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Terror attacks and stock-market fluctuations : evidence based on a nonparametric causality-in-quantiles test for the G7 countries

Balcilar, Mehmet; Gupta, Rangan; Pierdzioch, Christian; … - In: The European journal of finance 24 (2018) 4/6, pp. 333-346

Persistent link: https://www.econbiz.de/10012244323

UK macroeconomic volatility : historical evidence over seven centuries

Plakandaras, Vasilios; Gupta, Rangan; Wohar, Mark E. - In: Journal of policy modeling : JPMOD ; a social science … 40 (2018) 4, pp. 767-789

Persistent link: https://www.econbiz.de/10012053527

The role of economic and financial uncertainties in predicting commodity futures returns and volatility : evidence from a nonparametric causality-in-quantiles test

Bahloul, Walid; Balcilar, Mehmet; Cuñado Eizaguirre, Juncal - In: Journal of multinational financial management 45 (2018), pp. 52-71

Persistent link: https://www.econbiz.de/10012055774

Geopolitical risks, returns, and volatility in emerging stock markets : evidence from a panel GARCH model

Bouras, Christos; Christou, Christina; Gupta, Rangan; … - In: Emerging markets, finance and trade : EMFT 55 (2019) 8, pp. 1841-1856

Persistent link: https://www.econbiz.de/10012210912

Common cycles and common trends in the stock and oil markets : evidence from more than 150 years of data

Balcilar, Mehmet; Gupta, Rangan; Wohar, Mark E. - In: Energy economics 61 (2017), pp. 72-86

Persistent link: https://www.econbiz.de/10011737672

Growth Volatility and Inequality in the U.S : A Wavelet Analysis

Chang, Shinhye - 2020

This study applies wavelet coherency analysis to explore the relationship between the U.S. economic growth volatility, and income and wealth inequality measures over the period 1917 to 2015 and 1962 to 2014. We consider the relationship between output volatility during positive and negative...

Persistent link: https://www.econbiz.de/10012852254