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Technological Shocks and Stock Market Volatility Over a Century

Salisu, Afees; Demirer, Riza; Gupta, Rangan - 2023

This paper provides a novel perspective to the innovation-stock market nexus by examining the predictive relationship between technological shocks and stock market volatility using data over a period of more than 140 years. Utilizing annual patent data for the U.S. and a large set of economies...

Persistent link: https://www.econbiz.de/10014354098

Technological shocks and stock market volatility over a century : a GARCHMIDAS approach

Salisu, Afees A.; Demirer, Rıza; Gupta, Rangan - 2023

Persistent link: https://www.econbiz.de/10014253794

Does partisan conflict predict a reduction in US stock market (realized) volatility? : evidence from a quantile-on-quantile regression model

Gupta, Rangan; Pierdzioch, Christian; Selmi, Refk; … - In: The North American journal of economics and finance : a … 43 (2018), pp. 87-96

Persistent link: https://www.econbiz.de/10012036263

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

Causal effects of the United States and Japan on Pacific-Rim stock markets : nonparametric quantile causality approach

Balcilar, Mehmet; Gupta, Rangan; Nguyen, Duc Khuong; … - In: Applied economics 50 (2018) 53, pp. 5712-5727

Persistent link: https://www.econbiz.de/10012062898

Dynamic spillovers in the United States : stock market, housing, uncertainty, and the macroeconomy

Antonakakis, Nikolaos; André, Christophe; Gupta, Rangan - In: Southern economic journal 83 (2016) 2, pp. 609-624

Persistent link: https://www.econbiz.de/10011625589

Incorporating economic policy uncertainty in US equity premium models : a nonlinear predictability analysis

Bekiros, Stelios; Gupta, Rangan; Majumdar, Anandamayee - In: Finance research letters 18 (2016), pp. 291-296

Persistent link: https://www.econbiz.de/10011657223

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

Regime switching model of US crude oil and stock market prices : 1859 to 2013

Balcilar, Mehmet; Gupta, Rangan; Miller, Stephen M. - In: Energy economics 49 (2015), pp. 317-327

Persistent link: https://www.econbiz.de/10011537104

The role of current account balance in forecasting the US equity premium : evidence from a quantile predictive regression approach

Gupta, Rangan; Majumdar, Anandamayee; Wohar, Mark E. - In: Open economies review 28 (2017) 1, pp. 47-59

Persistent link: https://www.econbiz.de/10011804281