Publications

by members of

Institut de Préparation à l'Administration et à la Gestion (IPAG)

IPAG Business School

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.

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| Working papers | Journal articles | Books | Chapters |

Working papers

2026

1. Jesus Bejarano & Rangan Gupta, 2026, "Impact of Climate Change on South Africa: Evidence from a DSGE Model," Working Papers, University of Pretoria, Department of Economics, number 202601, Jan.
2. Jiawen Luo & Jingyi Deng & Rangan Gupta & Oguzhan Cepni, 2026, "Time-Varying Effects of Skewness: An International Comparison," Working Papers, University of Pretoria, Department of Economics, number 202602, Feb.
3. Giovanni Bonaccolto & Massimiliano Caporin & Oguzhan Cepni & Rangan Gupta, 2026, "Forecasting Realized Volatility of State-Level Stock Markets of the United States: The Role of Sentiment," Working Papers, University of Pretoria, Department of Economics, number 202603, Feb.
4. Abeeb Olaniran & Xin Sheng & Oguzhan Cepni & Rangan Gupta, 2026, "When the Weather Turns Risky: Climate Shocks and U.S. State-Level Credit Risk," Working Papers, University of Pretoria, Department of Economics, number 202604, Feb.
5. Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2026, "Credit Standards: A New Predictor of U.S. Stock Market Realized Volatility," Working Papers, University of Pretoria, Department of Economics, number 202607, Mar.
   
   • Bonato, Matteo & Cepni, Oguzhan & Gupta, Rangan & Pierdzioch, Christian, 2026, "Credit standards: A new predictor of U.S. stock market realized volatility," Finance Research Letters, Elsevier, volume 106, issue C, DOI: 10.1016/j.frl.2026.110298.
6. Ufuk Can & Oguzhan Cepni & Rangan Gupta & Onur Polat, 2026, "From Supply-Chain Disruptions to Speculative Exuberance: How Energy Transportation Uncertainty Drives Oil Price Bubbles," Working Papers, University of Pretoria, Department of Economics, number 202608, Mar.
7. Zhangying Li & O-Chia Chuang & Rangan Gupta, 2026, "The Shifting Dynamics of Energy Supply Shocks: Natural Gas as the New Driver of European Stock Market Volatility," Working Papers, University of Pretoria, Department of Economics, number 202609, Apr.
8. Petre Caraiani & Rangan Gupta, 2026, "Fiscal Policy in HANK Models: One Asset versus Two Assets," Working Papers, University of Pretoria, Department of Economics, number 202610, Apr.
9. Onur Polat & Rangan Gupta & Dhanashree Somani & Sayar Karmakar, 2026, "Machine Learning Forecasting of U.S. Stock Market Volatility: The Role of Stock and Oil Bubbles," Working Papers, University of Pretoria, Department of Economics, number 202611, Apr.
10. Kenny Kutu & Renee van Eyden & Sonali Das & Rangan Gupta, 2026, "Assessing the Impact of Climate Risks on Agricultural Commodity Prices in South Africa," Working Papers, University of Pretoria, Department of Economics, number 202612, Apr.
11. Beverley Jane Wingfield & Onur Polat & Sonali Das & Rangan Gupta, 2026, "From Search to Signal: Dynamic Spillovers Between Biodiversity Attention and Climate Attention in South Africa," Working Papers, University of Pretoria, Department of Economics, number 202613, Apr.
12. Yuvana Jaichand & Onur Polat & Renee van Eyden & Rangan Gupta, 2026, "US Trade Policy Uncertainty and the Connectedness of Global Supply Bottlenecks," Working Papers, University of Pretoria, Department of Economics, number 202614, May.
13. Petre Caraiani & Rangan Gupta, 2026, "Firm-Level Inflationary Expectations in South Africa: The Role of Oil Supply News Shocks," Working Papers, University of Pretoria, Department of Economics, number 202615, May.
14. Talita Greyling & Rangan Gupta & Christian Pierdzioch, 2026, "Supply Bottlenecks and Sentiment in Europe: Some Evidence using Machine Learning," Working Papers, University of Pretoria, Department of Economics, number 202616, May.
15. Onur Polat & Oguzhan Cepni & Riza Demirer & Rangan Gupta, 2026, "AI Revolution and Crash Risks in Technology Stocks," Working Papers, University of Pretoria, Department of Economics, number 202617, Jun.
16. Sphiwe B. Skhosana & Abeeb O. Olaniran & Najmeh Nakhaei Rad & Rangan Gupta, 2026, "Economic Complexity and Environmental Impact using a Neural-Network Embedded Semiparametric Mixture of Experts Model," Working Papers, University of Pretoria, Department of Economics, number 202618, Jun.
17. Talita Greyling & Rangan Gupta & Onur Polat & Stephanie Rossouw, 2026, "Sports and Happiness in South Africa: Evidence from a Quantile Regression Approach," Working Papers, University of Pretoria, Department of Economics, number 202619, Jul.
18. Luiz de Mello & Joao Tovar Jalles, 2026, "Parable of the Talents: Does Differentiated Decentralisation Improve Performance?," International Center for Public Policy Working Paper Series, at AYSPS, GSU, International Center for Public Policy, Andrew Young School of Policy Studies, Georgia State University, number paper2603, Jan.
    
    • Luiz de Mello & Joao Tovar-Jalles, 2026, "Parable of the Talents: Does Differentiated Decentralisation Improve Performance?," IDEAGOV Working Papers, IDEAGOV - International Center for Decentralization and Governance, number WP2602, Jan.
19. António Afonso & José Alves & João Tovar Jalles & Sofia Monteiro, 2026, "Climate Resilience and the Adaptation Trap: A Macroeconomic Framework for Joint Fiscal–External Sustainability," CESifo Working Paper Series, CESifo, number 12389.
    
    • António Afonso & José Alves & João Jalles & Sofia Monteiro, 2026, "Climate Resilience and the Adaptation Trap: A Macroeconomic Framework for Joint Fiscal–External Sustainability," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2026/0400, Jan.
20. Luiz de Mello & João Tovar Jalles, 2026, "Turning The Fiscal Tanker: The Role Of Spending Rigidity In Adjustment," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2026/0407, Feb.
21. José Alves & João Jalles & Lucas Menescal, 2026, "Public Sector Efficiency and Political Incentives: Evidence from Government Wages, Employment, and Fiscal Decentralization," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2026/0408, Feb.
22. João Tovar Jalles, 2026, "From Revolution to Divergence: Structural Reforms and the Persistence of Portugal’s Post-1974 Growth Gap," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2026/0414, Apr.
23. João Tovar Jalles, 2026, "Labour-Market Deregulation and Inequality in Portugal: A Critical Reassessment," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2026/0419, Jun.
24. João Tovar Jalles, 2026, "Revisiting the External Imbalance Effects of EMU Membership: Identification Fragility and the Limits of Synthetic Control Inference," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2026/0422, Jul.
25. João Tovar Jalles & John Beirne & Donghyun Park, 2026, "Bullets and Budgets: Measuring Defense Spending Multipliers," ADB Economics Working Paper Series, Asian Development Bank, number 857, Jul, DOI: 10.22617/WPS260334-2.
26. Graham Pilgrim & Yann Dorville & Annabelle Mourougane, 2026, "Monitoring global trade by products, using Big Data," OECD Statistics Working Papers, OECD Publishing, number 2026/02, May, DOI: 10.1787/e0447f00-en.
27. Panayotis Michaelides & Arsenios-Georgios Prelorentzos & Olivier Scaillet & Nikolas Topaloglou & Kien Tran, 2026, "Natural Hazards and Financial Activity: Evidence from Solar Storms Impact on BTC Mining," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 26-02, Jan.
28. Ioannis Michopoulos & Olivier Scaillet & Nikolas Topaloglou, 2026, "Asset Pricing Robustness in Venture Capital," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 26-26, Mar.

2025

1. Jean-Marc Bonnisseau & Alain Chateauneuf & Jean-Pierre Drugeon, 2025, "On the (Ir)Relevance of Discount Factors for Future Allocations of Scarce Resources," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-04916616, Jan.
   
   • Jean‐marc Bonnisseau & Alain Chateauneuf & Jean-Pierre Drugeon, 2025, "On the (Ir)Relevance of Discount Factors for Future Allocations of Scarce Resources," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-05340624, Aug, DOI: 10.1111/jpet.70053.
   • Jean‐marc Bonnisseau & Alain Chateauneuf & Jean-Pierre Drugeon, 2025, "On the (Ir)Relevance of Discount Factors for Future Allocations of Scarce Resources," Post-Print, HAL, number halshs-05340624, Aug, DOI: 10.1111/jpet.70053.
   • Jean‐marc Bonnisseau & Alain Chateauneuf & Jean-Pierre Drugeon, 2025, "On the (Ir)Relevance of Discount Factors for Future Allocations of Scarce Resources," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-05340624, Aug, DOI: 10.1111/jpet.70053.
   • Jean-Marc Bonnisseau & Alain Chateauneuf & Jean-Pierre Drugeon, 2025, "On the (Ir)Relevance of Discount Factors for Future Allocations of Scarce Resources," PSE Working Papers, HAL, number halshs-04916616, Jan.
   • Jean-Marc Bonnisseau & Alain Chateauneuf & Jean-Pierre Drugeon, 2025, "On the (Ir)Relevance of Discount Factors for Future Allocations of Scarce Resources," Working Papers, HAL, number halshs-04916616, Jan.
2. Alain Chateauneuf & Bernard Cornet, 2025, "Financial Markets With Hedging Complements," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202510, Apr.
3. Jiawen Luo & Shengjie Fu & Oguzhan Cepni & Rangan Gupta, 2025, "The Role of Uncertainty in Forecasting Realized Covariance of US State-Level Stock Returns: A Reverse-MIDAS Approach," Working Papers, University of Pretoria, Department of Economics, number 202501, Feb.
4. Afees A. Salisu & Ahamuefula E. Ogbonna & Rangan Gupta & Luis A. Gil-Alana, 2025, "Supply Disruptions and Predictability of Oil Returns Volatility: A GARCH-MIDAS Approach," Working Papers, University of Pretoria, Department of Economics, number 202502, Feb.
5. Onur Polat & Dhanashree Somani & Rangan Gupta & Sayar Karmakar, 2025, "Shortages and Machine-Learning Forecasting of Oil Returns Volatility: 1900-2024," Working Papers, University of Pretoria, Department of Economics, number 202503, Feb.
   
   • Polat, Onur & Somani, Dhanashree & Gupta, Rangan & Karmakar, Sayar, 2025, "Shortages and machine-learning forecasting of oil returns volatility: 1900–2024," Finance Research Letters, Elsevier, volume 79, issue C, DOI: 10.1016/j.frl.2025.107334.
6. Rachel Steenkamp & Rangan Gupta & Oguzhan Cepni, 2025, "Analysing the Predictability of Climate Risks on the Conditional Distributions of Bank Returns and Volatility: An International Perspective," Working Papers, University of Pretoria, Department of Economics, number 202504, Feb.
7. Mawuli Segnon & Bjorn Schulte-Tillmann & Riza Demirer & Rangan Gupta, 2025, "Deglobalization and Foreign Exchange Volatility: The Role of Supply Chain Pressures," Working Papers, University of Pretoria, Department of Economics, number 202506, Feb.
8. Petre Caraiani & Onur Polat & Rangan Gupta & Elie Bouri, 2025, "Climate Risks and Predictability of Financial Risks in the US Banking Sector," Working Papers, University of Pretoria, Department of Economics, number 202507, Feb.
9. Kenny Kutu & Sonali Das & Rangan Gupta, 2025, "Paradox of Sustainable Agricultural Policy Under Climate Change in South Africa: The Whys? and What-Ifs!," Working Papers, University of Pretoria, Department of Economics, number 202508, Feb.
10. Massimiliano Caporin & Oguzhan Cepni & Rangan Gupta & Bertrand B. Maillet, 2025, "Unveiling True Connectedness in US State-Level Stock Markets: The Role of Common Factors," Working Papers, University of Pretoria, Department of Economics, number 202509, Feb.
11. Vasilios Plakandaras & Rangan Gupta & Qiang Ji, 2025, "Unraveling Financial Fragility of Global Markets Using Machine Learning," Working Papers, University of Pretoria, Department of Economics, number 202511, Mar.
12. Vassilios Babalos & Xolani Sibande & Elie Bouri & Rangan Gupta, 2025, "Do Investors in Clean Energy ETFs Herd? The Role of Climate Risks," Working Papers, University of Pretoria, Department of Economics, number 202512, Apr.
13. Matteo Bonato & Rangan Gupta & Christian Pierdzioch & Onur Polat, 2025, "ESG Uncertainty and Forecasting Realized Volatility of Gold Returns: A Boosting Approach," Working Papers, University of Pretoria, Department of Economics, number 202513, Apr.
14. Hossein Hassani & Pouria Parvizi & Mohammad Reza Yeganegi & Rangan Gupta, 2025, "Understanding Sentiment Across Genders: Challenges and Solutions," Working Papers, University of Pretoria, Department of Economics, number 202515, Apr.
15. Afees A. Salisu & Ahamuefula E. Ogbonna & Rangan Gupta & Elie Bouri, 2025, "Forecasting Spot and Futures Price Volatility of Agricultural Commodities: The Role of Climate-Related Migration Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 202516, Apr.
    
    • Salisu, Afees A. & Ogbonna, Ahamuefula E. & Gupta, Rangan & Bouri, Elie, 2025, "Forecasting spot and futures price volatility of agricultural commodities: The role of climate-related migration uncertainty," Research in International Business and Finance, Elsevier, volume 80, issue C, DOI: 10.1016/j.ribaf.2025.103133.
16. Onur Polat & Rangan Gupta & Elie Bouri & Mariem Brahim, 2025, "Climate Risks and Predictability of the Conditional Distributions of Rare Earth Stock Returns and Volatility," Working Papers, University of Pretoria, Department of Economics, number 202517, Apr.
    
    • Onur Polat & Rangan Gupta & Elie Bouri & Mariem Brahim, 2026, "Climate risks and predictability of the conditional distributions of rare earth stock returns and volatility," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 50, issue 1, pages 1-26, December, DOI: 10.1007/s12197-026-09750-4.
17. Vasilios Plakandaras & Matteo Bonato & Rangan Gupta & Oguzhan Cepni, 2025, "Machine Learning and the Forecastability of Cross-Sectional Realized Variance: The Role of Realized Moments," Working Papers, University of Pretoria, Department of Economics, number 202518, Apr.
18. Abeeb Olaniran & Elie Bouri & Rangan Gupta, 2025, "Multi-Moment and Multilayer Analysis of Connectedness among Clean, Brown, and Technology ETFs: The Role of Climate Risk," Working Papers, University of Pretoria, Department of Economics, number 202519, May.
19. Xin Sheng & Oguzhan Cepni & Rangan Gupta & Minko Markovski, 2025, "Mixed Frequency Machine Learning Forecasting of the Growth of Real Gross Fixed Capital Formation in the United States: The Role of Extreme Weather Conditions," Working Papers, University of Pretoria, Department of Economics, number 202520, May.
    
    • Sheng, Xin & Cepni, Oguzhan & Gupta, Rangan & Markovski, Minko, 2026, "Mixed frequency machine learning forecasting of the growth of real gross fixed capital formation in the United States: the role of extreme weather conditions," Finance Research Letters, Elsevier, volume 106, issue C, DOI: 10.1016/j.frl.2026.110271.
20. Dhanashree Somani & Rangan Gupta & Sayar Karmakar & Vasilios Plakandaras, 2025, "Supply Bottlenecks and Machine Learning Forecasting of International Stock Market Volatility," Working Papers, University of Pretoria, Department of Economics, number 202521, Jun.
    
    • Somani, Dhanashree & Gupta, Rangan & Karmakar, Sayar & Plakandaras, Vasilios, 2025, "Supply bottlenecks and machine learning forecasting of international stock market volatility," Finance Research Letters, Elsevier, volume 86, issue PG, DOI: 10.1016/j.frl.2025.108931.
21. Jiawei Xu & Elie Bouri & Libing Fang & Rangan Gupta, 2025, "US-China Tensions and Stock Market Co-movement between the US and China: Insights from a DCC-DAGARCH-MIDAS Model," Working Papers, University of Pretoria, Department of Economics, number 202522, Jul.
22. Jiawen Luo & Jingyi Deng & Juncal Cunado & Rangan Gupta, 2025, "Forecasting GDP with Oil Price Shocks: A Mixed-Frequency Time-Varying Perspective," Working Papers, University of Pretoria, Department of Economics, number 202523, Jul.
23. Abeeb Olaniran & David Gabauer & Rangan Gupta & Onur Polat, 2025, "Predicting the Conditional Distribution of Risk Aversion The Role of Climate Risks in a Cross-Quantilogram Framework," Working Papers, University of Pretoria, Department of Economics, number 202524, Jul.
24. Afees A. Salisu & Ahamuefula E. Ogbonna & Rangan Gupta & Yunhan Zhang, 2025, "Climate Policy Uncertainty and the Forecastability of Inflation," Working Papers, University of Pretoria, Department of Economics, number 202525, Aug.
25. Massimiliano Caporin & Rangan Gupta & Sowmya Subramaniam & Hudson S. Torrent, 2025, "Supply Constraints and Conditional Distribution Predictability of Inflation and its Volatility: A Non-parametric Mixed-Frequency Causality-in-Quantiles Approach," Working Papers, University of Pretoria, Department of Economics, number 202526, Aug.
    
    • Caporin, Massimiliano & Gupta, Rangan & Subramaniam, Sowmya & Torrent, Hudson S., 2026, "Supply Constraints and Conditional Distribution Predictability of Inflation and its Volatility: A Nonparametric Mixed-Frequency Causality-in-Quantiles Approach," Research in Economics, Elsevier, volume 80, issue 2, DOI: 10.1016/j.rie.2026.101128.
26. Mengting Li & Yu Wei & Rangan Gupta & Oguzhan Cepni, 2025, "Carbon Price Uncertainty-Macroeconomy Mixed-Frequency Spillovers: Evidence from the Frequency-Domain," Working Papers, University of Pretoria, Department of Economics, number 202527, Aug.
27. Zhangying Li & O-Chia Chuang & Rangan Gupta & Elie Bouri, 2025, "The Roles of Global Supply Chain Pressure and Economic Conditions in Forecasting the VaR of Commodity Markets: A Quantile GARCH-MIDAS Approach," Working Papers, University of Pretoria, Department of Economics, number 202528, Aug.
28. Mehmet Balcilar & Kenny Kutu & Sonali Das & Rangan Gupta, 2025, "Predicting the Conditional Distributions of Inflation and Inflation Uncertainty in South Africa: The Role of Climate Risks," Working Papers, University of Pretoria, Department of Economics, number 202529, Aug.
29. Matteo Bonato & Riza Demirer & Rangan Gupta & Abeeb Olaniran, 2025, "Does Mining Activity Drive Crash Risks in Cryptocurrency Markets? An Application to Bitcoin," Working Papers, University of Pretoria, Department of Economics, number 202530, Sep.
30. Vassilios Babalos & Geoffrey M. Ngene & Rangan Gupta & Elie Bouri, 2025, "Herding Spillover Effects in US REIT Sectors," Working Papers, University of Pretoria, Department of Economics, number 202531, Sep.
31. Onur Polat & Matteo Bonato & Rangan Gupta & Christian Pierdzioch, 2025, "Forecasting The Volatility of Natural Gas Price using Machine Learning: Fundamentals versus Moments," Working Papers, University of Pretoria, Department of Economics, number 202532, Sep.
32. Elie Bouri & Oguzhan Cepni & Rangan Gupta & Sibanjan Mishra & Muhammed Enes Olgun, 2025, "Dynamic Return Connectedness Among Crypto-Mining Technology Firms and Major Cryptocurrencies: The Role of Sentiment Indices," Working Papers, University of Pretoria, Department of Economics, number 202533, Sep.
33. Matteo Foglia & Rangan Gupta & Petre Caraiani & Vincenzo Pacelli, 2025, "Time-Varying Spillover of Multi-Scale Positive and Negative Bubbles in Stock and Oil Markets," Working Papers, University of Pretoria, Department of Economics, number 202534, Sep.
    
    • Foglia, Matteo & Gupta, Rangan & Caraiani, Petre & Pacelli, Vincenzo, 2026, "Time-varying spillover of multi-scale positive and negative bubbles in stock and oil markets," Finance Research Letters, Elsevier, volume 88, issue C, DOI: 10.1016/j.frl.2025.109179.
34. Moise Kabwe wa Kabwe & Rangan Gupta & Yunhan Zhang & Samrat Goswami, 2025, "Predictive Effects of Climate Policy Uncertainty on Returns and Volatility of Carbon Emission Prices: The Case of China," Working Papers, University of Pretoria, Department of Economics, number 202535, Sep.
35. Abeeb Olaniran & Xin Sheng & Oguzhan Cepni & Rangan Gupta, 2025, "Climate Shocks and Unemployment Claims," Working Papers, University of Pretoria, Department of Economics, number 202536, Sep.
36. Rangan Gupta & Wei Ma, 2025, "Investment Adjustment Costs and Growth Dynamics," Working Papers, University of Pretoria, Department of Economics, number 202537, Sep.
    
    • Gupta, Rangan & Ma, Wei, 2025, "Investment adjustment costs and growth dynamics," Economics Letters, Elsevier, volume 257, issue C, DOI: 10.1016/j.econlet.2025.112726.
37. Giovanni Bonaccolto & Sayar Karmakar & Elie Bouri & Rangan Gupta, 2025, "Spillover and Predictability of Volatility of 50 Major Cryptocurrencies: Evidence from a LASSO-Regularized Quantile VAR," Working Papers, University of Pretoria, Department of Economics, number 202538, Sep.
    
    • Bonaccolto, Giovanni & Karmakar, Sayar & Bouri, Elie & Gupta, Rangan, 2026, "Spillover and predictability of volatility of 50 major cryptocurrencies: Evidence from a LASSO-regularized Quantile VAR," The North American Journal of Economics and Finance, Elsevier, volume 85, issue C, DOI: 10.1016/j.najef.2026.102668.
38. Onur Polat & Rangan Gupta & Riza Demirer & Elie Bouri, 2025, "Implied Skewness of the Treasury Yield: A New Predictor for Stock Market Bubbles," Working Papers, University of Pretoria, Department of Economics, number 202539, Oct.
39. Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2025, "Electricity Sales and Forecasting of Stock Market Realized Volatility: A State-Level Analysis of the United States," Working Papers, University of Pretoria, Department of Economics, number 202540, Nov.
40. Afees A. Salisu & Ahamuefula E. Ogbonna & Rangan Gupta & Onur Polat, 2025, "Forecasting Natural Gas Futures Price Volatility of the United States: National versus State-Level Climate Concern Indexes," Working Papers, University of Pretoria, Department of Economics, number 202541, Nov.
    
    • Afees A. Salisu & Ahamuefula E. Ogbonna & Rangan Gupta & Onur Polat, 2026, "Forecasting Natural Gas Futures Price Volatility of the United States: National Versus State‐Level Climate Concern Indexes," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 46, issue 7, pages 1275-1297, July, DOI: 10.1002/fut.70108.
41. Afees A. Salisu & Ahamuefula E. Ogbonna & Rangan Gupta, 2025, "Forecasting Oil Price Volatility of the United States: The Role of State-Level Climate Concern Indexes," Working Papers, University of Pretoria, Department of Economics, number 202542, Nov.
42. Elie Bouri & Ufuk Can & Oguzhan Cepni & Rangan Gupta, 2025, "Corporate Earnings Announcements and Stock Market Bubbles," Working Papers, University of Pretoria, Department of Economics, number 202543, Nov.
43. Onur Polat & Elie Bouri & Rangan Gupta & Riza Demirer, 2025, "Predicting Safe Haven Assets through Implied Treasury Yield Skewness: A Time-Varying Nonparametric Quantile Causality Analysis," Working Papers, University of Pretoria, Department of Economics, number 202544, Dec.
44. Onur Polat & Rangan Gupta & Mariem Brahim & Elie Bouri, 2025, "Predicting Oil Price Bubbles: Monetary Policy versus Central Bank Information Shocks," Working Papers, University of Pretoria, Department of Economics, number 202545, Dec.
45. Elie Bouri & Ufuk Can & Oguzhan Cepni & Rangan Gupta, 2025, "Oil Price Shocks and Stock Market Bubbles," Working Papers, University of Pretoria, Department of Economics, number 202546, Dec.
46. António Afonso & José Alves & Tovar João Jalles & Sofia Monteiro & João Tovar Jalles, 2025, "Shaken Balances: Climate Risks and the Dynamics of Fiscal and External Sustainability," CESifo Working Paper Series, CESifo, number 11818.
    
    • António Afonso & José Alves & João Jalles & Sofia Monteiro, 2025, "Shaken Balances: Climate Risks and the Dynamics of Fiscal and External Sustainability," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2025/0375, Apr.
47. Benedict Clements & Sanjeev Gupta & João Tovar Jalles, 2025, "SDG 1 and Corruption: No Poverty," Policy Papers, Center for Global Development, number 361, Aug.
48. Sanjeev Gupta & João Tovar Jalles & Ainhoa Petri-Hidalgo, 2025, "Estimating Health Tax Capacity, Effort, and Potential: Evidence from a Global Panel," Working Papers, Center for Global Development, number 727, Sep.
49. Patrick A. Imam & João Tovar Jalles, 2025, "Forging Strength: Exploring the Dynamic Interplay between Institutions and State Capacity," IMF Working Papers, International Monetary Fund, number 2025/117, Jun.
50. Benedict Clements & Sanjeev Gupta & João Tovar Jalles, 2025, "Promotion of Equitable Monetary and Fiscal Policies," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2025/0368, Feb.
51. João Tovar Jalles & André Teixeira, 2025, "Austerity And Banking: The Impact Of Fiscal Consolidation On Bank Efficiency And Stability," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2025/0370, Feb.
52. João Jalles & John Beirne & Donghyun Park & Gazi Salah Uddin, 2025, "Public Spending, Private Gains: The Gendered Impact of Exogenous Fiscal Policy Shocks," ADB Economics Working Paper Series, Asian Development Bank, number 816, Nov.
    
    • Jalles, João & Beirne, John & Park, Donghyun & Uddin, Gazi Salah, 2026, "Public spending, private gains: the gendered impact of exogenous fiscal policy shocks," Journal of International Money and Finance, Elsevier, volume 162, issue C, DOI: 10.1016/j.jimonfin.2026.103527.
53. Yann Dorville & Nhung Luu & Annabelle Mourougane & Julia Schmidt, 2025, "Towards more timely measures of labour productivity growth," OECD Statistics Working Papers, OECD Publishing, number 2025/01, Mar, DOI: 10.1787/436ecbb5-en.

2024

1. Alain Chateauneuf & José Heleno Faro & Jean-Marc Tallon & Vassili Vergopoulos, 2024, "Alpha-maxmin as an aggregation of two selves," Post-Print, HAL, number halshs-04632051, Aug, DOI: 10.1016/j.jmateco.2024.103006.
   
   • Chateauneuf, Alain & Faro, José Heleno & Tallon, Jean-Marc & Vergopoulos, Vassili, 2024, "Alpha-maxmin as an aggregation of two selves," Journal of Mathematical Economics, Elsevier, volume 113, issue C, DOI: 10.1016/j.jmateco.2024.103006.
   • Alain Chateauneuf & José Heleno Faro & Jean-Marc Tallon & Vassili Vergopoulos, 2024, "Alpha-maxmin as an aggregation of two selves," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-04632051, Aug, DOI: 10.1016/j.jmateco.2024.103006.
   • Alain Chateauneuf & José Heleno Faro & Jean-Marc Tallon & Vassili Vergopoulos, 2024, "Alpha-maxmin as an aggregation of two selves," PSE Working Papers, HAL, number halshs-04589094, May.
   • Alain Chateauneuf & José Heleno Faro & Jean-Marc Tallon & Vassili Vergopoulos, 2024, "Alpha-maxmin as an aggregation of two selves," Working Papers, HAL, number halshs-04589094, May.
2. V. Candila & O. Cepni & G. Gallo & R. Gupta, 2024, "Influence of Local and Global Economic Policy Uncertainty on the volatility of US state-level equity returns: Evidence from a GARCH-MIDAS approach with Shrinkage and Cluster Analysis," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 202414.
   
   • Vincenzo Candila & Oguzhan Cepni & Giampiero M. Gallo & Rangan Gupta, 2024, "Influence of Local and Global Economic Policy Uncertainty on the Volatility of US State-Level Equity Returns: Evidence from a GARCH-MIDAS Approach with Shrinkage and Cluster Analysis," Working Papers, University of Pretoria, Department of Economics, number 202437, Aug.
3. Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2024, "Forecasting Growth-at-Risk of the United States: Housing Price versus Housing Sentiment or Attention," Working Papers, University of Pretoria, Department of Economics, number 202401, Jan.
4. Wenting Liao & Xin Sheng & Rangan Gupta & Sayar Karmakar, 2024, "Extreme Weather Shocks and State-Level Inflation of the United States," Working Papers, University of Pretoria, Department of Economics, number 202402, Jan.
   
   • Liao, Wenting & Sheng, Xin & Gupta, Rangan & Karmakar, Sayar, 2024, "Extreme weather shocks and state-level inflation of the United States," Economics Letters, Elsevier, volume 238, issue C, DOI: 10.1016/j.econlet.2024.111714.
5. Linyan Dai & Xin Sheng & Rangan Gupta, 2024, "Socio-Spatial Features of Neighbourhoods Supporting Social Interaction between Locals and Migrants in Peri-Urban China," Working Papers, University of Pretoria, Department of Economics, number 202403, Jan.
6. Rangan Gupta & Sarah Nandnaba & Wei Jiang, 2024, "Climate Change and Growth Dynamics," Working Papers, University of Pretoria, Department of Economics, number 202404, Feb.
7. Yunhan Zhang & Qiang Ji & David Gabauer & Rangan Gupta, 2024, "How Connected is the Oil-Bank Network? Firm-Level and High-Frequency Evidence," Working Papers, University of Pretoria, Department of Economics, number 202405, Feb.
   
   • Zhang, Yunhan & Gabauer, David & Gupta, Rangan & Ji, Qiang, 2024, "How connected is the oil-bank network? Firm-level and high-frequency evidence," Energy Economics, Elsevier, volume 136, issue C, DOI: 10.1016/j.eneco.2024.107684.
8. Elie Bouri & Rangan Gupta & Christian Pierdzioch, 2024, "Modeling the Presidential Approval Ratings of the United States using Machine-Learning: Does Climate Policy Uncertainty Matter?," Working Papers, University of Pretoria, Department of Economics, number 202406, Feb.
   
   • Bouri, Elie & Gupta, Rangan & Pierdzioch, Christian, 2024, "Modeling the presidential approval ratings of the United States using machine-learning: Does climate policy uncertainty matter?," European Journal of Political Economy, Elsevier, volume 85, issue C, DOI: 10.1016/j.ejpoleco.2024.102602.
9. Massimiliano Caporin & Petre Caraiani & Oguzhan Cepni & Rangan Gupta, 2024, "Predicting the Conditional Distribution of US Stock Market Systemic Stress: The Role of Climate Risks," Working Papers, University of Pretoria, Department of Economics, number 202407, Mar.
   
   • Caporin, Massimiliano & Caraiani, Petre & Cepni, Oguzhan & Gupta, Rangan, 2025, "Predicting the conditional distribution of US stock market systemic Stress: The role of climate risks," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 101, issue C, DOI: 10.1016/j.intfin.2025.102156.
10. Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2024, "Forecasting Realized US Stock Market Volatility: Is there a Role for Economic Policy Uncertainty?," Working Papers, University of Pretoria, Department of Economics, number 202408, Mar.
11. Afees A. Salisu & Ahamuefula E.Oghonna & Rangan Gupta & Oguzhan Cepni, 2024, "Energy Market Uncertainties and US State-Level Stock Market Volatility: A GARCH-MIDAS Approach," Working Papers, University of Pretoria, Department of Economics, number 202409, Mar.
12. Xin Sheng & Rangan Gupta & Wenting Liao & Oguzhan Cepni, 2024, "The Effects of Uncertainty on Economic Conditions across US States: The Role of Climate Risks," Working Papers, University of Pretoria, Department of Economics, number 202410, Mar.
    
    • Xin Sheng & Rangan Gupta & Wenting Liao & Oguzhan Cepni, 2026, "The Effects of Uncertainty on Economic Conditions Across US States: The Role of Climate Risks," Scottish Journal of Political Economy, Scottish Economic Society, volume 73, issue 1, February, DOI: 10.1111/sjpe.70035.
13. Yuvana Jaichand & Renee van Eyden & Rangan Gupta, 2024, "Presidential Approval Ratings and Stock Market Performance in Latin America," Working Papers, University of Pretoria, Department of Economics, number 202411, Mar.
    
    • Yuvana Jaichand & Reneé van Eyden & Rangan Gupta, 2025, "Presidential Approval Ratings and Stock Market Performance in Latin America," Scottish Journal of Political Economy, Scottish Economic Society, volume 72, issue 4, September, DOI: 10.1111/sjpe.70011.
14. Bruno Tag Sales & Hudson Da Silva Torrent & Rangan Gupta, 2024, "Forecasting Real Housing Price Returns of the United States using Machine Learning: The Role of Climate Risks," Working Papers, University of Pretoria, Department of Economics, number 202412, Mar.
15. Oguzhan Cepni & Riza Demirer & Rangan Gupta & Christian Pierdzioch, 2024, "Political Geography and Stock Market Volatility: The Role of Political Alignment across Sentiment Regimes," Working Papers, University of Pretoria, Department of Economics, number 202414, Mar.
    
    • Oguzhan Cepni & Riza Demirer & Rangan Gupta & Christian Pierdzioch, 2026, "Political Geography and Stock Market Volatility: The Role of Political Alignment Across Sentiment Regimes," Scottish Journal of Political Economy, Scottish Economic Society, volume 73, issue 1, February, DOI: 10.1111/sjpe.70028.
16. Matteo Foglia & Vasilios Plakandaras & Rangan Gupta & Qiang Ji, 2024, "Long-Span Multi-Layer Spillovers between Moments of Advanced Equity Markets: The Role of Climate Risks," Working Papers, University of Pretoria, Department of Economics, number 202415, Apr.
    
    • Foglia, Matteo & Plakandaras, Vasilios & Gupta, Rangan & Ji, Qiang, 2025, "Long-span multi-layer spillovers between moments of advanced equity markets: The role of climate risks," Research in International Business and Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.ribaf.2024.102667.
17. Sarah Nandnaba & Abebe Hailemariam & Rangan Gupta & Xin Sheng, 2024, "A Note on Oil Consumption and Growth: The Role of Greenhouse Gases Emissions," Working Papers, University of Pretoria, Department of Economics, number 202417, Apr.
18. Afees A. Salisu & Ahamuefula E. Ogbonna & Rangan Gupta & Qiang Ji, 2024, "Energy Market Uncertainties and Exchange Rate Volatility: A GARCH-MIDAS Approach," Working Papers, University of Pretoria, Department of Economics, number 202418, Apr.
    
    • Salisu, Afees A. & Ogbonna, Ahamuefula E. & Gupta, Rangan & Ji, Qiang, 2024, "Energy market uncertainties and exchange rate volatility: A GARCH-MIDAS approach," Finance Research Letters, Elsevier, volume 67, issue PB, DOI: 10.1016/j.frl.2024.105847.
19. Onur Polat & Rangan Gupta & Oguzhan Cepni & Qiang Ji, 2024, "Can Municipal Bonds Hedge US State-Level Climate Risks?," Working Papers, University of Pretoria, Department of Economics, number 202419, Apr.
    
    • Polat, Onur & Gupta, Rangan & Cepni, Oguzhan & Ji, Qiang, 2024, "Can municipal bonds hedge US state-level climate risks?," Finance Research Letters, Elsevier, volume 67, issue PB, DOI: 10.1016/j.frl.2024.105915.
20. Jiawen Luo & Shengjie Fu & Oguzhan Cepni & Rangan Gupta, 2024, "Climate Risks and Forecastability of US Inflation: Evidence from Dynamic Quantile Model Averaging," Working Papers, University of Pretoria, Department of Economics, number 202420, May.
21. Thanoj K. Muddana & Komal S.R. Bhimireddy & Anandamayee Majumdar & Rangan Gupta, 2024, "Forecasting Gold Returns Volatility Over 1258-2023: The Role of Moments," Working Papers, University of Pretoria, Department of Economics, number 202421, May.
22. Xuewei Zhou & Zisheng Ouyang & Rangan Gupta & Qiang Ji, 2024, "Time-Varying Multilayer Networks Analysis of Frequency Connectedness in Commodity Futures Markets," Working Papers, University of Pretoria, Department of Economics, number 202422, Jun.
    
    • Xuewei Zhou & Zisheng Ouyang & Rangan Gupta & Qiang Ji, 2026, "Time-varying multilayer networks analysis of frequency connectedness in commodity futures markets," Empirical Economics, Springer, volume 70, issue 2, pages 1-41, February, DOI: 10.1007/s00181-026-02886-6.
23. Rangan Gupta & Christian Pierdzioch, 2024, "Multi-Task Forecasting of the Realized Volatilities of Agricultural Commodity Prices," Working Papers, University of Pretoria, Department of Economics, number 202423, Jun.
    
    • Rangan Gupta & Christian Pierdzioch, 2024, "Multi-Task Forecasting of the Realized Volatilities of Agricultural Commodity Prices," Mathematics, MDPI, volume 12, issue 18, pages 1-26, September.
24. Elie Bouri & Rangan Gupta & Asingamaanda Liphadzi & Christian Pierdzioch, 2024, "Forecasting Stock Returns Volatility of the G7 Over Centuries: The Role of Climate Risks," Working Papers, University of Pretoria, Department of Economics, number 202424, Jun.
25. Carolyn Chisadza, 2024, "Xenophobia and Quality of Life: Evidence From South Africa," Working Papers, University of Pretoria, Department of Economics, number 202426, Jun.
26. Rangan Gupta & Christian Pierdzioch & Aviral K. Tiwari, 2024, "Gasoline Prices and Presidential Approval Ratings of the United States," Working Papers, University of Pretoria, Department of Economics, number 202427, Jun.
27. Rangan Gupta & Christian Pierdzioch, 2024, "Climate Policy Uncertainty and Financial Stress: Evidence for China," Working Papers, University of Pretoria, Department of Economics, number 202428, Jun.
28. Afees A. Salisu & Ahamuefula E. Ogbonna & Rangan Gupta, 2024, "Geopolitical Risks and Oil Returns Volatility: A GARCH-MIDAS Approach," Working Papers, University of Pretoria, Department of Economics, number 202429, Jun.
29. Goodness C. Aye & Prosper E. Edoja & Sarah Enwa & Rangan Gupta & Emmanuel Eshoforen, 2024, "Role of Inflation and Exchange Rates in Shaping the Country's Food Security Landscape: Nigeria's Food Price Puzzle," Working Papers, University of Pretoria, Department of Economics, number 202430, Jul.
30. Afees A. Salisu & Ahamuefula E. Ogbonna & Rangan Gupta & Sisa Shiba, 2024, "Energy Market Uncertainties and Gold Return Volatility: A GARCH-MIDAS Approach," Working Papers, University of Pretoria, Department of Economics, number 202431, Jul.
    
    • Afees A. Salisu & Ahamuefula E. Ogbonna & Rangan Gupta & Sisa Shiba, 2025, "Energy Market Uncertainties and Gold Return Volatility: A GARCH–MIDAS Approach," Australian Economic Papers, Wiley Blackwell, volume 64, issue 3, pages 320-329, September, DOI: 10.1111/1467-8454.12396.
31. Elie Bouri & Matteo Foglia & Sayar Karmakar & Rangan Gupta, 2024, "Return-Volatility Nexus in the Digital Asset Class: A Dynamic Multilayer Connectedness Analysis," Working Papers, University of Pretoria, Department of Economics, number 202432, Jul.
    
    • Elie Bouri & Matteo Foglia & Sayar Karmakar & Rangan Gupta, 2026, "Return‐Volatility Nexus in the Digital Asset Class: A Dynamic Multilayer Connectedness Analysis," Bulletin of Economic Research, Wiley Blackwell, volume 78, issue 2, pages 498-512, April, DOI: 10.1111/boer.70035.
32. Sarah Nandnaba & Rangan Gupta & Samrat Goswami, 2024, "Effects of Climate Risks on Financial Stress: Evidence from Asia-Pacific Countries," Working Papers, University of Pretoria, Department of Economics, number 202433, Aug.
33. Afees A. Salisu & Ahamuefula E. Ogbonna & Elie Bouri & Rangan Gupta, 2024, "Climate Risks and Prediction of Sectoral REITs Volatility: International Evidence," Working Papers, University of Pretoria, Department of Economics, number 202434, Aug.
34. Elie Bouri & Rangan Gupta & Christian Pierdzioch & Onur Polat, 2024, "Forecasting U.S. Recessions Using Over 150 Years of Data: Stock-Market Moments versus Oil-Market Moments," Working Papers, University of Pretoria, Department of Economics, number 202435, Aug.
    
    • Bouri, Elie & Gupta, Rangan & Pierdzioch, Christian & Polat, Onur, 2024, "Forecasting U.S. recessions using over 150 years of data: Stock-market moments versus oil-market moments," Finance Research Letters, Elsevier, volume 69, issue PB, DOI: 10.1016/j.frl.2024.106179.
35. Rangan Gupta & Anandamayee Majumdar & Christian Pierdzioch & Onur Polat, 2024, "Climate Risks and Real Gold Returns over 750 Years," Working Papers, University of Pretoria, Department of Economics, number 202436, Aug.
    
    • Rangan Gupta & Anandamayee Majumdar & Christian Pierdzioch & Onur Polat, 2024, "Climate Risks and Real Gold Returns over 750 Years," Forecasting, MDPI, volume 6, issue 4, pages 1-16, October.
36. Onur Polat & Juncal Cunado & Oguzhan Cepni & Rangan Gupta, 2024, "Oil Price Shocks and the Connectedness of US State-Level Financial Markets," Working Papers, University of Pretoria, Department of Economics, number 202438, Sep.
    
    • Polat, Onur & Cunado, Juncal & Cepni, Oguzhan & Gupta, Rangan, 2025, "Oil price shocks and the connectedness of US state-level financial markets," Energy Economics, Elsevier, volume 141, issue C, DOI: 10.1016/j.eneco.2024.108128.
37. Oguzhan Cepni & Rangan Gupta & Jacobus Nel & Renee van Eyden, 2024, "Prediction of the Conditional Distribution of Daily International Stock Returns Volatility: The Role of (Conventional and Unconventional) Monetary Policies," Working Papers, University of Pretoria, Department of Economics, number 202439, Sep.
38. Elie Bouri & Oguzhan Cepni & Rangan Gupta & Ruipeng Liu, 2024, "Supply Chain Constraints and the Predictability of the Conditional Distribution of International Stock Market Returns and Volatility," Working Papers, University of Pretoria, Department of Economics, number 202440, Sep.
    
    • Bouri, Elie & Cepni, Oguzhan & Gupta, Rangan & Liu, Ruipeng, 2025, "Supply chain constraints and the predictability of the conditional distribution of international stock market returns and volatility," Economics Letters, Elsevier, volume 247, issue C, DOI: 10.1016/j.econlet.2025.112176.
39. O-Chia Chuang & Rangan Gupta & Christian Pierdzioch & Buliao Shu, 2024, "Financial Uncertainty and Gold Market Volatility: Evidence from a GARCH-MIDAS Approach with Variable Selection," Working Papers, University of Pretoria, Department of Economics, number 202441, Sep.
40. Afees A. Salisu & Ahamuefula E. Ogbonna & Elie Bouri & Rangan Gupta, 2024, "Economic Policy Uncertainty and Bank-Level Stock Returns Volatility of the United States: A Mixed-Frequency Perspective," Working Papers, University of Pretoria, Department of Economics, number 202444, Oct.
41. Prosper E. Edoja & Goodness C. Aye & Rangan Gupta, 2024, "Effects of Energy Consumption, Agricultural Trade and Productivity on Carbon Emissions in Nigeria: A Quantile Regression Approach," Working Papers, University of Pretoria, Department of Economics, number 202445, Oct.
    
    • Prosper E. Edoja & Goodness C. Aye & Rangan Gupta, 2024, "Effects of Energy Consumption, Agricultural Trade, and Productivity on Carbon Emissions in Nigeria: A Quantile Regression Approach," Commodities, MDPI, volume 3, issue 4, pages 1-18, December.
42. Oguzhan Cepni & Luis A. Gil-Alana & Rangan Gupta & Onur Polat, 2024, "Time-Variation in the Persistence of Carbon Price Uncertainty: The Role of Carbon Policy Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 202446, Oct.
    
    • Cepni, Oguzhan & Gil-Alana, Luis A. & Gupta, Rangan & Polat, Onur, 2025, "Time-variation in the persistence of carbon price uncertainty: The role of carbon policy uncertainty," The Quarterly Review of Economics and Finance, Elsevier, volume 102, issue C, DOI: 10.1016/j.qref.2025.102004.
43. Xolani Sibande & Vassilios Babalos & Riza Demirer & Rangan Gupta, 2024, "Presidential Politics and Investor Behavior in the Stock Market: Evidence from a Century of Stock Market Data," Working Papers, University of Pretoria, Department of Economics, number 202447, Oct.
44. Petre Caraiani & Carolyn Chisadza & Rangan Gupta, 2024, "Does Climate Affect Investments? Evidence from Firms in the United States," Working Papers, University of Pretoria, Department of Economics, number 202448, Nov.
45. Xin Sheng & Rangan Gupta & Oguzhan Cepni & Masego Motsuenyane, 2024, "Political ``Color" and the Impact of Climate Risks on Output Growth: Evidence from a Panel of US States," Working Papers, University of Pretoria, Department of Economics, number 202449, Nov.
46. Matteo Bonato & Rangan Gupta & Christian Pierdzioch, 2024, "Do Shortages Forecast Aggregate and Sectoral U.S. Stock Market Realized Variance? Evidence from a Century of Data," Working Papers, University of Pretoria, Department of Economics, number 202450, Nov.
    
    • Bonato, Matteo & Gupta, Rangan & Pierdzioch, Christian, 2026, "Do shortages forecast aggregate and sectoral U.S. stock market realized variance? Evidence from a century of data," Journal of Empirical Finance, Elsevier, volume 86, issue C, DOI: 10.1016/j.jempfin.2026.101726.
47. António Afonso & José Alves & João Tovar Jalles & Sofia Monteiro, 2024, "Beyond the Centre: Tracing Decentralization’s Influence on Time-varying Fiscal Sustainability," CESifo Working Paper Series, CESifo, number 11132.
    
    • Afonso, António & Alves, José & Jalles, João Tovar & Monteiro, Sofia, 2024, "Beyond the centre: Tracing Decentralization's influence on time-varying fiscal sustainability," International Review of Economics & Finance, Elsevier, volume 96, issue PA, DOI: 10.1016/j.iref.2024.103662.
    • António Afonso & José Alves & João Tovar Jalles & Sofia Monteiro, 2024, "Beyond the Centre: Tracing Decentralization’s Influence on Time-varying Fiscal Sustainability," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2024/0324, May.
48. Rasmus Wiese & Joåo Tovar Jalles & Jakob de Haan & João Tovar Jalles, 2024, "Labour Market Counter-Reforms in OECD Countries: Conditional Impact on Output and Employment Growth," CESifo Working Paper Series, CESifo, number 11199.
49. António Afonso & José Alves & João Jalles & Sofia Monteiro & João Tovar Jalles, 2024, "Energy Price Dynamics in the Face of Uncertainty Shocks and the Role of Exchange Rate Regimes: A Global Cross-Country Analysis," CESifo Working Paper Series, CESifo, number 11384.
    
    • Afonso, António & Alves, José & Jalles, João & Monteiro, Sofia, 2025, "Energy price dynamics in the face of uncertainty shocks and the role of exchange rate regimes: A global cross-country analysis," The Journal of Economic Asymmetries, Elsevier, volume 32, issue C, DOI: 10.1016/j.jeca.2025.e00425.
    • António Afonso & José Alves & João Jalles & Sofia Monteiro, 2024, "Energy Price Dynamics in the Face of Uncertainty Shocks and the role of Exchange Rate Regimes: A Global Cross-Country Analysis," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2024/0344, Sep.
50. António Afonso & José Alves & João Jalles & Sofia Monteiro, 2024, "Inflation Tales: The Heterogenous Price Effects from Current Account Dynamics," CESifo Working Paper Series, CESifo, number 11512.
    
    • Afonso, António & Alves, José & Jalles, João & Monteiro, Sofia, 2026, "Inflation tales: the heterogeneous price effects from current account dynamics," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 108, issue C, DOI: 10.1016/j.intfin.2026.102287.
    • António Afonso & José Alves & João Jalles & Sofia Monteiro, 2024, "Inflation Tales: the Heterogenous Price Effects from Current Account Dynamics," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2024/0359, Nov.
51. Bettarelli, Luca & Duval, Romain & Furceri, Davide & Jalles, Joao Tovar, 2024, "Labor Market Reforms and Unemployment Fluctuations," CEPR Discussion Papers, Centre for Economic Policy Research, number 18965, Apr.
    
    • Luca Bettarelli & omain Duval & Davide Furceri & João Jalles, 2025, "Labor market reforms and unemployment fluctuations," Oxford Economic Papers, Oxford University Press, volume 77, issue 4, pages 919-937.
52. João Tovar Jalles, 2024, "Estimating Structural Budget Balances in Developing Asia," ADB Economics Working Paper Series, Asian Development Bank, number 719, Apr.
53. João Tovar Jalles & Donghyun Park & Irfan Qureshi, 2024, "Public versus Private Investment Multipliers in Emerging Market and Developing Economies: Cross-Country Analysis with a Focus on Asia," ADB Economics Working Paper Series, Asian Development Bank, number 737, Aug.
54. Amat Adarov & Clements,Benedict & Jalles,João Tovar, 2024, "Revisiting Public Investment Multipliers : Nonlinear Effects of the Business Cycle, Fiscal Space, Efficiency, and Capital Stock," Policy Research Working Paper Series, The World Bank, number 10954, Oct.
55. Sabri Boubaker & Thai-Ha Le, 2024, "Green Finance and Sustainable Development Goals," Post-Print, HAL, number hal-04479380, Feb, DOI: 10.1142/q0427.
56. Sabri Boubaker & Le Thai-Ha, 2024, "Handbook of Environmental and Green Finance: Toward a Sustainable Future," Post-Print, HAL, number hal-04846922, DOI: 10.1142/q0426.
57. Julia Schmidt & Graham Pilgrim & Annabelle Mourougane, 2024, "Measuring the demand for AI skills in the United Kingdom," OECD Artificial Intelligence Papers, OECD Publishing, number 25, Sep, DOI: 10.1787/1d6474ef-en.
58. Graham Pilgrim & Emmanuelle Guidetti & Annabelle Mourougane, 2024, "An ocean of data: The potential of data on vessel traffic," OECD Statistics Working Papers, OECD Publishing, number 2024/02, Mar, DOI: 10.1787/34b7a926-en.
59. Tom Arend & Jarmila Botev & Emmanuelle Guidetti & Annabelle Mourougane & Minsu Park, 2024, "Seasonal adjustment of CPIs during the COVID-19 pandemic and beyond," OECD Statistics Working Papers, OECD Publishing, number 2024/04, Jun, DOI: 10.1787/dac02d60-en.
60. Julia Schmidt & Graham Pilgrim & Annabelle Mourougane, 2024, "Towards a better understanding of data-intensive firms in the United Kingdom," OECD Statistics Working Papers, OECD Publishing, number 2024/07, Sep, DOI: 10.1787/f8d640cc-en.
61. Stelios Arvanitis & Olivier Scaillet & Nikolas Topaloglou, 2024, "Sparse spanning portfolios and under-diversification with second-order stochastic dominance," Papers, arXiv.org, number 2402.01951, Feb, revised Aug 2024.
    
    • Stelios Arvanitis & O. Scaillet & Nikolas Topaloglou, 2024, "Sparse spanning portfolios and under-diversification with second-order stochastic dominance," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-08, Jan.
62. Thanasis Stengos & Stelios Arvanitis & Mehmet Pinar & Nikolas Topaloglou, 2024, "Multi-Objective Frequentistic Model Averaging with an Application to Economic Growth," Working Papers, University of Guelph, Department of Economics and Finance, number 2401.

2023

1. Lorenzo Bastianello & Alain Chateauneuf & Bernard Cornet, 2023, "Gain-Loss Hedging and Cumulative Prospect Theory," Papers, arXiv.org, number 2304.14843, Apr.
   
   • Bastianello, Lorenzo & Chateauneuf, Alain & Cornet, Bernard, 2024, "Gain–loss hedging and cumulative prospect theory," Mathematical Social Sciences, Elsevier, volume 131, issue C, pages 40-47, DOI: 10.1016/j.mathsocsci.2024.07.003.
   • Lorenzo Bastianello & Alain Chateauneuf & Bernard Cornet, 2025, "Gain-Loss Hedging and Cumulative Prospect Theory," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202511, Apr.
2. Philippe Bich & Alain Chateauneuf & Caroline Ventura, 2023, "Social tension order: A new approach to inequality reduction," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-04353027, Oct, DOI: 10.1016/j.jmateco.2023.102886.
   
