effect of global crises on stock market correlations : evidence from scalar regressions via functional data analysis

Das, Sonali; Demirer, Rıza; Gupta, Rangan; Mangisa, … - In: Structural change and economic dynamics : SC+ED 50 (2019), pp. 132-147

Persistent link: https://www.econbiz.de/10012299650

Oil speculation and herding behavior in emerging stock markets

Cakan, Esin; Demirer, Rıza; Gupta, Rangan; Marfatia, … - In: Journal of economics and finance 43 (2019) 1, pp. 44-56

Persistent link: https://www.econbiz.de/10012170983

Oil returns and volatility : the role of mergers and acquisitions

Bos, Martijn; Demirer, Rıza; Gupta, Rangan; Tiwari, … - In: Energy economics 71 (2018), pp. 62-69

Persistent link: https://www.econbiz.de/10011942945