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The dynamic response of the rand real exchange rate to fundamental shocks

Balcilar, Mehmet; Gupta, Rangan; Jooste, Charl - In: Journal of economic studies 43 (2016) 1, pp. 108-121

Persistent link: https://www.econbiz.de/10011687400

Effects of economic policy uncertainty shocks on the long-run US-UK stock market correlation

Asgharian, Hossein; Christiansen, Charlotte; Gupta, Rangan - 2016

Persistent link: https://www.econbiz.de/10011541711

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

Time-varying impact of uncertainty shocks on the US housing market

Christou, Christina; Gupta, Rangan; Nyakabawo, Wendy - In: Economics letters 180 (2019), pp. 15-20

Persistent link: https://www.econbiz.de/10012121736

Oil shocks and volatility jumps

Gillas, Konstantinos Gkillas; Gupta, Rangan; Wohar, Mark E. - In: Review of quantitative finance and accounting 54 (2020) 1, pp. 247-272

Persistent link: https://www.econbiz.de/10012232836

Technological Shocks and Stock Market Volatility Over a Century

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

between technological shocks and stock market volatility using data over a period of more than 140 years. Utilizing annual … regarding future realizations of stock market volatility, both in- and out-of-sample and at both the short and long forecast … horizons. Further economic analysis shows that investment portfolios created by the volatility forecasts obtained from the …

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

The impacts of oil price volatility on financial stress : is the COVID-19 period different?

Sheng, Xin; Kim, Won Joong; Gupta, Rangan; Ji, Qiang - In: International review of economics & finance : IREF 85 (2023), pp. 520-532

Persistent link: https://www.econbiz.de/10014428155

The impacts of oil price volatility on financial stress : is the COVID-19 period different?

Sheng, Xin; Kim, Woo Joong; Gupta, Rangan - 2021

Persistent link: https://www.econbiz.de/10012695792

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

Effects of Economic Policy Uncertainty Shocks on the Long-Run US-UK Stock Market Correlation

Asgharian, Hossein - 2020

We study the impact of economic policy uncertainty (EPU) shocks on the long-run stock market variances and correlations, primarily for the US and the UK. We find that US EPU shocks affect both US and UK stock market long-run variances and correlation, but UK EPU shocks only affect its own...

Persistent link: https://www.econbiz.de/10012855094