   • Bich, Philippe & Chateauneuf, Alain & Ventura, Caroline, 2023, "Social tension order: A new approach to inequality reduction," Journal of Mathematical Economics, Elsevier, volume 108, issue C, DOI: 10.1016/j.jmateco.2023.102886.
   • Philippe Bich & Alain Chateauneuf & Caroline Ventura, 2023, "Social tension order: A new approach to inequality reduction," Post-Print, HAL, number halshs-04353027, Oct, DOI: 10.1016/j.jmateco.2023.102886.
   • Philippe Bich & Alain Chateauneuf & Caroline Ventura, 2023, "Social tension order: A new approach to inequality reduction," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-04353027, Oct, DOI: 10.1016/j.jmateco.2023.102886.
3. Marcello Basili & Alain Chateauneuf & Giuliano Antonio & Giuseppe Scianna, 2023, "A representation of Keynes's long-term expectation in financial markets," Working Papers, HAL, number hal-03999320, Mar.
4. Jean-Marc Bonnisseau & Alain Chateauneuf & Jean-Pierre Drugeon, 2023, "On Future Allocations of Scarce Resources without Explicit Discounting Factors," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 23004, Jan.
5. Kejin Wu & Sayar Karmakar & Rangan Gupta, 2023, "GARCHX-NoVaS: A Model-free Approach to Incorporate Exogenous Variables," Papers, arXiv.org, number 2308.13346, Aug, revised Sep 2024.
   
   • Kejin Wu & Sayar Karmakar & Rangan Gupta, 2024, "GARCHX-NoVaS: A Model-Free Approach to Incorporate Exogenous Variables," Working Papers, University of Pretoria, Department of Economics, number 202425, Jun.
6. Haohua Li & Elie Bouri & Rangan Gupta & Libing Fang, 2023, "Return Volatility, Correlation, and Hedging of Green and Brown Stocks: Is there a Role for Climate Risk Factors?," Working Papers, University of Pretoria, Department of Economics, number 202301, Jan.
7. Xin Sheng & Rangan Gupta & Qiang Ji, 2023, "The Effects of Disaggregate Oil Shocks on Aggregate Expected Skewness of the United States," Working Papers, University of Pretoria, Department of Economics, number 202302, Jan.
   
   • Xin Sheng & Rangan Gupta & Qiang Ji, 2023, "The Effects of Disaggregate Oil Shocks on the Aggregate Expected Skewness of the United States," Risks, MDPI, volume 11, issue 11, pages 1-9, October.
8. Rangan Gupta & Jacobus Nel & Christian Pierdzioch, 2023, "Drivers of Realized Volatility for South Africa (and the BRIC Countries): Fundamentals versus Sentiment," Working Papers, University of Pretoria, Department of Economics, number 202303, Feb.
9. Elie Bouri & David Gabauer & Rangan Gupta & Harald Kinateder, 2023, "Geopolitical Risk and Inflation Spillovers across European and North American Economies," Working Papers, University of Pretoria, Department of Economics, number 202304, Mar.
10. Oguzhan Cepni & Rangan Gupta & Jacobus Nel & Joshua Nielsen, 2023, "Monetary Policy Shocks and Multi-Scale Positive and Negative Bubbles in an Emerging Country: The Case of India," Working Papers, University of Pretoria, Department of Economics, number 202305, Mar.
    
    • Oguzhan Cepni & Rangan Gupta & Jacobus Nel & Joshua Nielsen, 2025, "Monetary policy shocks and multi-scale positive and negative bubbles in an emerging country: the case of India," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 11, issue 1, pages 1-25, December, DOI: 10.1186/s40854-024-00692-6.
11. Afees A. Salisu & Riza Demirer & Rangan Gupta, 2023, "Technological Shocks and Stock Market Volatility Over a Century: A GARCH-MIDAS Approach," Working Papers, University of Pretoria, Department of Economics, number 202308, Apr.
12. Christophe Andre & Petre Caraiani & Rangan Gupta, 2023, "Fiscal Policy and Stock Markets at the Effective Lower Bound," Working Papers, University of Pretoria, Department of Economics, number 202309, May.
    
    • André, Christophe & Caraiani, Petre & Gupta, Rangan, 2023, "Fiscal policy and stock markets at the effective lower bound," Finance Research Letters, Elsevier, volume 58, issue PC, DOI: 10.1016/j.frl.2023.104564.
13. Rangan Gupta & Jacobus Nel & Joshua Nielsen & Christian Pierdzioch, 2023, "Stock Market Volatility and Multi-Scale Positive and Negative Bubbles," Working Papers, University of Pretoria, Department of Economics, number 202310, May.
    
    • Gupta, Rangan & Nel, Jacobus & Nielsen, Joshua & Pierdzioch, Christian, 2025, "Stock market volatility and multi-scale positive and negative bubbles," The North American Journal of Economics and Finance, Elsevier, volume 75, issue PA, DOI: 10.1016/j.najef.2024.102300.
14. Rangan Gupta & Yuvana Jaichand & Christian Pierdzioch & Renee van Eyden, 2023, "Realized Stock-Market Volatility of the United States and the Presidential Approval Rating," Working Papers, University of Pretoria, Department of Economics, number 202311, May.
    
    • Rangan Gupta & Yuvana Jaichand & Christian Pierdzioch & Reneé van Eyden, 2023, "Realized Stock-Market Volatility of the United States and the Presidential Approval Rating," Mathematics, MDPI, volume 11, issue 13, pages 1-27, July.
15. Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2023, "Forecasting the Realized Volatility of Agricultural Commodity Prices: Does Sentiment Matter?," Working Papers, University of Pretoria, Department of Economics, number 202316, May.
    
    • Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2024, "Forecasting the realized volatility of agricultural commodity prices: Does sentiment matter?," Journal of Forecasting, John Wiley & Sons, Ltd., volume 43, issue 6, pages 2088-2125, September, DOI: 10.1002/for.3106.
16. Riza Demirer & David Gabauer & Rangan Gupta & Joshua Nielsen, 2023, "Gold-to-Platinum Price Ratio and the Predictability of Bubbles in Financial Markets," Working Papers, University of Pretoria, Department of Economics, number 202317, May.
17. Rangan Gupta & Qiang Ji & Christian Pierdzioch & Vasilios Plakandaras, 2023, "Forecasting the Conditional Distribution of Realized Volatility of Oil Price Returns: The Role of Skewness over 1859 to 2023," Working Papers, University of Pretoria, Department of Economics, number 202318, Jun.
    
    • Gupta, Rangan & Ji, Qiang & Pierdzioch, Christian & Plakandaras, Vasilios, 2023, "Forecasting the conditional distribution of realized volatility of oil price returns: The role of skewness over 1859 to 2023," Finance Research Letters, Elsevier, volume 58, issue PC, DOI: 10.1016/j.frl.2023.104501.
18. Rangan Gupta & Savanah Hall & Christian Pierdzioch, 2023, "Realized Stock Market Volatility of the United States: The Role of Employee Sentiment," Working Papers, University of Pretoria, Department of Economics, number 202319, Jul.
    
    • Rangan Gupta & Savanah Hall & Christian Pierdzioch, 2024, "Realized Stock Market Volatility of the United States: The Role of Employee Sentiment," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 19, issue 02, pages 1-21, June, DOI: 10.1142/S2010495224500064.
19. Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2023, "Financial Stress and Realized Volatility: The Case of Agricultural Commodities," Working Papers, University of Pretoria, Department of Economics, number 202320, Jul.
    
    • Bonato, Matteo & Cepni, Oguzhan & Gupta, Rangan & Pierdzioch, Christian, 2024, "Financial stress and realized volatility: The case of agricultural commodities," Research in International Business and Finance, Elsevier, volume 71, issue C, DOI: 10.1016/j.ribaf.2024.102442.
20. Desiree M. Kunene & Renee van Eyden & Petre Caraiani & Rangan Gupta, 2023, "The Predictive Impact of Climate Risk on Total Factor Productivity Growth: 1880-2020," Working Papers, University of Pretoria, Department of Economics, number 202321, Jul.
21. Mehmet Balcilar & Zinnia Mukherjee & Rangan Gupta & Sonali Das, 2023, "Effect of Temperature on the Spread of Contagious Diseases: Evidence from over 2000 Years of Data," Working Papers, University of Pretoria, Department of Economics, number 202322, Jul.
22. Afees A. Salisu & Wenting Liao & Rangan Gupta & Oguzhan Cepni, 2023, "Economic Conditions and Predictability of US Stock Returns Volatility: Local Factor versus National Factor in a GARCH-MIDAS Model," Working Papers, University of Pretoria, Department of Economics, number 202323, Aug.
    
    • Afees A. S alisu & Wenting Liao & Rangan Gupta & Oguzhan Cepni, 2025, "Economic Conditions and Predictability of US Stock Returns Volatility: Local Factor Versus National Factor in a GARCH‐MIDAS Model," Journal of Forecasting, John Wiley & Sons, Ltd., volume 44, issue 4, pages 1441-1466, July, DOI: 10.1002/for.3251.
23. Xin Sheng & Rangan Gupta & Oguzhan Cepni, 2023, "Time-Varying Effects of Extreme Weather Shocks on Output Growth of the United States," Working Papers, University of Pretoria, Department of Economics, number 202324, Aug.
    
    • Sheng, Xin & Gupta, Rangan & Cepni, Oguzhan, 2024, "Time-Varying effects of extreme weather shocks on output growth of the United States," Finance Research Letters, Elsevier, volume 70, issue C, DOI: 10.1016/j.frl.2024.106318.
24. Rangan Gupta & Joshua Nielsen & Christian Pierdzioch, 2023, "Stock Market Bubbles and the Realized Volatility of Oil Price Returns," Working Papers, University of Pretoria, Department of Economics, number 202325, Aug.
    
    • Gupta, Rangan & Nielsen, Joshua & Pierdzioch, Christian, 2024, "Stock market bubbles and the realized volatility of oil price returns," Energy Economics, Elsevier, volume 132, issue C, DOI: 10.1016/j.eneco.2024.107432.
25. Kejin Wu & Sayar Karmakar & Rangan Gupta & Christian Pierdzioch, 2023, "Climate Risks and Stock Market Volatility Over a Century in an Emerging Market Economy: The Case of South Africa," Working Papers, University of Pretoria, Department of Economics, number 202326, Sep.
26. Afees A. Salisu & Rangan Gupta & Oguzhan Cepni & Petre Caraiani, 2023, "Oil Shocks and State-Level Stock Market Volatility of the United States: A GARCH-MIDAS Approach," Working Papers, University of Pretoria, Department of Economics, number 202327, Sep.
    
    • Afees A. Salisu & Rangan Gupta & Oguzhan Cepni & Petre Caraiani, 2024, "Oil shocks and state-level stock market volatility of the United States: a GARCH-MIDAS approach," Review of Quantitative Finance and Accounting, Springer, volume 63, issue 4, pages 1473-1510, November, DOI: 10.1007/s11156-024-01295-z.
27. Ryan Shackleton & Sonali Das & Rangan Gupta, 2023, "Comparing Risk Profiles of International Stock Markets as Functional Data: COVID-19 versus the Global Financial Crisis," Working Papers, University of Pretoria, Department of Economics, number 202328, Sep.
28. Santino Del Fava & Rangan Gupta & Christian Pierdzioch & Lavinia Rognone, 2023, "Forecasting International Financial Stress: The Role of Climate Risks," Working Papers, University of Pretoria, Department of Economics, number 202329, Sep.
    
    • Fava, Santino Del & Gupta, Rangan & Pierdzioch, Christian & Rognone, Lavinia, 2024, "Forecasting international financial stress: The role of climate risks," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 92, issue C, DOI: 10.1016/j.intfin.2024.101975.
29. Afees A. Salisu & Rangan Gupta & Oguzhan Cepni, 2023, "Housing Market Variables and Predictability of State-Level Stock Market Volatility of the United States: Evidence from a GARCH-MIDAS Approach," Working Papers, University of Pretoria, Department of Economics, number 202330, Sep.
30. Renee van Eyden & Rangan Gupta & Xin Sheng & Joshua Nielsen, 2023, "Predicting Multi-Scale Positive and Negative Stock Market Bubbles in a Panel of G7 Countries: The Role of Oil Price Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 202332, Oct.
    
    • Reneé van Eyden & Rangan Gupta & Xin Sheng & Joshua Nielsen, 2025, "Predicting Multi-Scale Positive and Negative Stock Market Bubbles in a Panel of G7 Countries: The Role of Oil Price Uncertainty," Economies, MDPI, volume 13, issue 2, pages 1-25, January.
31. Rangan Gupta & Jacobus Nel & Joshua Nielsen, 2023, "Oil Price Uncertainty and Predictability of Multi-Scale Positive and Negative Bubbles in the BRICS: Evidence from a Nonparametric Causality-in-Quantiles Test," Working Papers, University of Pretoria, Department of Economics, number 202333, Oct.
32. Rangan Gupta & Damien Moodley, 2023, "Housing Search Activity and Quantiles-Based Predictability of Housing Price Movements in the United States," Working Papers, University of Pretoria, Department of Economics, number 202335, Dec.
33. Afees A. Salisu & Ahamuefula E. Ogbonna & Rangan Gupta & Elie Bouri, 2023, "Energy-Related Uncertainty and International Stock Market Volatility," Working Papers, University of Pretoria, Department of Economics, number 202336, Dec.
    
    • Salisu, Afees A. & Ogbonna, Ahamuefula E. & Gupta, Rangan & Bouri, Elie, 2024, "Energy-related uncertainty and international stock market volatility," The Quarterly Review of Economics and Finance, Elsevier, volume 95, issue C, pages 280-293, DOI: 10.1016/j.qref.2024.04.005.
34. Matteo Foglia & Vasilios Plakandaras & Rangan Gupta & Elie Bouri, 2023, "Multi-Layer Spillovers between Volatility and Skewness in International Stock Markets Over a Century of Data: The Role of Disaster Risks," Working Papers, University of Pretoria, Department of Economics, number 202337, Dec.
35. Afees A. Salisu & Rangan Gupta, 2023, "Oil Price Returns Skewness and Forecastability of International Stock Returns Over One Century of Data," Working Papers, University of Pretoria, Department of Economics, number 202339, Dec.
36. Ruipeng Liu & Mawuli Segnon & Oguzhan Cepni & Rangan Gupta, 2023, "Forecasting Volatility of Commodity, Currency, and Stock Markets: Evidence from Markov Switching Multifractal Models," Working Papers, University of Pretoria, Department of Economics, number 202340, Dec.
    
    • Ruipeng Liu & Mawuli Segnon & Oguzhan Cepni & Rangan Gupta, 2026, "Forecasting Volatility of Commodity, Currency, and Stock Markets: Evidence From Markov‐Switching Multifractal Models," Journal of Forecasting, John Wiley & Sons, Ltd., volume 45, issue 6, pages 2905-2941, September, DOI: 10.1002/for.70145.
37. Ahmed Imran Hunjra & Fazal Muhammad & Saber Sebai, 2023, "The impact of real earnings management on corporate credit risk," Post-Print, HAL, number hal-03633556, DOI: 10.1108/JFRA-12-2021-0441.
    
    • Ahmed Imran Hunjra & Fazal Muhammad & Saber Sebai, 2022, "The impact of real earnings management on corporate credit risk," Journal of Financial Reporting and Accounting, Emerald Group Publishing Limited, volume 21, issue 5, pages 1171-1187, February, DOI: 10.1108/JFRA-12-2021-0441.
38. Muhammad Azam & S. Boubaker & A.I. Hunjra, 2023, "Dynamic Institutions as Pillars for Sustainable Development," Post-Print, HAL, number hal-04458202, DOI: 10.1007/978-981-99-2493-6_1.
39. Luiz de Mello & Joao Tovar Jalles, 2023, "Natural Disasters, Epidemics and Intergovernmental Relations: More or Less Decentralisation?," International Center for Public Policy Working Paper Series, at AYSPS, GSU, International Center for Public Policy, Andrew Young School of Policy Studies, Georgia State University, number paper2301, Jan.
    
    • Luiz de Mello & João Tovar Jalles, 2022, "Natural disasters, epidemics and intergovernmental relations: More or less decentralisation?," Working Papers. Collection A: Public economics, governance and decentralization, Universidade de Vigo, GEN - Governance and Economics research Network, number 2207, Dec.
    • Luiz de Mello & João Tovar Jalles, 2022, "Natural disasters, epidemics and intergovernmental relations: More or less decentralisation?," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2022/0248, Oct.
40. Rasmus Wiese & João Tovar Jalles & Jakob de Haan, 2023, "Structural Reforms and Income Distribution: New Evidence for OECD Countries," CESifo Working Paper Series, CESifo, number 10214.
    
    • Rasmus Wiese & João Tovar Jalles & Jakob de Haan, 2024, "Structural reforms and income distribution: new evidence for OECD countries," Oxford Economic Papers, Oxford University Press, volume 76, issue 4, pages 1071-1088.
    • Rasmus Wiese & João Jalles & Jakob de Haan, 2023, "Structural Reforms and Income Distribution: New Evidence for OECD countries," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2023/0256, Jan.
41. António Afonso & João Tovar Jalles & Ana Venâncio, 2023, "Government Spending and Tax Revenue Decentralization and Public Sector Efficiency: Do Natural Disasters Matter?," CESifo Working Paper Series, CESifo, number 10424.
    
    • António Afonso & João Tovar Jalles & Ana Venâncio, 2023, "Government Spending and Tax Revenue Decentralization and Public Sector Efficiency: Do Natural Disasters matter?," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2023/0271, May.
42. Benedict Clements & Sanjeev Gupta & João Tovar Jalles, 2023, "Public Spending and Inclusive Growth in Developing Asia," Working Papers, Center for Global Development, number 653, Aug.
43. Benedict Clements & Sanjeev Gupta & João Jalles & Bernat Adrogue, 2023, "Climate Change and Government Borrowing Costs: A Triple Whammy for Emerging Market Economies," Working Papers, Center for Global Development, number 660, Oct.
    
    • Benedict Clements & Sanjeev Gupta & João Jalles & Bernat Adrogue, 2023, "Climate Change and Government Borrowing Costs: A Triple Whammy for Emerging Market Economies," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2023/0294, Oct.
    • Benedict Clements & Sanjeev Gupta & João Jalles & Bernat Adrogue, 2023, "Climate Change and Government Borrowing Costs: A Triple Whammy for Emerging Market Economies," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2023/0295, Oct.
44. Klaassen, Franc & Beetsma, Roel & Jalles, Joao Tovar, 2023, "How do governments respond to interest rates?," CEPR Discussion Papers, Centre for Economic Policy Research, number 18257, Jul.
45. Mr. Zamid Aligishiev & Ms. Gabriela Cugat & Mr. Romain A Duval & Davide Furceri & João Tovar Jalles & Ms. Margaux MacDonald & Mr. Giovanni Melina & Mr. Futoshi Narita & Mr. Chris Papageorgiou & Carlo , 2023, "Market Reforms and Public Debt Dynamics in Emerging Market and Developing Economies," IMF Staff Discussion Notes, International Monetary Fund, number 2023/005, Sep.
46. Mr. Cian Allen & Camila Casas & Mr. Giovanni Ganelli & Luciana Juvenal & Mr. Daniel Leigh & Mr. Pau Rabanal & Cyril Rebillard & Jair Rodriguez & João Tovar Jalles, 2023, "2022 Update of the External Balance Assessment Methodology," IMF Working Papers, International Monetary Fund, number 2023/047, Mar.
47. Mr. Serhan Cevik & João Tovar Jalles, 2023, "Eye of the Storm: The Impact of Climate Shocks on Inflation and Growth," IMF Working Papers, International Monetary Fund, number 2023/087, Apr.
    
    • Cevik Serhan & Jalles Joao, 2024, "Eye of the Storm: The Impact of Climate Shocks on Inflation and Growth," Review of Economics, De Gruyter, volume 75, issue 2, pages 109-138, DOI: 10.1515/roe-2024-0005.
48. João Tovar Jalles & Mr. Youssouf Kiendrebeogo & Mr. Waikei Raphael Lam & Mr. Roberto Piazza, 2023, "Revisiting the Countercyclicality of Fiscal Policy," IMF Working Papers, International Monetary Fund, number 2023/089, Apr.
    
    • João Tovar Jalles & Youssouf Kiendrebeogo & Raphael Lam & Roberto Piazza, 2024, "Revisiting the countercyclicality of fiscal policy," Empirical Economics, Springer, volume 67, issue 3, pages 877-914, September, DOI: 10.1007/s00181-024-02586-z.
49. Mr. Serhan Cevik & João Tovar Jalles, 2023, "Restructuring Reforms for Green Growth," IMF Working Papers, International Monetary Fund, number 2023/120, Jun.
    
    • Serhan Cevik & João Tovar Jalles, 2024, "Restructuring reforms for green growth," Scottish Journal of Political Economy, Scottish Economic Society, volume 71, issue 4, pages 515-541, September, DOI: 10.1111/sjpe.12377.
50. Mr. Serhan Cevik & João Tovar Jalles, 2023, "Corruption Kills: Global Evidence from Natural Disasters," IMF Working Papers, International Monetary Fund, number 2023/220, Oct.
    
    • Serhan Cevik & João Tovar Jalles, 2025, "Corruption Kills: Global Evidence From Natural Disasters," Scottish Journal of Political Economy, Scottish Economic Society, volume 72, issue 5, November, DOI: 10.1111/sjpe.70024.
51. Joao Jalles, 2023, "Pandemics and economic turmoil in the shortrun: the role of fiscal space," Working Papers, International Network for Economic Research - INFER, number 2023.02.
52. João Tovar Jalles & Georgios Karras, 2023, "Tax Progressivity and Output: Evidence from OECD countries," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2023/0293, Oct.
53. Rasmus Wiese & Jakob de Haan & João Tovar Jalles, 2023, "The impact of endogenous product and labour market reforms on unemployment: New evidence based on local projections," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2023/0296, Oct.
54. T.-H. Le & Sabri Boubaker & M.T. Bui & D. Park, 2023, "On the Volatility of WTI Crude Oil Prices: A Time-Varying Approach with Stochastic Volatility," Post-Print, HAL, number hal-04433059, DOI: 10.1016/j.eneco.2022.106474.
    
    • Le, Thai-Ha & Boubaker, Sabri & Bui, Manh Tien & Park, Donghyun, 2023, "On the volatility of WTI crude oil prices: A time-varying approach with stochastic volatility," Energy Economics, Elsevier, volume 117, issue C, DOI: 10.1016/j.eneco.2022.106474.
55. Raphaël Lissillour & François Fulconis & Gilles Paché, 2023, "Bourdieu in the land of logistics: what methodological implications for supply chain management research?
    [Bourdieu au pays de la logistique : quelles implications méthodologiques pour la recherche en supply chain management ?]," Post-Print, HAL, number hal-04192597, Jul, DOI: 10.1080/12507970.2022.2154714.
56. Annabelle Mourougane & Polina Knutsson & Rodrigo Pazos & Julia Schmidt & Francesco Palermo, 2023, "Nowcasting trade in value added indicators," OECD Statistics Working Papers, OECD Publishing, number 2023/03, Sep, DOI: 10.1787/00f8aff7-en.
57. Julia Schmidt & Graham Pilgrim & Annabelle Mourougane, 2023, "What is the role of data in jobs in the United Kingdom, Canada, and the United States?: A natural language processing approach," OECD Statistics Working Papers, OECD Publishing, number 2023/05, Sep, DOI: 10.1787/fa65d29e-en.
58. Theu Dinh & Stéphane Goutte & Duc Khuong Nguyen & Nikolas Topaloglou, 2023, "Diversification benefits of precious metal markets," Working Papers, HAL, number halshs-04057273, Apr.

2022

1. Lorenzo Bastianello & Alain Chateauneuf & Bernard Cornet, 2022, "Put-Call Parities, absence of arbitrage opportunities and non-linear pricing rules," Papers, arXiv.org, number 2203.16292, Mar.
   
   • Lorenzo Bastianello & Alain Chateauneuf & Bernard Cornet, 2025, "Put-Call Parities, absence of arbitrage opportunities and non-linear pricing rules," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202509, Apr.
2. Alain Chateauneuf & Bernard Cornet, 2022, "Submodular financial markets with frictions," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-03722920, DOI: 10.1007/s00199-022-01415-7.
   
   • Alain Chateauneuf & Bernard Cornet, 2022, "Submodular financial markets with frictions," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 73, issue 2, pages 721-744, April, DOI: 10.1007/s00199-022-01415-7.
   • Alain Chateauneuf & Bernard Cornet, 2022, "Submodular financial markets with frictions," Post-Print, HAL, number hal-03722920, DOI: 10.1007/s00199-022-01415-7.
3. Alain Chateauneuf & Michèle Cohen & Mina Mostoufi, 2022, "Optimality of deductible: a characterization, with application to Yaari’s dual theory," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-03722936, Apr, DOI: 10.1007/s11238-022-09880-1.
   
   • Alain Chateauneuf & Michèle Cohen & Mina Mostoufi, 2022, "Optimality of deductible: a characterization, with application to Yaari’s dual theory," Theory and Decision, Springer, volume 92, issue 3, pages 569-580, April, DOI: 10.1007/s11238-022-09880-1.
   • Alain Chateauneuf & Michèle Cohen & Mina Mostoufi, 2022, "Optimality of deductible: a characterization, with application to Yaari’s dual theory," Post-Print, HAL, number hal-03722936, Apr, DOI: 10.1007/s11238-022-09880-1.
   • Alain Chateauneuf & Michèle Cohen & Mina Mostoufi, 2022, "Optimality of deductible: a characterization, with application to Yaari’s dual theory," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-03722936, Apr, DOI: 10.1007/s11238-022-09880-1.
4. Alain Chateauneuf & Bernard Cornet, 2022, "The risk-neutral non-additive probability with market frictions," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-03722945, DOI: 10.1007/s40505-022-00216-4.
   
   • Alain Chateauneuf & Bernard Cornet, 2022, "The risk-neutral non-additive probability with market frictions," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), volume 10, issue 1, pages 13-25, May, DOI: 10.1007/s40505-022-00216-4.
   • Alain Chateauneuf & Bernard Cornet, 2022, "The risk-neutral non-additive probability with market frictions," Post-Print, HAL, number hal-03722945, DOI: 10.1007/s40505-022-00216-4.
5. Rangan Gupta & Sayar Karmakar & Christian Pierdzioch, 2022, "Safe Havens, Machine Learning, and the Sources of Geopolitical Risk: A Forecasting Analysis Using Over a Century of Data," Working Papers, University of Pretoria, Department of Economics, number 202201, Jan.
   
   • Rangan Gupta & Sayar Karmakar & Christian Pierdzioch, 2024, "Safe Havens, Machine Learning, and the Sources of Geopolitical Risk: A Forecasting Analysis Using Over a Century of Data," Computational Economics, Springer;Society for Computational Economics, volume 64, issue 1, pages 487-513, July, DOI: 10.1007/s10614-023-10452-w.
6. Mawuli Segnon & Rangan Gupta & Bernd Wilfling, 2022, "Forecasting Stock Market Volatility with Regime-Switching GARCH-MIDAS: The Role of Geopolitical Risks," Working Papers, University of Pretoria, Department of Economics, number 202203, Jan.
   
   • Segnon, Mawuli & Gupta, Rangan & Wilfling, Bernd, 2024, "Forecasting stock market volatility with regime-switching GARCH-MIDAS: The role of geopolitical risks," International Journal of Forecasting, Elsevier, volume 40, issue 1, pages 29-43, DOI: 10.1016/j.ijforecast.2022.11.007.
7. Sergey Ivashchenko & Semih Emre Cekin & Rangan Gupta & Chien-Chiang Lee, 2022, "Real-Time Forecast of DSGE Models with Time-Varying Volatility in GARCH Form," Working Papers, University of Pretoria, Department of Economics, number 202204, Jan.
   
   • Çekin, Semih Emre & Ivashchenko, Sergey & Gupta, Rangan & Lee, Chien-Chiang, 2024, "Real-time forecast of DSGE models with time-varying volatility in GARCH form," International Review of Financial Analysis, Elsevier, volume 93, issue C, DOI: 10.1016/j.irfa.2024.103175.
8. Oguzhan Cepni & Rangan Gupta & Daniel Pienaar & Christian Pierdzioch, 2022, "Forecasting the Realized Variance of Oil-Price Returns Using Machine-Learning: Is there a Role for U.S. State-Level Uncertainty?," Working Papers, University of Pretoria, Department of Economics, number 202205, Jan.
   
   • Çepni, Oğuzhan & Gupta, Rangan & Pienaar, Daniel & Pierdzioch, Christian, 2022, "Forecasting the realized variance of oil-price returns using machine learning: Is there a role for U.S. state-level uncertainty?," Energy Economics, Elsevier, volume 114, issue C, DOI: 10.1016/j.eneco.2022.106229.
9. Edmond Berisha & Orkideh Gharehgozli & Rangan Gupta, 2022, "Inflation-Inequality Puzzle: Is it Still Apparent?," Working Papers, University of Pretoria, Department of Economics, number 202206, Jan.
   
   • Edmond Berisha & Rangan Gupta & Orkideh Gharehgozli, 2024, "Inflation–inequality puzzle: is it still apparent?," Journal of Economic Studies, Emerald Group Publishing Limited, volume 51, issue 7, pages 1461-1480, January, DOI: 10.1108/JES-09-2023-0477.
10. Xin Sheng & Rangan Gupta & Oguzhan Cepni, 2022, "The Effects of Climate Risks on Economic Activity in a Panel of US States: The Role of Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 202207, Jan.
    
    • Sheng, Xin & Gupta, Rangan & Çepni, Oğuzhan, 2022, "The effects of climate risks on economic activity in a panel of US states: The role of uncertainty," Economics Letters, Elsevier, volume 213, issue C, DOI: 10.1016/j.econlet.2022.110374.
11. Xin Sheng & Rangan Gupta & Oguzhan Cepni, 2022, "Persistence of State-Level Uncertainty of the United States: The Role of Climate Risks," Working Papers, University of Pretoria, Department of Economics, number 202208, Feb.
    
    • Sheng, Xin & Gupta, Rangan & Cepni, Oguzhan, 2022, "Persistence of state-level uncertainty of the United States: The role of climate risks," Economics Letters, Elsevier, volume 215, issue C, DOI: 10.1016/j.econlet.2022.110500.
12. Luis A. Gil-Alana & Rangan Gupta & Laura Sauci & Nieves Carmona-Gonzalez, 2022, "Temperature and Precipitation in the US States: Long Memory, Persistence and Time Trend," Working Papers, University of Pretoria, Department of Economics, number 202209, Feb.
13. Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2022, "Climate Risks and Realized Volatility of Major Commodity Currency Exchange Rates," Working Papers, University of Pretoria, Department of Economics, number 202210, Feb.
    
    • Bonato, Matteo & Cepni, Oguzhan & Gupta, Rangan & Pierdzioch, Christian, 2023, "Climate risks and realized volatility of major commodity currency exchange rates," Journal of Financial Markets, Elsevier, volume 62, issue C, DOI: 10.1016/j.finmar.2022.100760.
14. Afees A. Salisu & Rangan Gupta & Elie Bouri, 2022, "Testing the Forecasting Power of Global Economic Conditions for the Volatility of International REITs using a GARCH-MIDAS Approach," Working Papers, University of Pretoria, Department of Economics, number 202211, Feb.
    
    • Salisu, Afees A. & Gupta, Rangan & Bouri, Elie, 2023, "Testing the forecasting power of global economic conditions for the volatility of international REITs using a GARCH-MIDAS approach," The Quarterly Review of Economics and Finance, Elsevier, volume 88, issue C, pages 303-314, DOI: 10.1016/j.qref.2023.02.004.
15. Juncal Cunado & David Gabauer & Rangan Gupta & Chien-Chiang Lee, 2022, "On the Propagation Mechanism of International Real Interest Rate Spillovers: Evidence from More than 200 Years of Data," Working Papers, University of Pretoria, Department of Economics, number 202212, Feb.
    
    • Juncal Cunado & David Gabauer & Rangan Gupta & Chien-Chiang Lee, 2025, "On the propagation mechanism of international real interest rate spillovers: evidence from more than 200 years of data," Applied Economics, Taylor & Francis Journals, volume 57, issue 7, pages 790-804, February, DOI: 10.1080/00036846.2024.2309458.
16. Elie Bouri & Christina Christou & Rangan Gupta, 2022, "Forecasting Returns of Major Cryptocurrencies: Evidence from Regime-Switching Factor Models," Working Papers, University of Pretoria, Department of Economics, number 202213, Feb.
    
    • Bouri, Elie & Christou, Christina & Gupta, Rangan, 2022, "Forecasting returns of major cryptocurrencies: Evidence from regime-switching factor models," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103193.
17. Serda Selin Ozturk & Riza Demirer & Rangan Gupta, 2022, "Climate Uncertainty and Carbon Emissions Prices: The Relative Roles of Transition and Physical Climate Risks," Working Papers, University of Pretoria, Department of Economics, number 202215, Feb.
    
    • Ozturk, Serda Selin & Demirer, Riza & Gupta, Rangan, 2022, "Climate uncertainty and carbon emissions prices: The relative roles of transition and physical climate risks," Economics Letters, Elsevier, volume 217, issue C, DOI: 10.1016/j.econlet.2022.110687.
18. Rangan Gupta & Christian Pierdzioch, 2022, "Do Economic Conditions of U.S. States Predict the Realized Volatility of Oil-Price Returns? A Quantile Machine-Learning Approach," Working Papers, University of Pretoria, Department of Economics, number 202216, Mar.
19. Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch, 2022, "Oil-Price Uncertainty and International Stock Returns: Dissecting Quantile-Based Predictability and Spillover Effects Using More than a Century of Data," Working Papers, University of Pretoria, Department of Economics, number 202217, Mar.
    
    • Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch, 2022, "Oil-Price Uncertainty and International Stock Returns: Dissecting Quantile-Based Predictability and Spillover Effects Using More than a Century of Data," Energies, MDPI, volume 15, issue 22, pages 1-26, November.
20. Keagile Lesame & Geoffrey Ngene & Rangan Gupta & Elie Bouri, 2022, "Herding in International REITs Markets around the COVID-19 Pandemic," Working Papers, University of Pretoria, Department of Economics, number 202218, Apr.
    
    • Lesame, Keagile & Ngene, Geoffrey & Gupta, Rangan & Bouri, Elie, 2024, "Herding in international REITs markets around the COVID-19 pandemic," Research in International Business and Finance, Elsevier, volume 67, issue PB, DOI: 10.1016/j.ribaf.2023.102147.
21. Shixuan Wang & Rangan Gupta & Matteo Bonato & Oguzhan Cepni, 2022, "The Effects of Conventional and Unconventional Monetary Policy Shocks on US REITs Moments: Evidence from VARs with Functional Shocks," Working Papers, University of Pretoria, Department of Economics, number 202219, Apr.
    
    • Shixuan Wang & Rangan Gupta & Matteo Bonato & Oğuzhan Çepni, 2025, "The Effects of Conventional and Unconventional Monetary Policy Shocks on US REITs Moments: Evidence from VARs with Functional Shocks," The Journal of Real Estate Finance and Economics, Springer, volume 71, issue 4, pages 642-702, November, DOI: 10.1007/s11146-024-09978-z.
22. Goodness C. Aye & Riza Demirer & Rangan Gupta & Jacobus Nel, 2022, "The Pricing Implications of Cryptocurrency Mining on Global Electricity Markets: Evidence from Quantile Causality Tests," Working Papers, University of Pretoria, Department of Economics, number 202220, Apr.
23. Alex Plastun & Xolani Sibande & Rangan Gupta & Qiang Ji, 2022, "Price Effects After One-Day Abnormal Returns and Crises in the Stock Markets," Working Papers, University of Pretoria, Department of Economics, number 202222, May.
    
    • Plastun, Alex & Sibande, Xolani & Gupta, Rangan & Ji, Qiang, 2024, "Price effects after one-day abnormal returns and crises in the stock markets," Research in International Business and Finance, Elsevier, volume 70, issue PA, DOI: 10.1016/j.ribaf.2024.102308.
24. Elie Bouri & Afees A. Salisu & Rangan Gupta, 2022, "Bitcoin Prices and the Realized Volatility of US Sectoral Stock Returns," Working Papers, University of Pretoria, Department of Economics, number 202224, May.
25. Sisa Shiba & Juncal Cunado & Rangan Gupta & Samrat Goswami, 2022, "Infectious Diseases-Related Uncertainty and the Predictability of Foreign Exchange and Bitcoin Futures Realised Volatility," Working Papers, University of Pretoria, Department of Economics, number 202225, May.
    
    • Sisa Shiba & Juncal Cunado & Rangan Gupta & Samrat Goswami, 2023, "Infectious Diseases-Related Uncertainty and the Predictability of Foreign Exchange and Bitcoin Futures Realized Volatility," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 18, issue 02, pages 1-14, June, DOI: 10.1142/S2010495222300010.
26. Christophe Andre & Christina Christou & Rangan Gupta, 2022, "Revisiting International House Price Convergence Using House Price Level Data," Working Papers, University of Pretoria, Department of Economics, number 202226, May.
    
    • André, Christophe & Christou, Christina & Gupta, Rangan, 2024, "Revisiting international house price convergence using house price level data," Economic Systems, Elsevier, volume 48, issue 2, DOI: 10.1016/j.ecosys.2024.101181.
27. Imran Yousaf & Vasilios Plakandaras & Elie Bouri & Rangan Gupta, 2022, "Hedge and Safe Haven Properties of Gold, US Treasury, Bitcoin, and Dollar/CHF against the FAANA Companies and S&P 500," Working Papers, University of Pretoria, Department of Economics, number 202227, May.
28. David Gabauer & Rangan Gupta & Sayar Karmakar & Joshua Nielsen, 2022, "Stock Market Bubbles and the Forecastability of Gold Returns (and Volatility)," Working Papers, University of Pretoria, Department of Economics, number 202228, Jun.
29. Elie Bouri & Rangan Gupta & Luca Rossini, 2022, "The Role of the Monthly ENSO in Forecasting the Daily Baltic Dry Index," Working Papers, University of Pretoria, Department of Economics, number 202229, Jun.
30. Petre Caraiani & Rangan Gupta & Jacobus Nel & Joshua Nielsen, 2022, "Monetary Policy and Bubbles in G7 Economies: Evidence from a Panel VAR Approach," Working Papers, University of Pretoria, Department of Economics, number 202230, Jun.
31. Mehmet Balcilar & Rangan Gupta & Jacobus Nel, 2022, "Rare Disaster Risks and Gold over 700 Years: Evidence from Nonparametric Quantile Regressions," Working Papers, University of Pretoria, Department of Economics, number 202231, Jun.
    
    • Balcilar, Mehmet & Gupta, Rangan & Nel, Jacobus, 2022, "Rare disaster risks and gold over 700 years: Evidence from nonparametric quantile regressions," Resources Policy, Elsevier, volume 79, issue C, DOI: 10.1016/j.resourpol.2022.103053.
32. Afees A. Salisu & Riza Demirer & Rangan Gupta, 2022, "Policy Uncertainty and Stock Market Volatility Revisited: The Predictive Role of Signal Quality," Working Papers, University of Pretoria, Department of Economics, number 202232, Jun.
    
    • Afees A. Salisu & Riza Demirer & Rangan Gupta, 2023, "Policy uncertainty and stock market volatility revisited: The predictive role of signal quality," Journal of Forecasting, John Wiley & Sons, Ltd., volume 42, issue 8, pages 2307-2321, December, DOI: 10.1002/for.3016.
33. Elie Bouri & Rangan Gupta & Jacobus Nel & Sisa Shiba, 2022, "Contagious Diseases and Gold: Over 700 Years of Evidence from Quantile Regressions," Working Papers, University of Pretoria, Department of Economics, number 202233, Jun.
    
    • Bouri, Elie & Gupta, Rangan & Nel, Jacobus & Shiba, Sisa, 2022, "Contagious diseases and gold: Over 700 years of evidence from quantile regressions," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103266.
34. Rangan Gupta & Xiaojin Sun, 2022, "Time-Varying Parameter Four-Equation DSGE Model," Working Papers, University of Pretoria, Department of Economics, number 202234, Aug.
    
    • Gupta Rangan & Sun Xiaojin, 2025, "Time-Varying Parameter Four-Equation DSGE Model," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 29, issue 2, pages 235-246, DOI: 10.1515/snde-2023-0010.
35. Renee van Eyden & Geoffrey Ngene & Oguzhan Cepni & Rangan Gupta, 2022, "The Heterogeneous Impact of Temperature Growth on Real House Price Returns across the US States," Working Papers, University of Pretoria, Department of Economics, number 202236, Aug.
36. Rangan Gupta & Jacobus Nel & Afees A. Salisu & Qiang Ji, 2022, "Predictability of Economic Slowdowns in Advanced Countries over Eight Centuries: The Role of Climate Risks," Working Papers, University of Pretoria, Department of Economics, number 202237, Aug.
    
    • Gupta, Rangan & Nel, Jacobus & Salisu, Afees A. & Ji, Qiang, 2023, "Predictability of economic slowdowns in advanced countries over eight centuries: The role of climate risks," Finance Research Letters, Elsevier, volume 54, issue C, DOI: 10.1016/j.frl.2023.103795.
37. Hardik A. Marfatia & Rangan Gupta & Goodness C. Aye & Christian Pierdzioch, 2022, "Forecasting More than Three Centuries of Economic Growth of the United Kingdom: The Role of Climate Risks," Working Papers, University of Pretoria, Department of Economics, number 202238, Aug.
38. Xolani Sibande & Riza Demirer & Mehmet Balcilar & Rangan Gupta, 2022, "On the Pricing Effects of Bitcoin Mining in the Fossil Fuel Market: The Case of Coal," Working Papers, University of Pretoria, Department of Economics, number 202239, Sep.
    
    • Sibande, Xolani & Demirer, Riza & Balcilar, Mehmet & Gupta, Rangan, 2023, "On the pricing effects of bitcoin mining in the fossil fuel market: The case of coal," Resources Policy, Elsevier, volume 85, issue PB, DOI: 10.1016/j.resourpol.2023.103539.
39. Elie Bouri & Rangan Gupta & Hardik A. Marfatia & Jacobus Nel, 2022, "Do Climate Risks Predict US Housing Returns and Volatility? Evidence from a Quantiles-Based Approach," Working Papers, University of Pretoria, Department of Economics, number 202240, Sep.
    
    • Elie Bouri & Rangan Gupta & Hardik A. Marfatia & Jacobus Nel, 2025, "Do Climate Risks Predict US Housing Returns and Volatility? Evidence from a Quantiles-Based Approach," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 20, issue 01, pages 1-21, March, DOI: 10.1142/S2010495225500046.
40. Sayar Karmakar & Rangan Gupta & Oguzhan Cepni & Lavinia Rognone, 2022, "Climate Risks and Predictability of the Trading Volume of Gold: Evidence from an INGARCH Model," Working Papers, University of Pretoria, Department of Economics, number 202241, Sep.
    
    • Karmakar, Sayar & Gupta, Rangan & Cepni, Oguzhan & Rognone, Lavinia, 2023, "Climate risks and predictability of the trading volume of gold: Evidence from an INGARCH model," Resources Policy, Elsevier, volume 82, issue C, DOI: 10.1016/j.resourpol.2023.103438.
41. Jacobus Nel & Rangan Gupta & Mark E. Wohar & Christian Pierdzioch, 2022, "Climate Risks and Predictability of Commodity Returns and Volatility: Evidence from Over 750 Years of Data," Working Papers, University of Pretoria, Department of Economics, number 202242, Sep.
    
    • Jacobus Nel & Rangan Gupta & Mark E. Wohar & Christian Pierdzioch, 2024, "Climate Risks And Predictability Of Commodity Returns And Volatility: Evidence From Over 750 Years Of Data," Climate Change Economics (CCE), World Scientific Publishing Co. Pte. Ltd., volume 15, issue 04, pages 1-40, November, DOI: 10.1142/S2010007824500039.
42. Rangan Gupta & Jacobus Nel & Joshua Nielsen, 2022, "US Monetary Policy and BRICS Stock Market Bubbles," Working Papers, University of Pretoria, Department of Economics, number 202243, Sep.
    
    • Gupta, Rangan & Nel, Jacobus & Nielsen, Joshua, 2023, "US monetary policy and BRICS stock market bubbles," Finance Research Letters, Elsevier, volume 51, issue C, DOI: 10.1016/j.frl.2022.103435.
43. Carolyn Chisadza & Matthew Clance & Xin Sheng & Rangan Gupta, 2022, "Climate Change and Inequality," Working Papers, University of Pretoria, Department of Economics, number 202244, Sep.
44. Vasilios Plakandaras & Rangan Gupta & Sayar Karmakar & Mark E. Wohar, 2022, "Is Real Interest Rate a Monetary Phenomenon in Advanced Economies? Time-Varying Evidence from Over 700 Years of Data," Working Papers, University of Pretoria, Department of Economics, number 202245, Sep.
45. Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2022, "Climate Risks and State-Level Stock-Market Realized Volatility," Working Papers, University of Pretoria, Department of Economics, number 202246, Sep.
    
    • Bonato, Matteo & Cepni, Oguzhan & Gupta, Rangan & Pierdzioch, Christian, 2023, "Climate risks and state-level stock market realized volatility," Journal of Financial Markets, Elsevier, volume 66, issue C, DOI: 10.1016/j.finmar.2023.100854.
46. Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2022, "Business Applications and State-Level Stock Market Realized Volatility: A Forecasting Experiment," Working Papers, University of Pretoria, Department of Economics, number 202247, Oct.
    
    • Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2024, "Business applications and state‐level stock market realized volatility: A forecasting experiment," Journal of Forecasting, John Wiley & Sons, Ltd., volume 43, issue 2, pages 456-472, March, DOI: 10.1002/for.3042.
47. Sisa Shiba & Goodness C. Aye & Rangan Gupta & Samrat Goswami, 2022, "Forecastability of Agricultural Commodity Futures Realised Volatility with Daily Infectious Disease-Related Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 202249, Oct.
    
    • Sisa Shiba & Goodness C. Aye & Rangan Gupta & Samrat Goswami, 2022, "Forecastability of Agricultural Commodity Futures Realised Volatility with Daily Infectious Disease-Related Uncertainty," JRFM, MDPI, volume 15, issue 11, pages 1-15, November.
48. Xin Sheng & Carolyn Chisadza & Rangan Gupta & Christian Pierdzioch, 2022, "Climate Shocks and Wealth Inequality in the United Kingdom: Evidence from Monthly Data," Working Papers, University of Pretoria, Department of Economics, number 202250, Oct.
49. Oguzhan Cepni & Rangan Gupta & Wenting Liao & Jun Ma, 2022, "Climate Risks and Forecastability of the Weekly State-Level Economic Conditions of the United States," Working Papers, University of Pretoria, Department of Economics, number 202251, Oct.
    
    • Oguzhan Cepni & Rangan Gupta & Wenting Liao & Jun Ma, 2024, "Climate risks and forecastability of the weekly state‐level economic conditions of the United States," International Review of Finance, International Review of Finance Ltd., volume 24, issue 1, pages 154-162, March, DOI: 10.1111/irfi.12431.
50. Oguzhan Cepni & Christina Christou & Rangan Gupta, 2022, "Forecasting National Recessions of the United States with State-Level Climate Risks: Evidence from Model Averaging in Markov-Switching Models," Working Papers, University of Pretoria, Department of Economics, number 202252, Oct.
    
    • Cepni, Oguzhan & Christou, Christina & Gupta, Rangan, 2023, "Forecasting national recessions of the United States with state-level climate risks: Evidence from model averaging in Markov-switching models," Economics Letters, Elsevier, volume 227, issue C, DOI: 10.1016/j.econlet.2023.111121.
51. Bruno Coric & Rangan Gupta, 2022, "Economic Disasters and Inequality," Working Papers, University of Pretoria, Department of Economics, number 202255, Nov.
52. Renee van Eyden & Rangan Gupta & Joshua Nielsen & Elie Bouri, 2022, "Investor Sentiment and Multi-Scale Positive and Negative Stock Market Bubbles in a Panel of G7 Countries," Working Papers, University of Pretoria, Department of Economics, number 202256, Nov.
    
    • van Eyden, Reneé & Gupta, Rangan & Nielsen, Joshua & Bouri, Elie, 2023, "Investor sentiment and multi-scale positive and negative stock market bubbles in a panel of G7 countries," Journal of Behavioral and Experimental Finance, Elsevier, volume 38, issue C, DOI: 10.1016/j.jbef.2023.100804.
53. Jiawen Luo & Oguzhan Cepni & Riza Demirer & Rangan Gupta, 2022, "Forecasting Multivariate Volatilities with Exogenous Predictors: An Application to Industry Diversification Strategies," Working Papers, University of Pretoria, Department of Economics, number 202258, Dec.
    
    • Luo, Jiawen & Cepni, Oguzhan & Demirer, Riza & Gupta, Rangan, 2025, "Forecasting multivariate volatilities with exogenous predictors: An application to industry diversification strategies," Journal of Empirical Finance, Elsevier, volume 81, issue C, DOI: 10.1016/j.jempfin.2025.101595.
54. N. Hewa-Wellalage & S. Boubaker & A.I. Hunjra & P. Verhoeven, 2022, "The Gender Gap in Access to Finance: Evidence from the COVID-19 Pandemic," Post-Print, HAL, number hal-04452673, DOI: 10.1016/j.frl.2021.102329.
    
    • Hewa-Wellalage, Nirosha & Boubaker, Sabri & Hunjra, Ahmed Imran & Verhoeven, Peter, 2022, "The gender gap in access to finance: Evidence from the COVID-19 pandemic," Finance Research Letters, Elsevier, volume 46, issue PA, DOI: 10.1016/j.frl.2021.102329.
55. António Afonso & João Tovar Jalles & Ana Venâncio, 2022, "A Tale of Government Spending Efficiency and Trust in the State," CESifo Working Paper Series, CESifo, number 10075.
    
    • António Afonso & João Tovar Jalles & Ana Venâncio, 2024, "A tale of government spending efficiency and trust in the state," Public Choice, Springer, volume 200, issue 1, pages 89-118, July, DOI: 10.1007/s11127-024-01144-6.
    • António Afonso & João Tovar Jalles & Ana Venâncio, 2022, "A Tale of Government Spending Efficiency and Trust in the State," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2022/0253, Dec.
56. António Afonso & José Alves & João Tovar Jalles, 2022, "To Consolidate or Not to Consolidate? A Multi-Step Analysis to Assess Needed Fiscal Sustainability," CESifo Working Paper Series, CESifo, number 9618.
    
    • António Afonso & José Alves & João Tovar Jalles, 2022, "To consolidate or not to consolidate? A multi-step analysis to assess needed fiscal sustainability," International Economics, CEPII research center, issue 172, pages 106-123.
    • Afonso, António & Alves, José & Jalles, João Tovar, 2022, "To consolidate or not to consolidate? A multi-step analysis to assess needed fiscal sustainability," International Economics, Elsevier, volume 172, issue C, pages 106-123, DOI: 10.1016/j.inteco.2022.09.005.
    • Antonio Afonso & Jose Alves & Joao Tovar Jalles, 2022, "To consolidate or not to consolidate? A multi-step analysis to assess needed fiscal sustainability," Working Papers, International Network for Economic Research - INFER, number 2022.02.
    • António Afonso & José Alves & João Tovar Jalles, 2022, "To consolidate or not to consolidate? A multi-step analysis to assess needed fiscal sustainability," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2022/0217, Mar.
57. António Afonso & João Tovar Jalles & Zoe Venter, 2022, "Minimum Wage and Collective Bargaining Reforms: A Narrative Database for Advance Economies," CESifo Working Paper Series, CESifo, number 9692.
    
    • António Afonso & João Tovar Jalles & Zoe Venter, 2022, "Minimum Wage and Collective Bargaining Reforms: A Narrative Database for Advanced Economies," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2022/0224, Apr.
58. Benedict Clements & Sanjeev Gupta & João Tovar Jalles, 2022, "Fiscal Policy for Inclusive Growth in Asia," Working Papers, Center for Global Development, number 611, Apr.
59. Sanjeev Gupta & João Tovar Jalles, 2022, "Priorities for Strengthening Key Revenue Sources in Asia," Working Papers, Center for Global Development, number 612, Apr.
    
    • Sanjeev Gupta & Joãƒo Tovar Jalles, 2023, "Priorities for Strengthening Key Revenue Sources in Asia," Asian Development Review (ADR), World Scientific Publishing Co. Pte. Ltd., volume 40, issue 02, pages 271-303, September, DOI: 10.1142/S0116110523500178.
60. Benedict Clements & Sanjeev Gupta & João Tovar Jalles & Victor Mylonas, 2022, "Why Do Governments Cut Their Deficits? Lessons for High-Debt Countries in a Post-Pandemic World," Working Papers, Center for Global Development, number 625, Oct.
61. António Afonso & Florence Huart & João Tovar Jalles & Piotr Stanek, 2022, "Twin deficits revisited: A role for fiscal institutions?," Post-Print, HAL, number hal-03702590, Mar, DOI: 10.1016/j.jimonfin.2021.102506.
    
    • Afonso, António & Huart, Florence & Tovar Jalles, João & Stanek, Piotr, 2022, "Twin deficits revisited: A role for fiscal institutions?," Journal of International Money and Finance, Elsevier, volume 121, issue C, DOI: 10.1016/j.jimonfin.2021.102506.
    • António Afonso & Florence Huart & João Tovar Jalles & Piotr Stanek, 2018, "Twin Deficits Revisited: a role for fiscal institutions?," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2018/31, Mar.
62. Mr. Serhan Cevik & João Tovar Jalles, 2022, "For Whom the Bell Tolls: Climate Change and Inequality," IMF Working Papers, International Monetary Fund, number 2022/103, May.
63. João Tovar Jalles & Mr. Paulo A Medas, 2022, "Economic Growth After Debt Surges," IMF Working Papers, International Monetary Fund, number 2022/159, Jul.
    
    • João Tovar Jalles & Paulo Medas, 2022, "Economic Growth after Debt Surges," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2022/0244, Sep.
64. João Tovar Jalles & Georgios Karras, 2022, "The Trade Effects of Pandemics," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2022/0214, Feb.
65. Luiz de Mello & João Tovar Jalles, 2022, "Decentralisation and the environment: Survey-based and cross-country evidence," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2022/0215, Mar.
66. João Tovar Jalles & Georgios Karras, 2022, "Volatility and the Current Account: Extending the Evidence," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2022/0252, Dec.
67. Long Hai Vo & Thai-Ha Le & Donghyun Park, 2022, "Digital Divide Decoded: Can E-Commerce and Remote Workforce Enhance Enterprise Resilience in the COVID-19 Era?," ADB Economics Working Paper Series, Asian Development Bank, number 667, Aug.
    
    • Long Hai Vo & Thai-Ha Le & Donghyun Park, 2025, "Digital Divide Decoded: Can E-Commerce and Remote Workforce Enhance Enterprise Resilience in the Covid-19 Era?," Journal of Economic Development, The Economic Research Institute, Chung-Ang University, volume 50, issue 4, pages 25-57, December, DOI: 10.35866/caujed.2024.50.4.002.
68. Raphael de Vittoris & Raphaël Lissillour & Carole Bousquet, 2022, "Simulation, sensemaking et performance dans les équipes de gestion de crise : le cas de Michelin," Post-Print, HAL, number hal-03882736, Jul.
69. Javier Alfonso Rodriguez-Escobar & Raphaël Lissillour & Marie-José Scotto, 2022, "Schulungen für angehende Unternehmer : Kenntnisse, welche die Bereitschaft zum Unternehmertum entwickeln
    [Entrepreneurship training : the relevant types of knowledge for the development of Entrepreneurial Intention]," Post-Print, HAL, number halshs-03924430, Dec, DOI: 10.4000/formationemploi.11179.

2021

1. Fabienne Berger-Remy & Marie-Eve Laporte & Isabelle Aimé, 2021, "The reconfiguration of marketing organization in the age of digital transformation: a paradox perspective," Post-Print, HAL, number hal-02549993, Jul.
2. Raphaël Lissillour & François Fulconis & Dominique Bonet Fernandez, 2021, ""Maritime safety beyond ports: an issue of global governance between land and sea", Chapitre 12, in Sophie CROS et Florence LERIQUE (Coordonné par)," Post-Print, HAL, number hal-03155732.
3. François Fulconis & Raphaël Lissillour & Dominique Bonet Fernandez, 2021, "Classification societies in the international shipping market: analysis by the behaviorist approach
   [Les sociétés de classification dans le marché du transport maritime international : analyse par l’approche béhavioriste]," Post-Print, HAL, number hal-03364876, DOI: 10.1080/12507970.2021.1930594.
4. Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2021, "Forecasting Realized Volatility of International REITs: The Role of Realized Skewness and Realized Kurtosis," Working Papers, University of Pretoria, Department of Economics, number 202114, Feb.
   
   • Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2022, "Forecasting realized volatility of international REITs: The role of realized skewness and realized kurtosis," Journal of Forecasting, John Wiley & Sons, Ltd., volume 41, issue 2, pages 303-315, March, DOI: 10.1002/for.2813.
5. Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2021, "El Nino, La Nina, and Forecastability of the Realized Variance of Agricultural Commodity Prices: Evidence from a Machine Learning Approach," Working Papers, University of Pretoria, Department of Economics, number 202179, Nov.
   
   • Matteo Bonato & Oğuzhan Çepni & Rangan Gupta & Christian Pierdzioch, 2023, "El Niño, La Niña, and forecastability of the realized variance of agricultural commodity prices: Evidence from a machine learning approach," Journal of Forecasting, John Wiley & Sons, Ltd., volume 42, issue 4, pages 785-801, July, DOI: 10.1002/for.2914.
6. Zaier Aouani & Alain Chateauneuf & Caroline Ventura, 2021, "Propensity for hedging and ambiguity aversion," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-03330739, Dec, DOI: 10.1016/j.jmateco.2021.102543.
   
   • Aouani, Zaier & Chateauneuf, Alain & Ventura, Caroline, 2021, "Propensity for hedging and ambiguity aversion," Journal of Mathematical Economics, Elsevier, volume 97, issue C, DOI: 10.1016/j.jmateco.2021.102543.
   • Zaier Aouani & Alain Chateauneuf & Caroline Ventura, 2021, "Propensity for hedging and ambiguity aversion," Post-Print, HAL, number hal-03330739, Dec, DOI: 10.1016/j.jmateco.2021.102543.
   • Zaier Aouani & Alain Chateauneuf & Caroline Ventura, 2021, "Propensity for hedging and ambiguity aversion," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-03330739, Dec, DOI: 10.1016/j.jmateco.2021.102543.
7. Aloisio Araujo & Jean-Marc Bonnisseau & Alain Chateauneuf, 2021, "Mackey compactness in B(S)," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-03461538, Mar.
   
   • Aloisio Araujo & Jean-Marc Bonnisseau & Alain Chateauneuf, 2021, "Mackey compactness in B(S)," Post-Print, HAL, number halshs-03461538, Mar.
   • Aloisio Araujo & Jean-Marc Bonnisseau & Alain Chateauneuf, 2021, "Mackey compactness in B(S)," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 21030, Mar.
8. Renee van Eyden & Rangan Gupta & Christophe Andre & Xin Sheng, 2021, "The Effect of Macroeconomic Uncertainty on Housing Returns and Volatility: Evidence from US State-Level Data," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2021_008, Apr.
   
   • Reneé van Eyden & Rangan Gupta & Christophe André & Xin Sheng, 2022, "The effect of macroeconomic uncertainty on housing returns and volatility: evidence from US state-level data," Chapters, Edward Elgar Publishing, chapter 8, in: Charles K.Y. Leung, "Handbook of Real Estate and Macroeconomics".
   • Renee van Eyden & Rangan Gupta & Christophe Andre & Xin Sheng, 2021, "The Effect of Macroeconomic Uncertainty on Housing Returns and Volatility: Evidence from US State-Level Data," Working Papers, University of Pretoria, Department of Economics, number 202131, Apr.
9. Afees A. Salisu & Rangan Gupta & Sayar Karmakar & Sonali Das, 2021, "Forecasting Output Growth of Advanced Economies Over Eight Centuries: The Role of Gold Market Volatility as a Proxy of Global Uncertainty," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2021_017, May.
   
   • Salisu, Afees A. & Gupta, Rangan & Karmakar, Sayar & Das, Sonali, 2022, "Forecasting output growth of advanced economies over eight centuries: The role of gold market volatility as a proxy of global uncertainty," Resources Policy, Elsevier, volume 75, issue C, DOI: 10.1016/j.resourpol.2021.102527.
   • Afees A. Salisu & Rangan Gupta & Sayar Karmakar & Sonali Das, 2021, "Forecasting Output Growth of Advanced Economies Over Eight Centuries: The Role of Gold Market Volatility as a Proxy of Global Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 202133, May.
10. Edmond Berisha & John Meszaros & Rangan Gupta, 2021, "Income Inequality and House Prices across US States," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2021_018, May.
    
    • Berisha, Edmond & Meszaros, John & Gupta, Rangan, 2023, "Income inequality and house prices across US states," The Quarterly Review of Economics and Finance, Elsevier, volume 91, issue C, pages 192-197, DOI: 10.1016/j.qref.2022.11.004.
    • Edmond Berisha & John Meszaros & Rangan Gupta, 2021, "Income Inequality and House Prices across US States," Working Papers, University of Pretoria, Department of Economics, number 202134, May.
11. Christina Christou & Rangan Gupta & Fredj Jawadi, 2021, "Does inequality help in forecasting equity premium in a panel of G7 countries?," Post-Print, HAL, number hal-04478772, Jul, DOI: 10.1016/j.najef.2021.101456.
    
    • Christou, Christina & Gupta, Rangan & Jawadi, Fredj, 2021, "Does inequality help in forecasting equity premium in a panel of G7 countries?," The North American Journal of Economics and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.najef.2021.101456.
    • Christina Christou & Rangan Gupta & Fredj Jawadi, 2017, "Does Inequality Help in Forecasting Equity Premium in a Panel of G7 Countries?," Working Papers, University of Pretoria, Department of Economics, number 201720, Mar.
12. Cepni, Oguzhan & Demirer, Riza & Gupta, Rangan & Sensoy, Ahmet, 2021, "Interest Rate Uncertainty and the Predictability of Bank Revenues," Working Papers, Copenhagen Business School, Department of Economics, number 2-2021, Jan.
    
    • Oguzhan Cepni & Riza Demirer & Rangan Gupta & Ahmet Sensoy, 2022, "Interest rate uncertainty and the predictability of bank revenues," Journal of Forecasting, John Wiley & Sons, Ltd., volume 41, issue 8, pages 1559-1569, December, DOI: 10.1002/for.2884.
    • Oguzhan Cepni & Riza Demirer & Rangan Gupta & Ahmet Sensoy, 2020, "Interest Rate Uncertainty and the Predictability of Bank Revenues," Working Papers, University of Pretoria, Department of Economics, number 202040, May.
13. Xin Sheng & Rangan Gupta & Afees A. Salisu & Elie Bouri, 2021, "OPEC News and Exchange Rate Forecasting Using Dynamic Bayesian Learning," Working Papers, University of Pretoria, Department of Economics, number 202101, Jan.
    
    • Sheng, Xin & Gupta, Rangan & Salisu, Afees A. & Bouri, Elie, 2022, "OPEC News and Exchange Rate Forecasting Using Dynamic Bayesian Learning," Finance Research Letters, Elsevier, volume 45, issue C, DOI: 10.1016/j.frl.2021.102125.
14. Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna & Mark E. Wohar, 2021, "Uncertainty and Predictability of Real Housing Returns in the United Kingdom: A Regional Analysis," Working Papers, University of Pretoria, Department of Economics, number 202102, Jan.
    
    • Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna & Mark E. Wohar, 2022, "Uncertainty and predictability of real housing returns in the United Kingdom: A regional analysis," Journal of Forecasting, John Wiley & Sons, Ltd., volume 41, issue 7, pages 1525-1556, November, DOI: 10.1002/for.2878.
15. Afees A. Salisu & Umar Bida Ndako & Rangan Gupta, 2021, "Forecasting US Output Growth with Large Information Sets," Working Papers, University of Pretoria, Department of Economics, number 202103, Jan.
16. Carolyn Chisadza & Matthew Clance & Rangan Gupta, 2021, "Government Effectiveness and Covid-19 Pandemic," Working Papers, University of Pretoria, Department of Economics, number 202104, Jan.
    
    • Carolyn Chisadza & Matthew Clance & Rangan Gupta, 2021, "Government Effectiveness and the COVID-19 Pandemic," Sustainability, MDPI, volume 13, issue 6, pages 1-15, March.
17. Elie Bouri & Rangan Gupta & Christian Pierdzioch & Afees A. Salisu, 2021, "El Nino and Forecastability of Oil-Price Realized Volatility," Working Papers, University of Pretoria, Department of Economics, number 202105, Jan.
18. Rangan Gupta & Xin Sheng & Christian Pierdzioch & Qiang Ji, 2021, "Disaggregated Oil Shocks and Stock-Market Tail Risks: Evidence from a Panel of 48 Countries," Working Papers, University of Pretoria, Department of Economics, number 202106, Jan.
19. Woraphon Yamaka & Rangan Gupta & Sukrit Thongkairat & Paravee Maneejuk, 2021, "Structural and Predictive Analyses with a Mixed Copula-Based Vector Autoregression Model," Working Papers, University of Pretoria, Department of Economics, number 202108, Jan.
    
    • Woraphon Yamaka & Rangan Gupta & Sukrit Thongkairat & Paravee Maneejuk, 2023, "Structural and predictive analyses with a mixed copula‐based vector autoregression model," Journal of Forecasting, John Wiley & Sons, Ltd., volume 42, issue 2, pages 223-239, March, DOI: 10.1002/for.2902.
20. Mehmet Balcilar & David Gabauer & Rangan Gupta & Christian Pierdzioch, 2021, "Uncertainty and Forecastability of Regional Output Growth in the United Kingdom: Evidence from Machine Learning," Working Papers, University of Pretoria, Department of Economics, number 202111, Feb.
21. Riza Demirer & Rangan Gupta & He Li & Yu You, 2021, "Financial Vulnerability and Volatility in Emerging Stock Markets: Evidence from GARCH-MIDAS Models," Working Papers, University of Pretoria, Department of Economics, number 202112, Feb.
22. Vasilios Plakandaras & Rangan Gupta & Mehmet Balcilar & Qiang Ji, 2021, "Evolving United States Stock Market Volatility: The Role of Conventional and Unconventional Monetary Policies," Working Papers, University of Pretoria, Department of Economics, number 202113, Feb.
    
    • Plakandaras, Vasilios & Gupta, Rangan & Balcilar, Mehmet & Ji, Qiang, 2022, "Evolving United States stock market volatility: The role of conventional and unconventional monetary policies," The North American Journal of Economics and Finance, Elsevier, volume 60, issue C, DOI: 10.1016/j.najef.2022.101666.
23. Geoffrey M. Ngene & Rangan Gupta, 2021, "Impact of Housing Policy Uncertainty on Herding Behavior: Evidence from UK's Regional Housing Markets," Working Papers, University of Pretoria, Department of Economics, number 202115, Feb.
24. Afees A. Salisu & Rangan Gupta & Won Joong Kim, 2021, "Exchange Rate Predictability with Nine Alternative Models for BRICS Countries," Working Papers, University of Pretoria, Department of Economics, number 202116, Feb.
    
    • Salisu, Afees A. & Gupta, Rangan & Kim, Won Joong, 2022, "Exchange rate predictability with nine alternative models for BRICS countries," Journal of Macroeconomics, Elsevier, volume 71, issue C, DOI: 10.1016/j.jmacro.2021.103374.
25. Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna, 2021, "Tail Risks and Forecastability of Stock Returns of Advanced Economies: Evidence from Centuries of Data," Working Papers, University of Pretoria, Department of Economics, number 202117, Feb.
    
    • Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna, 2023, "Tail risks and forecastability of stock returns of advanced economies: evidence from centuries of data," The European Journal of Finance, Taylor & Francis Journals, volume 29, issue 4, pages 466-481, March, DOI: 10.1080/1351847X.2022.2097883.
26. Rangan Gupta & Jacobus Nel & Christian Pierdzioch, 2021, "Investor Confidence and Forecastability of US Stock Market Realized Volatility : Evidence from Machine Learning," Working Papers, University of Pretoria, Department of Economics, number 202118, Feb.
    
    • Rangan Gupta & Jacobus Nel & Christian Pierdzioch, 2023, "Investor Confidence and Forecastability of US Stock Market Realized Volatility: Evidence from Machine Learning," Journal of Behavioral Finance, Taylor & Francis Journals, volume 24, issue 1, pages 111-122, January, DOI: 10.1080/15427560.2021.1949719.
27. Alex Plastun & Elie Bouri & Rangan Gupta & Qiang Ji, 2021, "Price Effects after One-Day Abnormal Returns in Developed and Emerging Markets: ESG versus Traditional Indices," Working Papers, University of Pretoria, Department of Economics, number 202119, Mar.
    
    • Plastun, Alex & Bouri, Elie & Gupta, Rangan & Ji, Qiang, 2022, "Price effects after one-day abnormal returns in developed and emerging markets: ESG versus traditional indices," The North American Journal of Economics and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.najef.2021.101572.
28. Afees A. Salisu & Rangan Gupta & Qiang Ji, 2021, "Forecasting Oil Price over 150 Years: The Role of Tail Risks," Working Papers, University of Pretoria, Department of Economics, number 202120, Mar.
    
    • Salisu, Afees A. & Gupta, Rangan & Ji, Qiang, 2022, "Forecasting oil prices over 150 years: The role of tail risks," Resources Policy, Elsevier, volume 75, issue C, DOI: 10.1016/j.resourpol.2021.102508.
29. Afees A. Salisu & Rangan Gupta & Riza Demirer, 2021, "Global Financial Cycle and the Predictability of Oil Market Volatility: Evidence from a GARCH-MIDAS Model," Working Papers, University of Pretoria, Department of Economics, number 202121, Mar.
    
    • Salisu, Afees A. & Gupta, Rangan & Demirer, Riza, 2022, "Global financial cycle and the predictability of oil market volatility: Evidence from a GARCH-MIDAS model," Energy Economics, Elsevier, volume 108, issue C, DOI: 10.1016/j.eneco.2022.105934.
30. Afees A. Salisu & Christian Pierdzioch & Rangan Gupta, 2021, "Geopolitical Risk and Forecastability of Tail Risk in the Oil Market: Evidence from Over a Century of Monthly Data," Working Papers, University of Pretoria, Department of Economics, number 202122, Mar.
    
    • Salisu, Afees A. & Pierdzioch, Christian & Gupta, Rangan, 2021, "Geopolitical risk and forecastability of tail risk in the oil market: Evidence from over a century of monthly data," Energy, Elsevier, volume 235, issue C, DOI: 10.1016/j.energy.2021.121333.
31. Oguzhan Cepni & Rangan Gupta & Qiang Ji, 2021, "Sentiment Regimes and Reaction of Stock Markets to Conventional and Unconventional Monetary Policies: Evidence from OECD Countries," Working Papers, University of Pretoria, Department of Economics, number 202126, Apr.
    
    • Oguzhan Cepni & Rangan Gupta & Qiang Ji, 2023, "Sentiment Regimes and Reaction of Stock Markets to Conventional and Unconventional Monetary Policies: Evidence from OECD Countries," Journal of Behavioral Finance, Taylor & Francis Journals, volume 24, issue 3, pages 365-381, July, DOI: 10.1080/15427560.2021.1983576.
32. Afees A. Salisu & Rangan Gupta & Christian Pierdzioch, 2021, "Predictability of Tail Risks of Canada and the U.S. Over a Century: The Role of Spillovers and Oil Tail Risks," Working Papers, University of Pretoria, Department of Economics, number 202127, Apr.
33. Xin Sheng & Rangan Gupta, 2021, "The Impact of Oil Price Shocks on Income Inequality: Evidence from State-Level Data of the United States," Working Papers, University of Pretoria, Department of Economics, number 202128, Apr.
34. Afees A. Salisu & Rangan Gupta & Siphesihle Ntyikwe & Riza Demirer, 2021, "Gold and the Global Financial Cycle," Working Papers, University of Pretoria, Department of Economics, number 202129, Apr.
35. Jiawen Luo & Riza Demirer & Rangan Gupta & Qiang Ji, 2021, "Forecasting Oil and Gold Volatilities with Sentiment Indicators Under Structural Breaks," Working Papers, University of Pretoria, Department of Economics, number 202130, Apr.
    
    • Luo, Jiawen & Demirer, Riza & Gupta, Rangan & Ji, Qiang, 2022, "Forecasting oil and gold volatilities with sentiment indicators under structural breaks," Energy Economics, Elsevier, volume 105, issue C, DOI: 10.1016/j.eneco.2021.105751.
36. Afees A. Salisu & Rangan Gupta & Jacobus Nel & Elie Bouri, 2021, "The (Asymmetric) Effect of El Nino and La Nina on Gold and Silver Prices in a GVAR Model," Working Papers, University of Pretoria, Department of Economics, number 202132, Apr.
    
    • Salisu, Afees A. & Gupta, Rangan & Nel, Jacobus & Bouri, Elie, 2022, "The (Asymmetric) effect of El Niño and La Niña on gold and silver prices in a GVAR model," Resources Policy, Elsevier, volume 78, issue C, DOI: 10.1016/j.resourpol.2022.102897.
37. Rangan Gupta & Christian Pierdzioch, 2021, "Forecasting the Volatility of Crude Oil: The Role of Uncertainty and Spillovers," Working Papers, University of Pretoria, Department of Economics, number 202135, May.
    
    • Rangan Gupta & Christian Pierdzioch, 2021, "Forecasting the Volatility of Crude Oil: The Role of Uncertainty and Spillovers," Energies, MDPI, volume 14, issue 14, pages 1-15, July.
38. Afees A. Salisu & Rangan Gupta & Idris A. Adediran, 2021, "The Effect of US Uncertainty Shock on International Equity Markets: The Role of the Global Financial Cycle," Working Papers, University of Pretoria, Department of Economics, number 202136, May.
    
    • Afees A. Salisu & Rangan Gupta & Idris A. Adediran, 2023, "The Effect of US Uncertainty Shock on International Equity Markets: The Role of the Global Financial Cycle," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, volume 15, issue 2, pages 139-159, June, DOI: https://doi.org/10.15353/rea.v15i2..
39. Rangan Gupta & Christian Pierdzioch, 2021, "Uncertainty, Spillovers, and Forecasts of the Realized Variance of Gold Returns," Working Papers, University of Pretoria, Department of Economics, number 202137, May.
40. Mehmet Balcilar & Elie Bouri & Rangan Gupta & Christian Pierdzioch, 2021, "El Nino, La Nina, and the Forecastability of the Realized Variance of Heating Oil Price Movements," Working Papers, University of Pretoria, Department of Economics, number 202138, Jun.
    
    • Mehmet Balcilar & Elie Bouri & Rangan Gupta & Christian Pierdzioch, 2021, "El Niño, La Niña, and the Forecastability of the Realized Variance of Heating Oil Price Movements," Sustainability, MDPI, volume 13, issue 14, pages 1-23, July.
41. Carolyn Chisadza & Matthew Clance & Rangan Gupta, 2021, "Social Capital and Protests in the United States," Working Papers, University of Pretoria, Department of Economics, number 202139, Jun.
42. Sisa Shiba & Rangan Gupta, 2021, "Uncertainty Related to Infectious Diseases and Forecastability of the Realised Volatility of US Treasury Securities," Working Papers, University of Pretoria, Department of Economics, number 202140, Jun.
    
    • Sisa Shiba & Rangan Gupta, 2021, "Uncertainty Related To Infectious Diseases And Forecastability Of The Realized Volatility Of Us Treasury Securities," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 16, issue 02, pages 1-12, June, DOI: 10.1142/S2010495221500081.
43. Afees A. Salisu & Elie Bouri & Rangan Gupta, 2021, "Out-of-Sample Predictability of Gold Market Volatility: The Role of US Nonfarm Payroll," Working Papers, University of Pretoria, Department of Economics, number 202143, Jun.
    
    • Salisu, Afees A. & Bouri, Elie & Gupta, Rangan, 2022, "Out-of-sample predictability of gold market volatility: The role of US Nonfarm Payroll," The Quarterly Review of Economics and Finance, Elsevier, volume 86, issue C, pages 482-488, DOI: 10.1016/j.qref.2022.05.004.
44. Afees A. Salisu & Rangan Gupta, 2021, "Commodity Prices and Forecastability of South African Stock Returns Over a Century: Sentiments versus Fundamentals," Working Papers, University of Pretoria, Department of Economics, number 202144, Jun.
45. Afees A. Salisu & Rangan Gupta & Riza Demirer, 2021, "The Financial US Uncertainty Spillover Multiplier: Evidence from a GVAR Model," Working Papers, University of Pretoria, Department of Economics, number 202145, Jun.
    
    • Afees A. Salisu & Rangan Gupta & Riza Demirer, 2022, "The financial US uncertainty spillover multiplier: Evidence from a GVAR model," International Finance, Wiley Blackwell, volume 25, issue 3, pages 313-340, December, DOI: 10.1111/infi.12414.
46. Afees A. Salisu & Christian Pierdzioch & Rangan Gupta, 2021, "Oil Tail Risks and the Forecastability of the Realized Variance of Oil-Price: Evidence from Over 150 Years of Data," Working Papers, University of Pretoria, Department of Economics, number 202146, Jun.
    
    • Salisu, Afees A. & Pierdzioch, Christian & Gupta, Rangan, 2022, "Oil tail risks and the forecastability of the realized variance of oil-price: Evidence from over 150 years of data," Finance Research Letters, Elsevier, volume 46, issue PB, DOI: 10.1016/j.frl.2021.102378.
47. Ioannis Chatziantoniou & David Gabauer & Rangan Gupta, 2021, "Integration and Risk Transmission in the Market for Crude Oil: A Time-Varying Parameter Frequency Connectedness Approach," Working Papers, University of Pretoria, Department of Economics, number 202147, Jun.
48. Afees A. Salisu & Idris A. Adediran & Rangan Gupta, 2021, "A Note on the COVID-19 Shock and Real GDP in Emerging Economies: A Counterfactual Analysis from the Threshold-Augmented Global Vector Autoregressive Model," Working Papers, University of Pretoria, Department of Economics, number 202149, Jul.
49. Rangan Gupta & Anandamayee Majumdar & Jacobus Nel & Sowmya Subramaniam, 2021, "Geopolitical Risks and the High-Frequency Movements of the US Term Structure of Interest Rates," Working Papers, University of Pretoria, Department of Economics, number 202150, Jul.
    
    • Rangan Gupta & Anandamayee Majumdar & Jacobus Nel & Sowmya Subramaniam, 2021, "Geopolitical Risks And The High-Frequency Movements Of The Us Term Structure Of Interest Rates," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 16, issue 03, pages 1-16, September, DOI: 10.1142/S2010495221500123.
50. Keagile Lesame & Elie Bouri & David Gabauer & Rangan Gupta, 2021, "On the Dynamics of International Real Estate Investment Trust Propagation Mechanisms: Evidence from Time-Varying Return and Volatility Connectedness Measures," Working Papers, University of Pretoria, Department of Economics, number 202152, Jul.
51. Afees A. Salisu & Rangan Gupta & Abeeb Olaniran, 2021, "The Effect of Oil Uncertainty Shock on Real GDP of 33 Countries: A Global VAR Approach," Working Papers, University of Pretoria, Department of Economics, number 202153, Jul.
    
    • Afees A. Salisu & Rangan Gupta & Abeeb Olaniran, 2023, "The effect of oil uncertainty shock on real GDP of 33 countries: a global VAR approach," Applied Economics Letters, Taylor & Francis Journals, volume 30, issue 3, pages 269-274, February, DOI: 10.1080/13504851.2021.1983134.
52. Afees A. Salisu & Taofeek O. Ayinde & Rangan Gupta & Mark E. Wohar, 2021, "Global Evidence of the COVID-19 Shock on Real Equity Prices and Real Exchange Rates: A Counterfactual Analysis with a Threshold-Augmented GVAR Model," Working Papers, University of Pretoria, Department of Economics, number 202154, Aug.
    
    • Salisu, Afees A. & Ayinde, Taofeek O. & Gupta, Rangan & Wohar, Mark E., 2022, "Global evidence of the COVID-19 shock on real equity prices and real exchange rates: A counterfactual analysis with a threshold-augmented GVAR model," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2021.102519.
53. Renee van Eyden & Rangan Gupta & Jacobus Nel & Elie Bouri, 2021, "Rare Disaster Risks and Volatility of the Term-Structure of US Treasury Securities: The Role of El Nino and La Nina Events," Working Papers, University of Pretoria, Department of Economics, number 202155, Aug.
54. Riza Demirer & Rangan Gupta & Afees A. Salisu & Renee van Eyden, 2021, "Firm-level Business Uncertainty and the Predictability of the Aggregate U.S. Stock Market Volatility during the COVID-19 Pandemic," Working Papers, University of Pretoria, Department of Economics, number 202157, Aug.
    
    • Demirer, Riza & Gupta, Rangan & Salisu, Afees A. & van Eyden, Reneé, 2023, "Firm-level business uncertainty and the predictability of the aggregate U.S. stock market volatility during the COVID-19 pandemic," The Quarterly Review of Economics and Finance, Elsevier, volume 88, issue C, pages 295-302, DOI: 10.1016/j.qref.2023.02.002.
55. Rangan Gupta & Christian Pierdzioch & Wing-Keung Wong, 2021, "A Note on Forecasting the Historical Realized Variance of Oil-Price Movements: The Role of Gold-to-Silver and Gold-to-Platinum Price Ratios," Working Papers, University of Pretoria, Department of Economics, number 202158, Aug.
    
    • Rangan Gupta & Christian Pierdzioch & Wing-Keung Wong, 2021, "A Note on Forecasting the Historical Realized Variance of Oil-Price Movements: The Role of Gold-to-Silver and Gold-to-Platinum Price Ratios," Energies, MDPI, volume 14, issue 20, pages 1-12, October.
56. Goodness C. Aye & Christina Christou & Rangan Gupta & Christis Hassapis, 2021, "High-Frequency Contagion between Aggregate and Regional Housing Markets of the United States with Financial Assets: Evidence from Multichannel Tests," Working Papers, University of Pretoria, Department of Economics, number 202159, Aug.
    
    • Goodness C. Aye & Christina Christou & Rangan Gupta & Christis Hassapis, 2024, "High-Frequency Contagion between Aggregate and Regional Housing Markets of the United States with Financial Assets: Evidence from Multichannel Tests," The Journal of Real Estate Finance and Economics, Springer, volume 69, issue 2, pages 253-276, August, DOI: 10.1007/s11146-022-09919-8.
57. Afees A. Salisu & Rangan Gupta & Riza Demirer, 2021, "The Effect of Oil Price Uncertainty Shock on International Equity Markets: Evidence from a GVAR Model," Working Papers, University of Pretoria, Department of Economics, number 202160, Aug.
58. Afees A. Salisu & Christian Pierdzioch & Rangan Gupta & David Gabauer, 2021, "Forecasting Stock-Market Tail Risk and Connectedness in Advanced Economies Over a Century: The Role of Gold-to-Silver and Gold-to-Platinum Price Ratios," Working Papers, University of Pretoria, Department of Economics, number 202161, Sep.
    
    • Salisu, Afees A. & Pierdzioch, Christian & Gupta, Rangan & Gabauer, David, 2022, "Forecasting stock-market tail risk and connectedness in advanced economies over a century: The role of gold-to-silver and gold-to-platinum price ratios," International Review of Financial Analysis, Elsevier, volume 83, issue C, DOI: 10.1016/j.irfa.2022.102300.
59. Afees A. Salisu & Riza Demirer & Rangan Gupta, 2021, "Financial Turbulence, Systemic Risk and the Predictability of Stock Market Volatility," Working Papers, University of Pretoria, Department of Economics, number 202162, Sep.
    
    • Salisu, Afees A. & Demirer, Riza & Gupta, Rangan, 2022, "Financial turbulence, systemic risk and the predictability of stock market volatility," Global Finance Journal, Elsevier, volume 52, issue C, DOI: 10.1016/j.gfj.2022.100699.
60. Maryam Movahedifar & Hossein Hassani & Masoud Yarmohammadi & Mahdi Kalantari & Rangan Gupta, 2021, "A robust approach for outlier imputation: Singular Spectrum Decomposition," Working Papers, University of Pretoria, Department of Economics, number 202164, Sep.
61. Afees A. Salisu & Christian Pierdzioch & Rangan Gupta & Renee van Eyden, 2021, "Climate Risks and U.S. Stock-Market Tail Risks: A Forecasting Experiment Using over a Century of Data," Working Papers, University of Pretoria, Department of Economics, number 202165, Sep.
    
    • Afees A. Salisu & Christian Pierdzioch & Rangan Gupta & Reneé van Eyden, 2023, "Climate risks and U.S. stock‐market tail risks: A forecasting experiment using over a century of data," International Review of Finance, International Review of Finance Ltd., volume 23, issue 2, pages 228-244, June, DOI: 10.1111/irfi.12397.
62. Sayar Karmakar & Riza Demirer & Rangan Gupta, 2021, "Bitcoin Mining Activity and Volatility Dynamics in the Power Market," Working Papers, University of Pretoria, Department of Economics, number 202166, Sep.
    
    • Karmakar, Sayar & Demirer, Riza & Gupta, Rangan, 2021, "Bitcoin mining activity and volatility dynamics in the power market," Economics Letters, Elsevier, volume 209, issue C, DOI: 10.1016/j.econlet.2021.110111.
63. Tendai Zawaira & Matthew Clance & Carolyn Chisadza & Rangan Gupta, 2021, "Financial Inclusion and Gender Inequality in sub-Saharan Africa," Working Papers, University of Pretoria, Department of Economics, number 202167, Oct.
64. Oguzhan Cepni & Hardik A. Marfatia & Rangan Gupta, 2021, "The Time-Varying Impact of Uncertainty Shocks on the Comovement of Regional Housing Prices of the United Kingdom," Working Papers, University of Pretoria, Department of Economics, number 202168, Oct.
    
    • Oguzhan Cepni & Hardik A. Marfatia & Rangan Gupta, 2025, "The time-varying impact of uncertainty shocks on the co-movement of regional housing prices of the United Kingdom," Humanities and Social Sciences Communications, Palgrave Macmillan, volume 12, issue 1, pages 1-22, December, DOI: 10.1057/s41599-025-04494-8.
65. Hossein Hassani & Mohammad Reza Yeganegi & Rangan Gupta, 2021, "The ENSO Cycle and Forecastability of Global Inflation and Output Growth: Evidence from Standard and Mixed-Frequency Multivariate Singular Spectrum Analyses," Working Papers, University of Pretoria, Department of Economics, number 202169, Oct.
    
    • Mohammad Reza Yeganegi & Hossein Hassani & Rangan Gupta, 2023, "The ENSO cycle and forecastability of global inflation and output growth: Evidence from standard and mixed‐frequency multivariate singular spectrum analyses," Journal of Forecasting, John Wiley & Sons, Ltd., volume 42, issue 7, pages 1690-1707, November, DOI: 10.1002/for.2982.
66. Luis A. Gil-Alana & Sakiru Adebola Solarin & Rangan Gupta, 2021, "Productivity and GDP: International Evidence of Persistence and Trends Over 130 Years of Data," Working Papers, University of Pretoria, Department of Economics, number 202170, Oct.
    
    • Luis A. Gil-Alana & Sakiru Adebola Solarin & Mehmet Balcilar & Rangan Gupta, 2023, "Productivity and GDP: international evidence of persistence and trends over 130 years of data," Empirical Economics, Springer, volume 64, issue 3, pages 1219-1246, March, DOI: 10.1007/s00181-022-02281-x.
67. Ahdi Noomen Ajmi & Roula Inglesi-Lotz, 2021, "Revisiting the Kuznets Curve Hypothesis for Tunisia: Carbon Dioxide vs. Ecological Footprint," Working Papers, University of Pretoria, Department of Economics, number 202171, Oct.
68. Rangan Gupta & Christian Pierdzioch, 2021, "Climate Risks and Forecastability of the Realized Volatility of Gold and Other Metal Prices," Working Papers, University of Pretoria, Department of Economics, number 202172, Oct.
    
    • Gupta, Rangan & Pierdzioch, Christian, 2022, "Climate risks and forecastability of the realized volatility of gold and other metal prices," Resources Policy, Elsevier, volume 77, issue C, DOI: 10.1016/j.resourpol.2022.102681.
69. Jiqian Wang & Rangan Gupta & Oguzhan Cepni & Feng Ma, 2021, "Forecasting International REITs Volatility: The Role of Oil-Price Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 202173, Oct.
    
    • Jiqian Wang & Rangan Gupta & Oğuzhan Çepni & Feng Ma, 2023, "Forecasting international REITs volatility: the role of oil-price uncertainty," The European Journal of Finance, Taylor & Francis Journals, volume 29, issue 14, pages 1579-1597, September, DOI: 10.1080/1351847X.2022.2137422.
70. Xin Sheng & Hardik A. Marfatia & Rangan Gupta & Qiang Ji, 2021, "The Non-Linear Response of US State-Level Tradable and Non-Tradable Inflation to Oil Shocks: The Role of Oil-Dependence," Working Papers, University of Pretoria, Department of Economics, number 202174, Oct.
    
    • Sheng, Xin & Marfatia, Hardik A. & Gupta, Rangan & Ji, Qiang, 2023, "The non-linear response of US state-level tradable and non-tradable inflation to oil shocks: The role of oil-dependence," Research in International Business and Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.ribaf.2022.101830.
71. Rangan Gupta & Christian Pierdzioch, 2021, "Climate Risks and the Realized Volatility Oil and Gas Prices: Results of an Out-of-Sample Forecasting Experiment," Working Papers, University of Pretoria, Department of Economics, number 202175, Oct.
    
    • Rangan Gupta & Christian Pierdzioch, 2021, "Climate Risks and the Realized Volatility Oil and Gas Prices: Results of an Out-of-Sample Forecasting Experiment," Energies, MDPI, volume 14, issue 23, pages 1-18, December.
72. Rangan Gupta & Christian Pierdzioch, 2021, "Forecasting the Realized Variance of Oil-Price Returns: A Disaggregated Analysis of the Role of Uncertainty and Geopolitical Risk," Working Papers, University of Pretoria, Department of Economics, number 202176, Oct.
73. Rangan Gupta & Christian Pierdzioch, 2021, "Climate Risk and the Volatility of Agricultural Commodity Price Fluctuations: A Forecasting Experiment," Working Papers, University of Pretoria, Department of Economics, number 202177, Nov.
74. Ruipeng Liu & Mawuli Segnon & Rangan Gupta & Elie Bouri, 2021, "Conventional and Unconventional Monetary Policy Rate Uncertainty and Stock Market Volatility: A Forecasting Perspective," Working Papers, University of Pretoria, Department of Economics, number 202178, Nov.
75. Juncal Cunado & David Gabauer & Rangan Gupta, 2021, "Realized Volatility Spillovers between Energy and Metal Markets: A Time-Varying Connectedness Approach," Working Papers, University of Pretoria, Department of Economics, number 202180, Nov.
    
    • Juncal Cunado & David Gabauer & Rangan Gupta, 2024, "Realized volatility spillovers between energy and metal markets: a time-varying connectedness approach," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 10, issue 1, pages 1-17, December, DOI: 10.1186/s40854-023-00554-7.
76. Sisa Shiba & Juncal Cunado & Rangan Gupta, 2021, "Predictability of the Realised Volatility of International Stock Markets Amid Uncertainty Related to Infectious Diseases," Working Papers, University of Pretoria, Department of Economics, number 202181, Nov.
    
    • Sisa Shiba & Juncal Cunado & Rangan Gupta, 2022, "Predictability of the Realised Volatility of International Stock Markets Amid Uncertainty Related to Infectious Diseases," JRFM, MDPI, volume 15, issue 1, pages 1-18, January.
77. Yue-Jun Zhang & Han Zhang & Rangan Gupta, 2021, "Forecasting the Artificial Intelligence Index Returns: A Hybrid Approach," Working Papers, University of Pretoria, Department of Economics, number 202182, Nov.
78. Mehmet Balcilar & David Gabauer & Rangan Gupta & Christian Pierdzioch, 2021, "Climate Risks and Forecasting Stock-Market Returns in Advanced Economies Over a Century," Working Papers, University of Pretoria, Department of Economics, number 202183, Nov.
    
    • Mehmet Balcilar & David Gabauer & Rangan Gupta & Christian Pierdzioch, 2023, "Climate Risks and Forecasting Stock Market Returns in Advanced Economies over a Century," Mathematics, MDPI, volume 11, issue 9, pages 1-21, April.
79. Xin Sheng & Won Joong Kim & Rangan Gupta & Qiang Ji, 2021, "The Impacts of Oil Price Volatility on Financial Stress: Is the COVID-19 Period Different?," Working Papers, University of Pretoria, Department of Economics, number 202184, Dec.
    
    • Sheng, Xin & Kim, Won Joong & Gupta, Rangan & Ji, Qiang, 2023, "The impacts of oil price volatility on financial stress: Is the COVID-19 period different?," International Review of Economics & Finance, Elsevier, volume 85, issue C, pages 520-532, DOI: 10.1016/j.iref.2023.02.006.
80. Nicholas Apergis & Konstantinos Gavriilidis & Rangan Gupta, 2021, "Does Climate Policy Uncertainty Affect Tourism Demand? Evidence from Time-Varying Causality Tests," Working Papers, University of Pretoria, Department of Economics, number 202186, Dec.
    
    • Nicholas Apergis & Konstantinos Gavriilidis & Rangan Gupta, 2023, "Does climate policy uncertainty affect tourism demand? Evidence from time-varying causality tests," Tourism Economics, , volume 29, issue 6, pages 1484-1498, September, DOI: 10.1177/13548166221110540.
81. Xin Sheng & Rangan Gupta, 2021, "A Note on State-Level Nonlinear Effects of Government Spending Shocks in the US: The Role of Partisan Conflict," Working Papers, University of Pretoria, Department of Economics, number 202187, Dec.
82. Ahmed Imran Hunjra & Sabri Boubaker & Murugesh Arunachalam & Asad Mehmood, 2021, "How does CSR mediate the relationship between culture, religiosity and firm performance?," Post-Print, HAL, number hal-04999016, Feb, DOI: 10.1016/j.frl.2020.101587.
    
    • Hunjra, Ahmed Imran & Boubaker, Sabri & Arunachalam, Murugesh & Mehmood, Asad, 2021, "How does CSR mediate the relationship between culture, religiosity and firm performance?," Finance Research Letters, Elsevier, volume 39, issue C, DOI: 10.1016/j.frl.2020.101587.
83. António Afonso & Florence Huart & João Tovar Jalles & Piotr Stanek, 2021, "International Transmission of Interest Rates: The Role of International Reserves and Sovereign Debt," EconPol Working Paper, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 54.
    
    • António Afonso & Florence Huart & João Tovar Jalles & Piotr Stanek, 2021, "International transmission of interest rates: the role of international reserves and sovereign debt," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2021/0156, Jan.
84. António Afonso & José Alves & João Tovar Jalles, 2021, "(Non-)Keynesian Effects of Fiscal Austerity: New Evidence from a Large Sample," EconPol Working Paper, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 55.
    
    • Afonso, António & Alves, José & Jalles, João Tovar, 2022, "The (non-)Keynesian effects of fiscal austerity: New evidence from a large sample," Economic Systems, Elsevier, volume 46, issue 2, DOI: 10.1016/j.ecosys.2022.100981.
    • António Afonso & José Alves & João Tovar Jalles, 2021, "(Non-) Keynesian Effects of Fiscal Austerity: New Evidence from a large sample," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2021/0158, Jan.
85. António Afonso & João Tovar Jalles & Ana Venâncio, 2021, "Do Financial Markets Reward Government Spending Efficiency?," EconPol Working Paper, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 62.
    
    • Afonso, António & Tovar Jalles, João & Venâncio, Ana, 2022, "Do financial markets reward government spending efficiency?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 77, issue C, DOI: 10.1016/j.intfin.2022.101505.
    • Antonio Afonso & Joao Tovar Jalles & Ana Venancio, 2021, "Do Financial Markets Reward Government Spending Efficiency?," Working Papers, International Network for Economic Research - INFER, number 2021.01.
    • António Afonso & João Tovar Jalles & Ana Venâncio, 2021, "Do Financial Markets Reward Government Spending Efficiency?," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2021/0166, Mar.
86. Sanjeev Gupta & João Tovar Jalles, 2021, "Can COVID-19 Induce Governments to Implement Tax Reforms in Developing Countries?," Working Papers, Center for Global Development, number 567, Mar.
    
    • Sanjeev Gupta & João Tovar Jalles, 2022, "Can COVID-19 induce governments to implement tax reforms in developing countries?," Applied Economics, Taylor & Francis Journals, volume 54, issue 20, pages 2288-2301, April, DOI: 10.1080/00036846.2021.1987380.
    • Sanjeev Gupta & João Tovar Jalles, 2021, "Can Covid-19 Induce Governments to Implement Tax Reforms in Developing Countries?," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2021/0168, Mar.
87. Mr. Romain A Duval & Davide Furceri & João Tovar Jalles, 2021, "Labor and Product Market Reforms and External Imbalances: Evidence from Advanced Economies," IMF Working Papers, International Monetary Fund, number 2021/054, Feb.
    
    • Duval, Romain & Furceri, Davide & Tovar Jalles, João, 2022, "Labor and product market reforms and external Imbalances: Evidence from advanced economies," Journal of International Money and Finance, Elsevier, volume 121, issue C, DOI: 10.1016/j.jimonfin.2021.102513.
88. Victor Barros & João Tovar Jalles & Joaquim Miranda Sarmento, 2021, "Drivers of the Tax Effort: Evidence from a Large Panel," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2021/0169, Apr.
    
    • Victor Barros & Joao Tovar Jalles & Joaquim Miranda Sarmento, 2023, "Drivers of the Tax Effort: Evidence from a Large Panel," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, volume 65, issue 1, pages 96-136, March, DOI: 10.1057/s41294-022-00187-2.
89. Jorge Braga de Macedo & Joaquim Oliveira Martins & João Tovar Jalles, 2021, "Globalization, Freedoms and Economic Convergence: An empirical exploration of a trivariate relationship using a large panel," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2021/0189, Aug.
    
    • Jorge Braga Macedo & Joaquim Oliveira Martins & João Tovar Jalles, 2021, "Globalization, Freedoms and Economic convergence: an empirical exploration of a trivariate relationship using a large panel," International Economics and Economic Policy, Springer, volume 18, issue 3, pages 605-629, July, DOI: 10.1007/s10368-021-00512-7.
    • Braga de Macedo, Jorge & Oliveira Martins, Joaquim & Tovar Jalles, João, 2021, "Globalization, Freedoms and Economic Convergence: An empirical exploration of a trivariate relationship using a large panel," CEPR Discussion Papers, Centre for Economic Policy Research, number 16436, Aug.
90. Thai-Ha Le & Sabri Boubaker & Canh Phuc Nguyen, 2021, "The energy-growth nexus revisited: An analysis of different types of energy," Post-Print, HAL, number hal-04999073, Nov, DOI: 10.1016/j.jenvman.2021.113351.
    
    • Sabri Boubaker & T.H. Le & C.P. Nguyen, 2020, "The energy-growth nexus revisited: An analysis of different types of energy," Post-Print, HAL, number hal-05570391, Nov.
91. Thai-Ha Le & Manh Tien Bui & Donghyun Park, 2021, "Modeling the West Texas Intermediate Crude Oil Price Volatility: A time-varying approach with stochastic volatility," Post-Print, HAL, number hal-05077579, Nov.
92. François Fulconis & Raphael Lissillour, 2021, "Toward a behavioral approach of international shipping: a study of the interorganisational dynamics of maritime safety," Post-Print, HAL, number hal-03364884, Dec, DOI: 10.1186/s41072-021-00092-4.
    
    • François Fulconis & Raphael Lissillour, 2021, "Toward a behavioral approach of international shipping: a study of the inter-organisational dynamics of maritime safety," Journal of Shipping and Trade, Springer, volume 6, issue 1, pages 1-23, December, DOI: 10.1186/s41072-021-00092-4.
93. Raphaël Lissillour & François Fulconis & Harilaos N Psaraftis, 2021, "A nomos perspective of shipping service industries," Post-Print, HAL, number hal-03364908.
    
    • Raphaël Lissillour & François Fulconis & Harilaos N. Psaraftis, 2021, "A nomos perspective of shipping service industries
      [Une perspective nomos des industries de services de transport maritime]," Post-Print, HAL, number hal-03407673, Oct, DOI: 10.48611/isbn.978-2-406-12261-6.p.0.
94. François Fulconis & Raphaël Lissillour, 2021, "Classification Societies And Maritime Safety: Inter-Organisational Dynamics In International Shipping," Post-Print, HAL, number hal-03365016, Jan.
95. Frank van Tongeren & Christine Arriola & Annabelle Mourougane & Sebastian Benz, 2021, "Trade impacts of the Trade and Cooperation Agreement between the European Union and the United Kingdom," OECD Economics Department Working Papers, OECD Publishing, number 1698, Dec, DOI: 10.1787/eeeea3ec-en.
96. Annabelle Mourougane, 2021, "Measuring digital trade," OECD Going Digital Toolkit Notes, OECD Publishing, number 18, Oct, DOI: 10.1787/48e68967-en.
97. Alexander Jaax & Frédéric Gonzales & Annabelle Mourougane, 2021, "Nowcasting aggregate services trade," OECD Trade Policy Papers, OECD Publishing, number 253, Sep, DOI: 10.1787/0ad7d27c-en.
98. Annabelle Mourougane & Sebastian Benz & Frédéric Gonzales, 2021, "Services trade in the United Kingdom and the global economy," OECD Trade Policy Papers, OECD Publishing, number 257, Nov, DOI: 10.1787/b602b468-en.
99. Cesar Mantilla & Ling Zhou & Charlotte Wang & Donghui Yang & Suping Shen & Paul Seabright, 2021, "Favoring your in-group can harm both them and you: Ethnicity and public goods provision in China," Post-Print, HAL, number hal-03182510, May, DOI: 10.1016/j.jebo.2021.02.016.
    
    • Mantilla, César & Zhou, Ling & Wang, Charlotte & Yang, Donghui & Shen, Suping & Seabright, Paul, 2021, "Favoring your in-group can harm both them and you: Ethnicity and public goods provision in China," Journal of Economic Behavior & Organization, Elsevier, volume 185, issue C, pages 211-233, DOI: 10.1016/j.jebo.2021.02.016.
    • César Mantilla & Ling Zhou & Charlotte Wang & Donghui Yang & Suping Shene & Paul Seabright, 2018, "Favoring Your In-Group Can Harm Both Them and You: Ethnicity and Public Goods Provision in China," Working Papers, Department of Research, Ipag Business School, number 2018-011, Jan.
100. Seabright, Paul & Raiber, Eva & Ren, Weiwei & Bovet, Jeanne & Wang, Charlotte, 2021, "What Do Parents Want? Parental Spousal Preferences in China," CEPR Discussion Papers, Centre for Economic Policy Research, number 16035, Apr.
     
     • Eva Raiber & Weiwei Ren & Jeanne Bovet & Paul Seabright & Charlotte Wang, 2023, "What Do Parents Want? Parental Spousal Preferences in China," Economic Development and Cultural Change, University of Chicago Press, volume 71, issue 3, pages 903-939, DOI: 10.1086/717903.
     • Eva Raiber & Weiwei Ren & Jeanne Bovet & Paul Seabright, 2021, "What Do Parents Want? Parental Spousal Preferences in China," AMSE Working Papers, Aix-Marseille School of Economics, France, number 2125, Apr.
     • Eva Raiber & Weiwei Ren & Jeanne Bovet & Paul Seabright & Charlotte Wang, 2023, "What Do Parents Want? Parental Spousal Preferences in China," Post-Print, HAL, number hal-04088671, Apr, DOI: 10.1086/717903.
     • Eva Raiber & Weiwei Ren & Jeanne Bovet & Paul Seabright & Charlotte Wang, 2021, "What Do Parents Want? Parental Spousal Preferences in China," Working Papers, HAL, number halshs-03202334, Apr.
101. Joël Bellassen & Charlotte Wang, 2021, "Representation of Chinese Language and Culture Through Analysis of Media Coverage of Linguistic Education in France," Working Papers, Department of Research, Ipag Business School, number 2021-007, Jan.

2020

1. Isabelle Aimé & Fabienne Berger-Remy & Marie-Eve Laporte, 2020, "Digital transformation of marketing: fashion or organizational revolution?," Post-Print, HAL, number hal-02549995, Dec.
2. D. Bonet Fernandez & Marc Van Migom & Elisa Conti & Claude Alavoine, 2020, "Confiance et Economie Collaborative : Etude d?une Communauté d?autopartage," Working Papers, Department of Research, Ipag Business School, number 2020-002, Jan.
3. Béchir Ben Lahouel & Nathalie Montargot, 2020, "Children as customers in luxury hotels," Post-Print, HAL, number hal-02633344, Apr, DOI: 10.1108/IJCHM-03-2019-0272.
4. François Fulconis & Raphaël Lissillour & Dominique Bonet Fernandez, 2020, "La Gouvernance De La Sécurité Maritime : Étude Behavioriste Du Rôle Des Sociétés De Classification," Post-Print, HAL, number hal-03365000, Oct.
5. Raphael LISSILLOUR & Dominique BONET FERNANDEZ, 2020, "Securite? Des Navires et Gouvernance Internationale : Quel Rôle Pour Les Sociétés de Classification ? Une Approche Selon Bourdieu," Working Papers, Department of Research, Ipag Business School, number 2020-005, Jan.
6. Heni Boubaker & Giorgio Canarella & Rangan Gupta & Stephen M. Miller, 2020, "Hybrid ARFIMA Wavelet Artificial Neural Network Model for DJIA Index Forecasting," Working papers, University of Connecticut, Department of Economics, number 2020-10, Aug.
   
   • Heni Boubaker & Giorgio Canarella & Rangan Gupta & Stephen M. Miller, 2023, "A Hybrid ARFIMA Wavelet Artificial Neural Network Model for DJIA Index Forecasting," Computational Economics, Springer;Society for Computational Economics, volume 62, issue 4, pages 1801-1843, December, DOI: 10.1007/s10614-022-10320-z.
   • Heni Boubaker & Giorgio Canarella & Rangan Gupta & Stephen M. Miller, 2020, "Hybrid ARFIMA Wavelet Artificial Neural Network Model for DJIA Index Forecasting," Working Papers, University of Pretoria, Department of Economics, number 202056, Jun.
7. Matteo Bonato & Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch, 2020, "Investor Happiness and Predictability of the Realized Volatility of Oil Price," Working Papers, University of Pretoria, Department of Economics, number 202009, Jan.
   
   • Matteo Bonato & Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch, 2020, "Investor Happiness and Predictability of the Realized Volatility of Oil Price," Sustainability, MDPI, volume 12, issue 10, pages 1-11, May.
8. Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2020, "Uncertainty due to Infectious Diseases and Forecastability of the Realized Variance of US REITs: A Note," Working Papers, University of Pretoria, Department of Economics, number 202099, Oct.
9. Matteo Bonato & Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch, 2020, "A Note on Investor Happiness and the Predictability of Realized Volatility of Gold," Working Papers, University of Pretoria, Department of Economics, number 202004, Jan.
   
   • Bonato, Matteo & Gkillas, Konstantinos & Gupta, Rangan & Pierdzioch, Christian, 2021, "A note on investor happiness and the predictability of realized volatility of gold," Finance Research Letters, Elsevier, volume 39, issue C, DOI: 10.1016/j.frl.2020.101614.
10. Matteo Bonato & Rangan Gupta & Christian Pierdzioch, 2020, "Do Oil-Price Shocks Predict the Realized Variance of U.S. REITs?," Working Papers, University of Pretoria, Department of Economics, number 2020100, Nov.
    
    • Bonato, Matteo & Çepni, Oğuzhan & Gupta, Rangan & Pierdzioch, Christian, 2021, "Do oil-price shocks predict the realized variance of U.S. REITs?," Energy Economics, Elsevier, volume 104, issue C, DOI: 10.1016/j.eneco.2021.105689.
11. Alain Chateauneuf & Caroline Ventura & Vassili Vergopoulos, 2020, "Simple Characterization of the Hurwicz Criterium under Uncertainty," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-02974245, DOI: 10.3917/reco.712.033.
    
    • Alain Chateauneuf & Caroline Ventura & Vassili Vergopoulos, 2020, "A Simple Characterization of the Hurwicz Criterium under Uncertainty," Revue économique, Presses de Sciences-Po, volume 71, issue 2, pages 331-336.
    • Alain Chateauneuf & Caroline Ventura & Vassili Vergopoulos, 2020, "Simple Characterization of the Hurwicz Criterium under Uncertainty," Post-Print, HAL, number hal-02974245, DOI: 10.3917/reco.712.033.
    • Alain Chateauneuf & Caroline Ventura & Vassili Vergopoulos, 2020, "Simple Characterization of the Hurwicz Criterium under Uncertainty," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-02974245, DOI: 10.3917/reco.712.033.
12. Marcello Basili & Alain Chateauneuf, 2020, "Aggregation of experts' opinions and conditional consensus opinion by the Steiner point," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-03260206, Aug, DOI: 10.1016/j.ijar.2020.04.005.
    
    • Marcello Basili & Alain Chateauneuf, 2020, "Aggregation of experts' opinions and conditional consensus opinion by the Steiner point," Post-Print, HAL, number hal-03260206, Aug, DOI: 10.1016/j.ijar.2020.04.005.
    • Marcello Basili & Alain Chateauneuf, 2020, "Aggregation of experts' opinions and conditional consensus opinion by the Steiner point," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-03260206, Aug, DOI: 10.1016/j.ijar.2020.04.005.
13. Zaier Aouani & Alain Chateauneuf, 2020, "Multidimensional inequality and inframodular order," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-03260218, Oct, DOI: 10.1016/j.jmateco.2020.06.001.
    
    • Aouani, Zaier & Chateauneuf, Alain, 2020, "Multidimensional inequality and inframodular order," Journal of Mathematical Economics, Elsevier, volume 90, issue C, pages 74-79, DOI: 10.1016/j.jmateco.2020.06.001.
    • Zaier Aouani & Alain Chateauneuf, 2020, "Multidimensional inequality and inframodular order," Post-Print, HAL, number hal-03260218, Oct, DOI: 10.1016/j.jmateco.2020.06.001.
    • Zaier Aouani & Alain Chateauneuf, 2020, "Multidimensional inequality and inframodular order," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-03260218, Oct, DOI: 10.1016/j.jmateco.2020.06.001.
14. Gupta, Rangan & Ma, Jun & Theodoridis, Konstantinos & Wohar, Mark E, 2020, "Is there a National Housing Market Bubble Brewing in the United States?," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2020/3, Apr.
    
    • Gupta, Rangan & Ma, Jun & Theodoridis, Konstantinos & Wohar, Mark E., 2023, "Is there a national housing market bubble brewing in the United States?," Macroeconomic Dynamics, Cambridge University Press, volume 27, issue 8, pages 2191-2228, December.
    • Rangan Gupta & Jun Ma & Konstantinos Theodoridis & Mark E. Wohar, 2020, "Is there a National Housing Market Bubble Brewing in the United States?," Working Papers, University of Pretoria, Department of Economics, number 202023, Mar.
15. Deven Bathia & Riza Demirer & Rangan Gupta & Kevin Kotze, 2020, "Unemployment fluctuations and currency returns in the United Kingdom: Evidence from over one and a half century of data," School of Economics Macroeconomic Discussion Paper Series, School of Economics, University of Cape Town, number 2020-01.
    
    • Bathia, Deven & Demirer, Riza & Gupta, Rangan & Kotzé, Kevin, 2021, "Unemployment fluctuations and currency returns in the United Kingdom: Evidence from over one and a half century of data," Journal of Multinational Financial Management, Elsevier, volume 61, issue C, DOI: 10.1016/j.mulfin.2021.100679.
    • Deven Bathia & Riza Demirer & Rangan Gupta & Kevin Kotze, 2020, "Unemployment Fluctuations and Currency Returns in the United Kingdom: Evidence from Over One and a Half Century of Data," Working Papers, University of Pretoria, Department of Economics, number 202083, Sep.
16. Oguzhan Cepni & Wiehan Dul & Rangan Gupta & Mark E. Wohar, 2020, "The Dynamics of U.S. REITs Returns to Uncertainty Shocks: A Proxy SVAR Approach," Working Papers, University of Pretoria, Department of Economics, number 202001, Jan.
    
    • Cepni, Oguzhan & Dul, Wiehan & Gupta, Rangan & Wohar, Mark E., 2021, "The dynamics of U.S. REITs returns to uncertainty shocks: A proxy SVAR approach," Research in International Business and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.ribaf.2021.101433.
17. Oguzhan Cepni & David Gabauer & Rangan Gupta & Khuliso Ramabulana, 2020, "Time-Varying Spillover of US Trade War on the Growth of Emerging Economies," Working Papers, University of Pretoria, Department of Economics, number 202002, Jan.
    
    • OÄŸuzhan Çepni & David Gabauer & Rangan Gupta & Khuliso Ramabulana, 2023, "Time-Varying Spillover of US Trade War on the Growth of Emerging Economies," Journal of Developing Areas, Tennessee State University, College of Business, volume 57, issue 1, pages 167-181, Januaryâ€.
18. Elie Bouri & Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch, 2020, "Forecasting Realized Volatility of Bitcoin: The Role of the Trade War," Working Papers, University of Pretoria, Department of Economics, number 202003, Jan.
    
    • Elie Bouri & Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch, 2021, "Forecasting Realized Volatility of Bitcoin: The Role of the Trade War," Computational Economics, Springer;Society for Computational Economics, volume 57, issue 1, pages 29-53, January, DOI: 10.1007/s10614-020-10022-4.
19. Rangan Gupta & Chi Keung Marco Lau & Jacobus A Nel & Xin Sheng, 2020, "Monetary Policy Uncertainty Spillovers in Time- and Frequency-Domains," Working Papers, University of Pretoria, Department of Economics, number 202005, Jan.
    
    • Rangan Gupta & Chi Keung Marco Lau & Jacobus A. Nel & Xin Sheng, 2020, "Monetary policy uncertainty spillovers in time and frequency domains," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), volume 9, issue 1, pages 1-30, December, DOI: 10.1186/s40008-020-00219-z.
20. Semei Coronado & Rangan Gupta & Saban Nazlioglu & Omar Rojas, 2020, "Time-Varying Causality between Bond and Oil Markets of the United States: Evidence from Over One and Half Centuries of Data," Working Papers, University of Pretoria, Department of Economics, number 202006, Jan.
    
    • Semei Coronado & Rangan Gupta & Saban Nazlioglu & Omar Rojas, 2023, "Time‐varying causality between bond and oil markets of the United States: Evidence from over one and half centuries of data," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 28, issue 3, pages 2239-2247, July, DOI: 10.1002/ijfe.2534.
21. Matthew W. Clance & Riza Demirer & Rangan Gupta & Clement Kweku Kyei, 2020, "Predicting Firm-Level Volatility in the United States: The Role of Monetary Policy Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 202007, Jan.
    
    • Matthew W Clance & Riza Demirer & Rangan Gupta & Clement Kweku Kyei, 2020, "Predicting firm-level volatility in the United States: the role of monetary policy uncertainty," Economics and Business Letters, Oviedo University Press, volume 9, issue 3, pages 167-177.
22. Syed Jawad Hussain Shahzad & Clement Kweku Kyei & Rangan Gupta & Eric Olson, 2020, "Investor Sentiment and Dollar-Pound Exchange Rate Returns: Evidence from Over a Century of Data Using a Cross-Quantilogram Approach," Working Papers, University of Pretoria, Department of Economics, number 202008, Jan.
    
    • Shahzad, Syed Jawad Hussain & Kyei, Clement Kweku & Gupta, Rangan & Olson, Eric, 2021, "Investor sentiment and dollar-pound exchange rate returns: Evidence from over a century of data using a cross-quantilogram approach," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101504.
23. Riza Demirer & Rangan Gupta & Christian Pierdzioch & Syed Jawad Hussain Shahzad, 2020, "A Note on Oil Price Shocks and the Forecastability of Gold Realized Volatility," Working Papers, University of Pretoria, Department of Economics, number 202010, Jan.
    
    • Riza Demirer & Rangan Gupta & Christian Pierdzioch & Syed Jawad Hussain Shahzad, 2021, "A note on oil price shocks and the forecastability of gold realized volatility," Applied Economics Letters, Taylor & Francis Journals, volume 28, issue 21, pages 1889-1897, December, DOI: 10.1080/13504851.2020.1854658.
24. Edmond Berisha & Carolyn Chisadza & Matthew Clance & Rangan Gupta, 2020, "Income Inequality and Oil Resources: Panel Evidence from the United States," Working Papers, University of Pretoria, Department of Economics, number 2020103, Nov.
    
    • Berisha, Edmond & Chisadza, Carolyn & Clance, Matthew & Gupta, Rangan, 2021, "Income inequality and oil resources: Panel evidence from the United States," Energy Policy, Elsevier, volume 159, issue C, DOI: 10.1016/j.enpol.2021.112603.
25. Riza Demirer & Rangan Gupta & Jacobus Nel & Christian Pierdzioch, 2020, "Effect of Rare Disaster Risks on Crude Oil: Evidence from El Nino from Over 140 Years of Data," Working Papers, University of Pretoria, Department of Economics, number 2020104, Nov.
26. Afees A. Salisu & Juncal Cunado & Rangan Gupta, 2020, "Geopolitical Risks and Historical Exchange Rate Volatility of the BRICS," Working Papers, University of Pretoria, Department of Economics, number 2020105, Nov.
    
    • Salisu, Afees A. & Cuñado, Juncal & Gupta, Rangan, 2022, "Geopolitical risks and historical exchange rate volatility of the BRICS," International Review of Economics & Finance, Elsevier, volume 77, issue C, pages 179-190, DOI: 10.1016/j.iref.2021.09.017.
27. Giorgio Canarella & Luis A. Gil-Alana & Rangan Gupta & Stephen M. Miller, 2020, "Globalization, Long Memory, and Real Interest Rate Convergence: A Historical Perspective," Working Papers, University of Pretoria, Department of Economics, number 2020106, Dec.
    
    • Giorgio Canarella & Luis A. Gil-Alana & Rangan Gupta & Stephen M. Miller, 2022, "Globalization, long memory, and real interest rate convergence: a historical perspective," Empirical Economics, Springer, volume 63, issue 5, pages 2331-2355, November, DOI: 10.1007/s00181-022-02206-8.
28. Riza Demirer & Rangan Gupta & Christian Pierdzioch, 2020, "Forecasting Realized Stock-Market Volatility: Do Industry Returns have Predictive Value?," Working Papers, University of Pretoria, Department of Economics, number 2020107, Dec.
29. Jorge Antunes & Rangan Gupta & Zinnia Mukherjee & Peter Wanke, 2020, "Information Entropy, Continuous Improvement, and US Energy Performance: A Novel Stochastic-Entropic Analysis for Ideal Solutions (SEA-IS)," Working Papers, University of Pretoria, Department of Economics, number 2020110, Dec.
    
    • Jorge Antunes & Rangan Gupta & Zinnia Mukherjee & Peter Wanke, 2022, "Information entropy, continuous improvement, and US energy performance: a novel stochastic-entropic analysis for ideal solutions (SEA-IS)," Annals of Operations Research, Springer, volume 313, issue 1, pages 289-318, June, DOI: 10.1007/s10479-021-04428-y.
30. Jorge Antunes & Goodness C. Aye & Rangan Gupta & Peter Wanke & Yong Tan, 2020, "Endogenous Long-Term Productivity Performance in Advanced Countries: A Novel Two-Dimensional Fuzzy-Monte Carlo Approach," Working Papers, University of Pretoria, Department of Economics, number 2020111, Dec.
31. Siphumlile Mangisa & Sonali Das & Rangan Gupta, 2020, "Analysing the Impact of Brexit on Global Uncertainty Using Functional Linear Regression with Point of Impact: The Role of Currency and Equity Markets," Working Papers, University of Pretoria, Department of Economics, number 202012, Jan.
    
    • Siphumlile Mangisa & Sonali Das & Rangan Gupta, 2022, "Analyzing The Impact Of Brexit On Global Uncertainty Using Functional Linear Regression With Point Of Impact: The Role Of Currency And Equity Markets," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 67, issue 04, pages 1377-1388, June, DOI: 10.1142/S0217590820460029.
32. Elie Bouri & Rangan Gupta & Xuan Vinh Vo, 2020, "Jumps in Geopolitical Risk and the Cryptocurrency Market: The Singularity of Bitcoin," Working Papers, University of Pretoria, Department of Economics, number 202015, Feb.
    
    • Elie Bouri & Rangan Gupta & Xuan Vinh Vo, 2022, "Jumps in Geopolitical Risk and the Cryptocurrency Market: The Singularity of Bitcoin," Defence and Peace Economics, Taylor & Francis Journals, volume 33, issue 2, pages 150-161, February, DOI: 10.1080/10242694.2020.1848285.
33. Alex Plastun & Xolani Sibande & Rangan Gupta & Mark E. Wohar, 2020, "Evolution of Price Effects After One-Day of Abnormal Returns in the US Stock Market," Working Papers, University of Pretoria, Department of Economics, number 202016, Feb.
    
    • Plastun, Alex & Sibande, Xolani & Gupta, Rangan & Wohar, Mark E., 2021, "Evolution of price effects after one-day abnormal returns in the US stock market," The North American Journal of Economics and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.najef.2021.101405.
34. Edmond Berisha & David Gabauer & Rangan Gupta & Chi Keung Marco Lau, 2020, "Time-Varying Influence of Household Debt on Inequality in United Kingdom," Working Papers, University of Pretoria, Department of Economics, number 202017, Feb.
    
    • Edmond Berisha & David Gabauer & Rangan Gupta & Chi Keung Marco Lau, 2021, "Time-varying influence of household debt on inequality in United Kingdom," Empirical Economics, Springer, volume 61, issue 4, pages 1917-1933, October, DOI: 10.1007/s00181-020-01940-1.
35. Elie Bouri & Rangan Gupta, 2020, "Jumps in Energy and Non-Energy Commodities," Working Papers, University of Pretoria, Department of Economics, number 202018, Feb.
36. Carolyn Chisadza & Matthew Clance & Rangan Gupta & Peter Wanke, 2020, "Uncertainty and Tourism in Africa," Working Papers, University of Pretoria, Department of Economics, number 202019, Feb.
    
    • Carolyn Chisadza & Matthew Clance & Rangan Gupta & Peter Wanke, 2022, "Uncertainty and tourism in Africa," Tourism Economics, , volume 28, issue 4, pages 964-978, June, DOI: 10.1177/1354816620969998.
37. Hardik A. Marfatia & Rangan Gupta & Keagile Lesame, 2020, "Dynamic Impact of Unconventional Monetary Policy on International REITs," Working Papers, University of Pretoria, Department of Economics, number 202020, Feb.
    
    • Hardik A. Marfatia & Rangan Gupta & Keagile Lesame, 2021, "Dynamic Impact of Unconventional Monetary Policy on International REITs," JRFM, MDPI, volume 14, issue 9, pages 1-19, September.
38. Elie Bouri & Riza Demirer & David Gabauer & Rangan Gupta, 2020, "Sentiment and Financial Market Connectedness: The Role of Investor Happiness," Working Papers, University of Pretoria, Department of Economics, number 202022, Mar.
39. Xin Sheng & Rangan Gupta & Qiang Ji, 2020, "The Impacts of Structural Oil Shocks on Macroeconomic Uncertainty: Evidence from a Large Panel of 45 Countries," Working Papers, University of Pretoria, Department of Economics, number 202024, Mar.
    
    • Sheng, Xin & Gupta, Rangan & Ji, Qiang, 2020, "The impacts of structural oil shocks on macroeconomic uncertainty: Evidence from a large panel of 45 countries," Energy Economics, Elsevier, volume 91, issue C, DOI: 10.1016/j.eneco.2020.104940.
40. Selçuk Gul & Rangan Gupta, 2020, "A Note on the Time-Varying Impact of Global, Region- and Country-Specific Uncertainties on the Volatility of International Trade," Working Papers, University of Pretoria, Department of Economics, number 202025, Mar.
41. Yue-Jun Zhang & Elie Bouri & Shu-Jiao Ma & Rangan Gupta, 2020, "Risk Spillover between Bitcoin and Conventional Financial Markets: An Expectile-Based Approach," Working Papers, University of Pretoria, Department of Economics, number 202027, Mar.
    
    • Zhang, Yue-Jun & Bouri, Elie & Gupta, Rangan & Ma, Shu-Jiao, 2021, "Risk spillover between Bitcoin and conventional financial markets: An expectile-based approach," The North American Journal of Economics and Finance, Elsevier, volume 55, issue C, DOI: 10.1016/j.najef.2020.101296.
42. Elie Bouri & Oguzhan Cepni & Rangan Gupta & Naji Jalkh, 2020, "Geopolitical Risks and Stock Market Volatility in the G7 Countries: A Century of Evidence from a Time-Varying Nonparametric Panel Data Model," Working Papers, University of Pretoria, Department of Economics, number 202029, Apr.
43. Edmond Berisha & David Gabauer & Rangan Gupta & Jacobus Nel, 2020, "Time-Varying Predictability of Financial Stress on Inequality in United Kingdom," Working Papers, University of Pretoria, Department of Economics, number 202030, Apr.
    
    • Edmond Berisha & David Gabauer & Rangan Gupta & Jacobus Nel, 2022, "Time-varying predictability of financial stress on inequality in United Kingdom," Journal of Economic Studies, Emerald Group Publishing Limited, volume 50, issue 5, pages 987-1007, August, DOI: 10.1108/JES-02-2022-0103.
44. Syed Jawad Hussain Shahzad & Rangan Gupta & Riza Demirer & Christian Pierdzioch, 2020, "Oil-Shocks and Directional Predictability of Macroeconomic Uncertainties of Developed Economies: Evidence from High-Frequency Data," Working Papers, University of Pretoria, Department of Economics, number 202031, Apr.
45. Riza Demirer & David Gabauer & Rangan Gupta & Qiang Ji, 2020, "Monetary Policy and Speculative Spillovers in Financial Markets," Working Papers, University of Pretoria, Department of Economics, number 202032, Apr.
    
    • Demirer, Riza & Gabauer, David & Gupta, Rangan & Ji, Qiang, 2021, "Monetary policy and speculative spillovers in financial markets," Research in International Business and Finance, Elsevier, volume 56, issue C, DOI: 10.1016/j.ribaf.2020.101373.
46. Semih Emre Cekin & Rangan Gupta & Eric Olson, 2020, "The Taylor Curve: International Evidence," Working Papers, University of Pretoria, Department of Economics, number 202034, May.
    
    • Semih Emre Çekin & Rangan Gupta & Eric Olson, 2021, "The Taylor curve: international evidence," Applied Economics, Taylor & Francis Journals, volume 53, issue 40, pages 4680-4691, August, DOI: 10.1080/00036846.2021.1907284.
47. Rangan Gupta & Xin Sheng & Qiang Ji, 2020, "Movements in Real Estate Uncertainty in the United States: The Role of Oil Shocks," Working Papers, University of Pretoria, Department of Economics, number 202035, May.
    
    • Rangan Gupta & Xin Sheng & Qiang Ji, 2021, "Movements in real estate uncertainty in the United States: the role of oil shocks," Applied Economics Letters, Taylor & Francis Journals, volume 28, issue 13, pages 1059-1065, July, DOI: 10.1080/13504851.2020.1796911.
48. Oguzhan Cepni & Rangan Gupta & Cenk C. Karahan & Brian M. Lucey, 2020, "Oil Price Shocks and Yield Curve Dynamics in Emerging Markets," Working Papers, University of Pretoria, Department of Economics, number 202036, May.
    
    • Cepni, Oguzhan & Gupta, Rangan & Karahan, Cenk C. & Lucey, Brian, 2022, "Oil price shocks and yield curve dynamics in emerging markets," International Review of Economics & Finance, Elsevier, volume 80, issue C, pages 613-623, DOI: 10.1016/j.iref.2022.02.065.
49. Christos Bouras & Christina Christou & Rangan Gupta & Keagile Lesame, 2020, "Forecasting State- and MSA-Level Housing Returns of the US: The Role of Mortgage Default Risks," Working Papers, University of Pretoria, Department of Economics, number 202037, May.
    
    • Bouras, Christos & Christou, Christina & Gupta, Rangan & Lesame, Keagile, 2023, "Forecasting state- and MSA-level housing returns of the US: The role of mortgage default risks," Research in International Business and Finance, Elsevier, volume 65, issue C, DOI: 10.1016/j.ribaf.2023.101952.
50. Igor Fedotenkov & Rangan Gupta, 2020, "The Effects of Public Expenditures on Labour Productivity in Europe," Working Papers, University of Pretoria, Department of Economics, number 202038, May.
    
    • Igor Fedotenkov & Rangan Gupta, 2021, "The effects of public expenditures on labour productivity in Europe," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 48, issue 4, pages 845-874, November, DOI: 10.1007/s10663-021-09505-w.
51. Oguzhan Cepni & Rangan Gupta, 2020, "Time-Varying Impact of Monetary Policy Shocks on U.S. Stock Returns: The Role of Investor Sentiment," Working Papers, University of Pretoria, Department of Economics, number 202039, May.
    
    • Cepni, Oguzhan & Gupta, Rangan, 2021, "Time-varying impact of monetary policy shocks on US stock returns: The role of investor sentiment," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101550.
52. Afees A. Salisu & Rangan Gupta, 2020, "Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility in the United Kingdom," Working Papers, University of Pretoria, Department of Economics, number 202041, May.
    
    • Afees A. Salisu & Rangan Gupta, 2021, "Dynamic effects of monetary policy shocks on macroeconomic volatility in the United Kingdom," Applied Economics Letters, Taylor & Francis Journals, volume 28, issue 18, pages 1594-1599, October, DOI: 10.1080/13504851.2020.1834498.
53. Afees A. Salisu & Rangan Gupta & Elie Bouri & Qiang Ji, 2020, "The Role of Global Economic Conditions in Forecasting Gold Market Volatility: Evidence from a GARCH-MIDAS Approach," Working Papers, University of Pretoria, Department of Economics, number 202043, May.
    
    • Salisu, Afees A. & Gupta, Rangan & Bouri, Elie & Ji, Qiang, 2020, "The role of global economic conditions in forecasting gold market volatility: Evidence from a GARCH-MIDAS approach," Research in International Business and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.ribaf.2020.101308.
54. Riza Demirer & Rangan Gupta & Christian Pierdzioch & Syed Jawad Hussain Shahzad, 2020, "The Predictive Power of Oil Price Shocks on Realized Volatility of Oil: A Note," Working Papers, University of Pretoria, Department of Economics, number 202044, May.
    
    • Demirer, Riza & Gupta, Rangan & Pierdzioch, Christian & Shahzad, Syed Jawad Hussain, 2020, "The predictive power of oil price shocks on realized volatility of oil: A note," Resources Policy, Elsevier, volume 69, issue C, DOI: 10.1016/j.resourpol.2020.101856.
55. Rangan Gupta & Xin Sheng & Renee van Eyden & Mark E. Wohar, 2020, "The Impact of Disaggregated Oil Shocks on State-Level Consumption of the United States," Working Papers, University of Pretoria, Department of Economics, number 202045, May.
    
    • Rangan Gupta & Xin Sheng & Reneé van Eyden & Mark Wohar, 2021, "The impact of disaggregated oil shocks on state-level consumption of the United States," Applied Economics Letters, Taylor & Francis Journals, volume 28, issue 21, pages 1818-1824, December, DOI: 10.1080/13504851.2020.1854439.
56. Mehmet Balcilar & Rangan Gupta & Theshne Kisten, 2020, "The Impact of Uncertainty Shocks in South Africa: The Role of Financial Regimes," Working Papers, University of Pretoria, Department of Economics, number 202046, May.
    
    • Mehmet Balcilar & Rangan Gupta & Theshne Kisten, 2021, "The impact of uncertainty shocks in South Africa: The role of financial regimes," Review of Financial Economics, John Wiley & Sons, volume 39, issue 4, pages 442-454, October, DOI: 10.1002/rfe.1120.
57. Elie Bouri & Oguzhan Cepni & David Gabauer & Rangan Gupta, 2020, "Return Connectedness across Asset Classes around the COVID-19 Outbreak," Working Papers, University of Pretoria, Department of Economics, number 202047, May.
    
    • Bouri, Elie & Cepni, Oguzhan & Gabauer, David & Gupta, Rangan, 2021, "Return connectedness across asset classes around the COVID-19 outbreak," International Review of Financial Analysis, Elsevier, volume 73, issue C, DOI: 10.1016/j.irfa.2020.101646.
58. Rangan Gupta & Xin Sheng, 2020, "The Effects of Oil Shocks on Macroeconomic Uncertainty: Evidence from a Large Panel Dataset of US States," Working Papers, University of Pretoria, Department of Economics, number 202048, May.
59. Elie Bouri & Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch, 2020, "Forecasting Power of Infectious Diseases-Related Uncertainty for Gold Realized Volatility," Working Papers, University of Pretoria, Department of Economics, number 202049, May.
60. Afees A. Salisu & Rangan Gupta & Riza Demirer, 2020, "A Note on Uncertainty due to Infectious Diseases and Output Growth of the United States: A Mixed-Frequency Forecasting Experiment," Working Papers, University of Pretoria, Department of Economics, number 202050, May.
    
    • Afees A. Salisu & Rangan Gupta & Riza Demirer, 2022, "A Note On Uncertainty Due To Infectious Diseases And Output Growth Of The United States: A Mixed-Frequency Forecasting Experiment," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 17, issue 02, pages 1-9, June, DOI: 10.1142/S2010495222500099.
61. Afees A. Salisu & Rangan Gupta & Elie Bouri & Qiang Ji, 2020, "Forecasting Oil Volatility Using a GARCH-MIDAS Approach: The Role of Global Economic Conditions," Working Papers, University of Pretoria, Department of Economics, number 202051, May.
62. Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch & Seong-Min Yoon, 2020, "OPEC News and Jumps in the Oil Market," Working Papers, University of Pretoria, Department of Economics, number 202053, Jun.
    
    • Gkillas, Konstantinos & Gupta, Rangan & Pierdzioch, Christian & Yoon, Seong-Min, 2021, "OPEC news and jumps in the oil market," Energy Economics, Elsevier, volume 96, issue C, DOI: 10.1016/j.eneco.2021.105096.
63. Mehmet Balcilar & Edmond Berisha & Rangan Gupta & Christian Pierdzioch, 2020, "Time-Varying Evidence of Predictability of Financial Stress in the United States over a Century: The Role of Inequality," Working Papers, University of Pretoria, Department of Economics, number 202054, Jun.
    
    • Balcilar, Mehmet & Berisha, Edmond & Gupta, Rangan & Pierdzioch, Christian, 2021, "Time-varying evidence of predictability of financial stress in the United States over a century: The role of inequality," Structural Change and Economic Dynamics, Elsevier, volume 57, issue C, pages 87-92, DOI: 10.1016/j.strueco.2021.02.002.
64. Oguzhan Cepni & Rangan Gupta & Yigit Onay, 2020, "The Role of Investor Sentiment in Forecasting Housing Returns in China: A Machine Learning Approach," Working Papers, University of Pretoria, Department of Economics, number 202055, Jun.
    
    • Oguzhan Cepni & Rangan Gupta & Yigit Onay, 2022, "The role of investor sentiment in forecasting housing returns in China: A machine learning approach," Journal of Forecasting, John Wiley & Sons, Ltd., volume 41, issue 8, pages 1725-1740, December, DOI: 10.1002/for.2893.
65. Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna, 2020, "Point and Density Forecasting of Macroeconomic and Financial Uncertainties of the United States," Working Papers, University of Pretoria, Department of Economics, number 202058, Jun.
66. Elie Bouri & David Gabauer & Rangan Gupta & Aviral Kumar Tiwari, 2020, "Volatility Connectedness of Major Cryptocurrencies: The Role of Investor Happiness," Working Papers, University of Pretoria, Department of Economics, number 202059, Jun.
    
    • Bouri, Elie & Gabauer, David & Gupta, Rangan & Tiwari, Aviral Kumar, 2021, "Volatility connectedness of major cryptocurrencies: The role of investor happiness," Journal of Behavioral and Experimental Finance, Elsevier, volume 30, issue C, DOI: 10.1016/j.jbef.2021.100463.
67. Semei Coronado & Rangan Gupta & Besma Hkiri & Omar Rojas, 2020, "Time-Varying Spillover between Currency and Stock Markets in the United States: More than Two Centuries of Historical Evidence," Working Papers, University of Pretoria, Department of Economics, number 202060, Jun.
68. Hardik A. Marfatia & Christophe Andre & Rangan Gupta, 2020, "Predicting Housing Market Sentiment: The Role of Financial, Macroeconomic and Real Estate Uncertainties," Working Papers, University of Pretoria, Department of Economics, number 202061, Jun.
    
    • Hardik A. Marfatia & Christophe André & Rangan Gupta, 2022, "Predicting Housing Market Sentiment: The Role of Financial, Macroeconomic and Real Estate Uncertainties," Journal of Behavioral Finance, Taylor & Francis Journals, volume 23, issue 2, pages 189-209, May, DOI: 10.1080/15427560.2020.1865354.
69. Rangan Gupta & Xin Sheng & Mehmet Balcilar & Qiang Ji, 2020, "Time-Varying Impact of Pandemics on Global Output Growth," Working Papers, University of Pretoria, Department of Economics, number 202062, Jul.
    
    • Gupta, Rangan & Sheng, Xin & Balcilar, Mehmet & Ji, Qiang, 2021, "Time-varying impact of pandemics on global output growth," Finance Research Letters, Elsevier, volume 41, issue C, DOI: 10.1016/j.frl.2020.101823.
70. Rangan Gupta & Syed Jawad Hussain Shahzad & Xin Sheng & Sowmya Subramaniam, 2020, "The Role of Oil and Risk Shocks in the High-Frequency Movements of the Term Structure of Interest Rates of the United States," Working Papers, University of Pretoria, Department of Economics, number 202063, Jul.
71. Afees A. Salisu & Juncal Cunado & Kazeem Isah & Rangan Gupta, 2020, "Oil Price and Exchange Rate Behaviour of the BRICS for Over a Century," Working Papers, University of Pretoria, Department of Economics, number 202064, Jul.
72. David Gabauer & Rangan Gupta & Hardik A. Marfatia & Stephen M. Miller, 2020, "Estimating U.S. Housing Price Network Connectedness: Evidence from Dynamic Elastic Net, Lasso, and Ridge Vector Autoregressive Models," Working Papers, University of Pretoria, Department of Economics, number 202065, Jul.
    
    • Gabauer, David & Gupta, Rangan & Marfatia, Hardik A. & Miller, Stephen M., 2024, "Estimating U.S. housing price network connectedness: Evidence from dynamic Elastic Net, Lasso, and ridge vector autoregressive models," International Review of Economics & Finance, Elsevier, volume 89, issue PB, pages 349-362, DOI: 10.1016/j.iref.2023.10.013.
    • David Gabauer & Rangan Gupta & Hardik A. Marfatia & Stephen M. Miller, 2020, "Estimating U.S. Housing Price Network Connectedness: Evidence from Dynamic Elastic Net, Lasso, and Ridge Vector Autoregressive Models," Working papers, University of Connecticut, Department of Economics, number 2020-08, Aug.
73. Mehmet Balcilar & Elie Bouri & Rangan Gupta & Clement Kweku Kyei, 2020, "High-Frequency Predictability of Housing Market Movements of the United States: The Role of Economic Sentiment," Working Papers, University of Pretoria, Department of Economics, number 202066, Jul.
    
    • Mehmet Balcilar & Elie Bouri & Rangan Gupta & Clement Kweku Kyei, 2021, "High-Frequency Predictability of Housing Market Movements of the United States: The Role of Economic Sentiment," Journal of Behavioral Finance, Taylor & Francis Journals, volume 22, issue 4, pages 490-498, October, DOI: 10.1080/15427560.2020.1822359.
74. Konstantinos Gkillas & Elie Bouri & Rangan Gupta & David Roubaud, 2020, "Spillovers in Higher-Order Moments of Crude Oil, Gold, and Bitcoin," Working Papers, University of Pretoria, Department of Economics, number 202068, Jul.
    
    • Gkillas, Konstantinos & Bouri, Elie & Gupta, Rangan & Roubaud, David, 2022, "Spillovers in Higher-Order Moments of Crude Oil, Gold, and Bitcoin," The Quarterly Review of Economics and Finance, Elsevier, volume 84, issue C, pages 398-406, DOI: 10.1016/j.qref.2020.08.004.
75. Riza Demirer & Rangan Gupta & Asli Yuksel & Aydin Yuksel, 2020, "The U.S. Term Structure and Return Volatility in Global REIT Markets," Working Papers, University of Pretoria, Department of Economics, number 202069, Jul.
    
    • Riza Demirer & Rangan Gupta & Asli Yuksel & Aydin Yuksel, 2020, "The US Term Structure and Return Volatility in Global REIT Markets," Advances in Decision Sciences, Asia University, Taiwan, volume 24, issue 3, pages 84-109, September.
76. Zhuhua Jiang & Rangan Gupta & Sowmya Subramaniam & Seong-Min Yoon, 2020, "The Effect of Air Quality and Weather on the Chinese Stock Market: Evidence from Shenzhen Stock Exchange," Working Papers, University of Pretoria, Department of Economics, number 202070, Aug.
77. Elie Bouri & Rangan Gupta & Clement Kweku Kyei & Rinsuna Shivambu, 2020, "Uncertainty and Daily Predictability of Housing Returns and Volatility of the United States: Evidence from a Higher-Order Nonparametric Causality-in-Quantiles Test," Working Papers, University of Pretoria, Department of Economics, number 202071, Aug.
    
    • Bouri, Elie & Gupta, Rangan & Kyei, Clement Kweku & Shivambu, Rinsuna, 2021, "Uncertainty and daily predictability of housing returns and volatility of the United States: Evidence from a higher-order nonparametric causality-in-quantiles test," The Quarterly Review of Economics and Finance, Elsevier, volume 82, issue C, pages 200-206, DOI: 10.1016/j.qref.2021.09.004.
78. Hossein Hassani & Mohammad Reza Yeganegi & Rangan Gupta, 2020, "Historical Forecasting of Interest Rate Mean and Volatility of the United States: Is there a Role of Uncertainty?," Working Papers, University of Pretoria, Department of Economics, number 202075, Aug.
    
    • Hossein Hassani & Mohammad Reza Yeganegi & Rangan Gupta, 2020, "Historical Forecasting Of Interest Rate Mean And Volatility Of The United States: Is There A Role Of Uncertainty?," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 15, issue 04, pages 1-17, December, DOI: 10.1142/S2010495220500189.
79. Xin Sheng & Hardik A. Marfatia & Rangan Gupta & Qiang Ji, 2020, "House Price Synchronization across the US States: The Role of Structural Oil Shocks," Working Papers, University of Pretoria, Department of Economics, number 202076, Aug.
    
    • Sheng, Xin & Marfatia, Hardik A. & Gupta, Rangan & Ji, Qiang, 2021, "House price synchronization across the US states: The role of structural oil shocks," The North American Journal of Economics and Finance, Elsevier, volume 56, issue C, DOI: 10.1016/j.najef.2021.101372.
80. Rangan Gupta & Hardik A. Marfatia & Christian Pierdzioch & Afees A. Salisu, 2020, "Machine Learning Predictions of Housing Market Synchronization across US States: The Role of Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 202077, Aug.
    
    • Rangan Gupta & Hardik A. Marfatia & Christian Pierdzioch & Afees A. Salisu, 2022, "Machine Learning Predictions of Housing Market Synchronization across US States: The Role of Uncertainty," The Journal of Real Estate Finance and Economics, Springer, volume 64, issue 4, pages 523-545, May, DOI: 10.1007/s11146-020-09813-1.
81. Rangan Gupta & Sowmya Subramaniam & Elie Bouri & Qiang Ji, 2020, "Infectious Disease-Related Uncertainty and the Safe-Haven Characteristic of US Treasury Securities," Working Papers, University of Pretoria, Department of Economics, number 202078, Aug.
    
    • Gupta, Rangan & Subramaniam, Sowmya & Bouri, Elie & Ji, Qiang, 2021, "Infectious disease-related uncertainty and the safe-haven characteristic of US treasury securities," International Review of Economics & Finance, Elsevier, volume 71, issue C, pages 289-298, DOI: 10.1016/j.iref.2020.09.019.
82. Aviral Kumar Tiwari & Micheal Kofi Boachie & Tahir Suleman & Rangan Gupta, 2020, "Structure Dependence between Oil and Agricultural Commodities Returns: The Role of Geopolitical Risks," Working Papers, University of Pretoria, Department of Economics, number 202079, Aug.
    
    • Tiwari, Aviral Kumar & Boachie, Micheal Kofi & Suleman, Muhammed Tahir & Gupta, Rangan, 2021, "Structure dependence between oil and agricultural commodities returns: The role of geopolitical risks," Energy, Elsevier, volume 219, issue C, DOI: 10.1016/j.energy.2020.119584.
83. David Gabauer & Rangan Gupta & Jacobus Nel & Woraphon Yamaka, 2020, "Time-Varying Predictability of Labor Productivity on Inequality in United Kingdom," Working Papers, University of Pretoria, Department of Economics, number 202084, Sep.
    
    • David Gabauer & Rangan Gupta & Jacobus Nel & Woraphon Yamaka, 2021, "Time-Varying Predictability of Labor Productivity on Inequality in United Kingdom," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 155, issue 3, pages 771-788, June, DOI: 10.1007/s11205-021-02622-w.
84. Elie Bouri & Rangan Gupta & Clement Kweku Kyei & Sowmya Subramaniam, 2020, "High-Frequency Movements of the Term Structure of Interest Rates of the United States: The Role of Oil Market Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 202085, Sep.
85. Afees A. Salisu & Juncal Cunado & Kazeem Isah & Rangan Gupta, 2020, "Stock Markets and Exchange Rate Behaviour of the BRICS," Working Papers, University of Pretoria, Department of Economics, number 202086, Sep.
    
    • Afees A. Salisu & Juncal Cuñado & Kazeem Isah & Rangan Gupta, 2021, "Stock markets and exchange rate behavior of the BRICS," Journal of Forecasting, John Wiley & Sons, Ltd., volume 40, issue 8, pages 1581-1595, December, DOI: 10.1002/for.2795.
86. Joao F. Caldeira & Rangan Gupta & Hudson S. Torrent, 2020, "Forecasting U.S. Aggregate Stock Market Excess Return: Do Functional Data Analysis Add Economic Value?," Working Papers, University of Pretoria, Department of Economics, number 202087, Sep.
    
    • João F. Caldeira & Rangan Gupta & Hudson S. Torrent, 2020, "Forecasting U.S. Aggregate Stock Market Excess Return: Do Functional Data Analysis Add Economic Value?," Mathematics, MDPI, volume 8, issue 11, pages 1-16, November.
87. Xolani Sibande & Rangan Gupta & Riza Demirer & Elie Bouri, 2020, "Investor Sentiment and (Anti-)Herding in the Currency Market: Evidence from Twitter Feed Data," Working Papers, University of Pretoria, Department of Economics, number 202088, Sep.
    
    • Xolani Sibande & Rangan Gupta & Riza Demirer & Elie Bouri, 2023, "Investor Sentiment and (Anti) Herding in the Currency Market: Evidence from Twitter Feed Data," Journal of Behavioral Finance, Taylor & Francis Journals, volume 24, issue 1, pages 56-72, January, DOI: 10.1080/15427560.2021.1917579.
88. Elie Bouri & Riza Demirer & Rangan Gupta & Jacobus Nel, 2020, "COVID-19 Pandemic and Investor Herding in International Stock Markets," Working Papers, University of Pretoria, Department of Economics, number 202089, Sep.
    
    • Elie Bouri & Riza Demirer & Rangan Gupta & Jacobus Nel, 2021, "COVID-19 Pandemic and Investor Herding in International Stock Markets," Risks, MDPI, volume 9, issue 9, pages 1-11, September.
89. Ruipeng Liu & Rangan Gupta, 2020, "Investors' Uncertainty and Forecasting Stock Market Volatility," Working Papers, University of Pretoria, Department of Economics, number 202090, Sep.
    
    • Ruipeng Liu & Rangan Gupta, 2022, "Investors’ Uncertainty and Forecasting Stock Market Volatility," Journal of Behavioral Finance, Taylor & Francis Journals, volume 23, issue 3, pages 327-337, July, DOI: 10.1080/15427560.2020.1867551.
90. Christophe Andre & David Gabauer & Rangan Gupta, 2020, "Time-Varying Spillovers between Housing Sentiment and Housing Market in the United States," Working Papers, University of Pretoria, Department of Economics, number 202091, Sep.
91. Xin Sheng & Rangan Gupta & Qiang Ji, 2020, "Forecasting Charge-Off Rates with a Panel Tobit Model: The Role of Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 202092, Oct.
    
    • Xin Sheng & Rangan Gupta & Qiang Ji, 2022, "Forecasting charge-off rates with a panel Tobit model: the role of uncertainty," Applied Economics Letters, Taylor & Francis Journals, volume 29, issue 10, pages 927-931, June, DOI: 10.1080/13504851.2021.1898532.
92. Giorgio Canarella & Luis A. Gil-Alana & Rangan Gupta & Stephen M. Miller, 2020, "The Behavior of Real Interest Rates: New Evidence from a ``Suprasecular" Perspective," Working Papers, University of Pretoria, Department of Economics, number 202093, Oct.
93. Mehmet Balcilar & Rangan Gupta & Ricardo M. Sousa & Mark E. Wohar, 2020, "Linking U.S. State-Level Housing Market Returns and the Consumption-(Dis)Aggregate Wealth Ratio," Working Papers, University of Pretoria, Department of Economics, number 202094, Oct.
    
    • Balcilar, Mehmet & Gupta, Rangan & Sousa, Ricardo M. & Wohar, Mark E., 2021, "Linking U.S. State-level housing market returns, and the consumption-(Dis)Aggregate wealth ratio," International Review of Economics & Finance, Elsevier, volume 71, issue C, pages 779-810, DOI: 10.1016/j.iref.2020.10.011.
94. Rangan Gupta & Christian Pierdzioch & Afees A. Salisu, 2020, "Oil-Price Uncertainty and the U.K. Unemployment Rate: A Forecasting Experiment with Random Forests Using 150 Years of Data," Working Papers, University of Pretoria, Department of Economics, number 202095, Oct.
    
    • Gupta, Rangan & Pierdzioch, Christian & Salisu, Afees A., 2022, "Oil-price uncertainty and the U.K. unemployment rate: A forecasting experiment with random forests using 150 years of data," Resources Policy, Elsevier, volume 77, issue C, DOI: 10.1016/j.resourpol.2022.102662.
95. Rangan Gupta & Xin Sheng & Renee van Eyden & Mark E. Wohar, 2020, "The Impact of Disaggregated Oil Shocks on State-Level Real Housing Returns of the United States: The Role of Oil Dependence," Working Papers, University of Pretoria, Department of Economics, number 202096, Oct.
    
    • Gupta, Rangan & Sheng, Xin & van Eyden, Reneé & Wohar, Mark E., 2021, "The impact of disaggregated oil shocks on state-level real housing returns of the United States: The role of oil dependence," Finance Research Letters, Elsevier, volume 43, issue C, DOI: 10.1016/j.frl.2021.102029.
96. Shixuan Wang & Rangan Gupta & Yue-Jun Zhang, 2020, "Bear, Bull, Sidewalk, and Crash: The Evolution of the US Stock Market Using Over a Century of Daily Data," Working Papers, University of Pretoria, Department of Economics, number 202097, Oct.
    
    • Wang, Shixuan & Gupta, Rangan & Zhang, Yue-Jun, 2021, "Bear, Bull, Sidewalk, and Crash: The Evolution of the US Stock Market Using Over a Century of Daily Data," Finance Research Letters, Elsevier, volume 43, issue C, DOI: 10.1016/j.frl.2021.101998.
97. Elie Bouri & Rangan Gupta & Anandamayee Majumdar & Sowmya Subramaniam, 2020, "Time-Varying Risk Aversion and Forecastability of the US Term Structure of Interest Rates," Working Papers, University of Pretoria, Department of Economics, number 202098, Oct.
    
    • Bouri, Elie & Gupta, Rangan & Majumdar, Anandamayee & Subramaniam, Sowmya, 2021, "Time-varying risk aversion and forecastability of the US term structure of interest rates," Finance Research Letters, Elsevier, volume 42, issue C, DOI: 10.1016/j.frl.2021.101924.
98. António Afonso & João Tovar Jalles & Ana Venâncio, 2020, "Government Spending Efficiency, Measurement and Applications: a CrossCountry Efficiency Dataset," EconPol Working Paper, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 50.
    
    • Ant—nio Afonso & João Tovar Jalles & Ana Venâncio, 2023, "Government spending efficiency, measurement and applications: A cross-country efficiency dataset," Chapters, Edward Elgar Publishing, chapter 3, in: António Afonso & João Tovar Jalles & Ana Venâncio, "Handbook on Public Sector Efficiency".
    • António Afonso & João Tovar Jalles & Ana Venâncio, 2020, "GovernmentSpending Efficiency, MeasurementandApplications:a Cross-country Efficiency Dataset," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2020/0147, Nov.
99. António Afonso & João Tovar Jalles & Ana Venâncio, 2020, "Structural Tax Reforms and Public Spending Efficiency," EconPol Working Paper, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 51.
    
    • António Afonso & João Tovar Jalles & Ana Venâncio, 2021, "Structural Tax Reforms and Public Spending Efficiency," Open Economies Review, Springer, volume 32, issue 5, pages 1017-1061, November, DOI: 10.1007/s11079-021-09644-4.
    • António Afonso & João Tovar Jalles & Ana Venâncio, 2020, "Structural Tax Reforms and Public Spending Efficiency," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2020/0146, Nov.
100. Maryam Akmal & Sanjeev Gupta & João Tovar Jalles, 2020, "Tax Revenue Reforms and Income Distribution in Developing Countries," Policy Papers, Center for Global Development, number 175b, Jun.
     
     • Sanjeev Gupta & João Tovar Jalles, 2020, "Tax Revenue Reforms and Income Distribution in Developing Countries," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2020/0137, Jul.
101. Sanjeev Gupta & João Tovar Jalles, 2020, "On the Political Economy Determinants of Tax Reforms: Evidence from Developing Countries," Policy Papers, Center for Global Development, number 199, Dec.
     
     • Sanjeev Gupta & João Tovar Jalles, 2020, "On the Political Economy Determinants of Tax Reforms: Evidence from Developing Countries," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2020/0151, Dec.
102. Sangyup Choi & Davide Furceri & João Tovar Jalles, 2020, "Heterogenous Gains from Countercyclical Fiscal Policy: New Evidence from International Industry-level Data," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2020_015, Jul.
     
     • Sangyup Choi & Davide Furceri & João Tovar Jalles, 2022, "Heterogeneous gains from countercyclical fiscal policy: new evidence from international industry-level data
       [Optimal investment with costly reversibility]," Oxford Economic Papers, Oxford University Press, volume 74, issue 3, pages 773-804.
     • Sangyup Choi & Davide Furceri & João Tovar Jalles, 2020, "Heterogenous Gains from Countercyclical Fiscal Policy: New Evidence from International Industry-level Data," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2020rwp-176, Jul.
103. Mr. Serhan Cevik & João Tovar Jalles, 2020, "This Changes Everything: Climate Shocks and Sovereign Bonds," IMF Working Papers, International Monetary Fund, number 2020/079, Jun.
     
     • Serhan Cevik & João Tovar Jalles, 2020, "This Changes Everything: Climate Shocks and Sovereign Bonds," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2020/0132, May.
104. Mr. Serhan Cevik & João Tovar Jalles, 2020, "An Apocalypse Foretold: Climate Shocks and Sovereign Defaults," IMF Working Papers, International Monetary Fund, number 2020/231, Nov.
     
     • Serhan Cevik & João Tovar Jalles, 2022, "An Apocalypse Foretold: Climate Shocks and Sovereign Defaults," Open Economies Review, Springer, volume 33, issue 1, pages 89-108, February, DOI: 10.1007/s11079-021-09624-8.
105. Emmanouil Kitsios & João Tovar Jalles & Ms. Geneviève Verdier, 2020, "Tax Evasion from Cross-Border Fraud: Does Digitalization Make a Difference?," IMF Working Papers, International Monetary Fund, number 2020/245, Nov.
     
     • Emmanouil Kitsios & João Tovar Jalles & Geneviève Verdier, 2023, "Tax evasion from cross-border fraud: does digitalization make a difference?," Applied Economics Letters, Taylor & Francis Journals, volume 30, issue 10, pages 1400-1406, June, DOI: 10.1080/13504851.2022.2056566.
106. Mr. Serhan Cevik & João Tovar Jalles, 2020, "Feeling the Heat: Climate Shocks and Credit Ratings," IMF Working Papers, International Monetary Fund, number 2020/286, Dec.
     
     • Serhan Cevik & João Tovar Jalles, 2023, "Feeling the Heat: Climate Shocks and Credit Ratings," Review of Development Finance Journal, Chartered Institute of Development Finance, volume 13, issue 2, pages 21-34.
107. Zidong An & João Tovar Jalles, 2020, "On the Performance of US Fiscal Forecasts: Government vs. Private Information," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2020/0130, May.
     
     • Zidong An & Joao Tovar Jalles, 2020, "On the performance of US fiscal forecasts: government vs. private information," Journal of Economic Studies, Emerald Group Publishing Limited, volume 48, issue 2, pages 367-391, June, DOI: 10.1108/JES-08-2019-0388.
108. João Tovar Jalles, 2020, "Financial Crises and Climate Change," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2020/0131, May.
     
     • João Tovar Jalles, 2024, "Financial Crises and Climate Change," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, volume 66, issue 1, pages 166-190, March, DOI: 10.1057/s41294-023-00209-7.
109. Benedict Clements & Sanjeev Gupta & João Tovar Jalles & Saida Khamidova, 2020, "Terror and its Fiscal Consequences," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2020/0140, Aug.
110. Raphaël Lissillour & Javier Alfonso Rodríguez-Escobar, 2020, "Is flexible coupling a weakness or a strength? Evidence from the post-implementation of an ERP system
     [Acoplamiento flexible¿ debilidad o fortaleza? Evidencia en la post-implementación de un sistema ERP]," Post-Print, HAL, number hal-03119530, Jun.
111. Raphaël Lissillour & Johnny Wang, 2020, "Constructive deviance: the influence of organizational subcultures on the adoption of a new information technology system," Post-Print, HAL, number hal-03126367, Jun.
112. Annabelle Mourougane & Balazs Egert & Mark Baker & Gábor Fülöp, 2020, "The Policy Drivers of Self-Employment: New Evidence from Europe," CESifo Working Paper Series, CESifo, number 8780.
     
     • Balázs Egert & Annabelle Mourougane & Mark Baker & Gábor Fülöp, 2021, "The policy drivers of self-employment: New evidence from Europe," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2021-3.
     • Balázs Egert & Annabelle Mourougane & Mark Baker & Gábor Fülöp, 2021, "The policy drivers of self-employment: New evidence from Europe," Working Papers, HAL, number hal-04159758.
113. Annabelle Mourougane & Eun Jung Kim, 2020, "Boosting productivity in the United Kingdom’s service sectors," OECD Economics Department Working Papers, OECD Publishing, number 1629, Nov, DOI: 10.1787/78f4022e-en.
114. Eun Jung Kim & Annabelle Mourougane & Mark Baker, 2020, "What drives firm and sectoral productivity in the United Kingdom and in selected European countries?," OECD Economics Department Working Papers, OECD Publishing, number 1630, Nov, DOI: 10.1787/36ceb723-en.
115. Christine Arriola & Sebastian Benz & Annabelle Mourougane & Frank van Tongeren, 2020, "The trade impact of the UK’s exit from the EU Single Market," OECD Economics Department Working Papers, OECD Publishing, number 1631, Nov, DOI: 10.1787/682c2995-en.
116. Sebastian Benz & Frédéric Gonzales & Annabelle Mourougane, 2020, "The Impact of COVID-19 international travel restrictions on services-trade costs," OECD Trade Policy Papers, OECD Publishing, number 237, Jul, DOI: 10.1787/e443fc6b-en.
117. Stelios Arvanitis & Olivier Scaillet & Nikolas Topaloglou, 2020, "Spanning analysis of stock market anomalies under Prospect Stochastic Dominance," Papers, arXiv.org, number 2004.02670, Apr.
     
     • Stelios Arvanitis & Olivier Scaillet & Nikolas Topaloglou, 2024, "Spanning Analysis of Stock Market Anomalies Under Prospect Stochastic Dominance," Management Science, INFORMS, volume 70, issue 9, pages 6002-6025, September, DOI: 10.1287/mnsc.2023.4953.
     • Stelios Arvanitis & O. Scaillet & Nikolas Topaloglou, 2020, "Spanning analysis of stock market anomalies under Prospect Stochastic Dominance," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-18, Apr.
     • Arvanitis, Stelios & Scaillet, Olivier & Topaloglou, Nikolas, 2020, "Spanning analysis of stock market anomalies under prospect stochastic dominance," Working Papers, University of Geneva, Geneva School of Economics and Management, number unige:134101.
118. Duc Khuong Nguyen & Nikolas Topaloglou & Thomas Walther, 2020, "Asset Classes and Portfolio Diversification: Evidence from a Stochastic Spanning Approach," Working Papers, Department of Research, Ipag Business School, number 2020-009, Jan.
     
     • Nguyen, Duc Khuong & Topaloglou, Nikolas & Walther, Thomas, 2020, "Asset Classes and Portfolio Diversification: Evidence from a Stochastic Spanning Approach," MPRA Paper, University Library of Munich, Germany, number 103870, Oct.
119. Waqas Hanif & Jose Arreola Hernandez & Perry Sadorsky & Seong-Min Yoon, 2020, "Are the interdependence characteristics of the US and Canadian energy equity sectors nonlinear and asymmetric?," Post-Print, HAL, number hal-02567429, Jan, DOI: 10.1016/j.najef.2019.101065.
     
     • Hanif, Waqas & Arreola Hernandez, Jose & Sadorsky, Perry & Yoon, Seong-Min, 2020, "Are the interdependence characteristics of the US and Canadian energy equity sectors nonlinear and asymmetric?," The North American Journal of Economics and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.najef.2019.101065.
120. Sang Hoon Kang & Salim Lahmiri & Gazi Salah Uddin & Jose Arreola Hernandez & Seong-Min Yoon, 2020, "Inflation cycle synchronization in ASEAN countries," Post-Print, HAL, number hal-02779489, May, DOI: 10.1016/j.physa.2019.123820.
     
     • Kang, Sang Hoon & Lahmiri, Salim & Uddin, Gazi Salah & Arreola Hernandez, Jose & Yoon, Seong-Min, 2020, "Inflation cycle synchronization in ASEAN countries," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 545, issue C, DOI: 10.1016/j.physa.2019.123820.
121. Jose Arreola Hernandez & Sang Hoon Kang & Syed Jawad Hussain Shahzad & Seong-Min Yoon, 2020, "Spillovers and diversification potential of bank equity returns from developed and emerging America," Post-Print, HAL, number hal-02966894, Nov, DOI: 10.1016/j.najef.2020.101219.
     
     • Arreola Hernandez, Jose & Kang, Sang Hoon & Shahzad, Syed Jawad Hussain & Yoon, Seong-Min, 2020, "Spillovers and diversification potential of bank equity returns from developed and emerging America," The North American Journal of Economics and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.najef.2020.101219.

2019

1. Isabelle Aimé & Fabienne Berger-Remy & Marie-Eve Laporte, 2019, "Le rôle central des experts dans la transformation digitale du marketing," Post-Print, HAL, number hal-02472035, Jul.
2. Isabelle Aimé & Fabienne Berger-Remy & Marie-Eve Laporte, 2019, "Digital Metamorphosis of the Organizations: Myth or Reality?," Post-Print, HAL, number hal-02472038, Jun.
3. Fabienne Berger-Remy & Marie-Eve Laporte & Isabelle Aimé, 2019, "Does digital transformation mean the end of marketing?," Post-Print, HAL, number halshs-02284190.
4. Bill Lee & Jérôme Méric & Yochanan Altman, 2019, "Plagiarism, Replication of Published Material without Citation and the Policy of the European Management Review," Post-Print, HAL, number hal-02400312, Nov, DOI: 10.1111/emre.12369.
5. Raphaël Lissillour & Dominique Bonet Fernandez & François Fulconis, 2019, "The classification societies, an obstacle or an accelerator to international maritime safety?," Post-Print, HAL, number hal-02280979, Jul.
6. Matteo Bonato & Rangan Gupta & Chi Keung Marco Lau & Shixuan Wang, 2019, "Moments-Based Spillovers across Gold and Oil Markets," Working Papers, University of Pretoria, Department of Economics, number 201966, Aug.
   
   • Bonato, Matteo & Gupta, Rangan & Lau, Chi Keung Marco & Wang, Shixuan, 2020, "Moments-based spillovers across gold and oil markets," Energy Economics, Elsevier, volume 89, issue C, DOI: 10.1016/j.eneco.2020.104799.
7. Marcello Basili & Alain Chateauneuf & Giuseppe Scianna, 2019, "A consistent representation of Keynes’s long-term expectation in ?nancial market," Department of Economics University of Siena, Department of Economics, University of Siena, number 808, Aug.
8. Ilyes Abid & Abderrazak Dhaoui & Stéphane Goutte & Khaled Guesmi, 2019, "Contagion and bond pricing: The case of the ASEAN region," Post-Print, HAL, number halshs-02148928, Jan, DOI: 10.1016/j.ribaf.2018.08.010.
   
   • Abid, Ilyes & Dhaoui, Abderrazak & Goutte, Stéphane & Guesmi, Khaled, 2019, "Contagion and bond pricing: The case of the ASEAN region," Research in International Business and Finance, Elsevier, volume 47, issue C, pages 371-385, DOI: 10.1016/j.ribaf.2018.08.010.
9. Ilyes Abid & Abderrazak Dhaoui & Stéphane Goutte & Khaled Guesmi, 2019, "Hedging and diversification across commodity assets," Post-Print, HAL, number hal-02509833, Dec, DOI: 10.1080/00036846.2019.1693016.
   
   • Ilyes Abid & Abderrazak Dhaoui & Stéphane Goutte & Khaled Guesmi, 2020, "Hedging and diversification across commodity assets," Applied Economics, Taylor & Francis Journals, volume 52, issue 23, pages 2472-2492, May, DOI: 10.1080/00036846.2019.1693016.
10. Massimiliano Caporin & Rangan Gupta & Francesco Ravazzolo, 2019, "Contagion between Real Estate and Financial Markets: A Bayesian Quantile-on-Quantile Approach," BEMPS - Bozen Economics & Management Paper Series, Faculty of Economics and Management at the Free University of Bozen, number BEMPS61, Feb.
    
    • Caporin, Massimiliano & Gupta, Rangan & Ravazzolo, Francesco, 2021, "Contagion between real estate and financial markets: A Bayesian quantile-on-quantile approach," The North American Journal of Economics and Finance, Elsevier, volume 55, issue C, DOI: 10.1016/j.najef.2020.101347.
    • Massimiliano Caporin & Rangan Gupta & Francesco Ravazzolo, 2019, "Contagion between Real Estate and Financial Markets: A Bayesian Quantile-on-Quantile Approach," Working Papers, University of Pretoria, Department of Economics, number 201913, Feb.
11. Asai, M. & Gupta, R. & McAleer, M.J., 2019, "The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2019-16, Mar.
    
    • Manabu Asai & Rangan Gupta & Michael McAleer, 2019, "The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures," Energies, MDPI, volume 12, issue 17, pages 1-17, September.
    • Manabu Asai & Rangan Gupta & Michael McAleer, 2019, "The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures," Working Papers, University of Pretoria, Department of Economics, number 201925, Mar.
    • Manabu Asai & Rangan Gupta & Michael McAleer, 2019, "The Impact of jumps and leverage in forecasting the co-volatility of oil and gold futures," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2019-12, Mar.
12. Oguzhan Cepni & Selcuk Gul & Rangan Gupta, 2019, "Local Currency Bond Risk Premia of Emerging Markets: The Role of Local and Global Factors," Working Papers, University of Pretoria, Department of Economics, number 201901, Jan.
    
    • Cepni, Oguzhan & Gul, Selcuk & Gupta, Rangan, 2020, "Local currency bond risk premia of emerging markets: The role of local and global factors," Finance Research Letters, Elsevier, volume 33, issue C, DOI: 10.1016/j.frl.2019.05.001.
13. Alex Plastun & Xolani Sibande & Rangan Gupta & Mark E. Wohar, 2019, "Rise and Fall of Calendar Anomalies over a Century," Working Papers, University of Pretoria, Department of Economics, number 201902, Jan.
    
    • Plastun, Alex & Sibande, Xolani & Gupta, Rangan & Wohar, Mark E., 2019, "Rise and fall of calendar anomalies over a century," The North American Journal of Economics and Finance, Elsevier, volume 49, issue C, pages 181-205, DOI: 10.1016/j.najef.2019.04.011.
14. Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch, 2019, "Forecasting Realized Oil-Price Volatility: The Role of Financial Stress and Asymmetric Loss," Working Papers, University of Pretoria, Department of Economics, number 201903, Jan.
    
    • Gkillas, Konstantinos & Gupta, Rangan & Pierdzioch, Christian, 2020, "Forecasting realized oil-price volatility: The role of financial stress and asymmetric loss," Journal of International Money and Finance, Elsevier, volume 104, issue C, DOI: 10.1016/j.jimonfin.2020.102137.
15. Semih Emre Cekin & Besma Hkiri & Aviral Kumar Tiwari & Rangan Gupta, 2019, "The Relationship between Monetary Policy and Uncertainty in Advanced Economies: Evidence from Time- and Frequency-Domains," Working Papers, University of Pretoria, Department of Economics, number 201904, Jan.
    
    • Çekin, Semih Emre & Hkiri, Besma & Tiwari, Aviral Kumar & Gupta, Rangan, 2020, "The relationship between monetary policy and uncertainty in advanced economies: Evidence from time- and frequency-domains," The Quarterly Review of Economics and Finance, Elsevier, volume 78, issue C, pages 70-87, DOI: 10.1016/j.qref.2020.05.010.
16. Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch, 2019, "Forecasting Realized Volatility of Bitcoin Returns: Tail Events and Asymmetric Loss," Working Papers, University of Pretoria, Department of Economics, number 201905, Jan.
    
    • Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch, 2021, "Forecasting realized volatility of bitcoin returns: tail events and asymmetric loss," The European Journal of Finance, Taylor & Francis Journals, volume 27, issue 16, pages 1626-1644, November, DOI: 10.1080/1351847X.2021.1906728.
17. Oguzhan Cepni & Riza Demirer & Rangan Gupta & Christian Pierdzioch, 2019, "Time-Varying Risk Aversion and the Predictability of Bond Premia," Working Papers, University of Pretoria, Department of Economics, number 201906, Jan.
    
    • Çepni, Oğguzhan & Demirer, Riza & Gupta, Rangan & Pierdzioch, Christian, 2020, "Time-varying risk aversion and the predictability of bond premia," Finance Research Letters, Elsevier, volume 34, issue C, DOI: 10.1016/j.frl.2019.07.014.
18. Christina Christou & Giray Gozgor & Rangan Gupta & Chi-Keung (Marco) Lau, 2019, "Are Uncertainties across the World Convergent?," Working Papers, University of Pretoria, Department of Economics, number 201907, Jan.
    
    • Christina Christou & Giray Gozgor & Rangan Gupta & Chi keung Marco Lau, 2020, "Are Uncertainties across the World Convergent?," Economics Bulletin, AccessEcon, volume 40, issue 1, pages 855-862.
19. Sonali Das & Riza Demirer & Rangan Gupta & Siphumlile Mangisa, 2019, "The Effect of Global Crises on Stock Market Correlations: Evidence from Scalar Regressions via Functional Data Analysis," Working Papers, University of Pretoria, Department of Economics, number 201908, Jan.
    
    • Das, Sonali & Demirer, Riza & Gupta, Rangan & Mangisa, Siphumlile, 2019, "The effect of global crises on stock market correlations: Evidence from scalar regressions via functional data analysis," Structural Change and Economic Dynamics, Elsevier, volume 50, issue C, pages 132-147, DOI: 10.1016/j.strueco.2019.05.007.
20. Vasilios Plakandaras & Aviral Kumar Tiwari & Rangan Gupta & Qiang Ji, 2019, "Spillover of Sentiment in the European Union: Evidence from Time- and Frequency-Domains," Working Papers, University of Pretoria, Department of Economics, number 201909, Feb.
    
    • Plakandaras, Vasilios & Tiwari, Aviral Kumar & Gupta, Rangan & Ji, Qiang, 2020, "Spillover of sentiment in the European Union: Evidence from time- and frequency-domains," International Review of Economics & Finance, Elsevier, volume 68, issue C, pages 105-130, DOI: 10.1016/j.iref.2020.03.014.
21. Rangan Gupta & Chi-Keung (Marco) Lau & Xin Sheng, 2019, "Macroeconomic Uncertainty Connections across the US States: Evidence from a Bayesian Graphical Structural VAR (BGSVAR) Model," Working Papers, University of Pretoria, Department of Economics, number 201910, Feb.
22. Joao F. Caldeira & Rangan Gupta & Tahir Suleman & Hudson S. Torrent, 2019, "Forecasting the Term Structure of Interest Rates of the BRICS: Evidence from a Nonparametric Functional Data Analysis," Working Papers, University of Pretoria, Department of Economics, number 201911, Feb.
    
    • João Frois Caldeira & Rangan Gupta & Muhammad Tahir Suleman & Hudson S. Torrent, 2021, "Forecasting the Term Structure of Interest Rates of the BRICS: Evidence from a Nonparametric Functional Data Analysis," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 57, issue 15, pages 4312-4329, December, DOI: 10.1080/1540496X.2020.1808458.
23. Oguzhan Cepni & Rangan Gupta & Mark E. Wohar, 2019, "Variants of Consumption-Wealth Ratios and Predictability of U.S. Government Bond Risk Premia: Old is still Gold," Working Papers, University of Pretoria, Department of Economics, number 201912, Feb.
24. Alex Plastun & Xolani Sibande & Rangan Gupta & Mark E. Wohar, 2019, "Halloween Effect in Developed Stock Markets: A US Perspective," Working Papers, University of Pretoria, Department of Economics, number 201914, Feb.
25. Mehmet Balcilar & Riza Demirer & Rangan Gupta & Mark E. Wohar, 2019, "The Risk Exposures of Safe Havens to Global and Regional Stock Market Shocks: A Novel Approach," Working Papers, University of Pretoria, Department of Economics, number 201915, Feb.
26. Hardik A. Marfatia & Rangan Gupta & Esin Cakan, 2019, "Dynamic Impact of the U.S. Monetary Policy on Oil Market Returns and Volatility," Working Papers, University of Pretoria, Department of Economics, number 201916, Feb.
    
    • Marfatia, Hardik A. & Gupta, Rangan & Cakan, Esin, 2021, "Dynamic impact of the U.S. monetary policy on oil market returns and volatility," The Quarterly Review of Economics and Finance, Elsevier, volume 80, issue C, pages 159-169, DOI: 10.1016/j.qref.2021.02.002.
27. Elie Bouri & Rangan Gupta & Shixuan Wang, 2019, "Contagion between Stock and Real Estate Markets: International Evidence from a Local Gaussian Correlation Approach," Working Papers, University of Pretoria, Department of Economics, number 201917, Feb.
28. Aviral Kumar Tiwari & Goodness C. Aye & Rangan Gupta & Konstantinos Gkillas, 2019, "Gold-Oil Dependence Dynamics and the Role of Geopolitical Risks: Evidence from a Markov-Switching Time-Varying Copula Model," Working Papers, University of Pretoria, Department of Economics, number 201918, Mar.
    
    • Tiwari, Aviral Kumar & Aye, Goodness C. & Gupta, Rangan & Gkillas, Konstantinos, 2020, "Gold-oil dependence dynamics and the role of geopolitical risks: Evidence from a Markov-switching time-varying copula model," Energy Economics, Elsevier, volume 88, issue C, DOI: 10.1016/j.eneco.2020.104748.
29. Mehmet Balcilar & Rangan Gupta & Shixuan Wang & Mark E. Wohar, 2019, "Oil Price Uncertainty and Movements in the US Government Bond Risk Premia," Working Papers, University of Pretoria, Department of Economics, number 201919, Mar.
    
    • Balcilar, Mehmet & Gupta, Rangan & Wang, Shixuan & Wohar, Mark E., 2020, "Oil price uncertainty and movements in the US government bond risk premia," The North American Journal of Economics and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.najef.2020.101147.
30. Rangan Gupta & Philton Makena, 2019, "Inflation Aversion and the Growth-Inflation Relationship," Working Papers, University of Pretoria, Department of Economics, number 201920, Mar.
    
    • Rangan Gupta & Philton Makena, 2019, "Inflation Aversion and the Growth-Inflation Relationship," Annals of Economics and Finance, Society for AEF, volume 20, issue 2, pages 803-815, November.
31. Esin Cakan & Riza Demirer & Rangan Gupta & Josine Uwilingiye, 2019, "Economic Policy Uncertainty and Herding Behavior: Evidence from the South African Housing Market," Working Papers, University of Pretoria, Department of Economics, number 201921, Mar.
    
    • Esin Cakan & Riza Demirer & Rangan Gupta & Josine Uwilingiye, 2019, "Economic Policy Uncertainty and Herding Behavior Evidence from the South African Housing Market," Advances in Decision Sciences, Asia University, Taiwan, volume 23, issue 1, pages 88-113, March.
32. Giorgio Canarella & Rangan Gupta & Stephen M. Miller & Tolga Omay, 2019, "Does U.K.’s Real GDP have a Unit Root? Evidence from a Multi-Century Perspective," Working Papers, University of Pretoria, Department of Economics, number 201926, Mar.
33. Elie Bouri & Rangan Gupta & Chi Keung Marco Lau & David Roubaud, 2019, "Risk Aversion and Bitcoin Returns in Normal, Bull, and Bear Markets," Working Papers, University of Pretoria, Department of Economics, number 201927, Mar.
34. Christina Christou & Ruthira Naraidoo & Rangan Gupta & Christis Hassapis, 2019, "Monetary Policy Reaction to Uncertainty in Japan: Evidence from a Quantile-on-Quantile Interest Rate Rule," Working Papers, University of Pretoria, Department of Economics, number 201929, Apr.
    
    • Christina Christou & Ruthira Naraidoo & Rangan Gupta & Christis Hassapis, 2022, "Monetary policy reaction to uncertainty in Japan: Evidence from a quantile‐on‐quantile interest rate rule," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 27, issue 2, pages 2041-2053, April, DOI: 10.1002/ijfe.2258.
35. Qiang Ji & Walid Bahloul & Jiang-bo Geng & Rangan Gupta, 2019, "Does Trading Behaviour Converge across Commodity Markets? Evidence from the Perspective of Hedgers’ Sentiment," Working Papers, University of Pretoria, Department of Economics, number 201930, Apr.
36. Samrat Goswami & Rangan Gupta & Mark E. Wohar, 2019, "Historical Volatility of Advanced Equity Markets: The Role of Local and Global Crises," Working Papers, University of Pretoria, Department of Economics, number 201931, Apr.
    
    • Goswami, Samrat & Gupta, Rangan & Wohar, Mark E., 2020, "Historical volatility of advanced equity markets: The role of local and global crises," Finance Research Letters, Elsevier, volume 34, issue C, DOI: 10.1016/j.frl.2019.08.013.
37. Edmond Berisha & Rangan Gupta & John Meszaros, 2019, "Fisher Variables and Income Inequality in the BRICS," Working Papers, University of Pretoria, Department of Economics, number 201933, Apr.
38. Aviral Kumar Tiwari & Rangan Gupta & Mark E. Wohar, 2019, "Is the Housing Market in the United States Really Weakly-Efficient?," Working Papers, University of Pretoria, Department of Economics, number 201934, Apr.
    
    • Aviral Kumar Tiwari & Rangan Gupta & Mark E. Wohar, 2020, "Is the Housing Market in the United States Really Weakly-Efficient?," Applied Economics Letters, Taylor & Francis Journals, volume 27, issue 14, pages 1124-1134, July, DOI: 10.1080/13504851.2019.1673296.
39. Saban Nazlioglu & Rangan Gupta & Elie Bouri, 2019, "Movements in International Bond Markets: The Role of Oil Prices," Working Papers, University of Pretoria, Department of Economics, number 201935, Apr.
    
    • Nazlioglu, Saban & Gupta, Rangan & Bouri, Elie, 2020, "Movements in international bond markets: The role of oil prices," International Review of Economics & Finance, Elsevier, volume 68, issue C, pages 47-58, DOI: 10.1016/j.iref.2020.03.004.
40. Oguzhan Cepni & Rangan Gupta & Mark E. Wohar, 2019, "The Role of Real Estate Uncertainty in Predicting US Home Sales Growth: Evidence from a Quantiles-Based Bayesian Model Averaging Approach," Working Papers, University of Pretoria, Department of Economics, number 201936, May.
    
    • Oğuzhan Çepni & Rangan Gupta & Mark E. Wohar, 2020, "The role of real estate uncertainty in predicting US home sales growth: evidence from a quantiles-based Bayesian model averaging approach," Applied Economics, Taylor & Francis Journals, volume 52, issue 5, pages 528-536, January, DOI: 10.1080/00036846.2019.1654082.
41. Deven Bathia & Christos Bouras & Riza Demirer & Rangan Gupta, 2019, "Cross-Border Capital Flows and Return Dynamics in Emerging Stock Markets: Relative Roles of Equity and Debt Flows," Working Papers, University of Pretoria, Department of Economics, number 201937, May.
    
    • Bathia, Deven & Bouras, Christos & Demirer, Riza & Gupta, Rangan, 2020, "Cross-border capital flows and return dynamics in emerging stock markets: Relative roles of equity and debt flows," Journal of International Money and Finance, Elsevier, volume 109, issue C, DOI: 10.1016/j.jimonfin.2020.102258.
42. Elie Bouri & Riza Demirer & Rangan Gupta & Xiaojin Sun, 2019, "The Predictability of Stock Market Volatility in Emerging Economies: Relative Roles of Local, Regional and Global Business Cycles," Working Papers, University of Pretoria, Department of Economics, number 201938, May.
    
    • Elie Bouri & Riza Demirer & Rangan Gupta & Xiaojin Sun, 2020, "The predictability of stock market volatility in emerging economies: Relative roles of local, regional, and global business cycles," Journal of Forecasting, John Wiley & Sons, Ltd., volume 39, issue 6, pages 957-965, September, DOI: 10.1002/for.2672.
43. Elie Bouri & Konstantinos Gkillas & Rangan Gupta & Clement Kyei, 2019, "Monetary Policy Uncertainty and Volatility Jumps in Advanced Equity Markets," Working Papers, University of Pretoria, Department of Economics, number 201939, May.
44. Heni Boubaker & Juncal Cunado & Luis A. Gil-Alana & Rangan Gupta, 2019, "Global Crises and Gold as a Safe Haven: Evidence from Over Seven and a Half Centuries of Data," Working Papers, University of Pretoria, Department of Economics, number 201941, May.
    
    • Boubaker, Heni & Cunado, Juncal & Gil-Alana, Luis A. & Gupta, Rangan, 2020, "Global crises and gold as a safe haven: Evidence from over seven and a half centuries of data," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 540, issue C, DOI: 10.1016/j.physa.2019.123093.
45. Rangan Gupta & Hardik A. Marfatia & Eric Olson, 2019, "Effect of Uncertainty on U.S. Stock Returns and Volatility: Evidence from Over Eighty Years of High-Frequency Data," Working Papers, University of Pretoria, Department of Economics, number 201942, May.
    
    • Rangan Gupta & Hardik A. Marfatia & Eric Olson, 2020, "Effect of uncertainty on U.S. stock returns and volatility: evidence from over eighty years of high-frequency data," Applied Economics Letters, Taylor & Francis Journals, volume 27, issue 16, pages 1305-1311, September, DOI: 10.1080/13504851.2019.1677846.
46. Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch, 2019, "Forecasting Realized Gold Volatility: Is there a Role of Geopolitical Risks?," Working Papers, University of Pretoria, Department of Economics, number 201943, May.
    
    • Gkillas, Konstantinos & Gupta, Rangan & Pierdzioch, Christian, 2020, "Forecasting realized gold volatility: Is there a role of geopolitical risks?," Finance Research Letters, Elsevier, volume 35, issue C, DOI: 10.1016/j.frl.2019.08.028.
47. David Gabauer & Rangan Gupta, 2019, "Spillovers across Macroeconomic, Financial and Real Estate Uncertainties: A Time-Varying Approach," Working Papers, University of Pretoria, Department of Economics, number 201944, Jun.
    
    • Gabauer, David & Gupta, Rangan, 2020, "Spillovers across macroeconomic, financial and real estate uncertainties: A time-varying approach," Structural Change and Economic Dynamics, Elsevier, volume 52, issue C, pages 167-173, DOI: 10.1016/j.strueco.2019.09.009.
48. Matthew W. Clance & Giray Gozgor & Rangan Gupta & Chi Keung Marco Lau, 2019, "The Relationship between Economic Uncertainty and Corporate Tax Rates," Working Papers, University of Pretoria, Department of Economics, number 201945, Jun.
49. Afees A. Salisu & Rangan Gupta, 2019, "How do Housing Returns in Emerging Countries Respond to Oil Shocks? A MIDAS Touch," Working Papers, University of Pretoria, Department of Economics, number 201946, Jun.
    
    • Afees A. Salisu & Rangan Gupta, 2021, "How Do Housing Returns in Emerging Countries Respond to Oil Shocks? A MIDAS Touch," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 57, issue 15, pages 4286-4311, December, DOI: 10.1080/1540496X.2020.1807322.
50. Aviral Kumar Tiwari & Christophe Andre & Rangan Gupta, 2019, "Spillovers between US Real Estate and Financial Assets in Time and Frequency Domains," Working Papers, University of Pretoria, Department of Economics, number 201947, Jun.
    
    • Aviral Kumar Tiwari & Christophe André & Rangan Gupta, 2020, "Spillovers between US real estate and financial assets in time and frequency domains," Journal of Property Investment & Finance, Emerald Group Publishing Limited, volume 38, issue 6, pages 525-537, April, DOI: 10.1108/JPIF-08-2019-0110.
51. Elie Bouri & Konstantinos Gkillas & Rangan Gupta, 2019, "Trade Uncertainties and the Hedging Abilities of Bitcoin," Working Papers, University of Pretoria, Department of Economics, number 201948, Jun.
    
    • Elie Bouri & Konstantinos Gkillas & Rangan Gupta, 2020, "Trade uncertainties and the hedging abilities of Bitcoin," Economic Notes, Banca Monte dei Paschi di Siena SpA, volume 49, issue 3, September, DOI: 10.1111/ecno.12173.
52. Alex Plastun & Xolani Sibande & Rangan Gupta & Mark E. Wohar, 2019, "Historical Evolution of Monthly Anomalies in International Stock Markets," Working Papers, University of Pretoria, Department of Economics, number 201950, Jun.
    
    • Plastun, Alex & Sibande, Xolani & Gupta, Rangan & Wohar, Mark E., 2020, "Historical evolution of monthly anomalies in international stock markets," Research in International Business and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.ribaf.2019.101127.
53. Manabu Asai & Rangan Gupta & Michael McAleer, 2019, "Forecasting Volatility and Co-volatility of Crude Oil and Gold Futures: Effects of Leverage, Jumps, Spillovers, and Geopolitical Risks," Working Papers, University of Pretoria, Department of Economics, number 201951, Jul.
    
    • Asai, Manabu & Gupta, Rangan & McAleer, Michael, 2020, "Forecasting volatility and co-volatility of crude oil and gold futures: Effects of leverage, jumps, spillovers, and geopolitical risks," International Journal of Forecasting, Elsevier, volume 36, issue 3, pages 933-948, DOI: 10.1016/j.ijforecast.2019.10.003.
54. Aviral Kumar Tiwari & Rangan Gupta & Juncal Cunado & Xin Sheng, 2019, "Testing the White Noise Hypothesis in High-Frequency Housing Returns of the United States," Working Papers, University of Pretoria, Department of Economics, number 201952, Jul.
    
    • Aviral Kumar Tiwari & Rangan Gupta & Juncal Cunado & Xin Sheng, 2020, "Testing the white noise hypothesis in high-frequency housing returns of the United States," Economics and Business Letters, Oviedo University Press, volume 9, issue 3, pages 178-188.
55. Petre Caraiani & Rangan Gupta & Chi Keung Marco Lau & Hardik A. Marfatia, 2019, "Effects of Conventional and Unconventional Monetary Policy Shocks on Housing Prices in the United States: The Role of Sentiment," Working Papers, University of Pretoria, Department of Economics, number 201953, Jul.
    
    • Petre Caraiani & Rangan Gupta & Chi Keung Marco Lau & Hardik A. Marfatia, 2022, "Effects of Conventional and Unconventional Monetary Policy Shocks on Housing Prices in the United States: The Role of Sentiment," Journal of Behavioral Finance, Taylor & Francis Journals, volume 23, issue 3, pages 241-261, July, DOI: 10.1080/15427560.2020.1865963.
56. Saban Nazlioglu & Rangan Gupta & Alper Gormus & Ugur Soytas, 2019, "Price and Volatility Linkages between International REITs and Oil Markets," Working Papers, University of Pretoria, Department of Economics, number 201954, Jul.
    
    • Nazlioglu, Saban & Gupta, Rangan & Gormus, Alper & Soytas, Ugur, 2020, "Price and volatility linkages between international REITs and oil markets," Energy Economics, Elsevier, volume 88, issue C, DOI: 10.1016/j.eneco.2020.104779.
57. Elie Bouri & Rangan Gupta, 2019, "Predicting Bitcoin Returns: Comparing the Roles of Newspaper- and Internet Search-Based Measures of Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 201955, Jul.
    
    • Bouri, Elie & Gupta, Rangan, 2021, "Predicting Bitcoin returns: Comparing the roles of newspaper- and internet search-based measures of uncertainty," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2019.101398.
58. Hardik A. Marfatia & Rangan Gupta & Stephen M. Miller, 2019, "125 Years of Time-Varying Effects of Fiscal Policy on Financial Markets," Working Papers, University of Pretoria, Department of Economics, number 201956, Jul.
    
    • Hardik A. Marfatia & Rangan Gupta & Stephen M. Miller, 2020, "125 Years of Time-Varying Effects of Fiscal Policy on Financial Markets," Working papers, University of Connecticut, Department of Economics, number 2020-12, Aug.
59. Oguzhan Cepni & Rangan Gupta & I. Ethem Guney & M. Hasan Yilmaz, 2019, "Forecasting Local Currency Bond Risk Premia of Emerging Markets: The Role of Cross-Country Macro-Financial Linkages," Working Papers, University of Pretoria, Department of Economics, number 201957, Jul.
    
    • Oguzhan Cepni & Rangan Gupta & I. Ethem Güney & M. Yilmaz, 2020, "Forecasting local currency bond risk premia of emerging markets: The role of cross‐country macrofinancial linkages," Journal of Forecasting, John Wiley & Sons, Ltd., volume 39, issue 6, pages 966-985, September, DOI: 10.1002/for.2669.
60. Yener Coskun & Christos Bouras & Rangan Gupta & Mark E. Wohar, 2019, "Multi-Horizon Financial and Housing Wealth Effects across the U.S. States," Working Papers, University of Pretoria, Department of Economics, number 201958, Aug.
    
    • Yener Coskun & Christos Bouras & Rangan Gupta & Mark E. Wohar, 2021, "Multi-Horizon Financial and Housing Wealth Effects across the U.S. States," Sustainability, MDPI, volume 13, issue 3, pages 1-20, January.
61. Abdulnasser Hatemi-J & Mohamed A. Hajji & Elie Bouri & Rangan Gupta, 2019, "The Benefits of Diversification between Bitcoin, Bonds, Equities and the US Dollar: A Matter of Portfolio Construction," Working Papers, University of Pretoria, Department of Economics, number 201959, Aug.
    
    • Abdulnasser Hatemi-J & Mohamed A. Hajji & Elie Bouri & Rangan Gupta, 2022, "The Benefits of Diversification Between Bitcoin, Bonds, Equities and the US Dollar: A Matter of Portfolio Construction," Asia-Pacific Journal of Operational Research (APJOR), World Scientific Publishing Co. Pte. Ltd., volume 39, issue 04, pages 1-11, August, DOI: 10.1142/S0217595920400242.
62. Rangan Gupta & Philton Makena, 2019, "Growth Dynamics, Multiple Equilibria, and Local Indeterminacy in an Endogenous Growth Model of Money, Banking and Inflation Targeting," Working Papers, University of Pretoria, Department of Economics, number 201960, Aug.
    
    • Rangan Gupta & Philton Makena, 2020, "Growth Dynamics, Multiple Equilibria, and Local Indeterminacy in an Endogenous Growth Model of Money, Banking and Inflation Targeting," Economies, MDPI, volume 8, issue 1, pages 1-14, March.
63. Christina Christou & David Gabauer & Rangan Gupta, 2019, "Time-Varying Impact of Uncertainty Shocks on Macroeconomic Variables of the United Kingdom: Evidence from Over 150 Years of Monthly Data," Working Papers, University of Pretoria, Department of Economics, number 201962, Aug.
    
    • Christou, Christina & Gabauer, David & Gupta, Rangan, 2020, "Time-Varying impact of uncertainty shocks on macroeconomic variables of the united kingdom: Evidence from over 150 years of monthly data," Finance Research Letters, Elsevier, volume 37, issue C, DOI: 10.1016/j.frl.2019.101363.
64. Alex Plastun & Xolani Sibande & Rangan Gupta & Mark E. Wohar, 2019, "Price Gap Anomaly in the US Stock Market: The Whole Story," Working Papers, University of Pretoria, Department of Economics, number 201963, Aug.
    
    • Plastun, Alex & Sibande, Xolani & Gupta, Rangan & Wohar, Mark E., 2020, "Price gap anomaly in the US stock market: The whole story," The North American Journal of Economics and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.najef.2020.101177.
65. Carolyn Chisadza & Matthew Clance & Rangan Gupta & Mark E. Wohar, 2019, "Giant Oil Discoveries and Conflicts," Working Papers, University of Pretoria, Department of Economics, number 201964, Aug.
    
    • Carolyn Chisadza & Matthew Clance & Rangan Gupta & Mark E. Wohar, 2024, "Giant oil discoveries and conflicts," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, volume 26, issue 6, pages 15681-15710, June, DOI: 10.1007/s10668-023-03270-5.
66. Besma Hkiri & Juncal Cunado & Mehmet Balcilar & Rangan Gupta, 2019, "Time-Varying Relationship between Conventional and Unconventional Monetary Policies and Risk Aversion: International Evidence from Time- and Frequency-Domains," Working Papers, University of Pretoria, Department of Economics, number 201965, Aug.
    
    • Besma Hkiri & Juncal Cunado & Mehmet Balcilar & Rangan Gupta, 2021, "Time-varying relationship between conventional and unconventional monetary policies and risk aversion: international evidence from time- and frequency-domains," Empirical Economics, Springer, volume 61, issue 6, pages 2963-2983, December, DOI: 10.1007/s00181-020-02004-0.
67. Elie Bouri & Riza Demirer & Rangan Gupta & Mark E. Wohar, 2019, "Gold, Platinum and the Predictability of Bond Risk Premia," Working Papers, University of Pretoria, Department of Economics, number 201967, Aug.
    
    • Bouri, Elie & Demirer, Riza & Gupta, Rangan & Wohar, Mark E., 2021, "Gold, platinum and the predictability of bond risk premia," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101490.
68. Oguzhan Cepni & Rangan Gupta & Zhihui Lv, 2019, "Threshold Effects of Inequality on Economic Growth in the US States: The Role of Human Capital to Physical Capital Ratio," Working Papers, University of Pretoria, Department of Economics, number 201968, Aug.
    
    • Oğuzhan Çepni & Rangan Gupta & Zhihui Lv, 2020, "Threshold effects of inequality on economic growth in the US states: the role of human capital to physical capital ratio," Applied Economics Letters, Taylor & Francis Journals, volume 27, issue 19, pages 1546-1551, November, DOI: 10.1080/13504851.2019.1696449.
69. Renee van Eyden & Rangan Gupta & Xin Sheng & Mark E. Wohar, 2019, "Impact of Oil Price Volatility on State-Level Consumption of the United States: The Role of Oil Dependence," Working Papers, University of Pretoria, Department of Economics, number 201969, Aug.
70. Shinhye Chang & Matthew W. Clance & Giray Gozgor & Rangan Gupta, 2019, "A Reconsideration of Kuznets Curve across Countries: Evidence from the Co-summability Approach," Working Papers, University of Pretoria, Department of Economics, number 201970, Sep.
71. Elie Bouri & Rangan Gupta & Chi Keung Marco Lau & David Roubaud, 2019, "The Predictability between Bitcoin and US Technology Stock Returns: Granger Causality in Mean, Variance, and Quantile," Working Papers, University of Pretoria, Department of Economics, number 201971, Sep.
72. Riza Demirer & Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch, 2019, "Risk Aversion and the Predictability of Crude Oil Market Volatility: A Forecasting Experiment with Random Forests," Working Papers, University of Pretoria, Department of Economics, number 201972, Sep.
    
    • Riza Demirer & Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch, 2022, "Risk aversion and the predictability of crude oil market volatility: A forecasting experiment with random forests," Journal of the Operational Research Society, Taylor & Francis Journals, volume 73, issue 8, pages 1755-1767, August, DOI: 10.1080/01605682.2021.1936668.
73. Oguzhan Cepni & I. Ethem Guney & Rangan Gupta & Mark E. Wohar, 2019, "The Role of an Aligned Investor Sentiment Index in Predicting Bond Risk Premia of the United States," Working Papers, University of Pretoria, Department of Economics, number 201973, Sep.
74. Mehmet Balcilar & Rangan Gupta & Ricardo M. Sousa & Mark E. Wohar, 2019, "What can Fifty-Two Collateralizable Wealth Measures tell us about Future Housing Market Returns? Evidence from U.S. State-Level Data," Working Papers, University of Pretoria, Department of Economics, number 201974, Sep.
    
    • Mehmet Balcilar & Rangan Gupta & Ricardo M. Sousa & Mark E. Wohar, 2021, "What Can Fifty-Two Collateralizable Wealth Measures Tell Us About Future Housing Market Returns? Evidence from U.S. State-Level Data," The Journal of Real Estate Finance and Economics, Springer, volume 62, issue 1, pages 81-107, January, DOI: 10.1007/s11146-019-09733-9.
75. Mehmet Balcilar & George Ike & Rangan Gupta, 2019, "The Role of Economic Policy Uncertainty in Predicting Output Growth in Emerging Markets: A Mixed-Frequency Granger Causality Approach," Working Papers, University of Pretoria, Department of Economics, number 201975, Oct.
    
    • Mehmet Balcilar & George Ike & Rangan Gupta, 2022, "The Role of Economic Policy Uncertainty in Predicting Output Growth in Emerging Markets: A Mixed-Frequency Granger Causality Approach," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 58, issue 4, pages 1008-1026, March, DOI: 10.1080/1540496X.2020.1860747.
76. Afees A. Salisu & Rangan Gupta, 2019, "Oil Shocks and Stock Market Volatility of the BRICS: A GARCH-MIDAS Approach," Working Papers, University of Pretoria, Department of Economics, number 201976, Oct.
    
    • Salisu, Afees A. & Gupta, Rangan, 2021, "Oil shocks and stock market volatility of the BRICS: A GARCH-MIDAS approach," Global Finance Journal, Elsevier, volume 48, issue C, DOI: 10.1016/j.gfj.2020.100546.
77. Mawuli Segnon & Rangan Gupta & Keagile Lesame & Mark E. Wohar, 2019, "High-Frequency Volatility Forecasting of US Housing Markets," Working Papers, University of Pretoria, Department of Economics, number 201977, Oct.
    
    • Mawuli Segnon & Rangan Gupta & Keagile Lesame & Mark E. Wohar, 2021, "High-Frequency Volatility Forecasting of US Housing Markets," The Journal of Real Estate Finance and Economics, Springer, volume 62, issue 2, pages 283-317, February, DOI: 10.1007/s11146-020-09745-w.
78. Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna, 2019, "A Moving Average Heterogeneous Autoregressive Model for Forecasting the Realized Volatility of the US Stock Market: Evidence from Over a Century of Data," Working Papers, University of Pretoria, Department of Economics, number 201978, Nov.
    
    • Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna, 2022, "A moving average heterogeneous autoregressive model for forecasting the realized volatility of the US stock market: Evidence from over a century of data," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 27, issue 1, pages 384-400, January, DOI: 10.1002/ijfe.2158.
79. Riza Demirer & Rangan Gupta & Hossein Hassani & Xu Huang, 2019, "Time-Varying Risk Aversion and the Profitability of Carry Trades: Evidence from the Cross-Quantilogram," Working Papers, University of Pretoria, Department of Economics, number 201979, Nov.
    
    • Riza Demirer & Rangan Gupta & Hossein Hassani & Xu Huang, 2020, "Time-Varying Risk Aversion and the Profitability of Carry Trades: Evidence from the Cross-Quantilogram," Economies, MDPI, volume 8, issue 1, pages 1-12, March.
80. Vasilios Plakandaras & Elie Bouri & Rangan Gupta, 2019, "Forecasting Bitcoin Returns: Is there a Role for the U.S. – China Trade War?," Working Papers, University of Pretoria, Department of Economics, number 201980, Nov.
81. Mehmet Balcilar & Edmond Berisha & Oguzhan Cepni & Rangan Gupta, 2019, "The Predictive Power of the Term Spread on Inequality in the United Kingdom: An Empirical Analysis," Working Papers, University of Pretoria, Department of Economics, number 201981, Nov.
    
    • Mehmet Balcilar & Edmond Berisha & Oğuzhan Çepni & Rangan Gupta, 2022, "The predictive power of the term spread on inequality in the United Kingdom: An empirical analysis," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 27, issue 2, pages 1979-1988, April, DOI: 10.1002/ijfe.2254.
82. Aviral Kumar Tiwari & Micheal Kofi Boachie & Rangan Gupta, 2019, "Network Analysis of Economic and Financial Uncertainties in Advanced Economies: Evidence from Graph-Theory," Working Papers, University of Pretoria, Department of Economics, number 201982, Dec.
    
    • Aviral Kumar Tiwari & Micheal Kofi Boachie & Rangan Gupta, 2021, "Network Analysis of Economic and Financial Uncertainties in Advanced Economies: Evidence from Graph-Theory," Advances in Decision Sciences, Asia University, Taiwan, volume 25, issue 1, pages 188-215, March.
83. António Afonso & João Tovar Jalles, 2019, "Stock flow adjustments in sovereign debt dynamics: the role of fiscal frameworks," EconPol Working Paper, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 20.
84. António Afonso & João Tovar Jalles & Mina Kazemi, 2019, "The effects of macroeconomic, fiscal and monetary policy announcements on sovereign bond spreads: an event study from the EMU," EconPol Working Paper, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 22.
    
    • António Afonso & João Tovar Jalles & Mina Kazemi, 2019, "The Effects of Macroeconomic, Fiscal and Monetary Policy Announcements on Sovereign Bond Spreads: An Event Study from the EMU," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2019/67, Feb.
85. António Afonso & João Tovar Jalles & Ana Venâncio, 2019, "Taxation and Public Spending Efficiency: An International Comparison," EconPol Working Paper, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 25.
    
    • António Afonso & João Tovar Jalles & Ana Venâncio, 2021, "Taxation and Public Spending Efficiency: An International Comparison," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, volume 63, issue 3, pages 356-383, September, DOI: 10.1057/s41294-021-00147-2.
    • António Afonso & João Tovar Jalles & Ana Venâncio, 2019, "Taxation and Public Spending Efficiency: An International Comparison," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2019/80, May.
86. Antonio Afonso & Florence Huart & João Tovar Jalles & Piotr Stanek, 2019, "Long-run relationship between exports and imports: current account sustainability tests for the EU," Post-Print, HAL, number hal-02499351, Dec, DOI: 10.1007/s10258-019-00168-x.
    
    • António Afonso & Florence Huart & João Tovar Jalles & Piotr Stanek, 2020, "Long-run relationship between exports and imports: current account sustainability tests for the EU," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, volume 19, issue 2, pages 155-170, May, DOI: 10.1007/s10258-019-00168-x.
    • António Afonso & Florence Huart & João Tovar Jalles & Piotr Stanek, 2019, "Long-run relationship between exports and imports: current account sustainability tests for the EU," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2019/99, Nov.
87. João Tovar Jalles, 2019, "Explaining Africa’s Public Consumption Procyclicality: Revisiting Old Evidence," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2019/0100, Nov.
    
    • João T. Jalles, 2020, "Explaining Africa's public consumption procyclicality: Revisiting old evidence," International Finance, Wiley Blackwell, volume 23, issue 2, pages 297-323, August, DOI: 10.1111/infi.12365.
88. João Tovar Jalles, 2019, "Wagner and the Fading Voracity Effect: Short vs. Long-Run Effects in Developing Countries," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2019/0101, Nov.
    
    • João Tovar Jalles, 2019, "Wagner and the fading voracity effect: short vs. long-run effects in developing countries," Review of Development Finance Journal, Chartered Institute of Development Finance, volume 9, issue 1, pages 51-78.
89. João Tovar Jalles, 2019, "Monetary Aggregates and Macroeconomic Performance: the Portuguese Escudo, 1911-1999," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2019/0102, Nov.
    
    • João Tovar Jalles, 2019, "Monetary Aggregates and Macroeconomic Performance: The Portuguese Escudo, 1911–1999," International Economic Journal, Taylor & Francis Journals, volume 33, issue 4, pages 719-740, October, DOI: 10.1080/10168737.2019.1609064.
90. João Tovar Jalles, 2019, "Polluting Emissions and GDP: Decoupling Evidence from Brazilian States," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2019/0104, Nov.
91. António Afonso & João Tovar Jalles, 2019, "Sovereign Indebtedness and Financial and Fiscal Conditions," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2019/0111, Dec.
    
    • António Afonso & João Tovar Jalles, 2020, "Sovereign indebtedness and financial and fiscal conditions," Applied Economics Letters, Taylor & Francis Journals, volume 27, issue 19, pages 1611-1616, November, DOI: 10.1080/13504851.2019.1707758.
92. António Afonso & João Tovar Jalles, 2019, "Stock Flow Adjustments in Sovereign Debt Dynamics: The Role of Fiscal Frameworks," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2019/66, Jan.
    
    • Afonso, António & Jalles, João Tovar, 2020, "Stock flow adjustments in sovereign debt dynamics: The role of fiscal frameworks," International Review of Economics & Finance, Elsevier, volume 65, issue C, pages 1-16, DOI: 10.1016/j.iref.2019.09.007.
93. António Afonso & João Tovar Jalles, 2019, "Sovereign Ratings and Finance Ministers’ Characteristics," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2019/72, Feb.
    
    • Antonio Afonso & Joao Tovar Jalles, 2019, "Sovereign Ratings and Finance Ministers' Characteristics," Economics Bulletin, AccessEcon, volume 39, issue 4, pages 2999-3010.
94. João Tovar Jalles & Luiz de Mello, 2019, "Cross-country Evidence on the Determinants of Inclusive Growth Episodes," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2019/81, May.
    
    • João Tovar Jalles & Luiz de Mello, 2019, "Cross‐country evidence on the determinants of inclusive growth episodes," Review of Development Economics, Wiley Blackwell, volume 23, issue 4, pages 1818-1839, November, DOI: 10.1111/rode.12605.
95. João Tovar Jalles, 2019, "On the Cyclicality of Social Expenditure: New Time-Varying evidence from Developing Economies," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2019/82, May.
96. João Tovar Jalles, 2019, "Crises and Emissions: New Empirical Evidence from a Large Sample," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2019/83, May.
    
    • Jalles, Joao Tovar, 2019, "Crises and emissions: New empirical evidence from a large sample," Energy Policy, Elsevier, volume 129, issue C, pages 880-895, DOI: 10.1016/j.enpol.2019.02.061.
97. Phuong Le & Cuong Le Van & Anh Ngoc Nguyen & Ngoc Minh Nguyen & Phu Nguyen-Van & Dinh-Tri Vo, 2019, "Some Issues on the Vietnam Economic Growth. (Part of this manuscript, circulated as Le-Van C., Nguyen N.A., Nguyen N.M., Nguyen-Van P. (2023), "Capital diversion in Vietnamese state-owned enterprises", is published in Fulbright Review of Ec," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2019-36.
98. Phuong Le & Cuong Le Van & Anh Ngoc Nguyen & Ngoc Minh Nguyen & Phu Nguyen Van & Dinh-Tri Vo, 2019, "Some Issues on the Vietnam Economic Growth," Working Papers, Development and Policies Research Center (DEPOCEN), Vietnam, number 189, Jan, revised Jan 2019.
99. Hervé Tiffon, 2019, "Les réseaux sociaux internes d’entreprise comme dispositifs ascendants de promotion de l’égalité professionnelle F/H : 2 exemples du secteur informatique," Post-Print, HAL, number hal-03539398, May.
100. Julia VINCENT PONROY & Françoise CHEVALIER, 2019, "Life Narratives, a Research Method in Social Sciences," Working Papers, Department of Research, Ipag Business School, number 2019-013, Jan.
101. Sang Hoon Kang & Jose Arreola Hernandez & Seong-Min Yoon, 2019, "Who leads the inflation cycle in Europe? Inflation cycle and spillover influence among Eurozone and non-Eurozone economies," Post-Print, HAL, number hal-02430651, Dec, DOI: 10.1016/j.inteco.2019.10.001.
     
     • Sang Hoon Kang & Jose Arreola Hernandez & Seong-Min Yoon, 2019, "Who leads the inflation cycle in Europe? Inflation cycle and spillover influence among Eurozone and non-Eurozone economies," International Economics, CEPII research center, issue 160, pages 56-71.
     • Kang, Sang Hoon & Arreola Hernandez, Jose & Yoon, Seong-Min, 2019, "Who leads the inflation cycle in Europe? Inflation cycle and spillover influence among Eurozone and non-Eurozone economies," International Economics, Elsevier, volume 160, issue C, pages 56-71, DOI: 10.1016/j.inteco.2019.10.001.
102. Gazi Salah Uddin & Jose Arreola Hernandez & Chiraz Labidi & Victor Troster & Seong-Min Yoon, 2019, "The impact of financial and economic factors on Islamic mutual fund performance: Evidence from multiple fund categories," Post-Print, HAL, number hal-02468303, Dec, DOI: 10.1016/j.mulfin.2019.100607.
     
     • Uddin, Gazi Salah & Arreola Hernandez, Jose & Labidi, Chiraz & Troster, Victor & Yoon, Seong-Min, 2019, "The impact of financial and economic factors on Islamic mutual fund performance: Evidence from multiple fund categories," Journal of Multinational Financial Management, Elsevier, volume 52, issue , DOI: 10.1016/j.mulfin.2019.100607.

2018

1. Isabelle Aimé & Fabienne Berger-Remy & Marie-Eve Laporte, 2018, "Lessons from nearly a century of the brand management system," Post-Print, HAL, number hal-02045694, Nov, DOI: 10.1108/JHRM-06-2017-0026.
2. Fabienne Berger-Remy & Isabelle Aimé & Marie-Eve Laporte, 2018, "Challenges and Mutations of the Brand Management System," Post-Print, HAL, number halshs-02148505.
3. Nathalie Montargot & Béchir Ben Lahouel, 2018, "The acceptance of technological change in the hospitality industry from the perspective of front-line employees," Post-Print, HAL, number hal-02633671, May, DOI: 10.1108/JOCM-10-2016-0192.
4. Adnen Ben Nasr & Matteo Bonato & Riza Demirer & Rangan Gupta, 2018, "Investor Sentiment and Crash Risk in Safe Havens," Working Papers, University of Pretoria, Department of Economics, number 201804, Jan.
   
   • Adnen Ben Nasr & Matteo Bonato & Riza Demirer & Rangan Gupta, 2019, "Investor Sentiment and Crash Risk in Safe Havens," Journal of Economics and Behavioral Studies, AMH International, volume 10, issue 6, pages 97-108, DOI: 10.22610/jebs.v10i6A.2666.
5. Aloisio Araujo & Alain Chateauneuf & José Heleno Faro, 2018, "Financial market structures revealed by pricing rules: Efficient complete markets are prevalent," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-03252242, Jan, DOI: 10.1016/j.jet.2017.11.002.
   
   • Araujo, Aloisio & Chateauneuf, Alain & Faro, José Heleno, 2018, "Financial market structures revealed by pricing rules: Efficient complete markets are prevalent," Journal of Economic Theory, Elsevier, volume 173, issue C, pages 257-288, DOI: 10.1016/j.jet.2017.11.002.
   • Aloisio Araujo & Alain Chateauneuf & José Heleno Faro, 2018, "Financial market structures revealed by pricing rules: Efficient complete markets are prevalent," Post-Print, HAL, number hal-03252242, Jan, DOI: 10.1016/j.jet.2017.11.002.
   • Aloisio Araujo & Alain Chateauneuf & José Heleno Faro, 2018, "Financial market structures revealed by pricing rules: Efficient complete markets are prevalent," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-03252242, Jan, DOI: 10.1016/j.jet.2017.11.002.
6. Aloisio Araujo & Alain Chateauneuf & Juan Pablo Gama & Rodrigo Novinski, 2018, "General Equilibrium With Uncertainty Loving Preferences," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-03252360, Sep, DOI: 10.3982/ECTA14777.
   
   • Aloisio Araujo & Alain Chateauneuf & Juan Pablo Gama & Rodrigo Novinski, 2018, "General Equilibrium With Uncertainty Loving Preferences," Econometrica, Econometric Society, volume 86, issue 5, pages 1859-1871, September, DOI: 10.3982/ECTA14777.
   • Aloisio Araujo & Alain Chateauneuf & Juan Pablo Gama & Rodrigo Novinski, 2018, "General Equilibrium With Uncertainty Loving Preferences," Post-Print, HAL, number hal-03252360, Sep, DOI: 10.3982/ECTA14777.
   • Aloisio Araujo & Alain Chateauneuf & Juan Pablo Gama & Rodrigo Novinski, 2018, "General Equilibrium With Uncertainty Loving Preferences," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-03252360, Sep, DOI: 10.3982/ECTA14777.
7. Abderrazak Dhaoui & Stéphane Goutte & Khaled Guesmi, 2018, "The Asymmetric Responses of Stock Markets," Post-Print, HAL, number halshs-02148927, Mar, DOI: 10.11130/jei.2018.33.1.1096.
   
   • Abderrazak Dhaoui & Stéphane Goutte & Khaled Guesmi, 2018, "The Asymmetric Responses of Stock Markets," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 33, issue 1, pages 1096-1140.
8. Khaled Guesmi & Abderrazak Dhaoui & Stéphane Goutte & Ilyes Abid, 2018, "On the determinants of industry-CDS index spreads: Evidence from a nonlinear setting," Post-Print, HAL, number halshs-02148926, Sep, DOI: 10.1016/j.intfin.2018.01.005.
   
   • Guesmi, Khaled & Dhaoui, Abderrazak & Goutte, Stéphane & Abid, Ilyes, 2018, "On the determinants of industry-CDS index spreads: Evidence from a nonlinear setting," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 56, issue C, pages 233-254, DOI: 10.1016/j.intfin.2018.01.005.
9. Aye, G.C. & Clance, M. & Gupta, R., 2018, "The Effectiveness of Monetary and Fiscal Policy Shocks on U.S. Inequality: The Role of Uncertainty," 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia, International Association of Agricultural Economists, number 277037, Jul, DOI: 10.22004/ag.econ.277037.
   
   • Goodness C. Aye & Matthew W. Clance & Rangan Gupta, 2019, "The effectiveness of monetary and fiscal policy shocks on U.S. inequality: the role of uncertainty," Quality & Quantity: International Journal of Methodology, Springer, volume 53, issue 1, pages 283-295, January, DOI: 10.1007/s11135-018-0752-3.
   • Goodness C. Aye & Matthew W. Clance & Rangan Gupta, 2017, "The Effectiveness of Monetary and Fiscal Policy Shocks on U.S. Inequality: The Role of Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 201782, Dec.
10. Kola Akinsomi & Yener Coskun & Rangan Gupta & Marco Lau Chi Keung, 2018, "Impact of Volatility and Equity Market Uncertainty on Herd Behaviour: Evidence from UK REITs," ERES, European Real Estate Society (ERES), number eres2018_52, Jan.
    
    • Omokolade Akinsomi & Yener Coskun & Rangan Gupta & Chi Keung Marco Lau, 2016, "Impact of Volatility and Equity Market Uncertainty on Herd Behavior: Evidence from UK REITs," Working Papers, University of Pretoria, Department of Economics, number 201688, Dec.
11. Sergey Ivashchenko & Semih Emre Cekin & Kevin Kotze & Rangan Gupta, 2018, "Forecasting with second-order approximations and Markov-switching DSGE models," School of Economics Macroeconomic Discussion Paper Series, School of Economics, University of Cape Town, number 2018-10.
    
    • Sergey Ivashchenko & Semih Emre Çekin & Kevin Kotzé & Rangan Gupta, 2020, "Forecasting with Second-Order Approximations and Markov-Switching DSGE Models," Computational Economics, Springer;Society for Computational Economics, volume 56, issue 4, pages 747-771, December, DOI: 10.1007/s10614-019-09941-8.
    • Sergey Ivashchenko & Semih Emre Çekin & Kevin Kotzé & Rangan Gupta, 2018, "Forecasting with Second-Order Approximations and Markov Switching DSGE Models," Working Papers, University of Pretoria, Department of Economics, number 201862, Sep.
12. Elie Bouri & Rangan Gupta & Amine Lahiani & Muhammad Shahbaz, 2018, "Testing for asymmetric nonlinear short- and long-run relationships between bitcoin, aggregate commodity and gold prices," Post-Print, HAL, number hal-03533197, Aug, DOI: 10.1016/j.resourpol.2018.03.008.
    
    • Bouri, Elie & Gupta, Rangan & Lahiani, Amine & Shahbaz, Muhammad, 2018, "Testing for asymmetric nonlinear short- and long-run relationships between bitcoin, aggregate commodity and gold prices," Resources Policy, Elsevier, volume 57, issue C, pages 224-235, DOI: 10.1016/j.resourpol.2018.03.008.
    • Elie Bouri & Rangan Gupta & Amine Lahiani & Muhammad Shahbaz, 2017, "Testing for Asymmetric Nonlinear Short- and Long-Run Relationships between Bitcoin, Aggregate Commodity and Gold Prices," Working Papers, University of Pretoria, Department of Economics, number 201760, Aug.
13. Mehmet Balcilar & Rangan Gupta & Chien-Chiang Lee & Godwin Olasehinde-Williams, 2018, "Insurance-Growth Nexus in Africa," Working Papers, University of Pretoria, Department of Economics, number 201801, Jan.
    
    • Mehmet Balcilar & Rangan Gupta & Chien-Chiang Lee & Godwin Olasehinde-Williams, 2020, "Insurance-growth nexus in Africa," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, volume 45, issue 2, pages 335-360, April, DOI: 10.1057/s41288-019-00145-7.
14. Nikolaos Antonakakis & David Gabauer & Rangan Gupta & Vasilios Plakandaras, 2018, "Dynamic Connectedness of Uncertainty across Developed Economies: A Time-Varying Approach," Working Papers, University of Pretoria, Department of Economics, number 201802, Jan.
    
    • Antonakakis, Nikolaos & Gabauer, David & Gupta, Rangan & Plakandaras, Vasilios, 2018, "Dynamic connectedness of uncertainty across developed economies: A time-varying approach," Economics Letters, Elsevier, volume 166, issue C, pages 63-75, DOI: 10.1016/j.econlet.2018.02.011.
15. Manoel Bittencourt & Shinhye Chang & Rangan Gupta & Stephen M. Miller, 2018, "Does Financial Development Affect Income Inequality in the U.S. States? A Panel Data Analysis," Working Papers, University of Pretoria, Department of Economics, number 201803, Jan.
16. Konstantinos Gkillas & Rangan Gupta & Mark E. Wohar, 2018, "Volatility Jumps: The Role of Geopolitical Risks," Working Papers, University of Pretoria, Department of Economics, number 201805, Jan.
    
    • Gkillas, Konstantinos & Gupta, Rangan & Wohar, Mark E., 2018, "Volatility jumps: The role of geopolitical risks," Finance Research Letters, Elsevier, volume 27, issue C, pages 247-258, DOI: 10.1016/j.frl.2018.03.014.
17. Nikolaos Antonakakis & David Gabauer & Rangan Gupta, 2018, "International Monetary Policy Spillovers: Evidence from a TVP-VAR," Working Papers, University of Pretoria, Department of Economics, number 201806, Jan.
18. Matthew W. Clance & Rangan Gupta & Mark E. Wohar, 2018, "Geopolitical Risks and Recessions in a Panel of Advanced Economies: Evidence from Over a Century of Data," Working Papers, University of Pretoria, Department of Economics, number 201807, Feb.
    
    • Matthew W. Clance & Rangan Gupta & Mark E. Wohar, 2019, "Geopolitical risks and recessions in a panel of advanced economies: evidence from over a century of data," Applied Economics Letters, Taylor & Francis Journals, volume 26, issue 16, pages 1317-1321, September, DOI: 10.1080/13504851.2018.1558332.
19. Zintle Twala & Riza Demirer & Rangan Gupta, 2018, "Does Liquidity Risk Explain the Time-Variation in Asset Correlations? Evidence from Stocks, Bonds and Commodities," Working Papers, University of Pretoria, Department of Economics, number 201808, Feb.
    
    • Zintle Twala & Riza Demirer & Rangan Gupta, 2018, "Does Liquidity Risk Explain the Time-Variation in Asset Correlations? Evidence from Stocks, Bonds and Commodities," Journal of Economics and Behavioral Studies, AMH International, volume 10, issue 2, pages 120-132, DOI: 10.22610/jebs.v10i2(J).2221.
20. Rangan Gupta & Christian Pierdzioch & Andrew J. Vivian & Mark E. Wohar, 2018, "The Predictive Value of Inequality Measures for Stock Returns: An Analysis of Long-Span UK Data Using Quantile Random Forests," Working Papers, University of Pretoria, Department of Economics, number 201809, Feb.
    
    • Gupta, Rangan & Pierdzioch, Christian & Vivian, Andrew J. & Wohar, Mark E., 2019, "The predictive value of inequality measures for stock returns: An analysis of long-span UK data using quantile random forests," Finance Research Letters, Elsevier, volume 29, issue C, pages 315-322, DOI: 10.1016/j.frl.2018.08.013.
21. Vasilios Plakandaras & Rangan Gupta & Mark E. Wohar, 2018, "Persistence of Economic Uncertainty: A Comprehensive Analysis," Working Papers, University of Pretoria, Department of Economics, number 201810, Feb.
    
    • Vasilios Plakandaras & Rangan Gupta & Mark E. Wohar, 2019, "Persistence of economic uncertainty: a comprehensive analysis," Applied Economics, Taylor & Francis Journals, volume 51, issue 41, pages 4477-4498, September, DOI: 10.1080/00036846.2019.1591607.
22. Riza Demirer & Rangan Gupta, 2018, "Presidential Cycles and Time-Varying Bond-Stock Correlations: Evidence from More than Two Centuries of Data," Working Papers, University of Pretoria, Department of Economics, number 201811, Feb.
23. Elie Bouri & Mahamitra Das & Rangan Gupta & David Roubaud, 2018, "Spillovers between Bitcoin and other Assets during Bear and Bull Markets," Working Papers, University of Pretoria, Department of Economics, number 201812, Feb.
    
    • Elie Bouri & Mahamitra Das & Rangan Gupta & David Roubaud, 2018, "Spillovers between Bitcoin and other assets during bear and bull markets," Applied Economics, Taylor & Francis Journals, volume 50, issue 55, pages 5935-5949, November, DOI: 10.1080/00036846.2018.1488075.
24. Mamothoana Difeto & Reneé van Eyden & Rangan Gupta & Mark E. Wohar, 2018, "Oil Price Volatility and Economic Growth: Evidence from Advanced OECD Countries using over One Century of Data," Working Papers, University of Pretoria, Department of Economics, number 201813, Feb.
25. Aviral Kumar Tiwari & Deven Bathia & Elie Bouri & Rangan Gupta, 2018, "Investor Sentiment Connectedness: Evidence from Linear and Nonlinear Causality Approaches," Working Papers, University of Pretoria, Department of Economics, number 201814, Feb.
    
    • Aviral Kumar Tiwari & Deven Bathia & Elie Bouri & Rangan Gupta, 2021, "Investor Sentiment Connectedness: Evidence From Linear And Nonlinear Causality Approaches," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 16, issue 04, pages 1-29, December, DOI: 10.1142/S2010495221500160.
26. Qiang Ji & Hardik A. Marfatia & Rangan Gupta, 2018, "Information Spillover across International Real Estate Investment Trusts: Evidence from an Entropy-Based Network Analysis," Working Papers, University of Pretoria, Department of Economics, number 201815, Feb.
    
    • Ji, Qiang & Marfatia, Hardik & Gupta, Rangan, 2018, "Information spillover across international real estate investment trusts: Evidence from an entropy-based network analysis," The North American Journal of Economics and Finance, Elsevier, volume 46, issue C, pages 103-113, DOI: 10.1016/j.najef.2018.04.002.
27. Juncal Cunado & Luis A. Gil-Alana & Rangan Gupta, 2018, "Persistence in Trends and Cycles of Gold and Silver Prices: Evidence from Historical Data," Working Papers, University of Pretoria, Department of Economics, number 201816, Feb.
    
    • Cunado, Juncal & Gil-Alana, Luis A. & Gupta, Rangan, 2019, "Persistence in trends and cycles of gold and silver prices: Evidence from historical data," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 514, issue C, pages 345-354, DOI: 10.1016/j.physa.2018.09.081.
28. Wendy Nyakabawo & Rangan Gupta & Hardik A. Marfatia, 2018, "High-Frequency Impact of Monetary Policy and Macroeconomic Surprises on US MSAs and Aggregate US Housing Returns and Volatility: A GJR-GARCH Approach," Working Papers, University of Pretoria, Department of Economics, number 201817, Mar.
29. Mehmet Balcilar & Rangan Gupta & Chien-Chiang Lee & Godwin Olasehinde-Williams, 2018, "The Synergistic Effect of Insurance and Banking Sector Activities on Economic Growth in Africa," Working Papers, University of Pretoria, Department of Economics, number 201818, Mar.
    
    • Balcilar, Mehmet & Gupta, Rangan & Lee, Chien-Chiang & Olasehinde-Williams, Godwin, 2018, "The synergistic effect of insurance and banking sector activities on economic growth in Africa," Economic Systems, Elsevier, volume 42, issue 4, pages 637-648, DOI: 10.1016/j.ecosys.2018.08.002.
30. Shinhye Chang & Rangan Gupta & Stephen M. Miller & Mark E. Wohar, 2018, "Growth Volatility and Inequality in the U.S.: A Wavelet Analysis," Working Papers, University of Pretoria, Department of Economics, number 201819, Mar.
    
    • Chang, Shinhye & Gupta, Rangan & Miller, Stephen M. & Wohar, Mark E., 2019, "Growth volatility and inequality in the U.S.: A wavelet analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 521, issue C, pages 48-73, DOI: 10.1016/j.physa.2019.01.024.
    • Shinhye Chang & Rangan Gupta & Stephen M. Miller & Mark E. Wohar, 2018, "Growth Volatility and Inequality in the U.S.: A Wavelet Analysis," Working papers, University of Connecticut, Department of Economics, number 2018-05, Jun.
31. Adnen Ben Nasr & Mehmet Balcilar & Rangan Gupta & Seyi Saint Akadiri, 2018, "Asymmetric Effects of Inequality on Per Capita Real GDP of the United States," Working Papers, University of Pretoria, Department of Economics, number 201820, Mar.
32. Goodness C. Aye & Giray Gozgor & Rangan Gupta, 2018, "Dynamic and Asymmetric Response of Inequality to Income Volatility: The Case of the United Kingdom," Working Papers, University of Pretoria, Department of Economics, number 201821, Mar.
    
    • Goodness C. Aye & Giray Gozgor & Rangan Gupta, 2020, "Dynamic and Asymmetric Response of Inequality to Income Volatility: The Case of the United Kingdom," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 147, issue 3, pages 747-762, February, DOI: 10.1007/s11205-019-02180-2.
33. Vasilios Plakandaras & Rangan Gupta & Luis A. Gil-Alana & Mark E. Wohar, 2018, "Are BRICS Exchange Rates Chaotic?," Working Papers, University of Pretoria, Department of Economics, number 201822, Mar.
    
    • Vasilios Plakandaras & Rangan Gupta & Luis A. Gil-Alana & Mark E. Wohar, 2019, "Are BRICS exchange rates chaotic?," Applied Economics Letters, Taylor & Francis Journals, volume 26, issue 13, pages 1104-1110, July, DOI: 10.1080/13504851.2018.1537473.
34. Goodness C. Aye & Rangan Gupta & Chi Keung Marco Lau & Xin Sheng, 2018, "Is There a Role for Uncertainty in Forecasting Output Growth in OECD Countries? Evidence from a Time Varying Parameter-Panel Vector Autoregressive Model," Working Papers, University of Pretoria, Department of Economics, number 201823, Mar.
    
    • Goodness C. Aye & Rangan Gupta & Chi Keung Marco Lau & Xin Sheng, 2019, "Is there a role for uncertainty in forecasting output growth in OECD countries? Evidence from a time-varying parameter-panel vector autoregressive model," Applied Economics, Taylor & Francis Journals, volume 51, issue 33, pages 3624-3631, July, DOI: 10.1080/00036846.2019.1584373.
35. Aviral Kumar Tiwari & Goodness C. Aye & Rangan Gupta, 2018, "Stock Market Efficiency Analysis using Long Spans of Data: A Multifractal Detrended Fluctuation Approach," Working Papers, University of Pretoria, Department of Economics, number 201824, Apr.
    
    • Tiwari, Aviral Kumar & Aye, Goodness C. & Gupta, Rangan, 2019, "Stock market efficiency analysis using long spans of Data: A multifractal detrended fluctuation approach," Finance Research Letters, Elsevier, volume 28, issue C, pages 398-411, DOI: 10.1016/j.frl.2018.06.012.
36. Konstantinos Gkillas & Rangan Gupta & Mark E. Wohar, 2018, "Oil Shocks and Volatility Jumps," Working Papers, University of Pretoria, Department of Economics, number 201825, Apr.
    
    • Konstantinos Gkillas & Rangan Gupta & Mark E. Wohar, 2020, "Oil shocks and volatility jumps," Review of Quantitative Finance and Accounting, Springer, volume 54, issue 1, pages 247-272, January, DOI: 10.1007/s11156-018-00788-y.
37. Rangan Gupta & Florian Huber & Philipp Piribauer, 2018, "Predicting International Equity Returns: Evidence from Time-Varying Parameter Vector Autoregressive Models," Working Papers, University of Pretoria, Department of Economics, number 201826, Apr.
    
    • Gupta, Rangan & Huber, Florian & Piribauer, Philipp, 2020, "Predicting international equity returns: Evidence from time-varying parameter vector autoregressive models," International Review of Financial Analysis, Elsevier, volume 68, issue C, DOI: 10.1016/j.irfa.2020.101456.
38. Abdulnasser Hatemi-J & Chi-Chuan Lee & Chien-Chiang Lee & Rangan Gupta, 2018, "Insurance Activity and Economic Performance: Fresh Evidence from Asymmetric Panel Causality Tests," Working Papers, University of Pretoria, Department of Economics, number 201828, May.
    
    • Abdulnasser Hatemi‐J & Chi‐Chuan Lee & Chien‐Chiang Lee & Rangan Gupta, 2019, "Insurance activity and economic performance: Fresh evidence from asymmetric panel causality tests," International Finance, Wiley Blackwell, volume 22, issue 2, pages 221-240, August, DOI: 10.1111/infi.12333.
39. David Gabauer & Rangan Gupta, 2018, "On the Transmission Mechanism of Country-Specific and International Economic Uncertainty Spillovers: Evidence from a TVP-VAR Connectedness Decomposition Approach," Working Papers, University of Pretoria, Department of Economics, number 201829, May.
    
    • Gabauer, David & Gupta, Rangan, 2018, "On the transmission mechanism of country-specific and international economic uncertainty spillovers: Evidence from a TVP-VAR connectedness decomposition approach," Economics Letters, Elsevier, volume 171, issue C, pages 63-71, DOI: 10.1016/j.econlet.2018.07.007.
40. Rangan Gupta & Patrick Kanda & Mark E. Wohar, 2018, "Predicting Stock Market Movements in the United States: The Role of Presidential Approval Ratings," Working Papers, University of Pretoria, Department of Economics, number 201830, May.
    
    • Rangan Gupta & Patrick Kanda & Mark E. Wohar, 2021, "Predicting Stock Market Movements in the United States: The Role of Presidential Approval Ratings," International Review of Finance, International Review of Finance Ltd., volume 21, issue 1, pages 324-335, March, DOI: 10.1111/irfi.12258.
41. Aviral Kumar Tiwari & Zinnia Mukherjee & Rangan Gupta & Mehmet Balcilar, 2018, "A Wavelet Analysis of the Relationship between Oil and Natural Gas Prices," Working Papers, University of Pretoria, Department of Economics, number 201831, May.
    
    • Tiwari, Aviral Kumar & Mukherjee, Zinnia & Gupta, Rangan & Balcilar, Mehmet, 2019, "A wavelet analysis of the relationship between oil and natural gas prices," Resources Policy, Elsevier, volume 60, issue C, pages 118-124, DOI: 10.1016/j.resourpol.2018.11.020.
42. Goodness C. Aye & Rangan Gupta, 2018, "Macroeconomic Uncertainty and the Comovement in Buying versus Renting in the United States," Working Papers, University of Pretoria, Department of Economics, number 201832, May.
43. Yanele Nyamela & Vasilios Plakandaras & Rangan Gupta, 2018, "Frequency-Dependent Real-Time Effects of Uncertainty in the United States: Evidence from Daily Data," Working Papers, University of Pretoria, Department of Economics, number 201833, May.
    
    • Yanele Nyamela & Vasilios Plakandaras & Rangan Gupta, 2020, "Frequency-dependent real-time effects of uncertainty in the United States: evidence from daily data," Applied Economics Letters, Taylor & Francis Journals, volume 27, issue 19, pages 1562-1566, November, DOI: 10.1080/13504851.2019.1697419.
44. Elie Bouri & Rangan Gupta & David Roubaud, 2018, "Herding Behaviour in the Cryptocurrency Market," Working Papers, University of Pretoria, Department of Economics, number 201834, Jun.
45. Ender Demir & Giray Gozgor & Rangan Gupta & Huseyin Kaya, 2018, "Effects of Geopolitical Risks on Trade Flows: Evidence from the Gravity Model," Working Papers, University of Pretoria, Department of Economics, number 201835, Jun.
    
    • Rangan Gupta & Giray Gozgor & Huseyin Kaya & Ender Demir, 2019, "Effects of geopolitical risks on trade flows: evidence from the gravity model," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 9, issue 4, pages 515-530, December, DOI: 10.1007/s40822-018-0118-0.
46. Rangan Gupta & Vasilios Plakandaras, 2018, "Efficiency in BRICS Currency Markets using Long-Spans of Data: Evidence from Model-Free Tests of Directional Predictability," Working Papers, University of Pretoria, Department of Economics, number 201836, Jun.
    
    • Rangan Gupta & Vasilios Plakandaras, 2019, "Efficiency in BRICS Currency Markets Using Long-Spans of Data: Evidence from Model-Free Tests of Directional Predictability," Journal of Economics and Behavioral Studies, AMH International, volume 11, issue 1, pages 152-165, DOI: 10.22610/jebs.v11i1(J).2756.
47. Bingling Wang & Sudipto Banerjee & Rangan Gupta, 2018, "Bayesian Spatial Modeling for Housing Data in South Africa," Working Papers, University of Pretoria, Department of Economics, number 201837, Jun.
    
    • Bingling Wang & Sudipto Banerjee & Rangan Gupta, 2021, "Bayesian Spatial Modeling for Housing Data in South Africa," Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute, volume 83, issue 2, pages 395-414, November, DOI: 10.1007/s13571-020-00233-y.
48. Giorgio Canarella & Luis A. Gil-Alana & Rangan Gupta & Stephen M. Miller, 2018, "Persistence and Cyclical Dynamics of US and UK House Prices: Evidence from Over 150 Years of Data," Working Papers, University of Pretoria, Department of Economics, number 201838, Jun.
    
    • Giorgio Canarella & Luis Gil-Alana & Rangan Gupta & Stephen M Miller, 2021, "Persistence and cyclical dynamics of US and UK house prices: Evidence from over 150 years of data," Urban Studies, Urban Studies Journal Limited, volume 58, issue 1, pages 53-72, January, DOI: 10.1177/0042098019872691.
49. Christina Christou & Ruthira Naraidoo & Rangan Gupta, 2018, "Conventional and Unconventional Monetary Policy Reaction to Uncertainty in Advanced Economies: Evidence from Quantile Regressions," Working Papers, University of Pretoria, Department of Economics, number 201839, Jun.
    
    • Christou Christina & Naraidoo Ruthira & Gupta Rangan, 2020, "Conventional and unconventional monetary policy reaction to uncertainty in advanced economies: evidence from quantile regressions," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 24, issue 3, pages 1-17, June, DOI: 10.1515/snde-2018-0056.
    • Christou Christina & Naraidoo Ruthira & Gupta Rangan, 2020, "Conventional and unconventional monetary policy reaction to uncertainty in advanced economies: evidence from quantile regressions," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 24, issue 3, pages 1-17, June, DOI: 10.1515/snde-2018-0056.
50. Nikolaos Antonakakis & David Gabauer & Rangan Gupta, 2018, "Greek Economic Policy Uncertainty: Does it Matter for the European Union?," Working Papers, University of Pretoria, Department of Economics, number 201840, Jul.
51. Juncal Cunado & Rangan Gupta & Chi Keung Marco Lau & Xin Sheng, 2018, "Time-Varying Impact of Geopolitical Risks on Oil Prices," Working Papers, University of Pretoria, Department of Economics, number 201841, Jul.
    
    • Juncal Cunado & Rangan Gupta & Chi Keung Marco Lau & Xin Sheng, 2020, "Time-Varying Impact of Geopolitical Risks on Oil Prices," Defence and Peace Economics, Taylor & Francis Journals, volume 31, issue 6, pages 692-706, August, DOI: 10.1080/10242694.2018.1563854.
52. Rangan Gupta & Chi Keung Marco Lau & Vasilios Plakandaras & Wing-Keung Wong, 2018, "The Role of Housing Sentiment in Forecasting US Home Sales Growth: Evidence from a Bayesian Compressed Vector Autoregressive Model," Working Papers, University of Pretoria, Department of Economics, number 201842, Jul.
    
    • Rangan Gupta & Chi Keung Marco Lau & Vasilios Plakandaras & Wing-Keung Wong, 2019, "The role of housing sentiment in forecasting U.S. home sales growth: evidence from a Bayesian compressed vector autoregressive model," Economic Research-Ekonomska Istraživanja, Taylor & Francis Journals, volume 32, issue 1, pages 2554-2567, January, DOI: 10.1080/1331677X.2019.1650657.
53. Konstantinos Gkillas & Rangan Gupta & Dimitrios Vortelinos, 2018, "Uncertainty and Volatility Jumps in the Pound-Dollar Exchange Rate: Evidence from Over One Century of Data," Working Papers, University of Pretoria, Department of Economics, number 201843, Jul.
54. Mehmet Balcilar & Rangan Gupta & Wei Ma & Philton Makena, 2018, "Income Inequality and Economic Growth: A Re-Examination of Theory and Evidence," Working Papers, University of Pretoria, Department of Economics, number 201844, Jul.
    
    • Mehmet Balcilar & Rangan Gupta & Wei Ma & Philton Makena, 2021, "Income inequality and economic growth: A re‐examination of theory and evidence," Review of Development Economics, Wiley Blackwell, volume 25, issue 2, pages 737-757, May, DOI: 10.1111/rode.12754.
55. Petre Caraiani & Adrian Cantemir Călin & Rangan Gupta, 2018, "Monetary Policy and Bubbles in US REITs," Working Papers, University of Pretoria, Department of Economics, number 201845, Jul.
    
    • Petre Caraiani & Adrian C. Călin & Rangan Gupta, 2021, "Monetary policy and bubbles in US REITs," International Review of Finance, International Review of Finance Ltd., volume 21, issue 2, pages 675-687, June, DOI: 10.1111/irfi.12284.
56. Riza Demirer & Rangan Gupta & Zhihui Lv & Wing-Keung Wong, 2018, "Equity Return Dispersion and Stock Market Volatility: Evidence from Multivariate Linear and Nonlinear Causality Tests," Working Papers, University of Pretoria, Department of Economics, number 201846, Jul.
    
    • Riza Demirer & Rangan Gupta & Zhihui Lv & Wing-Keung Wong, 2019, "Equity Return Dispersion and Stock Market Volatility: Evidence from Multivariate Linear and Nonlinear Causality Tests," Sustainability, MDPI, volume 11, issue 2, pages 1-15, January.
57. Vasilios Plakandaras & Rangan Gupta & Wing-Keung Wong, 2018, "Point and Density Forecasts of Oil Returns: The Role of Geopolitical Risks," Working Papers, University of Pretoria, Department of Economics, number 201847, Jul.
    
    • Plakandaras, Vasilios & Gupta, Rangan & Wong, Wing-Keung, 2019, "Point and density forecasts of oil returns: The role of geopolitical risks," Resources Policy, Elsevier, volume 62, issue C, pages 580-587, DOI: 10.1016/j.resourpol.2018.11.006.
58. Rangan Gupta & Patrick Kanda & Aviral Kumar Tiwari & Mark E. Wohar, 2018, "Time-Varying Predictability of Oil Market Movements Over a Century of Data: The Role of US Financial Stress," Working Papers, University of Pretoria, Department of Economics, number 201848, Jul.
    
    • Gupta, Rangan & Kanda, Patrick & Tiwari, Aviral Kumar & Wohar, Mark E., 2019, "Time-varying predictability of oil market movements over a century of data: The role of US financial stress," The North American Journal of Economics and Finance, Elsevier, volume 50, issue C, DOI: 10.1016/j.najef.2019.100994.
59. Rangan Gupta & Zhihui Lv & Wing-Keung Wong, 2018, "Macroeconomic Shocks and Changing Dynamics of the U.S. REITs Sector," Working Papers, University of Pretoria, Department of Economics, number 201849, Aug.
    
    • Rangan Gupta & Zhihui Lv & Wing-Keung Wong, 2019, "Macroeconomic Shocks and Changing Dynamics of the U.S. REITs Sector," Sustainability, MDPI, volume 11, issue 10, pages 1-12, May.
60. Qiang Ji & Rangan Gupta & Festus Victor Bekun & Mehmet Balcilar, 2018, "Spillover of Mortgage Default Risks in the United States: Evidence from Metropolitan Statistical Areas and States," Working Papers, University of Pretoria, Department of Economics, number 201850, Aug.
    
    • Ji, Qiang & Gupta, Rangan & Bekun, Festus Victor & Balcilar, Mehmet, 2019, "Spillover of mortgage default risks in the United States: Evidence from metropolitan statistical areas and states," The Journal of Economic Asymmetries, Elsevier, volume 19, issue C, pages 1-1, DOI: 10.1016/j.jeca.2019.e00114.
61. Rangan Gupta & Mark E. Wohar, 2018, "The Role of Monetary Policy Uncertainty in Predicting Equity Market Volatility of the United Kingdom: Evidence from over 150 Years of Data," Working Papers, University of Pretoria, Department of Economics, number 201851, Aug.
    
    • Rangan Gupta & Mark Wohar, 2019, "The role of monetary policy uncertainty in predicting equity market volatility of the United Kingdom: evidence from over 150 years of data," Economics and Business Letters, Oviedo University Press, volume 8, issue 3, pages 138-146.
62. Rangan Gupta, 2018, "Manager Sentiment and Stock Market Volatility," Working Papers, University of Pretoria, Department of Economics, number 201853, Aug.
63. Manoel Bittencourt & Rangan Gupta & Philton Makena & Lardo Stander, 2018, "Socio-Political Instability and Growth Dynamics," Working Papers, University of Pretoria, Department of Economics, number 201855, Aug.
    
    • Bittencourt, Manoel & Gupta, Rangan & Makena, Philton & Stander, Lardo, 2022, "Socio-political instability and growth dynamics," Economic Systems, Elsevier, volume 46, issue 4, DOI: 10.1016/j.ecosys.2022.101005.
64. Rangan Gupta & Godwin Olasehinde-Williams & Mark E. Wohar, 2018, "The Impact of US Uncertainty Shocks on a Panel of Advanced and Emerging Market Economies: The Role of Exchange Rate, Trade and Financial Channels," Working Papers, University of Pretoria, Department of Economics, number 201857, Sep.
65. Libing Fang & Elie Bouri & Rangan Gupta & David Roubaud, 2018, "Does Global Economic Uncertainty Matter for the Volatility and Hedging Effectiveness of Bitcoin?," Working Papers, University of Pretoria, Department of Economics, number 201858, Sep.
    
    • Fang, Libing & Bouri, Elie & Gupta, Rangan & Roubaud, David, 2019, "Does global economic uncertainty matter for the volatility and hedging effectiveness of Bitcoin?," International Review of Financial Analysis, Elsevier, volume 61, issue C, pages 29-36, DOI: 10.1016/j.irfa.2018.12.010.
66. Hossein Hassani & Mohammad Reza Yeganegi & Rangan Gupta, 2018, "Does Inequality Really Matter in Forecasting Real Housing Returns of the United Kingdom?," Working Papers, University of Pretoria, Department of Economics, number 201859, Sep.
    
    • Hossein Hassani & Mohammad Reza Yeganegi & Rangan Gupta, 2019, "Does inequality really matter in forecasting real housing returns of the United Kingdom?," International Economics, CEPII research center, issue 159, pages 18-25.
    • Hassani, Hossein & Yeganegi, Mohammad Reza & Gupta, Rangan, 2019, "Does inequality really matter in forecasting real housing returns of the United Kingdom?," International Economics, Elsevier, volume 159, issue C, pages 18-25, DOI: 10.1016/j.inteco.2019.03.004.
67. Riza Demirer & Rangan Gupta & Qiang Ji & Aviral Kumar Tiwari, 2018, "Geopolitical Risks and the Predictability of Regional Oil Returns and Volatility," Working Papers, University of Pretoria, Department of Economics, number 201860, Sep.
68. Goodness C. Aye & Mehmet Balcilar & Riza Demirer & Rangan Gupta, 2018, "Firm-Level Political Risk and Asymmetric Volatility," Working Papers, University of Pretoria, Department of Economics, number 201861, Sep.
    
    • Aye, Goodness C. & Balcilar, Mehmet & Demirer, Riza & Gupta, Rangan, 2018, "Firm-level political risk and asymmetric volatility," The Journal of Economic Asymmetries, Elsevier, volume 18, issue C, pages 1-1, DOI: 10.1016/j.jeca.2018.e00110.
69. Xolani Sibande & Rangan Gupta & Mark E. Wohar, 2018, "Time-Varying Causal Relationship between Stock Market and Unemployment in the United Kingdom: Historical Evidence from 1855 to 2017," Working Papers, University of Pretoria, Department of Economics, number 201863, Oct.
    
    • Sibande, Xolani & Gupta, Rangan & Wohar, Mark E., 2019, "Time-varying causal relationship between stock market and unemployment in the United Kingdom: Historical evidence from 1855 to 2017," Journal of Multinational Financial Management, Elsevier, volume 49, issue C, pages 81-88, DOI: 10.1016/j.mulfin.2019.02.003.
70. Sowmya Subramaniam & David Gabauer & Rangan Gupta, 2018, "On the Transmission Mechanism of Asia-Pacific Yield Curve Characteristics," Working Papers, University of Pretoria, Department of Economics, number 201864, Oct.
    
    • David Gabauer & Sowmya Subramaniam & Rangan Gupta, 2022, "On the transmission mechanism of Asia‐Pacific yield curve characteristics," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 27, issue 1, pages 473-488, January, DOI: 10.1002/ijfe.2163.
71. Aviral Kumar Tiwari & Juncal Cunado & Abdulnasser Hatemi-J & Rangan Gupta, 2018, "Oil Price-Inflation Pass-Through in the United States over 1871 to 2018: A Wavelet Coherency Analysis," Working Papers, University of Pretoria, Department of Economics, number 201865, Oct.
    
    • Tiwari, Aviral Kumar & Cunado, Juncal & Hatemi-J, Abdulnasser & Gupta, Rangan, 2019, "Oil price-inflation pass-through in the United States over 1871 to 2018: A wavelet coherency analysis," Structural Change and Economic Dynamics, Elsevier, volume 50, issue C, pages 51-55, DOI: 10.1016/j.strueco.2019.05.002.
72. Rangan Gupta & Chi Keung Marco Lau & Wendy Nyakabawo, 2018, "Predicting Aggregate and State-Level US House Price Volatility: The Role of Sentiment," Working Papers, University of Pretoria, Department of Economics, number 201866, Oct.
73. Semih Emre Cekin & Ashis Kumar Pradhan & Aviral Kumar Tiwari & Rangan Gupta, 2018, "Measuring Co-Dependencies of Economic Policy Uncertainty in Latin American Countries using Vine Copulas," Working Papers, University of Pretoria, Department of Economics, number 201867, Oct.
    
    • Çekin, Semih Emre & Pradhan, Ashis Kumar & Tiwari, Aviral Kumar & Gupta, Rangan, 2020, "Measuring co-dependencies of economic policy uncertainty in Latin American countries using vine copulas," The Quarterly Review of Economics and Finance, Elsevier, volume 76, issue C, pages 207-217, DOI: 10.1016/j.qref.2019.07.004.
74. Christian Pierdzioch & Rangan Gupta & Hossein Hassani & Emmanuel Silva, 2018, "Forecasting Changes of Economic Inequality: A Boosting Approach," Working Papers, University of Pretoria, Department of Economics, number 201868, Oct.
75. Heni Boubaker & Giorgio Canarella & Rangan Gupta & Stephen M. Miller, 2018, "Long-Memory Modeling and Forecasting: Evidence from the U.S. Historical Series of Inflation," Working Papers, University of Pretoria, Department of Economics, number 201869, Nov.
    
    • Boubaker Heni & Canarella Giorgio & Gupta Rangan & Miller Stephen M., 2021, "Long-memory modeling and forecasting: evidence from the U.S. historical series of inflation," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 25, issue 5, pages 289-310, December, DOI: 10.1515/snde-2018-0116.
76. Christina Christou & Rangan Gupta & Wendy Nyakabawo, 2018, "Time-Varying Impact of Uncertainty Shocks on the US Housing Market," Working Papers, University of Pretoria, Department of Economics, number 201870, Nov.
    
    • Christou, Christina & Gupta, Rangan & Nyakabawo, Wendy, 2019, "Time-varying impact of uncertainty shocks on the US housing market," Economics Letters, Elsevier, volume 180, issue C, pages 15-20, DOI: 10.1016/j.econlet.2019.03.029.
77. Konstantinos Gkillas & Rangan Gupta & Chi Keung Marco Lau & Tahir Suleman, 2018, "Jumps Beyond the Realms of Cricket: India’s Performance in One Day Internationals and Stock Market Movements," Working Papers, University of Pretoria, Department of Economics, number 201871, Nov.
    
    • Konstantinos Gkillas & Rangan Gupta & Chi Keung Marco Lau & Muhammad Tahir Suleman, 2020, "Jumps beyond the realms of cricket: India's performance in One Day Internationals and stock market movements," Journal of Applied Statistics, Taylor & Francis Journals, volume 47, issue 6, pages 1109-1127, April, DOI: 10.1080/02664763.2019.1663157.
78. Rangan Gupta & Philton Makena, 2018, "Why must it always be so Real with Tax Evasion?," Working Papers, University of Pretoria, Department of Economics, number 201872, Nov.
    
    • Gupta, Rangan & Makena, Philton, 2020, "Why must it always be so Real with tax evasion?," The Quarterly Review of Economics and Finance, Elsevier, volume 78, issue C, pages 304-308, DOI: 10.1016/j.qref.2020.04.006.
79. Hossein Hassani & Mohammad Reza Yeganegi & Juncal Cunado & Rangan Gupta, 2018, "Forecasting Interest Rate Volatility of the United Kingdom: Evidence from over 150 Years of Data," Working Papers, University of Pretoria, Department of Economics, number 201873, Nov.
    
    • Hossein Hassani & Mohammad Reza Yeganegi & Juncal Cuñado & Rangan Gupta, 2020, "Forecasting interest rate volatility of the United Kingdom: evidence from over 150 years of data," Journal of Applied Statistics, Taylor & Francis Journals, volume 47, issue 6, pages 1128-1143, April, DOI: 10.1080/02664763.2019.1666093.
80. Rangan Gupta & Mark E. Wohar, 2018, "Presidential Cycles in the United States and the Dollar-Pound Exchange Rate: Evidence from over Two Centuries of Data," Working Papers, University of Pretoria, Department of Economics, number 201874, Nov.
81. Mehmet Balcilar & Elie Bouri & Rangan Gupta & Mark E. Wohar, 2018, "Mortgage Default Risks and High-Frequency Predictability of the US Housing Market: A Reconsideration," Working Papers, University of Pretoria, Department of Economics, number 201875, Nov.
    
    • Mehmet Balcilar & Elie Bouri & Rangan Gupta & Mark E. Wohar, 2020, "Mortgage Default Risks and High-Frequency Predictability of the U.S. Housing Market: A Reconsideration," Journal of Real Estate Portfolio Management, Taylor & Francis Journals, volume 26, issue 2, pages 111-117, December, DOI: 10.1080/10835547.2020.1854606.
82. Christophe André & Petre Caraiani & Adrian Cantemir Čalin & Rangan Gupta, 2018, "Can Monetary Policy Lean against Housing Bubbles?," Working Papers, University of Pretoria, Department of Economics, number 201877, Nov.
    
    • André, Christophe & Caraiani, Petre & Călin, Adrian Cantemir & Gupta, Rangan, 2022, "Can monetary policy lean against housing bubbles?," Economic Modelling, Elsevier, volume 110, issue C, DOI: 10.1016/j.econmod.2022.105801.
83. Akhona Myataza & Rangan Gupta, 2018, "Political Cycles in the United States and Stock Market Volatility in other Advanced Economies: An EGARCH Approach," Working Papers, University of Pretoria, Department of Economics, number 201878, Nov.
84. Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch, 2018, "Forecasting (Good and Bad) Realized Exchange-Rate Volatility: Is there a Role for Realized Skewness and Kurtosis?," Working Papers, University of Pretoria, Department of Economics, number 201879, Nov.
85. Hossein Hassani & Mohammad Reza Yeganegi & Rangan Gupta & Riza Demirer, 2018, "Forecasting Stock Market (Realized) Volatility in the United Kingdom: Is There a Role for Economic Inequality?," Working Papers, University of Pretoria, Department of Economics, number 201880, Nov.
86. Riza Demirer & Rangan Gupta & Christian Pierdzioch, 2018, "Time-Varying Risk Aversion and Realized Gold Volatility," Working Papers, University of Pretoria, Department of Economics, number 201881, Dec.
    
    • Demirer, Riza & Gkillas, Konstantinos & Gupta, Rangan & Pierdzioch, Christian, 2019, "Time-varying risk aversion and realized gold volatility," The North American Journal of Economics and Finance, Elsevier, volume 50, issue C, DOI: 10.1016/j.najef.2019.101048.
87. Petre Caraiani & Rangan Gupta, 2018, "Is the Response of the Bank of England to Exchange Rate Movements Frequency-Dependent?," Working Papers, University of Pretoria, Department of Economics, number 201883, Dec.
    
    • Caraiani, Petre & Gupta, Rangan, 2020, "Is the response of the bank of England to exchange rate movements frequency-dependent?," Journal of Macroeconomics, Elsevier, volume 63, issue C, DOI: 10.1016/j.jmacro.2019.103187.
88. Luiz de Mello & João Tovar Jalles, 2018, "The Global Crisis and Intergovernmental Relations: Revisiting the Centralisation-Decentralisation Debate Ten Years On," International Center for Public Policy Working Paper Series, at AYSPS, GSU, International Center for Public Policy, Andrew Young School of Policy Studies, Georgia State University, number paper1802, Feb.
    
    • Luiz de Mello & João Tovar Jalles, 2018, "The global crisis and intergovernmental relations: Revisiting the centralisation-decentralisation debate ten years on," Working Papers. Collection A: Public economics, governance and decentralization, Universidade de Vigo, GEN - Governance and Economics research Network, number 1803, Feb.
89. Antonio Afonso & Florence Huart & João Tovar Jalles & Piotr Stanek, 2018, "Assessing the sustainability of external imbalances in the European Union," Post-Print, HAL, number hal-01914597, Aug, DOI: 10.1111/twec.12709.
    
    • António Afonso & Florence Huart & João Tovar Jalles & Piotr Stanek, 2019, "Assessing the sustainability of external imbalances in the European Union," The World Economy, Wiley Blackwell, volume 42, issue 2, pages 320-348, February, DOI: 10.1111/twec.12709.
    • António Afonso & Florence Huart & João Tovar Jalles & Piotr Stanek, 2017, "Assessing the Sustainability of External Imbalances in the European Union," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2017/10, Jun.
    • António Afonso & Florence Huart & João Tovar Jalles & Piotr Stanek, 2017, "Assessing the Sustainability of External Imbalances in the European Union," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2017/01, Sep.
90. Mr. Romain A Duval & Davide Furceri & Bingjie Hu & João Tovar Jalles & Huy Nguyen, 2018, "A Narrative Database of Major Labor and Product Market Reforms in Advanced Economies," IMF Working Papers, International Monetary Fund, number 2018/019, Jan.
91. Zidong An & João Tovar Jalles & Mr. Prakash Loungani, 2018, "How Well Do Economists Forecast Recessions?," IMF Working Papers, International Monetary Fund, number 2018/039, Mar.
    
    • Zidong An & João Tovar Jalles & Prakash Loungani, 2018, "How well do economists forecast recessions?," International Finance, Wiley Blackwell, volume 21, issue 2, pages 100-121, June, DOI: 10.1111/infi.12130.
92. Gail Cohen & João Tovar Jalles & Mr. Prakash Loungani & Ricardo Marto, 2018, "The Long-Run Decoupling of Emissions and Output: Evidence from the Largest Emitters," IMF Working Papers, International Monetary Fund, number 2018/056, Mar.
    
    • Cohen, Gail & Jalles, Joao Tovar & Loungani, Prakash & Marto, Ricardo, 2018, "The long-run decoupling of emissions and output: Evidence from the largest emitters," Energy Policy, Elsevier, volume 118, issue C, pages 58-68, DOI: 10.1016/j.enpol.2018.03.028.
93. Gail Cohen & João Tovar Jalles & Mr. Prakash Loungani & Ricardo Marto & Gewei Wang, 2018, "Decoupling of Emissions and GDP: Evidence from Aggregate and Provincial Chinese Data," IMF Working Papers, International Monetary Fund, number 2018/085, Apr.
    
    • Cohen, Gail & Jalles, Joao Tovar & Loungani, Prakash & Marto, Ricardo & Wang, Gewei, 2019, "Decoupling of emissions and GDP: Evidence from aggregate and provincial Chinese data," Energy Economics, Elsevier, volume 77, issue C, pages 105-118, DOI: 10.1016/j.eneco.2018.03.030.
94. António Afonso & João Jalles, 2018, "Decomposing And Analysing The Determinants Of Current Accounts’ Cyclicality: Evidence From The Euro Area," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2018/42, Jun.
    
    • António Afonso & João Tovar Jalles, 2019, "Decomposing and Analysing the Determinants of Current Accounts’ Cyclicality: Evidence from the Euro Area," Open Economies Review, Springer, volume 30, issue 1, pages 133-156, February, DOI: 10.1007/s11079-018-9503-2.
95. Syed Jawad Hussain Shahzad & Jose Arreola Hernandez & Khamis Hamed Al-Yahyaee & Rania Jammazi, 2018, "Asymmetric risk spillovers between oil and agricultural commodities," Post-Print, HAL, number hal-01774528, Jul, DOI: 10.1016/j.enpol.2018.03.074.
    
    • Shahzad, Syed Jawad Hussain & Hernandez, Jose Arreola & Al-Yahyaee, Khamis Hamed & Jammazi, Rania, 2018, "Asymmetric risk spillovers between oil and agricultural commodities," Energy Policy, Elsevier, volume 118, issue C, pages 182-198, DOI: 10.1016/j.enpol.2018.03.074.
96. Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2018, "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01223969, Mar.
    
    • Bosi, Stefano & Van, Cuong Le & Pham, Ngoc-Sang, 2018, "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints," Journal of Mathematical Economics, Elsevier, volume 76, issue C, pages 1-20, DOI: 10.1016/j.jmateco.2018.01.006.
    • Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2018, "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-03260777, Mar, DOI: 10.1016/j.jmateco.2018.01.006.
    • Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2018, "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints," Post-Print, HAL, number halshs-01223969, Mar.
    • Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2018, "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints," Post-Print, HAL, number halshs-03260777, Mar, DOI: 10.1016/j.jmateco.2018.01.006.
    • Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2018, "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-03260777, Mar, DOI: 10.1016/j.jmateco.2018.01.006.
    • Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2015, "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 15067r, Sep, revised Feb 2017.
    • Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2015, "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 15067rr, Sep, revised Mar 2018, DOI: 10.1016/j.jmateco.2018.01.006.
    • Pham, Ngoc-Sang & Le Van, Cuong & Bosi, Stefano, 2018, "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints," MPRA Paper, University Library of Munich, Germany, number 84905, Mar, revised 11 Mar 2018.
97. Mark Baker & Balázs Égert & Gabor Fulop & Annabelle Mourougane, 2018, "To what extent do policies contribute to self-employment?," OECD Economics Department Working Papers, OECD Publishing, number 1512, Nov, DOI: 10.1787/74c044b1-en.
98. Nguyen Dinh Chuc & Anh Ngoc Nguyen & Nguyen Thi Kim Thai, 2018, "VIETNAM SMEs' PARTICIPATION IN REGIONAL ECONOMIC INTEGRATION. Survey Results of Three Manufacturing Sectors," Working Papers, Development and Policies Research Center (DEPOCEN), Vietnam, number 187, Feb.
99. Robert Rogers & Doan Hai Ma & Tra Nguyen & Anh Ngoc Nguyen, 2018, "Early Childhood Education and Cognitive Outcomes in Adolescence: A Longitudinal Study from Vietnam," Working Papers, Development and Policies Research Center (DEPOCEN), Vietnam, number 186, Jan.
    
    • Robert Rogers & Doan Hai Ma & Tra Nguyen & Ngoc Anh Nguyen, 2019, "Early childhood education and cognitive outcomes in adolescence: a longitudinal study from Vietnam," Education Economics, Taylor & Francis Journals, volume 27, issue 6, pages 658-669, November, DOI: 10.1080/09645292.2019.1657798.
100. Anh Ngoc Nguyen & Nguyen Thi Tuong Anh & Nguyen Ngoc Minh & Nguyen Thi Phuong Mai, 2018, "SOUTH KOREAN MULTINATIONAL ENTERPRISES AND VIETNAM SMEs’ PARTICIPATION IN GLOBAL PRODUCTION NETWORKS IN THE CONTEXT OF INCREASED ASEAN AND EAST ASIAN REGIONAL ECONOMIC INTEGRATION," Working Papers, Development and Policies Research Center (DEPOCEN), Vietnam, number 188, Mar.
101. Cuong Le Van & Anh Ngoc Nguyen & Ngoc-Minh Nguyen & Michel Simioni, 2018, "Growth strategy with social capital, human capital and physical capital - theory and evidence: the case of Vietnam," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-02623135, DOI: 10.1111/jpet.12305.
     
     • Cuong Le Van & Anh Ngoc Nguyen & Ngoc‐Minh Nguyen & Michel Simioni, 2018, "Growth strategy with social capital, human capital and physical capital—Theory and evidence: The case of Vietnam," Journal of Public Economic Theory, Association for Public Economic Theory, volume 20, issue 5, pages 768-787, October, DOI: 10.1111/jpet.12305.
     • Cuong Le Van & Anh Ngoc Nguyen & Ngoc-Minh Nguyen & Michel Simioni, 2018, "Growth strategy with social capital, human capital and physical capital - theory and evidence: the case of Vietnam," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-02623135, DOI: 10.1111/jpet.12305.
     • Cuong Le Van & Anh Ngoc Nguyen & Ngoc-Minh Nguyen & Michel Simioni, 2018, "Growth strategy with social capital, human capital and physical capital - theory and evidence: the case of Vietnam," Post-Print, HAL, number hal-02623135, DOI: 10.1111/jpet.12305.
102. Stelios Arvanitis & Olivier Scaillet & Nikolas Topaloglou, 2018, "Spanning Tests for Markowitz Stochastic Dominance," Papers, arXiv.org, number 1810.10800, Oct.
     
     • Arvanitis, Stelios & Scaillet, Olivier & Topaloglou, Nikolas, 2020, "Spanning tests for Markowitz stochastic dominance," Journal of Econometrics, Elsevier, volume 217, issue 2, pages 291-311, DOI: 10.1016/j.jeconom.2019.12.005.
     • Stelios Arvanitis & O. Scaillet & Nikolas Topaloglou, 2018, "Spanning Tests for Markowitz Stochastic Dominance," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-08, Feb.
     • Arvanitis, Stelios & Scaillet, Olivier & Topaloglou, Nikolas, 2018, "Spanning tests for markowitz stochastic dominance," Working Papers, University of Geneva, Geneva School of Economics and Management, number unige:102836.
103. Sofia Anyfantaki & Stelios Arvanitis & Nikolas Topaloglou, 2018, "Diversification, integration and cryptocurrency market," Working Papers, Bank of Greece, number 244, Apr.
104. Jeanne Bovet & Eva Raiber & Weiwei Ren & Charlotte Wang & Paul Seabright, 2018, "Parent-Offspring Conflict over Mate Choice: An Experimental Investigation Using a Chinese Marriage Market," Working Papers, Department of Research, Ipag Business School, number 2018-005, Jan.
105. Gazi Salah Uddin & Jose Areola Hernandez & Syed Jawad Hussain Shahzad & Seong-Min Yoon, 2018, "Time-varying evidence of efficiency, decoupling, and diversification of conventional and Islamic stocks," Post-Print, HAL, number hal-01997844, Mar, DOI: 10.1016/j.irfa.2018.01.008.
     
     • Uddin, Gazi Salah & Hernandez, Jose Areola & Shahzad, Syed Jawad Hussain & Yoon, Seong-Min, 2018, "Time-varying evidence of efficiency, decoupling, and diversification of conventional and Islamic stocks," International Review of Financial Analysis, Elsevier, volume 56, issue C, pages 167-180, DOI: 10.1016/j.irfa.2018.01.008.
106. Yves, Togba Boboy & Yoon, Seong-Min, 2018, "Swing in the Fed’s balance sheet policy and spillover effects on emerging Asian countries," MPRA Paper, University Library of Munich, Germany, number 87141, May.

2017

1. Isabelle Aimé & Fabienne Berger-Remy & Marie-Eve Laporte, 2017, "A history of the brand management system," Post-Print, HAL, number halshs-02273339.
2. Johannes Marcelus Kraak & Aziza Laguecir & Yochanan Altman, 2017, "Grids, Groups and Contracts: Integrating Psychological Contract with Cultural Theory," Post-Print, HAL, number hal-01797979, May.
3. Marcello Basili & Paulo Casaca & Alain Chateauneuf & Maurizio Franzini, 2017, "Multidimensional Pigou–Dalton transfers and social evaluation functions," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-03252205, Jun, DOI: 10.1007/s11238-017-9605-0.
   
   • Marcello Basili & Paulo Casaca & Alain Chateauneuf & Maurizio Franzini, 2017, "Multidimensional Pigou–Dalton transfers and social evaluation functions," Theory and Decision, Springer, volume 83, issue 4, pages 573-590, December, DOI: 10.1007/s11238-017-9605-0.
   • Marcello Basili & Paulo Casaca & Alain Chateauneuf & Maurizio Franzini, 2016, "Multidimensional Pigou-Dalton Transfers and Social Evaluation Functions," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01321802, May.
   • Marcello Basili & Paulo Casaca & Alain Chateauneuf & Maurizio Franzini, 2017, "Multidimensional Pigou–Dalton transfers and social evaluation functions," Post-Print, HAL, number hal-03252205, Jun, DOI: 10.1007/s11238-017-9605-0.
   • Marcello Basili & Paulo Casaca & Alain Chateauneuf & Maurizio Franzini, 2016, "Multidimensional Pigou-Dalton Transfers and Social Evaluation Functions," Post-Print, HAL, number halshs-01321802, May.
   • Marcello Basili & Paulo Casaca & Alain Chateauneuf & Maurizio Franzini, 2017, "Multidimensional Pigou–Dalton transfers and social evaluation functions," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-03252205, Jun, DOI: 10.1007/s11238-017-9605-0.
   • Marcello Basili & Paulo Casaca & Alain Chateauneuf & Maurizio Franzini, 2016, "Multidimensional Pigou-Dalton Transfers and Social Evaluation Functions," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 16043, May, DOI: 10.1007/s11238-017-9605-0.
4. Aloisio Araujo & Jean-Marc Bonnisseau & Alain Chateauneuf & Rodrigo Novinski, 2017, "Optimal sharing with an infinite number of commodities in the presence of optimistic and pessimistic agents," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01336882, Jan, DOI: 10.1007/s00199-016-0985-0.
   
   • Aloisio Araujo & Jean-Marc Bonnisseau & Alain Chateauneuf & Rodrigo Novinski, 2017, "Optimal sharing with an infinite number of commodities in the presence of optimistic and pessimistic agents," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 63, issue 1, pages 131-157, January, DOI: 10.1007/s00199-016-0985-0.
   • Aloisio Araujo & Jean-Marc Bonnisseau & Alain Chateauneuf & Rodrigo Novinski, 2017, "Optimal sharing with an infinite number of commodities in the presence of optimistic and pessimistic agents," Post-Print, HAL, number halshs-01336882, Jan, DOI: 10.1007/s00199-016-0985-0.
   • Aloisio Araujo & Jean-Marc Bonnisseau & Alain Chateauneuf & Rodrigo Novinski, 2017, "Optimal sharing with an infinite number of commodities in the presence of optimistic and pessimistic agents," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-01336882, Jan, DOI: 10.1007/s00199-016-0985-0.
5. Bernard Cornet & Alain Chateauneuf, 2017, "Choquet representability of submodular functions," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01394838, DOI: 10.1007/s10107-016-1074-7.
   
   • Bernard Cornet & Alain Chateauneuf, 2017, "Choquet representability of submodular functions," Post-Print, HAL, number halshs-01394838, DOI: 10.1007/s10107-016-1074-7.
   • Bernard Cornet & Alain Chateauneuf, 2017, "Choquet representability of submodular functions," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-01394838, DOI: 10.1007/s10107-016-1074-7.
6. Dana, Rose-Anne & Riedel, Frank, 2017, "Intertemporal equilibria with Knightian uncertainty," Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University, number 440, Mar.
   
   • Dana, Rose-Anne & Riedel, Frank, 2013, "Intertemporal equilibria with Knightian uncertainty," Journal of Economic Theory, Elsevier, volume 148, issue 4, pages 1582-1605, DOI: 10.1016/j.jet.2013.04.005.
   • Rose-Anne Dana & Franck Riedel, 2013, "Intertemporal Equilibria with Knightian uncertainty," Post-Print, HAL, number hal-00927170, DOI: 10.1016/j.jet.2013.04.005.
   • Rose Anne Dana & Frank Riedel, 2013, "Intertemporal equilibria with Knightian Uncertainty," Working Papers, Department of Research, Ipag Business School, number 2013-16, Jan.
7. Vasilios Plakandaras & Rangan Gupta & Periklis Gogas & Theophilos Papadimitriou, 2017, "Forecasting the U.S. Real House Price Index," Papers, arXiv.org, number 1707.04868, Jul.
   
   • Plakandaras, Vasilios & Gupta, Rangan & Gogas, Periklis & Papadimitriou, Theophilos, 2015, "Forecasting the U.S. real house price index," Economic Modelling, Elsevier, volume 45, issue C, pages 259-267, DOI: 10.1016/j.econmod.2014.10.050.
   • Vasilios Plakandaras & Rangan Gupta & Periklis Gogas & Theophilos Papadimitriou, 2014, "Forecasting the U.S. Real House Price Index," Working Papers, University of Pretoria, Department of Economics, number 201418, May.
   • Vasilios Plakandaras & Rangan Gupta & Periklis Gogas & Theophilos Papadimitriou, 2014, "Forecasting the U.S. Real House Price Index," Working Paper series, Rimini Centre for Economic Analysis, number 30_14, Nov.
   • Vasilios Plakandaras & Rangan Gupta & Theophilos Papadimitriou & Periklis Gogas, 2014, "Forecasting the U.S. Real House Price Index," DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics, number 10-2014, Apr.
8. Mawuli Segnon & Chi Keung Lau & Bernd Wilfling & Rangan Gupta, 2017, "Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 6117, May.
   
   • Segnon Mawuli & Lau Chi Keung & Wilfling Bernd & Gupta Rangan, 2022, "Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 26, issue 1, pages 73-98, February, DOI: 10.1515/snde-2019-0009.
   • Mawuli Segnon & Chi Keung Lau & Bernd Wilfling & Rangan Gupta, 2017, "Are Multifractal Processes Suited to Forecasting Electricity Price Volatility? Evidence from Australian Intraday Data," Working Papers, University of Pretoria, Department of Economics, number 201739, May.
9. Francis Leni Anguyo & Rangan Gupta & Kevin Kotze, 2017, "Monetary Policy and Financial Frictions in a Small Open-Economy Model for Uganda," School of Economics Macroeconomic Discussion Paper Series, School of Economics, University of Cape Town, number 2017-01.
   
   • Francis Leni Anguyo & Rangan Gupta & Kevin Kotzé, 2020, "Monetary policy and financial frictions in a small open-economy model for Uganda," Empirical Economics, Springer, volume 59, issue 3, pages 1213-1241, September, DOI: 10.1007/s00181-019-01728-y.
   • Francis Leni Anguyo & Rangan Gupta & Kevin Kotze, 2017, "Monetary Policy and Financial Frictions in a Small Open-Economy Model for Uganda," Working Papers, University of Pretoria, Department of Economics, number 201710, Feb.
10. Francis Leni Anguyo & Rangan Gupta & Kevin Kotze, 2017, "Monetary Policy, Financial Frictions and Structural Changes: A Markov-Switching DSGE approach," School of Economics Macroeconomic Discussion Paper Series, School of Economics, University of Cape Town, number 2017-05.
    
    • Francis Leni Anguyo & Rangan Gupta & Kevin Kotzé, 2017, "Monetary Policy, Financial Frictions and Structural Changes: A Markov-Switching DSGE Approach," Working Papers, University of Pretoria, Department of Economics, number 201748, Jun.
11. Francis Leni Anguyo & Rangan Gupta & Kevin Kotze, 2017, "Inflation Dynamics in Uganda: A Quantile Regression Approach," School of Economics Macroeconomic Discussion Paper Series, School of Economics, University of Cape Town, number 2017-07.
    
    • Francis Leni Anguyo & Rangan Gupta & Kevin Kotzé, 2020, "Inflation dynamics in Uganda: a quantile regression approach," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, volume 13, issue 2, pages 161-187, May, DOI: 10.1080/17520843.2019.1596963.
    • Francis Leni Anguyo & Rangan Gupta & Kevin Kotzé, 2017, "Inflation Dynamics in Uganda: A Quantile Regression Approach," Working Papers, University of Pretoria, Department of Economics, number 201772, Oct.
12. Sergey Ivashchenko & Rangan Gupta, 2017, "Near-Rational Expectations: How Far are Surveys from Rationality?," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI RP 2017/04, Jan.
    
    • Sergey Ivashchenko & Rangan Gupta, 2017, "Near-Rational Expectations: How Far are Surveys from Rationality?," Journal of Economics and Econometrics, Economics and Econometrics Society, volume 60, issue 1, pages 1-27.
    • Sergey Ivashchenko, 2014, "Near-Rational Expectations: How Far Are Surveys from Rationality?," EUSP Department of Economics Working Paper Series, European University at St. Petersburg, Department of Economics, number 2014/06, Dec.
    • Sergey Ivashchenko & Rangan Gupta, 2016, "Near-Rational Expectations: How Far are Surveys from Rationality?," Working Papers, University of Pretoria, Department of Economics, number 201655, Jul.
13. Mehmet Balcilar & Elie Bouri & Rangan Gupta & David Roubaud, 2017, "Can volume predict Bitcoin returns and volatility? A quantiles-based approach," Post-Print, HAL, number hal-02008551, DOI: 10.1016/j.econmod.2017.03.019.
    
    • Balcilar, Mehmet & Bouri, Elie & Gupta, Rangan & Roubaud, David, 2017, "Can volume predict Bitcoin returns and volatility? A quantiles-based approach," Economic Modelling, Elsevier, volume 64, issue C, pages 74-81, DOI: 10.1016/j.econmod.2017.03.019.
14. Elie Bouri & Rangan Gupta & Aviral Kumar Tiwari & David Roubaud, 2017, "Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions," Post-Print, HAL, number hal-02008552, DOI: 10.1016/j.frl.2017.02.009.
    
    • Bouri, Elie & Gupta, Rangan & Tiwari, Aviral Kumar & Roubaud, David, 2017, "Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions," Finance Research Letters, Elsevier, volume 23, issue C, pages 87-95, DOI: 10.1016/j.frl.2017.02.009.
    • Elie Bouri & Rangan Gupta & Aviral Kumar Tiwari & David Roubaud, 2016, "Does Bitcoin Hedge Global Uncertainty? Evidence from Wavelet-Based Quantile-in-Quantile Regressions," Working Papers, University of Pretoria, Department of Economics, number 201690, Dec.
15. Nikolaos Antonakakis & Rangan Gupta & Christos Kollias & Stephanos Papadamou, 2017, "Geopolitical Risks and the Oil-Stock Nexus Over 1899-2016," Working Papers, University of Pretoria, Department of Economics, number 201702, Jan.
    
    • Antonakakis, Nikolaos & Gupta, Rangan & Kollias, Christos & Papadamou, Stephanos, 2017, "Geopolitical risks and the oil-stock nexus over 1899–2016," Finance Research Letters, Elsevier, volume 23, issue C, pages 165-173, DOI: 10.1016/j.frl.2017.07.017.
16. Rangan Gupta & Lardo Stander & Andrea Vaona, 2017, "Openness and Growth: Is the Relationship Non-Linear?," Working Papers, University of Pretoria, Department of Economics, number 201703, Jan.
    
    • Rangan Gupta & Lardo Stander & Andrea Vaona, 2023, "Openness and growth: Is the relationship non‐linear?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 28, issue 3, pages 3071-3099, July, DOI: 10.1002/ijfe.2584.
17. Elie Bouri & Rangan Gupta & Seyedmehdi Hosseini & Chi Keung Marco Lau, 2017, "Does Global Fear Predict Fear in BRICS Stock Markets? Evidence from a Bayesian Graphical VAR Model," Working Papers, University of Pretoria, Department of Economics, number 201704, Jan.
18. Christophe André & Tsangyao Chang & Luis A. Gil-Alana & Rangan Gupta, 2017, "Current Account Sustainability in G7 and BRICS: Evidence from a Long Memory Model with Structural Breaks," Working Papers, University of Pretoria, Department of Economics, number 201705, Jan.
    
    • Christophe Andre & Mehmet Balcilar & Tsangyao Chang & Luis Alberiko Gil-Alana & Rangan Gupta, 2018, "Current account sustainability in G7 and BRICS: Evidence from a long-memory model with structural breaks," The Journal of International Trade & Economic Development, Taylor & Francis Journals, volume 27, issue 6, pages 638-654, August, DOI: 10.1080/09638199.2017.1410853.
19. Shinhye Chang & Hsiao-Ping Chu & Rangan Gupta & Stephen M. Miller, 2017, "Causality between Output and Income Inequality across US States: Evidence from a Heterogeneous Mixed Panel Approach," Working Papers, University of Pretoria, Department of Economics, number 201706, Jan.
    
    • Shinhye Chang & Hsiao-Ping Chu & Rangan Gupta & Stephen M. Miller, 2018, "Causality between Output and Income Inequality across U.S. States: Evidence from a Heterogeneous Mixed Panel Approach," Working papers, University of Connecticut, Department of Economics, number 2018-07, Jun.
20. Christina Christou & Rangan Gupta & Wendy Nyakabawo & Mark E. Wohar, 2017, "Do House Prices Hedge Inflation in the US? A Quantile Cointegration Approach," Working Papers, University of Pretoria, Department of Economics, number 201707, Feb.
    
    • Christou, Christina & Gupta, Rangan & Nyakabawo, Wendy & Wohar, Mark E., 2018, "Do house prices hedge inflation in the US? A quantile cointegration approach," International Review of Economics & Finance, Elsevier, volume 54, issue C, pages 15-26, DOI: 10.1016/j.iref.2017.12.012.
21. Nikolaos Antonakakis & Mehmet Balcilar & Elie Bouri & Rangan Gupta, 2017, "Is Wine a Safe-Haven? Evidence from a Nonparametric Causality-in-Quantiles Test," Working Papers, University of Pretoria, Department of Economics, number 201708, Feb.
    
    • Nikolaos Antonakakis & Mehmet Balcilar & Elie Bouri & Rangan Gupta, 2018, "Is Wine A Safe-Haven? Evidence From A Nonparametric Causality-In-Quantiles Test," Advances in Decision Sciences, Asia University, Taiwan, volume 22, issue 1, pages 95-114, December.
22. Christophe André & Nikolaos Antonakakis & Rangan Gupta & Mulatu F. Zerihun, 2017, "Asymmetric Behaviour in Nominal and Real Housing Prices: Evidence from Advanced and Emerging Economies," Working Papers, University of Pretoria, Department of Economics, number 201711, Feb.
23. Hardik A. Marfatia & Rangan Gupta & Esin Cakan, 2017, "The International REIT's Time-Varying Response to the U.S. Monetary Policy and Macroeconomic Surprises," Working Papers, University of Pretoria, Department of Economics, number 201712, Feb.
    
    • Marfatia, Hardik A. & Gupta, Rangan & Cakan, Esin, 2017, "The international REIT’s time-varying response to the U.S. monetary policy and macroeconomic surprises," The North American Journal of Economics and Finance, Elsevier, volume 42, issue C, pages 640-653, DOI: 10.1016/j.najef.2017.09.007.
24. Luis A. Gil-Alana & Rangan Gupta, 2017, "Persistence, Mean Reversion and Nonlinearities in Inflation Rates of Developed and Developing Countries Using Over One Century of Data," Working Papers, University of Pretoria, Department of Economics, number 201713, Mar.
    
    • Luis Alberiko Gil‐Alana & Rangan Gupta, 2019, "Persistence, Mean Reversion and Nonlinearities in Inflation Rates of Developed and Developing Countries Using Over One Century of Data," Manchester School, University of Manchester, volume 87, issue 1, pages 24-36, January, DOI: 10.1111/manc.12213.
25. Walid Bahloul & Rangan Gupta, 2017, "The Impact of Macroeconomic News Surprises and Uncertainty of Major Economies on Returns and Volatility of Oil Futures," Working Papers, University of Pretoria, Department of Economics, number 201715, Mar.
    
    • Walid Bahloul & Rangan Gupta, 2018, "Impact of macroeconomic news surprises and uncertainty for major economies on returns and volatility of oil futures," International Economics, CEPII research center, issue 156, pages 247-253.
    • Bahloul, Walid & Gupta, Rangan, 2018, "Impact of macroeconomic news surprises and uncertainty for major economies on returns and volatility of oil futures," International Economics, Elsevier, volume 156, issue C, pages 247-253, DOI: 10.1016/j.inteco.2018.04.002.
26. Mehmet Balcilar & Deven Bathia & Riza Demirer & Rangan Gupta, 2017, "Credit Ratings and Predictability of Stock Returns and Volatility of the BRICS and the PIIGS: Evidence from a Nonparametric Causality-in-Quantiles Approach," Working Papers, University of Pretoria, Department of Economics, number 201719, Mar.
27. Walid Bahloul & Mehmet Balcilar & Juncal Cunado & Rangan Gupta, 2017, "The Role of Economic and Financial Uncertainties in Predicting Commodity Futures Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantiles Test," Working Papers, University of Pretoria, Department of Economics, number 201725, Apr.
    
    • Bahloul, Walid & Balcilar, Mehmet & Cunado, Juncal & Gupta, Rangan, 2018, "The role of economic and financial uncertainties in predicting commodity futures returns and volatility: Evidence from a nonparametric causality-in-quantiles test," Journal of Multinational Financial Management, Elsevier, volume 45, issue C, pages 52-71, DOI: 10.1016/j.mulfin.2018.04.002.
28. Rangan Gupta & Seong-Min Yoon, 2017, "OPEC News and Predictability of Oil Futures Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantiles Approach," Working Papers, University of Pretoria, Department of Economics, number 201726, Apr.
    
    • Gupta, Rangan & Yoon, Seong-Min, 2018, "OPEC news and predictability of oil futures returns and volatility: Evidence from a nonparametric causality-in-quantiles approach," The North American Journal of Economics and Finance, Elsevier, volume 45, issue C, pages 206-214, DOI: 10.1016/j.najef.2018.02.010.
29. Rangan Gupta & Chi Keng Marco Lau & Ruipeng Liu & Hardik A. Marfatia, 2017, "Price Jumps in Developed Stock Markets: The Role of Monetary Policy Committee Meetings," Working Papers, University of Pretoria, Department of Economics, number 201727, Apr.
    
    • Rangan Gupta & Chi Keng Marco Lau & Ruipeng Liu & Hardik A. Marfatia, 2019, "Price jumps in developed stock markets: the role of monetary policy committee meetings," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 43, issue 2, pages 298-312, April, DOI: 10.1007/s12197-018-9444-z.
30. Ruipeng Liu & Riza Demirer & Rangan Gupta & Mark E. Wohar, 2017, "Do Bivariate Multifractal Models Improve Volatility Forecasting in Financial Time Series? An Application to Foreign Exchange and Stock Markets," Working Papers, University of Pretoria, Department of Economics, number 201728, Apr.
31. Qiang Ji & Elie Bouri & Rangan Gupta & David Roubaud, 2017, "Network Causality Structures among Bitcoin and other Financial Assets: A Directed Acyclic Graph Approach," Working Papers, University of Pretoria, Department of Economics, number 201729, Apr.
    
    • Ji, Qiang & Bouri, Elie & Gupta, Rangan & Roubaud, David, 2018, "Network causality structures among Bitcoin and other financial assets: A directed acyclic graph approach," The Quarterly Review of Economics and Finance, Elsevier, volume 70, issue C, pages 203-213, DOI: 10.1016/j.qref.2018.05.016.
32. Rangan Gupta & Christos Kollias & Stephanos Papadamou & Mark E. Wohar, 2017, "News Implied Volatility and the Stock-Bond Nexus: Evidence from Historical Data for the USA and the UK Markets," Working Papers, University of Pretoria, Department of Economics, number 201730, Apr.
    
    • Gupta, Rangan & Kollias, Christos & Papadamou, Stephanos & Wohar, Mark E., 2018, "News implied volatility and the stock-bond nexus: Evidence from historical data for the USA and the UK markets," Journal of Multinational Financial Management, Elsevier, volume 47, issue , pages 76-90, DOI: 10.1016/j.mulfin.2018.08.001.
33. Mehmet Balcilar & Rangan Gupta & Ricardo M. Sousa & Mark E. Wohar, 2017, "Wealth-to-Income Ratio and Stock Market Movements: Evidence from a Nonparametric Causality Test," Working Papers, University of Pretoria, Department of Economics, number 201731, May.
    
    • Mehmet Balcilar & Rangan Gupta & Ricardo M. Sousa & Mark E. Wohar, 2018, "Wealth‐to‐Income Ratio and Stock Market Movements: Evidence from a Nonparametric Causality Test," International Review of Finance, International Review of Finance Ltd., volume 18, issue 3, pages 495-506, September, DOI: 10.1111/irfi.12136.
34. Christian Pierdzioch & Rangan Gupta, 2017, "Uncertainty and Forecasts of U.S. Recessions," Working Papers, University of Pretoria, Department of Economics, number 201732, May.
    
    • Pierdzioch Christian & Gupta Rangan, 2020, "Uncertainty and Forecasts of U.S. Recessions," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 24, issue 4, pages 1-20, September, DOI: 10.1515/snde-2018-0083.
35. Aviral Kumar Tiwari & Juncal Cunado & Rangan Gupta & Mark E. Wohar, 2017, "Are Stock Returns an Inflation Hedge for the UK? Evidence from a Wavelet Analysis Using Over Three Centuries of Data," Working Papers, University of Pretoria, Department of Economics, number 201735, May.
    
    • Tiwari Aviral Kumar & Cunado Juncal & Gupta Rangan & Wohar Mark E., 2019, "Are stock returns an inflation hedge for the UK? Evidence from a wavelet analysis using over three centuries of data," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 23, issue 3, pages 1-17, June, DOI: 10.1515/snde-2017-0049.
36. Rangan Gupta & Hardik A. Marfatia, 2017, "A Note on the Impact of Unconventional Monetary Policy Shocks in the US on Emerging Market REITs: A Qual VAR Approach," Working Papers, University of Pretoria, Department of Economics, number 201736, May.
37. Vasilios Plakandaras & Rangan Gupta & Periklis Gogas & Theophilos Papadimitriou, 2017, "Macroeconomic Uncertainty, Growth and Inflation in the Eurozone: A Causal Approach," Working Papers, University of Pretoria, Department of Economics, number 201737, May.
    
    • Vasilios Plakandaras & Rangan Gupta & Periklis Gogas & Theophilos Papadimitriou, 2018, "Macroeconomic uncertainty, growth and inflation in the Eurozone: a causal approach," Applied Economics Letters, Taylor & Francis Journals, volume 25, issue 14, pages 1029-1033, August, DOI: 10.1080/13504851.2017.1391996.
38. Christina Christou & Ruthira Naraidoo & Rangan Gupta & Won Joong Kim, 2017, "Monetary Policy Reaction Functions of the TICKs: A Quantile Regression Approach," Working Papers, University of Pretoria, Department of Economics, number 201738, May.
    
    • Christina Christou & Ruthira Naraidoo & Rangan Gupta & Won Joong Kim, 2018, "Monetary Policy Reaction Functions of the TICKs: A Quantile Regression Approach," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 54, issue 15, pages 3552-3565, December, DOI: 10.1080/1540496X.2017.1422429.
39. Giorgio Canarella & Rangan Gupta & Stephen M. Miller & Stephen K. Pollard, 2017, "Unemployment Rate Hysteresis and the Great Recession: Exploring the Metropolitan Evidence," Working Papers, University of Pretoria, Department of Economics, number 201740, Jun.
    
    • Giorgio Canarella & Rangan Gupta & Stephen M. Miller & Stephen K. Pollard, 2019, "Unemployment rate hysteresis and the great recession: exploring the metropolitan evidence," Empirical Economics, Springer, volume 56, issue 1, pages 61-79, January, DOI: 10.1007/s00181-017-1361-z.
    • Giorgio Canarella & Stephen M. Miller & Stephen K. Pollard, 2014, "Unemployment Rate Hysteresis and the Great Recession: Exploring the Metropolitan Evidence," Working Papers, University of Nevada, Las Vegas , Department of Economics, number 1403, Dec.
    • Giorgio Canarella & Stephen M. Miller & Stephen K. Pollard, 2013, "Unemployment Rate Hysteresis and the Great Recession: Exploring the Metropolitan Evidence," Working papers, University of Connecticut, Department of Economics, number 2013-19, Aug.
40. Mehmet Balcilar & Seyi Saint Akadiri & Rangan Gupta & Stephen M. Miller, 2017, "Partisan Conflict and Income Distribution in the United States: A Nonparametric Causality-in-Quantiles Approach," Working Papers, University of Pretoria, Department of Economics, number 201741, Jun.
    
    • Mehmet Balcilar & Seyi Saint Akadiri & Rangan Gupta & Stephen M. Miller, 2017, "Partisan Conflict and Income Distribution in the United States: A Nonparametric Causality-in-Quantiles Approach," Working papers, University of Connecticut, Department of Economics, number 2017-11, Jun.
41. Rangan Gupta & Chi Keung Marco Lau & Stephen M. Miller & Mark E. Wohar, 2017, "U.S. Fiscal Policy and Asset Prices: The Role of Partisan Conflict," Working Papers, University of Pretoria, Department of Economics, number 201742, Jun.
    
    • Rangan Gupta & Chi Keung Marco Lau & Stephen M. Miller & Mark E. Wohar, 2019, "US Fiscal Policy and Asset Prices: The Role of Partisan Conflict," International Review of Finance, International Review of Finance Ltd., volume 19, issue 4, pages 851-862, December, DOI: 10.1111/irfi.12188.
    • Rangan Gupta & Chi Keung Marco Lau & Stephen M. Miller & Mark E. Wohar, 2017, "U.S. Fiscal Policy and Asset Prices: The Role of Partisan Conflict," Working papers, University of Connecticut, Department of Economics, number 2017-10, Jun.
42. Elie Bouri & Riza Demirer & Rangan Gupta & Hardik A. Marfatia, 2017, "Geopolitical Risks and Movements in Islamic Bond and Equity Markets: A Note," Working Papers, University of Pretoria, Department of Economics, number 201743, Jun.
    
    • Elie Bouri & Riza Demirer & Rangan Gupta & Hardik A. Marfatia, 2019, "Geopolitical Risks and Movements in Islamic Bond and Equity Markets: A Note," Defence and Peace Economics, Taylor & Francis Journals, volume 30, issue 3, pages 367-379, April, DOI: 10.1080/10242694.2018.1424613.
43. Rangan Gupta & Christian Pierdzioch & Refk Selmi & Mark E. Wohar, 2017, "Does Partisan Conflict Predict a Reduction in US Stock Market (Realized) Volatility? Evidence from a Quantile-on-Quantile Regression Model," Working Papers, University of Pretoria, Department of Economics, number 201744, Jun.
44. Refk Selmi & Christos Kollias & Stephanos Papadamou & Rangan Gupta, 2017, "A Copula-Based Quantile-on-Quantile Regression Approach to Modeling Dependence Structure between Stock and Bond Returns: Evidence from Historical Data of India, South Africa, UK and US," Working Papers, University of Pretoria, Department of Economics, number 201747, Jun.
45. Esin Cakan & Rıza Demirer & Rangan Gupta & Hardik A. Marfatia, 2017, "Oil Speculation and Herding Behavior in Emerging Stock Markets," Working Papers, University of Pretoria, Department of Economics, number 201749, Jun.
    
    • Esin Cakan & Rıza Demirer & Rangan Gupta & Hardik A. Marfatia, 2019, "Oil speculation and herding behavior in emerging stock markets," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 43, issue 1, pages 44-56, January, DOI: 10.1007/s12197-018-9427-0.
46. Elie Bouri & Rangan Gupta & Chi Keung Marco Lau & David Roubaud & Shixuan Wang, 2017, "Bitcoin and Global Financial Stress: A Copula-Based Approach to Dependence and Causality-in-Quantiles," Working Papers, University of Pretoria, Department of Economics, number 201750, Jun.
    
    • Bouri, Elie & Gupta, Rangan & Lau, Chi Keung Marco & Roubaud, David & Wang, Shixuan, 2018, "Bitcoin and global financial stress: A copula-based approach to dependence and causality in the quantiles," The Quarterly Review of Economics and Finance, Elsevier, volume 69, issue C, pages 297-307, DOI: 10.1016/j.qref.2018.04.003.
47. Riza Demirer & Guilherme Demos & Rangan Gupta & Didier Sornette, 2017, "On the Predictability of Stock Market Bubbles: Evidence from LPPLS ConfidenceTM Multi-scale Indicators," Working Papers, University of Pretoria, Department of Economics, number 201752, Jul.
    
    • Riza Demirer & Guilherme Demos & Rangan Gupta & Didier Sornette, 2019, "On the predictability of stock market bubbles: evidence from LPPLS confidence multi-scale indicators," Quantitative Finance, Taylor & Francis Journals, volume 19, issue 5, pages 843-858, May, DOI: 10.1080/14697688.2018.1524154.
48. Goodness C. Aye & Hector Carcel & Luis A. Gil-Alana & Rangan Gupta, 2017, "Does Gold Act as a Hedge against Inflation in the UK? Evidence from a Fractional Cointegration Approach Over 1257 to 2016," Working Papers, University of Pretoria, Department of Economics, number 201753, Jul.
    
    • Aye, Goodness C. & Carcel, Hector & Gil-Alana, Luis A. & Gupta, Rangan, 2017, "Does gold act as a hedge against inflation in the UK? Evidence from a fractional cointegration approach over 1257 to 2016," Resources Policy, Elsevier, volume 54, issue C, pages 53-57, DOI: 10.1016/j.resourpol.2017.09.001.
49. Rangan Gupta & Chi Keung Marco Lau & Seong-Min Yoon, 2017, "OPEC News Announcement Effect on Volatility in the Crude Oil Market: A Reconsideration," Working Papers, University of Pretoria, Department of Economics, number 201754, Jul.
    
    • Rangan Gupta & Chi Keung Marco Lau & Seong-Min Yoon, 2019, "OPEC News Announcement Effect on Volatility in the Crude Oil Market: A Reconsideration," Advances in Decision Sciences, Asia University, Taiwan, volume 23, issue 4, pages 1-23, December.
50. Rangan Gupta & Marian Risse & David A. Volkman & Mark E. Wohar, 2017, "The Role of Term Spread and Pattern Changes in Predicting Stock Returns and Volatility of the United Kingdom: Evidence from a Nonparametric Causality-in-Quantiles Test Using Over 250 Years of Data," Working Papers, University of Pretoria, Department of Economics, number 201755, Jul.
    
    • Gupta, Rangan & Risse, Marian & Volkman, David A. & Wohar, Mark E., 2019, "The role of term spread and pattern changes in predicting stock returns and volatility of the United Kingdom: Evidence from a nonparametric causality-in-quantiles test using over 250 years of data," The North American Journal of Economics and Finance, Elsevier, volume 47, issue C, pages 391-405, DOI: 10.1016/j.najef.2018.05.006.
51. Tsangyao Chang & Rangan Gupta & Anandamayee Majumdar & Christian Pierdzioch, 2017, "Predicting Stock Market Movements with a Time-Varying Consumption-Aggregate Wealth Ratio," Working Papers, University of Pretoria, Department of Economics, number 201756, Jul.
    
    • Chang, Tsangyao & Gupta, Rangan & Majumdar, Anandamayee & Pierdzioch, Christian, 2019, "Predicting stock market movements with a time-varying consumption-aggregate wealth ratio," International Review of Economics & Finance, Elsevier, volume 59, issue C, pages 458-467, DOI: 10.1016/j.iref.2018.10.009.
52. Goodness C. Aye & Matthew W. Clance & Rangan Gupta, 2017, "The Effect of Economic Uncertainty on the Housing Market Cycle," Working Papers, University of Pretoria, Department of Economics, number 201757, Aug.
    
    • Goodness C. Aye & Matthew W. Clance & Rangan Gupta, 2019, "The Effect of Economic Uncertainty on the Housing Market Cycle," Journal of Real Estate Portfolio Management, Taylor & Francis Journals, volume 25, issue 1, pages 67-75, January, DOI: 10.1080/10835547.2019.12090024.
53. Adnen Ben Nasr & Juncal Cunado & Rıza Demirer & Rangan Gupta, 2017, "Country Risk Ratings and Stock Market Returns in BRICS Countries: A Nonlinear Dynamic Approach," Working Papers, University of Pretoria, Department of Economics, number 201758, Aug.
54. Qiang Ji & Bing-Yue Liu & Juncal Cunado & Rangan Gupta, 2017, "Risk Spillover between the US and the Remaining G7 Stock Markets Using Time-Varying Copulas with Markov Switching: Evidence from Over a Century of Data," Working Papers, University of Pretoria, Department of Economics, number 201759, Aug.
    
    • Ji, Qiang & Liu, Bing-Yue & Cunado, Juncal & Gupta, Rangan, 2020, "Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching: Evidence from over a century of data," The North American Journal of Economics and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.najef.2018.09.004.
55. Esin Cakan & Rıza Demirer & Rangan Gupta & Josine Uwilingiye, 2017, "A Note on the Technology Herd: Evidence from Large Institutional Investors," Working Papers, University of Pretoria, Department of Economics, number 201761, Aug.
    
    • Josine Uwilingiye & Esin Cakan & Riza Demirer & Rangan Gupta, 2019, "A note on the technology herd: evidence from large institutional investors," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 11, issue 3, pages 294-308, June, DOI: 10.1108/RBF-08-2017-0086.
56. Rıza Demirer & Rangan Gupta & Tahir Suleman & Mark E. Wohar, 2017, "Time-Varying Rare Disaster Risks, Oil Returns and Volatility," Working Papers, University of Pretoria, Department of Economics, number 201762, Aug.
    
    • Demirer, Riza & Gupta, Rangan & Suleman, Tahir & Wohar, Mark E., 2018, "Time-varying rare disaster risks, oil returns and volatility," Energy Economics, Elsevier, volume 75, issue C, pages 239-248, DOI: 10.1016/j.eneco.2018.08.021.
57. Adnen Ben Nasr & Mehmet Balcilar & Seyi Saint Akadiri & Rangan Gupta, 2017, "Kuznets Curve for the US: A Reconsideration Using Cosummability," Working Papers, University of Pretoria, Department of Economics, number 201763, Aug.
    
    • Adnen Ben Nasr & Mehmet Balcilar & Seyi Saint Akadiri & Rangan Gupta, 2019, "Kuznets Curve for the US: A Reconsideration Using Cosummability," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 142, issue 2, pages 827-843, April, DOI: 10.1007/s11205-018-1940-1.
58. Wilson Donzwa & Rangan Gupta & Mark E. Wohar, 2017, "Volatility Spillovers between Interest Rates and Equity Markets of Developed Economies: A Note," Working Papers, University of Pretoria, Department of Economics, number 201764, Sep.
59. Vasilios Plakandaras & Rangan Gupta & Constantinos Katrakilidis & Mark E. Wohar, 2017, "Time-Varying Role of Macroeconomic Shocks on House Prices in the US and UK: Evidence from Over 150 Years of Data," Working Papers, University of Pretoria, Department of Economics, number 201765, Sep.
    
    • Vasilios Plakandaras & Rangan Gupta & Constantinos Katrakilidis & Mark E. Wohar, 2020, "Time-varying role of macroeconomic shocks on house prices in the US and UK: evidence from over 150 years of data," Empirical Economics, Springer, volume 58, issue 5, pages 2249-2285, May, DOI: 10.1007/s00181-018-1581-x.
60. Rangan Gupta & Jun Ma & Marian Risse & Mark E. Wohar, 2017, "Common Business Cycles and Volatilities in US States and MSAs: The Role of Economic Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 201766, Sep.
    
    • Gupta, Rangan & Ma, Jun & Risse, Marian & Wohar, Mark E., 2018, "Common business cycles and volatilities in US states and MSAs: The role of economic uncertainty," Journal of Macroeconomics, Elsevier, volume 57, issue C, pages 317-337, DOI: 10.1016/j.jmacro.2018.06.009.
61. Rangan Gupta & Tahir Suleman & Mark E. Wohar, 2017, "Exchange Rate Returns and Volatility: The Role of Time-Varying Rare Disaster Risks," Working Papers, University of Pretoria, Department of Economics, number 201767, Sep.
    
    • Rangan Gupta & Tahir Suleman & Mark E. Wohar, 2019, "Exchange rate returns and volatility: the role of time-varying rare disaster risks," The European Journal of Finance, Taylor & Francis Journals, volume 25, issue 2, pages 190-203, January, DOI: 10.1080/1351847X.2018.1534750.
62. Rangan Gupta & Tahir Suleman & Mark E. Wohar, 2017, "The Role of Time-Varying Rare Disaster Risks in Predicting Bond Returns and Volatility," Working Papers, University of Pretoria, Department of Economics, number 201770, Oct.
    
    • Rangan Gupta & Tahir Suleman & Mark E. Wohar, 2019, "The role of time‐varying rare disaster risks in predicting bond returns and volatility," Review of Financial Economics, John Wiley & Sons, volume 37, issue 3, pages 327-340, July, DOI: 10.1002/rfe.1051.
63. Lanouar Charfeddine & Karim Ben Khediri & Goodness C. Aye & Rangan Gupta, 2017, "Time-Varying Efficiency of Developed and Emerging Bond Markets: Evidence from Long-Spans of Historical Data," Working Papers, University of Pretoria, Department of Economics, number 201771, Oct.
    
    • Charfeddine, Lanouar & Khediri, Karim Ben & Aye, Goodness C. & Gupta, Rangan, 2018, "Time-varying efficiency of developed and emerging bond markets: Evidence from long-spans of historical data," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 505, issue C, pages 632-647, DOI: 10.1016/j.physa.2018.04.004.
64. Sheung-Chi Chow & Rangan Gupta & Tahir Suleman & Wing-Keung Wong, 2017, "Long-Run Movement and Predictability of Bond Spread for BRICS and PIIGS: The Role of Economic, Financial and Political Risks," Working Papers, University of Pretoria, Department of Economics, number 201773, Oct.
    
    • Rangan Gupta & Sheung-Chi Chow & Tahir Suleman & Wing-Keung Wong, 2019, "Long-Run Movement and Predictability of Bond Spread for BRICS and PIIGS: The Role of Economic, Financial and Political Risks," Journal of Reviews on Global Economics, Lifescience Global, volume 8, pages 239-257.
65. Christina Christou & Rangan Gupta & Christis Hassapis & Tahir Suleman, 2017, "The Role of Economic Uncertainty in Forecasting Exchange Rate Returns and Realized Volatility: Evidence from Quantile Predictive Regressions," Working Papers, University of Pretoria, Department of Economics, number 201774, Oct.
    
    • Christina Christou & Rangan Gupta & Christis Hassapis & Tahir Suleman, 2018, "The role of economic uncertainty in forecasting exchange rate returns and realized volatility: Evidence from quantile predictive regressions," Journal of Forecasting, John Wiley & Sons, Ltd., volume 37, issue 7, pages 705-719, November, DOI: 10.1002/for.2539.
66. Martijn Bos & Riza Demirer & Rangan Gupta & Aviral Kumar Tiwari, 2017, "Oil Returns and Volatility: The Role of Mergers and Acquisitions," Working Papers, University of Pretoria, Department of Economics, number 201775, Oct.
    
    • Bos, Martijn & Demirer, Riza & Gupta, Rangan & Tiwari, Aviral Kumar, 2018, "Oil returns and volatility: The role of mergers and acquisitions," Energy Economics, Elsevier, volume 71, issue C, pages 62-69, DOI: 10.1016/j.eneco.2018.01.034.
67. Mehmet Balcilar & Rangan Gupta & Chien-Chiang Lee & Godwin Olasehinde-Williams, 2017, "Economic Policy Uncertainty and Insurance," Working Papers, University of Pretoria, Department of Economics, number 201776, Nov.
68. Christos Bouras & Christina Christou & Rangan Gupta & Tahir Suleman, 2017, "Geopolitical Risks, Returns and Volatility in Emerging Stock Markets: Evidence from a Panel GARCH Model," Working Papers, University of Pretoria, Department of Economics, number 201777, Nov.
    
    • Christos Bouras & Christina Christou & Rangan Gupta & Tahir Suleman, 2019, "Geopolitical Risks, Returns, and Volatility in Emerging Stock Markets: Evidence from a Panel GARCH Model," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 55, issue 8, pages 1841-1856, June, DOI: 10.1080/1540496X.2018.1507906.
    • Christos Bouras & Christina Christou & Rangan Gupta & Tahir Suleman, 2020, "Geopolitical Risks, Returns, and Volatility in Emerging Stock Markets: Evidence from a Panel GARCH Model," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 55, issue 8, pages 1841-1856, July, DOI: 10.1080/1540496X.2018.1507906.
69. Patrick Kanda & Michael Burke & Rangan Gupta, 2017, "Time-Varying Causality between Equity and Currency Returns in the United Kingdom: Evidence from Over Two Centuries of Data," Working Papers, University of Pretoria, Department of Economics, number 201778, Nov.
    
    • Kanda, Patrick & Burke, Michael & Gupta, Rangan, 2018, "Time-varying causality between equity and currency returns in the United Kingdom: Evidence from over two centuries of data," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 506, issue C, pages 1060-1080, DOI: 10.1016/j.physa.2018.05.037.
70. Vasilios Plakandaras & Rangan Gupta & Mark E. Wohar, 2017, "An Assessment of UK Macroeconomic Volatility: Historical Evidence Using Over Seven Centuries of Data," Working Papers, University of Pretoria, Department of Economics, number 201779, Nov.
71. Aviral Kumar Tiwari & Juncal Cunado & Rangan Gupta & Mark E. Wohar, 2017, "Volatility Spillovers across Global Asset Classes: Evidence from Time and Frequency Domains," Working Papers, University of Pretoria, Department of Economics, number 201780, Dec.
    
    • Tiwari, Aviral Kumar & Cunado, Juncal & Gupta, Rangan & Wohar, Mark E., 2018, "Volatility spillovers across global asset classes: Evidence from time and frequency domains," The Quarterly Review of Economics and Finance, Elsevier, volume 70, issue C, pages 194-202, DOI: 10.1016/j.qref.2018.05.001.
72. Elie Bouri & Rangan Gupta & Wing-Keung Wong & Zhenzhen Zhu, 2017, "Is Wine a Good Choice for Investment?," Working Papers, University of Pretoria, Department of Economics, number 201781, Dec.
    
    • Bouri, Elie & Gupta, Rangan & Wong, Wing-Keung & Zhu, Zhenzhen, 2018, "Is wine a good choice for investment?," Pacific-Basin Finance Journal, Elsevier, volume 51, issue C, pages 171-183, DOI: 10.1016/j.pacfin.2018.07.002.
73. Balcilar, Mehmet & Katzke, Nico & Gupta, Rangan, 2017, "Date-stamping US housing market explosivity," Economics Discussion Papers, Kiel Institute for the World Economy, number 2017-44.
    
    • Balcilar, Mehmet & Katzke, Nico & Gupta, Rangan, 2018, "Date-stamping US housing market explosivity," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 12, pages 1-33, DOI: 10.5018/economics-ejournal.ja.2018-.
74. Mr. Paolo Dudine & João Tovar Jalles, 2017, "How Buoyant is the Tax System? New Evidence from a Large Heterogeneous Panel," IMF Working Papers, International Monetary Fund, number 2017/004, Jan.
    
    • Paolo Dudine & Joao Tovar Jalles, 2018, "How Buoyant Is the Tax System? New Evidence from a Large Heterogeneous Panel," Journal of International Development, John Wiley & Sons, Ltd., volume 30, issue 6, pages 961-991, August, DOI: 10.1002/jid.3332.
75. Mr. Sanjeev Gupta & João Tovar Jalles & Mr. Carlos Mulas-Granados & Michela Schena, 2017, "Governments and Promised Fiscal Consolidations: Do They Mean What They Say?," IMF Working Papers, International Monetary Fund, number 2017/039, Feb.
76. Gail Cohen & João Tovar Jalles & Mr. Prakash Loungani & Ricardo Marto, 2017, "Emissions and Growth: Trends and Cycles in a Globalized World," IMF Working Papers, International Monetary Fund, number 2017/191, Aug.
77. Sangyup Choi & Davide Furceri & João Tovar Jalles, 2017, "Fiscal Stabilization and Growth: Evidence from Industry-level Data for Advanced and Developing Economies," IMF Working Papers, International Monetary Fund, number 2017/198, Sep.
    
    • Sangyup Choi & Davide Furceri & Joao Tovar Jalles, 2017, "Fiscal Stabilization and Growth: Evidence from Industry-level Data for Advanced and Developing Economies," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2017rwp-110, Sep.
78. Mr. Romain A Duval & Davide Furceri & João Tovar Jalles, 2017, "Job Protection Deregulation in Good and Bad Times," IMF Working Papers, International Monetary Fund, number 2017/277, Dec.
    
    • Romain Duval & Davide Furceri & Joao Jalles, 2020, "Job protection deregulation in good and bad times," Oxford Economic Papers, Oxford University Press, volume 72, issue 2, pages 370-390.
79. António Afonso & João Tovar Jalles, 2017, "Sovereign Debt Effects and Composition: Evidence from Time-Varying Estimates," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2017/03, Jan.
80. António Afonso & João Tovar Jalles, 2017, "Fiscal Activism and Price Volatility: Evidence from Advanced and Emerging Economies," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2017/04, Apr.
81. António Afonso & João Jalles, 2017, "Do Fiscal Rules Lower Government Financing Costs?," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2017/15, Nov.
82. António Afonso & João Jalles, 2017, "Fiscal Reaction Functions Across the World: A Battle of Statistical (In-) Significance," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2017/16, Nov.
83. António Afonso & João Tovar Jalles, 2017, "Quantitative Easing and Sovereign Yield Spreads: Euro-Area Time-Varying Evidence," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2017/20, Dec.
    
    • Afonso, António & Tovar Jalles, João, 2019, "Quantitative easing and sovereign yield spreads: Euro-area time-varying evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 58, issue C, pages 208-224, DOI: 10.1016/j.intfin.2018.10.003.
84. Elie Bouri & David Roubaud & Rania Jammazi & Ata Assaf, 2017, "Uncovering frequency domain causality between gold and the stock markets of China and India: Evidence from implied volatility indices," Post-Print, HAL, number hal-02000698, DOI: 10.1016/j.frl.2017.06.010.
    
    • Bouri, Elie & Roubaud, David & Jammazi, Rania & Assaf, Ata, 2017, "Uncovering frequency domain causality between gold and the stock markets of China and India: Evidence from implied volatility indices," Finance Research Letters, Elsevier, volume 23, issue C, pages 23-30, DOI: 10.1016/j.frl.2017.06.010.
85. Stelios Bekiros & Shawkat Hammoudeh & Rania Jammazi & Duc Khuong Nguyen, 2017, "Sovereign Bond Market Dependencies and Crisis Transmission around the Eurozone Debt Crisis: A Dynamic Copula Approach," Working Papers, Department of Research, Ipag Business School, number 2017-008, Jan.
    
    • Stelios Bekiros & Shawkat Hammoudeh & Rania Jammazi & Duc Khuong Nguyen, 2018, "Sovereign bond market dependencies and crisis transmission around the eurozone debt crisis: a dynamic copula approach," Applied Economics, Taylor & Francis Journals, volume 50, issue 47, pages 5031-5049, October, DOI: 10.1080/00036846.2018.1470313.
86. Nguyen, Ngoc Anh & Doan, Quang Hung & Tran-Nam, Binh, 2017, "Tax corruption and private sector development in Vietnam," MPRA Paper, University Library of Munich, Germany, number 84300, Dec.
87. Hervé Tiffon, 2017, "Construction du sens et Management," Post-Print, HAL, number hal-03538723.
88. Korbinian Dress & Stefan Lessmann & Hans-Jorg von Mettenheim, 2017, "Residual Value Forecasting Using Asymmetric Cost Functions," Papers, arXiv.org, number 1707.02736, Jul.
89. Nguyen, Cuong & Vu, Linh, 2017, "The Impact of Migration and Remittance on Household Welfare: Evidence from Vietnam," MPRA Paper, University Library of Munich, Germany, number 80084, Mar.
    
    • Nguyen Viet Cuong & Vu Hoang Linh, 2018, "The Impact of Migration and Remittances on Household Welfare: Evidence from Vietnam," Journal of International Migration and Integration, Springer, volume 19, issue 4, pages 945-963, November, DOI: 10.1007/s12134-018-0571-3.
90. Tobias Basse & Robinson Kruse & Christoph Wegener, 2017, "The Walking Debt Crisis," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2017-06, Jan.
    
    • Wegener, Christoph & Kruse, Robinson & Basse, Tobias, 2019, "The walking debt crisis," Journal of Economic Behavior & Organization, Elsevier, volume 157, issue C, pages 382-402, DOI: 10.1016/j.jebo.2017.10.008.

2016

1. Fabienne Berger-Remy & Marie-Eve Laporte & Isabelle Aimé, 2016, "Is the brand manager system doomed to disappear in the age of data?," Post-Print, HAL, number halshs-02279333.
2. Fabienne Berger-Remy & Marie-Eve Laporte & Isabelle Aimé, 2016, "The brand manager’s challenges in the digital era," Post-Print, HAL, number halshs-02279329.
3. Isabelle Aimé & Fabienne Berger-Remy & Marie-Eve Laporte, 2016, "The brand manager system twenty years after Low and Fullerton’s critical-historical evaluation," Post-Print, HAL, number hal-02472045, Jul.
4. Heni Boubaker & Giorgio Canarella & Rangan Gupta & Stephen M. Miller, 2016, "Time-Varying Persistence of Inflation: Evidence from a Wavelet-based Approach," Working papers, University of Connecticut, Department of Economics, number 2016-09, Sep.
   
   • Boubaker Heni & Canarella Giorgio & Gupta Rangan & Miller Stephen M., 2017, "Time-varying persistence of inflation: evidence from a wavelet-based approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 21, issue 4, pages 1-18, September, DOI: 10.1515/snde-2016-0130.
   • Heni Boubaker & Giorgio Canarella & Rangan Gupta & Stephen M. Miller, 2016, "Time-Varying Persistence of Inflation: Evidence from a Wavelet-Based Approach," Working Papers, University of Pretoria, Department of Economics, number 201647, Jun.
5. Nicholas Apergis & Matteo Bonato & Rangan Gupta & Clement Kyei, 2016, "Does Geopolitical Risks Predict Stock Returns and Volatility of Leading Defense Companies? Evidence from a Nonparametric Approach," Working Papers, University of Pretoria, Department of Economics, number 201671, Sep.
6. Matteo Bonato & Riza Demirer & Rangan Gupta, 2016, "The Predictive Power of Industrial Electricity Usage Revisited: Evidence from Nonparametric Causality Tests," Working Papers, University of Pretoria, Department of Economics, number 201679, Nov.
7. Matteo Bonato & Luca Taschini, 2016, "Comovement and the financialization of commodities," GRI Working Papers, Grantham Research Institute on Climate Change and the Environment, number 215, Nov.
8. Mehmet Balcilar & Matteo Bonato & Riza Demirer & Rangan Gupta, 2016, "The Effect of Investor Sentiment on Gold Market Dynamics," Working Papers, University of Pretoria, Department of Economics, number 201638, May.
9. Mehmet Balcilar & Matteo Bonato & Riza Demirer & Rangan Gupta, 2016, "Geopolitical Risks and Stock Market Dynamics of the BRICS," Working Papers, University of Pretoria, Department of Economics, number 201648, Jun.
   
   • Balcilar, Mehmet & Bonato, Matteo & Demirer, Riza & Gupta, Rangan, 2018, "Geopolitical risks and stock market dynamics of the BRICS," Economic Systems, Elsevier, volume 42, issue 2, pages 295-306, DOI: 10.1016/j.ecosys.2017.05.008.
10. Matteo Bonato & Riza Demirer & Rangan Gupta & Christian Pierdzioch, 2016, "Gold Futures Returns and Realized Moments: A Forecasting Experiment Using a Quantile-Boosting Approach," Working Papers, University of Pretoria, Department of Economics, number 201645, Jun.
    
    • Bonato, Matteo & Demirer, Riza & Gupta, Rangan & Pierdzioch, Christian, 2018, "Gold futures returns and realized moments: A forecasting experiment using a quantile-boosting approach," Resources Policy, Elsevier, volume 57, issue C, pages 196-212, DOI: 10.1016/j.resourpol.2018.03.004.
11. Matthias Filser & Alexander Brem & Johanna Gast & Sascha Kraus & Andrea Calabrò, 2016, "Innovation in family firms - examining the inventory and mapping the path," Post-Print, HAL, number hal-02011845, DOI: 10.1142/S1363919616500547.
    
    • Matthias Filser & Alexander Brem & Johanna Gast & Sascha Kraus & Andrea Calabrò, 2016, "Innovation In Family Firms — Examining The Inventory And Mapping The Path," International Journal of Innovation Management (ijim), World Scientific Publishing Co. Pte. Ltd., volume 20, issue 06, pages 1-39, August, DOI: 10.1142/S1363919616500547.
12. Aloisio Araujo & Alain Chateauneuf & José Heleno Faro & Bruno Holanda, 2016, "Updating Pricing Rules," Business and Economics Working Papers, Unidade de Negocios e Economia, Insper, number 223.
    
    • Aloisio Araujo & Alain Chateauneuf & José Heleno Faro & Bruno Holanda, 2019, "Updating pricing rules," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 68, issue 2, pages 335-361, September, DOI: 10.1007/s00199-018-1125-9.
    • Aloisio Araujo & Alain Chateauneuf & José Heleno Faro & Bruno Holanda, 2019, "Updating pricing rules," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-03252329, Jan, DOI: 10.1007/s00199-018-1125-9.
    • Aloisio Araujo & Alain Chateauneuf & José Heleno Faro & Bruno Holanda, 2019, "Updating pricing rules," Post-Print, HAL, number hal-03252329, Jan, DOI: 10.1007/s00199-018-1125-9.
    • Aloisio Araujo & Alain Chateauneuf & José Heleno Faro & Bruno Holanda, 2019, "Updating pricing rules," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-03252329, Jan, DOI: 10.1007/s00199-018-1125-9.
13. Lorenzo Bastianello & Alain Chateauneuf, 2016, "About delay aversion," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-01302543, Mar, DOI: 10.1016/j.jmateco.2015.12.006.
    
    • Bastianello, Lorenzo & Chateauneuf, Alain, 2016, "About delay aversion," Journal of Mathematical Economics, Elsevier, volume 63, issue C, pages 62-77, DOI: 10.1016/j.jmateco.2015.12.006.
    • Lorenzo Bastianello & Alain Chateauneuf, 2016, "About delay aversion," Post-Print, HAL, number hal-01302543, Mar, DOI: 10.1016/j.jmateco.2015.12.006.
    • Lorenzo Bastianello & Alain Chateauneuf, 2016, "About delay aversion," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-01302543, Mar, DOI: 10.1016/j.jmateco.2015.12.006.
    • Lorenzo Bastianello & Alain Chateauneuf, 2013, "About Delay Aversion," Working Papers, Department of Research, Ipag Business School, number 2013-30, Jan.
14. Alain Chateauneuf & Vassili Vergopoulos & Jianbo Zhang, 2016, "Infinite supermodularity and preferences," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-01302555, DOI: 10.1007/s00199-015-0942-3.
    
    • Alain Chateauneuf & Vassili Vergopoulos & Jianbo Zhang, 2017, "Infinite supermodularity and preferences," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 63, issue 1, pages 99-109, January, DOI: 10.1007/s00199-015-0942-3.
    • Alain Chateauneuf & Vassili Vergopoulos & Jianbo Zhang, 2018, "Infinite Supermodularity and Preferences," Chapters, IntechOpen, in: Danijela Tuljak-Suban, "Game Theory - Applications in Logistics and Economy", DOI: 10.5772/intechopen.79150.
    • Alain Chateauneuf & Vassili Vergopoulos & Jianbo Zhang, 2016, "Infinite supermodularity and preferences," Post-Print, HAL, number hal-01302555, DOI: 10.1007/s00199-015-0942-3.
    • Alain Chateauneuf & Vassili Vergopoulos & Jianbo Zhang, 2016, "Infinite supermodularity and preferences," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-01302555, DOI: 10.1007/s00199-015-0942-3.
    • Alain Chateauneuf & Vassili Vergopoulos & Jianbo Zhang, 2015, "Infinite Supermodularity and Preferences," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 201505, Oct, revised Oct 2015.
15. Alain Chateauneuf & Ghizlane Lakhnati & Eric Langlais, 2016, "On the precautionary motive for savings and prudence in the rank-dependent utility framework," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-01302563, Jan, DOI: 10.1007/s00199-015-0883-x.
    
    • Alain Chateauneuf & Ghizlane Lakhnati & Eric Langlais, 2016, "On the precautionary motive for savings and prudence in the rank-dependent utility framework," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 61, issue 1, pages 169-182, January, DOI: 10.1007/s00199-015-0883-x.
    • Alain Chateauneuf & Ghizlane Lakhnati & Eric Langlais, 2016, "On the precautionary motive for savings and prudence in the rank-dependent utility framework," Post-Print, HAL, number hal-01302563, Jan, DOI: 10.1007/s00199-015-0883-x.
    • Alain Chateauneuf & Ghizlane Lakhnati & Eric Langlais, 2016, "On the precautionary motive for savings and prudence in the rank-dependent utility framework," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-01302563, Jan, DOI: 10.1007/s00199-015-0883-x.
    • A.Chateauneuf & G.Lakhnati & E.Langlais, 2014, "On the precautionary motive for savings and prudence in the rank dependent utility framework," Working Papers, Department of Research, Ipag Business School, number 2014-597, Jan.
16. Sinem Bas & Philippe Bich & Alain Chateauneuf, 2016, "Multidimensional inequalities and generalized quantile functions," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-01313118, May.
    
    • Sinem Bas & Philippe Bich & Alain Chateauneuf, 2021, "Multidimensional inequalities and generalized quantile functions," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 71, issue 2, pages 375-409, March, DOI: 10.1007/s00199-020-01253-5.
    • Sinem Bas & Philippe Bich & Alain Chateauneuf, 2021, "Multidimensional inequalities and generalized quantile functions," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-03029860, Mar, DOI: 10.1007/s00199-020-01253-5.
    • Sinem Bas & Philippe Bich & Alain Chateauneuf, 2021, "Multidimensional inequalities and generalized quantile functions," Post-Print, HAL, number halshs-03029860, Mar, DOI: 10.1007/s00199-020-01253-5.
    • Sinem Bas & Philippe Bich & Alain Chateauneuf, 2021, "Multidimensional inequalities and generalized quantile functions," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-03029860, Mar, DOI: 10.1007/s00199-020-01253-5.
    • Sinem Bas & Philippe Bich & Alain Chateauneuf, 2016, "Multidimensional inequalities and generalized quantile functions," Working Papers, HAL, number hal-01313118, May.
17. Hossein Asgharian & Charlotte Christiansen & Rangan Gupta & Ai Jun Hou, 2016, "Effects of Economic Policy Uncertainty Shocks on the Long-Run US-UK Stock Market Correlation," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2016-29, Oct.
18. Rangan Gupta & Kevin Kotze, 2016, "The Role of Oil Prices in the Forecasts of South African Interest Rates: A Bayesian Approach," School of Economics Macroeconomic Discussion Paper Series, School of Economics, University of Cape Town, number 2016-01.
    
    • Gupta, Rangan & Kotzé, Kevin, 2017, "The role of oil prices in the forecasts of South African interest rates: A Bayesian approach," Energy Economics, Elsevier, volume 61, issue C, pages 270-278, DOI: 10.1016/j.eneco.2016.11.017.
    • Rangan Gupta & Kevin Kotze, 2015, "The Role of Oil Prices in the Forecasts of South African Interest Rates: A Bayesian Approach," Working Papers, University of Pretoria, Department of Economics, number 201531, May.
19. Mehmet Balcilar & Rangan Gupta & Kevin Kotze, 2016, "Forecasting South African Macroeconomic Variables with a Markov-Switching Small Open-Economy Dynamic Stochastic General Equilibrium Model," School of Economics Macroeconomic Discussion Paper Series, School of Economics, University of Cape Town, number 2016-05.
    
    • Mehmet Balcilar & Rangan Gupta & Kevin Kotzé, 2017, "Forecasting South African macroeconomic variables with a Markov-switching small open-economy dynamic stochastic general equilibrium model," Empirical Economics, Springer, volume 53, issue 1, pages 117-135, August, DOI: 10.1007/s00181-016-1157-6.
    • Mehmet Balcilar & Rangan Gupta & Kevin Kotze, 2016, "Forecasting South African Macroeconomic Variables with a Markov-Switching Small Open-Economy Dynamic Stochastic General Equilibrium Model," Working Papers, University of Pretoria, Department of Economics, number 201603, Jan.
20. Mehmet Balcilar & Rangan Gupta & Ýsmail H. Gençb, 2016, "The links between crude oil prices and GCC stock markets: Evidence from time-varying Granger causality tests," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-30, Jun.
    
    • Mehmet Balcilar & İsmail H. Genç & Rangan Gupta, 2016, "The Links between Crude Oil Prices and GCC Stock Markets: Evidence from Time-Varying Granger Causality Tests," Working Papers, University of Pretoria, Department of Economics, number 201644, Jun.
21. Amine Lahiani & Shawkat Hammoudeh & Rangan Gupta, 2016, "Linkages between financial sector CDS spreads and macroeconomic influence in a nonlinear setting," Post-Print, HAL, number hal-03531142, May, DOI: 10.1016/j.iref.2016.01.007.
    
    • Lahiani, Amine & Hammoudeh, Shawkat & Gupta, Rangan, 2016, "Linkages between financial sector CDS spreads and macroeconomic influence in a nonlinear setting," International Review of Economics & Finance, Elsevier, volume 43, issue C, pages 443-456, DOI: 10.1016/j.iref.2016.01.007.
    • Amine Lahiani & Shawkat Hammoudeh & Rangan Gupta, 2014, "Linkages between Financial Sector CDS Spreads and Macroeconomic Influence in a Nonlinear Setting," Working Papers, University of Pretoria, Department of Economics, number 201456, Oct.
22. Luis Alberiko Gil-Alaña & Rangan Gupta, 2016, "Trends and Cycles in Historical Gold and Silver Prices," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 05/2016, Feb.
    
    • Gil-Alana, Luis A. & Aye, Goodness C. & Gupta, Rangan, 2015, "Trends and cycles in historical gold and silver prices," Journal of International Money and Finance, Elsevier, volume 58, issue C, pages 98-109, DOI: 10.1016/j.jimonfin.2015.08.003.
    • Luis A. Gil-Alana & Goodness C. Aye & Rangan Gupta, 2015, "Trends and Cycles in Historical Gold and Silver Prices," Working Papers, University of Pretoria, Department of Economics, number 201507, Feb.
23. Nikolaos Antonakakis & Rangan Gupta & Aviral K. Tiwari, 2016, "Time-Varying Correlations between Inflation and Stock Prices in the United States over the Last Two Centuries," Working Papers, University of Pretoria, Department of Economics, number 201605, Jan.
24. Qunzhi Zhang & Didier Sornette & Mehmet Balcilar & Rangan Gupta & Zeynel A. Ozdemir & Hakan Yetkiner, 2016, "LPPLS Bubble Indicators over Two Centuries of the S&P 500 Index," Working Papers, University of Pretoria, Department of Economics, number 201606, Feb.
    
    • Zhang, Qunzhi & Sornette, Didier & Balcilar, Mehmet & Gupta, Rangan & Ozdemir, Zeynel Abidin & Yetkiner, Hakan, 2016, "LPPLS bubble indicators over two centuries of the S&P 500 index," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 458, issue C, pages 126-139, DOI: 10.1016/j.physa.2016.03.103.
25. Nikolaos Antonakakis & Juncal Cunado & Rangan Gupta & Mawuli K. Segnon, 2016, "Revisiting the Twin Deficits Hypothesis: A Quantile Cointegration Analysis over the Period of 1791-2013," Working Papers, University of Pretoria, Department of Economics, number 201607, Feb.
    
    • Nikolaos Antonakakis & Juncal Cunado & Rangan Gupta & Mawuli Segnon, 2019, "Revisiting the twin deficits hypothesis: a quantile cointegration analysis over the period 1791-2013," Journal of Applied Economics, Taylor & Francis Journals, volume 22, issue 1, pages 117-131, January, DOI: 10.1080/15140326.2018.1550594.
26. Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch & Mark Wohar, 2016, "Terror Attacks and Stock-Market Fluctuations: Evidence Based on a Nonparametric Causality-in-Quantiles Test for the G7 Countries," Working Papers, University of Pretoria, Department of Economics, number 201608, Feb.
    
    • Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch & Mark E. Wohar, 2018, "Terror attacks and stock-market fluctuations: evidence based on a nonparametric causality-in-quantiles test for the G7 countries," The European Journal of Finance, Taylor & Francis Journals, volume 24, issue 4, pages 333-346, March, DOI: 10.1080/1351847X.2016.1239586.
27. Mehmet Balcilar & Riza Demirer & Rangan Gupta, 2016, "Do Sustainable Stocks Offer Diversification Benefits for Conventional Portfolios? An Empirical Analysis of Risk Spillovers and Dynamic Correlations," Working Papers, University of Pretoria, Department of Economics, number 201609, Feb.
    
    • Mehmet Balcilar & Riza Demirer & Rangan Gupta, 2017, "Do Sustainable Stocks Offer Diversification Benefits for Conventional Portfolios? An Empirical Analysis of Risk Spillovers and Dynamic Correlations," Sustainability, MDPI, volume 9, issue 10, pages 1-18, October.
28. Goodness C. Aye & Luis A. Gil-Alana & Rangan Gupta & Mark Wohar, 2016, "The Efficiency of the Art Market: Evidence from Variance Ratio Tests, Linear and Nonlinear Fractional Integration Approaches," Working Papers, University of Pretoria, Department of Economics, number 201610, Feb.
    
    • Aye, Goodness C. & Gil-Alana, Luis A. & Gupta, Rangan & Wohar, Mark E., 2017, "The efficiency of the art market: Evidence from variance ratio tests, linear and nonlinear fractional integration approaches," International Review of Economics & Finance, Elsevier, volume 51, issue C, pages 283-294, DOI: 10.1016/j.iref.2017.06.003.
29. Lumengo Bonga-Bonga & Jean Luc Erero & Rangan Gupta, 2016, "Impact of Activity Tax in the Property-Owning and Subletting of Fixed Property Sectors on the South African Economy: A CGE Analysis," Working Papers, University of Pretoria, Department of Economics, number 201611, Feb.
    
    • Lumengo Bonga-Bonga & Jean Luc Erero & Rangan Gupta, 2016, "Impact of Activity Tax in the Property-Owning and Subletting of Fixed Property Sectors on the South African Economy: A CGE Analysis," Journal of Real Estate Literature, Taylor & Francis Journals, volume 24, issue 2, pages 345-357, January, DOI: 10.1080/10835547.2016.12090432.
30. Rangan Gupta & Anandamayee Majumdar & Mark Wohar, 2016, "The Role of Current Account Balance in Forecasting the US Equity Premium: Evidence from a Quantile Predictive Regression Approach," Working Papers, University of Pretoria, Department of Economics, number 201612, Feb.
    
    • Rangan Gupta & Anandamayee Majumdar & Mark E. Wohar, 2017, "The Role of Current Account Balance in Forecasting the US Equity Premium: Evidence From a Quantile Predictive Regression Approach," Open Economies Review, Springer, volume 28, issue 1, pages 47-59, February, DOI: 10.1007/s11079-016-9408-x.
31. Vasilios Plakandaras & Periklis Gogas & Theophilos Papadimitriou & Rangan Gupta, 2016, "The Term Premium as a Leading Macroeconomic Indicator," Working Papers, University of Pretoria, Department of Economics, number 201613, Feb.
32. Rangan Gupta & Zinnia Mukherjee & Mike G. Tsionas & Peter Wanke, 2016, "Productive Efficiency of Connecticut Long Island Lobster Fishery Using a Finite Mixture Model," Working Papers, University of Pretoria, Department of Economics, number 201614, Feb.
33. Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch & Mark Wohar, 2016, "Do Terror Attacks Affect the Dollar-Pound Exchange Rate? A Nonparametric Causality-in-Quantiles Analysis," Working Papers, University of Pretoria, Department of Economics, number 201615, Mar.
34. Nikolaos Antonakakis & Christina Christou & Juncal Cunado & Rangan Gupta, 2016, "Convergence Patterns in Sovereign Bond Yield Spreads: Evidence from the Euro Area," Working Papers, University of Pretoria, Department of Economics, number 201616, Mar.
    
    • Antonakakis, Nikolaos & Christou, Christina & Cunado, Juncal & Gupta, Rangan, 2017, "Convergence patterns in sovereign bond yield spreads: Evidence from the Euro Area," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 49, issue C, pages 129-139, DOI: 10.1016/j.intfin.2017.03.002.
35. Luis A. Gil-Alana & Rangan Gupta & Olanrewaju I. Shittu & OlaOluwa S. Yaya, 2016, "Market Efficiency of Baltic Stock Markets: A Fractional Integration Approach," Working Papers, University of Pretoria, Department of Economics, number 201617, Mar.
    
    • Gil-Alana, Luis A. & Gupta, Rangan & Shittu, Olanrewaju I. & Yaya, OlaOluwa S., 2018, "Market efficiency of Baltic stock markets: A fractional integration approach," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 511, issue C, pages 251-262, DOI: 10.1016/j.physa.2018.07.029.
36. Nicholas Apergis & Rangan Gupta & Chi Keung Marco Lau & Zinnia Mukherjee, 2016, "An Analysis of the Relationship between U.S. State Level Carbon Dioxide Emissions and Health Care Expenditure," Working Papers, University of Pretoria, Department of Economics, number 201618, Mar.
37. Nikolaos Antonakakis & Tsangyao Chang & Juncal Cunado & Rangan Gupta, 2016, "The Relationship between Commodity Markets and Commodity Mutual Funds: A Wavelet-Based Analysis," Working Papers, University of Pretoria, Department of Economics, number 201619, Mar.
    
    • Antonakakis, Nikolaos & Chang, Tsangyao & Cunado, Juncal & Gupta, Rangan, 2018, "The relationship between commodity markets and commodity mutual funds: A wavelet-based analysis," Finance Research Letters, Elsevier, volume 24, issue C, pages 1-9, DOI: 10.1016/j.frl.2017.03.005.
38. Mehmet Balcilar & Riza Demirer & Rangan Gupta & Reneé van Eyden, 2016, "Effectiveness of Monetary Policy in the Euro Area: The Role of US Economic Policy Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 201620, Mar.
39. Christina Christou & Rangan Gupta, 2016, "Forecasting Equity Premium in a Panel of OECD Countries: The Role of Economic Policy Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 201622, Mar.
    
    • Christou, Christina & Gupta, Rangan, 2020, "Forecasting equity premium in a panel of OECD countries: The role of economic policy uncertainty," The Quarterly Review of Economics and Finance, Elsevier, volume 76, issue C, pages 243-248, DOI: 10.1016/j.qref.2019.08.001.
40. Mehmet Balcilar & Rangan Gupta & Charl Jooste & Mark E. Wohar, 2016, "Periodically Collapsing Bubbles in the South African Stock Market," Working Papers, University of Pretoria, Department of Economics, number 201624, Mar.
    
    • Balcilar, Mehmet & Gupta, Rangan & Jooste, Charl & Wohar, Mark E., 2016, "Periodically collapsing bubbles in the South African stock market," Research in International Business and Finance, Elsevier, volume 38, issue C, pages 191-201, DOI: 10.1016/j.ribaf.2016.04.010.
41. Goodness C. Aye & Tsangyao Chang & Wen-Yi Chen & Rangan Gupta & Mark Wohar, 2016, "Testing the Efficiency of the Art Market using Quantile-Based Unit Root Tests with Sharp and Smooth Breaks," Working Papers, University of Pretoria, Department of Economics, number 201625, Mar.
42. Rangan Gupta & Anandamayee Majumdar & Christian Pierdzioch & Mark Wohar, 2016, "Do Terror Attacks Predict Gold Returns? Evidence from a Quantile-Predictive-Regression Approach," Working Papers, University of Pretoria, Department of Economics, number 201626, Mar.
    
    • Gupta, Rangan & Majumdar, Anandamayee & Pierdzioch, Christian & Wohar, Mark E., 2017, "Do terror attacks predict gold returns? Evidence from a quantile-predictive-regression approach," The Quarterly Review of Economics and Finance, Elsevier, volume 65, issue C, pages 276-284, DOI: 10.1016/j.qref.2017.01.005.
43. Zinnia Mukherjee & Dipak K. Dey & Rangan Gupta, 2016, "A Time Series Analysis of Long Island Sound Lobster Fishery," Working Papers, University of Pretoria, Department of Economics, number 201627, Apr.
44. Christina Christou & Juncal Cunado & Rangan Gupta, 2016, "Price Convergence Patterns across U.S. States," Working Papers, University of Pretoria, Department of Economics, number 201629, Apr.
    
    • Christina Christou & Juncal Cunado & Rangan Gupta, 2019, "Price Convergence Patterns across U.S. States," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 66, issue 2, pages 187-201.
45. Mehmet Balcilar & Esin Cakan & Rangan Gupta, 2016, "Does U.S. News Impact Asian Emerging Markets? Evidence from Nonparametric Causality-in-Quantiles Test," Working Papers, University of Pretoria, Department of Economics, number 201631, Apr.
46. Nicholas Apergis & Rangan Gupta, 2016, "Can Weather Conditions in New York Predict South African Stock Returns?," Working Papers, University of Pretoria, Department of Economics, number 201634, Apr.
47. Christophe Andre & Rangan Gupta & John W. Muteba Mwamba, 2016, "Are Housing Price Cycles Asymmetric? Evidence from the US States and Metropolitan Areas," Working Papers, University of Pretoria, Department of Economics, number 201635, Apr.
48. Christina Christou & Rangan Gupta & Christis Hassapis, 2016, "Does Economic Policy Uncertainty Forecast Real Housing Returns in a Panel of OECD Countries? A Bayesian Approach," Working Papers, University of Pretoria, Department of Economics, number 201637, Apr.
    
    • Christou, Christina & Gupta, Rangan & Hassapis, Christis, 2017, "Does economic policy uncertainty forecast real housing returns in a panel of OECD countries? A Bayesian approach," The Quarterly Review of Economics and Finance, Elsevier, volume 65, issue C, pages 50-60, DOI: 10.1016/j.qref.2017.01.002.
49. Nikolaos Antonakakis & Mehmet Balcilar & Rangan Gupta & Clement Kyei, 2016, "Components of Economic Policy Uncertainty and Predictability of US Stock Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantile Approach," Working Papers, University of Pretoria, Department of Economics, number 201639, May.
50. Rangan Gupta & Xiaojin Sun, 2016, "Housing Market Spillovers in South Africa: Evidence from an Estimated Small Open Economy DSGE Model," Working Papers, University of Pretoria, Department of Economics, number 201641, May.
    
    • Rangan Gupta & Xiaojin Sun, 2020, "Housing market spillovers in South Africa: evidence from an estimated small open economy DSGE model," Empirical Economics, Springer, volume 58, issue 5, pages 2309-2332, May, DOI: 10.1007/s00181-018-1613-6.
51. Kola Akinsomi & Mehmet Balcilar & Rıza Demirer & Rangan Gupta, 2016, "The Effect of Gold Market Speculation on REIT Returns in South Africa: A Behavioral Perspective," Working Papers, University of Pretoria, Department of Economics, number 201643, Jun.
    
    • Omokolade Akinsomi & Mehmet Balcilar & Rıza Demirer & Rangan Gupta, 2017, "The effect of gold market speculation on REIT returns in South Africa: a behavioral perspective," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 41, issue 4, pages 774-793, October, DOI: 10.1007/s12197-016-9381-7.
52. Esin Cakan & Rangan Gupta, 2016, "Does U.S. Macroeconomic News Make the South African Stock Market Riskier?," Working Papers, University of Pretoria, Department of Economics, number 201646, Jun.
    
    • Cakan Esin & Rangan Gupta, 2017, "Does the US. macroeconomic news make the South African stock market riskier?," Journal of Developing Areas, Tennessee State University, College of Business, volume 51, issue 4, pages 17-27, October-D.
53. Rangan Gupta & Hylton Hollander & Mark E. Wohar, 2016, "The Impact of Oil Shocks in a Small Open Economy New-Keynesian Dynamic Stochastic General Equilibrium Model for South Africa," Working Papers, University of Pretoria, Department of Economics, number 201652, Jun.
54. Goodness C. Aye & Mehmet Balcilar & Rangan Gupta, 2016, "The Effectiveness of Monetary Policy in South Africa under Inflation Targeting: Evidence from a Time-Varying Factor-Augmented Vector Autoregressive Model," Working Papers, University of Pretoria, Department of Economics, number 201653.
    
    • Goodness C. Aye & Mehmet Balcilar & Rangan Gupta, 2020, "The Effectiveness Of Monetary Policy In South Africa Under Inflation Targeting: Evidence from a Time-Varying Factor-Augmented Vector Autoregressive Model," Journal of Developing Areas, Tennessee State University, College of Business, volume 54, issue 4, pages 55-73, October-D.
55. Elie Bouri & Luis A. Gil-Alana & Rangan Gupta & David Roubaud, 2016, "Modelling Long Memory Volatility in the Bitcoin Market: Evidence of Persistence and Structural Breaks," Working Papers, University of Pretoria, Department of Economics, number 201654, Jun.
    
    • Elie Bouri & Luis A. Gil‐Alana & Rangan Gupta & David Roubaud, 2019, "Modelling long memory volatility in the Bitcoin market: Evidence of persistence and structural breaks," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 24, issue 1, pages 412-426, January, DOI: 10.1002/ijfe.1670.
56. Helena Chuliá & Rangan Gupta & Jorge M. Uribe & Mark E. Wohar, 2016, "Impact of US Uncertainties on Emerging and Mature Markets: Evidence from a Quantile-Vector Autoregressive Approach," Working Papers, University of Pretoria, Department of Economics, number 201656, Jul.
    
    • Chuliá, Helena & Gupta, Rangan & Uribe, Jorge M. & Wohar, Mark E., 2017, "Impact of US uncertainties on emerging and mature markets: Evidence from a quantile-vector autoregressive approach," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 48, issue C, pages 178-191, DOI: 10.1016/j.intfin.2016.12.003.
57. Goodness C. Aye & Rangan Gupta & Peter Wanke, 2016, "Efficiency in South African Agriculture: A Two-Stage Fuzzy Approach," Working Papers, University of Pretoria, Department of Economics, number 201658, Jul.
58. Sergey Ivashchenko & Rangan Gupta, 2016, "Forecasting using a Nonlinear DSGE Model," Working Papers, University of Pretoria, Department of Economics, number 201659, Aug.
    
    • Sergey Ivashchenko & Rangan Gupta, 2018, "Forecasting using a Nonlinear DSGE Model," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 7, issue 2, pages 73-98.
59. Xu Huang & Hossein Hassani & Mansi Ghodsi & Zinnia Mukherjee & Rangan Gupta, 2016, "Do Trend Extraction Approaches Affect Causality Detection in Climate Change Studies?," Working Papers, University of Pretoria, Department of Economics, number 201660, Aug.
    
    • Huang, Xu & Hassani, Hossein & Ghodsi, Mansi & Mukherjee, Zinnia & Gupta, Rangan, 2017, "Do trend extraction approaches affect causality detection in climate change studies?," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 469, issue C, pages 604-624, DOI: 10.1016/j.physa.2016.11.072.
60. Christina Christou & Juncal Cunado & Rangan Gupta & Christis Hassapis, 2016, "Economic Policy Uncertainty and Stock Market Returns in Pacific-Rim Countries: Evidence based on a Bayesian Panel VAR Model," Working Papers, University of Pretoria, Department of Economics, number 201661, Aug.
    
    • Christou, Christina & Cunado, Juncal & Gupta, Rangan & Hassapis, Christis, 2017, "Economic policy uncertainty and stock market returns in PacificRim countries: Evidence based on a Bayesian panel VAR model," Journal of Multinational Financial Management, Elsevier, volume 40, issue C, pages 92-102, DOI: 10.1016/j.mulfin.2017.03.001.
61. Mehmet Balcilar & Elie Bouri & Rangan Gupta & David Roubaud, 2016, "Can Volume Predict Bitcoin Returns and Volatility? A Nonparametric Causality-in-Quantiles Approach," Working Papers, University of Pretoria, Department of Economics, number 201662, Aug.
62. Nikolaos Antonakakis & Juncal Cunado & Luis A. Gil-Alana & Rangan Gupta, 2016, "Is Inflation Persistence Different in Reality?," Working Papers, University of Pretoria, Department of Economics, number 201663, Aug.
    
    • Antonakakis, Nikolaos & Cunado, Juncal & Gil-Alana, Luis A. & Gupta, Rangan, 2016, "Is inflation persistence different in reality?," Economics Letters, Elsevier, volume 148, issue C, pages 55-58, DOI: 10.1016/j.econlet.2016.09.003.
63. Peter Wanke & Andrew Maredza & Rangan Gupta, 2016, "Merger and Acquisitions in South African Banking: A Network DEA Model," Working Papers, University of Pretoria, Department of Economics, number 201665, Sep.
    
    • Wanke, Peter & Maredza, Andrew & Gupta, Rangan, 2017, "Merger and acquisitions in South African banking: A network DEA model," Research in International Business and Finance, Elsevier, volume 41, issue C, pages 362-376, DOI: 10.1016/j.ribaf.2017.04.055.
64. Omokolade Akinsomi & Yener Coskun & Rangan Gupta, 2016, "Analysis of Herding in REITs of an Emerging Market: The Case of Turkey," Working Papers, University of Pretoria, Department of Economics, number 201666, Sep.
    
    • Omokolade Akinsomi & Yener Coskun & Rangan Gupta, 2018, "Analysis of Herding in Reits of an Emerging Market: The Case of Turkey," Journal of Real Estate Portfolio Management, Taylor & Francis Journals, volume 24, issue 1, pages 65-81, January, DOI: 10.1080/10835547.2018.12090007.
65. Mawuli Segnon & Rangan Gupta & Stelios Bekiros & Mark E. Wohar, 2016, "Forecasting US GNP Growth: The Role of Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 201667, Sep.
    
    • Mawuli Segnon & Rangan Gupta & Stelios Bekiros & Mark E. Wohar, 2018, "Forecasting US GNP growth: The role of uncertainty," Journal of Forecasting, John Wiley & Sons, Ltd., volume 37, issue 5, pages 541-559, August, DOI: 10.1002/for.2517.
66. Mehmet Balcilar & Riza Demirer & Rangan Gupta & Mark E. Wohar, 2016, "Differences of Opinion and Stock Market Volatility: Evidence from a Nonparametric Causality-in-Quantiles Approach," Working Papers, University of Pretoria, Department of Economics, number 201668, Sep.
    
    • Mehmet Balcilar & Riza Demirer & Rangan Gupta & Mark E. Wohar, 2018, "Differences of opinion and stock market volatility: evidence from a nonparametric causality-in-quantiles approach," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 42, issue 2, pages 339-351, April, DOI: 10.1007/s12197-017-9404-z.
67. Vasilios Plakandaras & Rangan Gupta & Mark E. Wohar, 2016, "The Depreciation of the Pound Post-Brexit: Could it have been Predicted?," Working Papers, University of Pretoria, Department of Economics, number 201670, Sep.
    
    • Plakandaras, Vasilios & Gupta, Rangan & Wohar, Mark E., 2017, "The depreciation of the pound post-Brexit: Could it have been predicted?," Finance Research Letters, Elsevier, volume 21, issue C, pages 206-213, DOI: 10.1016/j.frl.2016.12.003.
68. Rangan Gupta & Amine Lahiani & Chi-Chuan Lee & Chien-Chiang Lee, 2016, "Asymmetric dynamics of insurance premium: The impacts of output and economic policy uncertainty," Working Papers, University of Pretoria, Department of Economics, number 201673, Oct.
    
    • Rangan Gupta & Amine Lahiani & Chi-Chuan Lee & Chien-Chiang Lee, 2019, "Asymmetric dynamics of insurance premium: the impacts of output and economic policy uncertainty," Empirical Economics, Springer, volume 57, issue 6, pages 1959-1978, December, DOI: 10.1007/s00181-018-1539-z.
69. Sheung-Chi Chow & Juncal Cunado & Rangan Gupta & Wing-Keung Wong, 2016, "Causal Relationships between Economic Policy Uncertainty and Housing Market Returns in China and India: Evidence from Linear and Nonlinear Panel and Time Series Models," Working Papers, University of Pretoria, Department of Economics, number 201674, Oct.
    
    • Chow Sheung-Chi & Cunado Juncal & Gupta Rangan & Wong Wing-Keung, 2018, "Causal relationships between economic policy uncertainty and housing market returns in China and India: evidence from linear and nonlinear panel and time series models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 22, issue 2, pages 1-15, April, DOI: 10.1515/snde-2016-0121.
70. Tahir Suleman & Rangan Gupta & Mehmet Balcilar, 2016, "Does Country Risks Predict Stock Returns and Volatility? Evidence from a Nonparametric Approach," Working Papers, University of Pretoria, Department of Economics, number 201675, Oct.
    
    • Suleman, Tahir & Gupta, Rangan & Balcilar, Mehmet, 2017, "Does country risks predict stock returns and volatility? Evidence from a nonparametric approach," Research in International Business and Finance, Elsevier, volume 42, issue C, pages 1173-1195, DOI: 10.1016/j.ribaf.2017.07.055.
71. Christian Pierdzioch & Marian Risse & Rangan Gupta & Wendy Nyakabawo, 2016, "On REIT Returns and (Un-) Expected Inflation: Empirical Evidence Based on Bayesian Additive Regression Trees," Working Papers, University of Pretoria, Department of Economics, number 201677, Oct.
    
    • Pierdzioch, Christian & Risse, Marian & Gupta, Rangan & Nyakabawo, Wendy, 2019, "On REIT returns and (un-)expected inflation: Empirical evidence based on Bayesian additive regression trees," Finance Research Letters, Elsevier, volume 30, issue C, pages 160-169, DOI: 10.1016/j.frl.2018.09.010.
72. Aviral Kumar Tiwari & Rangan Gupta & Stelios Bekiros, 2016, "Chaos in G7 Stock Markets using Over One Century of Data: A Note," Working Papers, University of Pretoria, Department of Economics, number 201678, Oct.
    
    • Tiwari, Aviral Kumar & Gupta, Rangan, 2019, "Chaos in G7 stock markets using over one century of data: A note," Research in International Business and Finance, Elsevier, volume 47, issue C, pages 304-310, DOI: 10.1016/j.ribaf.2018.08.005.
73. Goodness C. Aye & Christina Christou & Luis A. Gil-Alana & Rangan Gupta, 2016, "Forecasting the Probability of Recessions in South Africa: The Role of Decomposed Term-Spread and Economic Policy Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 201680, Nov.
    
    • Goodness C. Aye & Christina Christou & Luis A. Gil‐Alana & Rangan Gupta, 2019, "Forecasting the Probability of Recessions in South Africa: the Role of Decomposed Term Spread and Economic Policy Uncertainty," Journal of International Development, John Wiley & Sons, Ltd., volume 31, issue 1, pages 101-116, January, DOI: 10.1002/jid.3395.
74. Rangan Gupta & Chi Keung Marco Lau & Mark E. Wohar, 2016, "The Impact of US Uncertainty on the Euro Area in Good and Bad Times: Evidence from a Quantile Structural Vector Autoregressive Model," Working Papers, University of Pretoria, Department of Economics, number 201681, Nov.
    
    • Rangan Gupta & Chi Keung Marco Lau & Mark E. Wohar, 2019, "The impact of US uncertainty on the Euro area in good and bad times: evidence from a quantile structural vector autoregressive model," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 46, issue 2, pages 353-368, May, DOI: 10.1007/s10663-018-9400-3.
75. Mehmet Balcilar & Shinhye Chang & Rangan Gupta & Stephen M. Miller, 2016, "The Relationship between the Inflation Rate and Inequality across US States: A Semiparametric Approach," Working Papers, University of Pretoria, Department of Economics, number 201682, Nov.
    
    • Mehmet Balcilar & Shinhye Chang & Rangan Gupta & Stephen M. Miller, 2018, "The relationship between the inflation rate and inequality across U.S. states: a semiparametric approach," Quality & Quantity: International Journal of Methodology, Springer, volume 52, issue 5, pages 2413-2425, September, DOI: 10.1007/s11135-017-0676-3.
    • Mehmet Balcilar & Shinhye Chang & Rangan Gupta & Stephen M. Miller, 2017, "The Relationship between the Inflation Rate and Inequality across U.S. States: A Semiparametric Approach," Working papers, University of Connecticut, Department of Economics, number 2017-14, Jun.
76. Giorgio Canarella & Luis A. Gil-Alana & Rangan Gupta & Stephen M. Miller, 2016, "Modeling U.S. Historical Time-Series Prices and Inflation Using Various Linear and Nonlinear Long-Memory Approaches," Working Papers, University of Pretoria, Department of Economics, number 201683, Nov.
    
    • Giorgio Canarella & Luis A. Gil-Alaña & Rangan Gupta & Stephen M. Miller, 2017, "Modeling U.S. Historical Time-Series Prices and Inflation Using Various Linear and Nonlinear Long-Memory Approaches," Working papers, University of Connecticut, Department of Economics, number 2017-13, Jun.
77. Vasilios Plakandaras & Juncal Cunado & Rangan Gupta & Mark E. Wohar, 2016, "Do Leading Indicators Forecast U.S. Recessions? A Nonlinear Re-Evaluation Using Historical Data," Working Papers, University of Pretoria, Department of Economics, number 201685, Nov.
78. Rangan Gupta & John W. Muteba Mwamba & Mark E. Wohar, 2016, "The Role of Partisan Conflict in Forecasting the U.S. Equity Premium: A Nonparametric Approach," Working Papers, University of Pretoria, Department of Economics, number 201686, Dec.
    
    • Gupta, Rangan & Mwamba, John W. Muteba & Wohar, Mark E., 2018, "The role of partisan conflict in forecasting the U.S. equity premium: A nonparametric approach," Finance Research Letters, Elsevier, volume 25, issue C, pages 131-136, DOI: 10.1016/j.frl.2017.10.023.
79. Pramod Kumar Naik & Rangan Gupta & Puja Padhi, 2016, "The Relationship between Stock Market Volatility and Trading Volume: Evidence from South Africa," Working Papers, University of Pretoria, Department of Economics, number 201689, Dec.
    
    • Pramod Kumar Naik & Rangan Gupta & Puja Padhi, 2018, "The Relationship Between Stock Market Volatility And Trading Volume: Evidence From South Africa," Journal of Developing Areas, Tennessee State University, College of Business, volume 52, issue 1, pages 99-114, January-M.
80. Tsangyao Chang & Hsiao-Ping Chu & Frederick W. Deale & Rangan Gupta & Stephen M. Miller, 2016, "The Relationship between Population Growth and Standard-of-Living Growth Over 1870-2013: Evidence from a Bootstrapped Panel Granger Causality Test," Working papers, University of Connecticut, Department of Economics, number 2016-17, Sep.
    
    • Tsangyao Chang & Hsiao-Ping Chu & Frederick W. Deale & Rangan Gupta & Stephen M. Miller, 2017, "The relationship between population growth and standard-of-living growth over 1870–2013: evidence from a bootstrapped panel Granger causality test," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 44, issue 1, pages 175-201, February, DOI: 10.1007/s10663-016-9315-9.
81. Luca Agnello & Nikola Altiparmakov & Michal Andrle & Maria Grazia Attinasi & Jan Babeck� & Salvador Barrios & John Bluedorn & Vladimir Borgy & Othman Bouabdallah & Andries Brandsma & Adi Brender & V, 2016, "Beyond the austerity dispute: new priorities for fiscal policy," Workshop and Conferences, Bank of Italy, Economic Research and International Relations Area, number 20, Mar.
82. Davide Furceri & João Tovar Jalles & Ms. Aleksandra Zdzienicka, 2016, "China Spillovers: New Evidence From Time-Varying Estimates," IMF Spillover Notes, International Monetary Fund, number 2016/007, Nov.
    
    • Davide Furceri & João Tovar Jalles & Aleksandra Zdzienicka, 2017, "China Spillovers: New Evidence from Time-Varying Estimates," Open Economies Review, Springer, volume 28, issue 3, pages 413-429, July, DOI: 10.1007/s11079-016-9430-z.
83. Ms. Elva Bova & João Tovar Jalles & Ms. Christina Kolerus, 2016, "Shifting the Beveridge Curve: What Affects Labor Market Matching?," IMF Working Papers, International Monetary Fund, number 2016/093, Apr.
    
    • Elva BOVA & João TOVAR JALLES & Christina KOLERUS, 2018, "Shifting the Beveridge curve: What affects labour market matching?," International Labour Review, International Labour Organization, volume 157, issue 2, pages 267-306, June, DOI: 10.1111/ilr.12046.
84. João Tovar Jalles & Mr. Carlos Mulas-Granados & José Tavares, 2016, "Fiscal Discipline and Exchange Rates: Does Politics Matter?," IMF Working Papers, International Monetary Fund, number 2016/230, Nov.
    
    • Joao Tovar Jalles & Carlos Mulas‐Granados & José Tavares, 2021, "Fiscal discipline and exchange rates: Does politics matter?," Scottish Journal of Political Economy, Scottish Economic Society, volume 68, issue 2, pages 155-178, May, DOI: 10.1111/sjpe.12262.
    • João Tovar Jalles & Carlos Mulas-Granados & José Tavares, 2019, "Fiscal Discipline and Exchange Rates: Does Politics Matter?," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2019/0103, Nov.
85. António Afonso & João Tovar Jalles, 2016, "Economic Volatility and Sovereign Yields’ Determinants: a Time-Varying Approach," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2016/04, Jan.
    
    • António Afonso & João Tovar Jalles, 2020, "Economic volatility and sovereign yields’ determinants: a time-varying approach," Empirical Economics, Springer, volume 58, issue 2, pages 427-451, February, DOI: 10.1007/s00181-018-1540-6.
86. António Afonso & João Tovar Jalles, 2016, "Budgetary Decomposition and Yield Spreads," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2016/05, Jan.
    
    • António Afonso & João Tovar Jalles, 2016, "Budgetary decomposition and yield spreads," Applied Economics Letters, Taylor & Francis Journals, volume 23, issue 15, pages 1093-1098, October, DOI: 10.1080/13504851.2015.1136390.
87. António Afonso & João Tovar Jalles, 2016, "The Fiscal Consequences of Deflation: Evidence from the Golden Age of Globalization," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2016/23, Oct.
    
    • Afonso, António & Jalles, João Tovar, 2019, "The Fiscal consequences of deflation: Evidence from the Golden Age of Globalization," The Quarterly Review of Economics and Finance, Elsevier, volume 74, issue C, pages 129-147, DOI: 10.1016/j.qref.2019.01.016.
88. Stefano BOSI & Cuong LE VAN & Ngoc-Sang PHAM, 2016, "Asset bubbles and efficiency in a generalized two-sector model," Documents de recherche, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne, number 16-04.
    
    • Bosi, Stefano & Le Van, Cuong & Pham, Ngoc-Sang, 2017, "Asset bubbles and efficiency in a generalized two-sector model," Mathematical Social Sciences, Elsevier, volume 88, issue C, pages 37-48, DOI: 10.1016/j.mathsocsci.2017.05.001.
    • Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2017, "Asset bubbles and efficiency in a generalized two-sector model," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-03260731, Jul, DOI: 10.1016/j.mathsocsci.2017.05.001.
    • Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2016, "Asset bubbles and efficiency in a generalized two-sector model," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01316876, Mar.
    • Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2017, "Asset bubbles and efficiency in a generalized two-sector model," Post-Print, HAL, number hal-03260731, Jul, DOI: 10.1016/j.mathsocsci.2017.05.001.
    • Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2016, "Asset bubbles and efficiency in a generalized two-sector model," Post-Print, HAL, number halshs-01316876, Mar.
    • Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2017, "Asset bubbles and efficiency in a generalized two-sector model," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-03260731, Jul, DOI: 10.1016/j.mathsocsci.2017.05.001.
    • Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2016, "Asset bubbles and efficiency in a generalized two-sector model," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 16029, Mar, DOI: 10.1016/j.mathsocsci.2017.05.001.
89. Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2016, "Rational land and housing bubbles in infinite-horizon economies," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01314609, Feb.
    
    • Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2017, "Rational Land and Housing Bubbles in Infinite-Horizon Economies," Studies in Economic Theory, Springer, chapter 0, in: Kazuo Nishimura & Alain Venditti & Nicholas C. Yannelis, "Sunspots and Non-Linear Dynamics", DOI: 10.1007/978-3-319-44076-7_9.
    • Cuong Le Van & Stefano Bosi & Ngoc-Sang Pham, 2017, "Rational land and housing bubbles in infinite-horizon economies," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01397606.
    • Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2016, "Rational land and housing bubbles in infinite-horizon economies," Post-Print, HAL, number halshs-01314609, Feb.
    • Cuong Le Van & Stefano Bosi & Ngoc-Sang Pham, 2017, "Rational land and housing bubbles in infinite-horizon economies," Post-Print, HAL, number halshs-01397606.
    • Cuong Le Van & Stefano Bosi & Ngoc-Sang Pham, 2017, "Rational land and housing bubbles in infinite-horizon economies," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-01397606.
    • Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2016, "Rational land and housing bubbles in infinite-horizon economies," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 16027, Feb.
90. Thanh Le & Cuong Le Van, 2016, "Trade Liberalisation and Optimal R&D Policies in a Model of Exporting Firms Conducting Process Innovation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01314650, Mar.
    
    • Thanh Le & Cuong Le Van, 2016, "Trade Liberalisation and Optimal R&D Policies in a Model of Exporting Firms Conducting Process Innovation," Post-Print, HAL, number halshs-01314650, Mar.
    • Thanh Le & Cuong Le Van, 2016, "Trade Liberalisation and Optimal R&D Policies in a Model of Exporting Firms Conducting Process Innovation," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 16028, Mar.
91. Thai Ha-Huy & Cuong Le Van & Nguyen Manh Hung, 2016, "Arbitrage and asset market equilibrium in infinite dimensional economies with short-selling and risk-averse expected utilities," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01390954, Oct.
    
    • Ha-Huy, Thai & Le Van, Cuong & Nguyen, Manh-Hung, 2016, "Arbitrage and asset market equilibrium in infinite dimensional economies with short-selling and risk-averse expected utilities," Mathematical Social Sciences, Elsevier, volume 79, issue C, pages 30-39, DOI: 10.1016/j.mathsocsci.2015.10.007.
    • Thai Ha-Huy & Cuong Le Van & Manh-Hung Nguyen, 2016, "Arbitrage and asset market equilibrium in infinite dimensional economies with short-selling and risk-averse expected utilities," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-01302519, Jan, DOI: 10.1016/j.mathsocsci.2015.10.007.
    • Thai Ha-Huy & Cuong Le Van & Manh-Hung Nguyen, 2016, "Arbitrage and asset market equilibrium in infinite dimensional economies with short-selling and risk-averse expected utilities," Post-Print, HAL, number hal-01302519, Jan, DOI: 10.1016/j.mathsocsci.2015.10.007.
    • Thai Ha-Huy & Cuong Le Van & Nguyen Manh Hung, 2016, "Arbitrage and asset market equilibrium in infinite dimensional economies with short-selling and risk-averse expected utilities," Post-Print, HAL, number halshs-01390954, Oct.
    • Thai Ha-Huy & Cuong Le Van & Manh-Hung Nguyen, 2016, "Arbitrage and asset market equilibrium in infinite dimensional economies with short-selling and risk-averse expected utilities," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-01302519, Jan, DOI: 10.1016/j.mathsocsci.2015.10.007.
    • Thai Ha-Huy & Cuong Le Van & Nguyen Manh-Hung, 2016, "Arbitrage and asset market equilibrium in infinite dimensional economies with short-selling and risk-averse expected utilities," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 16062, Oct, DOI: 10.1016/j.mathsocsci.2015.10.007.
92. Stefano Bosi & Patrice Fontaine & Cuong Le Van, 2016, "Interest rates parity and no arbitrage as equivalent equilibrium conditions in the international financial assets and goods markets," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01391013, Apr.
    
    • Bosi, Stefano & Fontaine, Patrice & Le Van, Cuong, 2016, "Interest rates parity and no arbitrage as equivalent equilibrium conditions in the international financial assets and goods markets," Mathematical Social Sciences, Elsevier, volume 82, issue C, pages 26-36, DOI: 10.1016/j.mathsocsci.2016.04.002.
    • Stefano Bosi & Pascal Fontaine & Cuong Le Van, 2016, "Interest rates parity and no arbitrage as equivalent equilibrium conditions in the international financial assets and goods markets," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-01302524, Jul, DOI: 10.1016/j.mathsocsci.2016.04.002.
    • Stefano Bosi & Pascal Fontaine & Cuong Le Van, 2016, "Interest rates parity and no arbitrage as equivalent equilibrium conditions in the international financial assets and goods markets," Post-Print, HAL, number hal-01302524, Jul, DOI: 10.1016/j.mathsocsci.2016.04.002.
    • Stefano Bosi & Patrice Fontaine & Cuong Le Van, 2016, "Interest rates parity and no arbitrage as equivalent equilibrium conditions in the international financial assets and goods markets," Post-Print, HAL, number halshs-01391013, Apr.
    • Stefano Bosi & Pascal Fontaine & Cuong Le Van, 2016, "Interest rates parity and no arbitrage as equivalent equilibrium conditions in the international financial assets and goods markets," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-01302524, Jul, DOI: 10.1016/j.mathsocsci.2016.04.002.
    • Stefano Bosi & Patrice Fontaine & Cuong Le Van, 2016, "Interest rates parity and no arbitrage as equivalent equilibrium conditions in the international financial assets and goods markets," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 16063, Apr, DOI: 10.1016/j.mathsocsci.2016.04.002.
93. Cuong Le Van & Thai Ha-Huy & Thi-Do-Hanh Nguyen, 2016, "A One-Sector Optimal Growth Model in which Consuming Takes Time," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01400195, Oct.
    
    • Cuong Le Van & Thai Ha-Huy & Thi-Do-Hanh Nguyen, 2016, "A One-Sector Optimal Growth Model in which Consuming Takes Time," Post-Print, HAL, number halshs-01400195, Oct.
    • Cuong Le Van & Thai Ha-Huy & Thi-Do-Hanh Nguyen, 2016, "A One-Sector Optimal Growth Model in Which Consuming Takes Time," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 16072, Oct.
94. Thai-Ha Le & Youngho Chang & Donghyun Park, 2016, "Governance, Vulnerability to Climate Change, and Green Growth: International Evidence," ADB Economics Working Paper Series, Asian Development Bank, number 500, Nov.
    
    • Le, Thai-Ha & Chang, Youngho & Park, Donghyun, 2017, "Governance, vulnerability to climate change, and green growth: International evidence," Economics Discussion Papers, Kiel Institute for the World Economy, number 2017-16.
95. Annabelle Mourougane & Jarmila Botev & Jean-Marc Fournier & Nigel Pain & Elena Rusticelli, 2016, "Can an Increase in Public Investment Sustainably Lift Economic Growth?," OECD Economics Department Working Papers, OECD Publishing, number 1351, Dec, DOI: 10.1787/a25a7723-en.
96. Jarmila Botev & Jean-Marc Fournier & Annabelle Mourougane, 2016, "A Re-assessment of Fiscal Space in OECD Countries," OECD Economics Department Working Papers, OECD Publishing, number 1352, Dec, DOI: 10.1787/fec60e1b-en.
97. Quang Nguyen & Marie Claire Villeval & Hui Xu, 2016, "Trust under the Prospect Theory and Quasi-Hyperbolic Preferences: A Field Experiment in Vietnam," Post-Print, HAL, number halshs-01300735, DOI: 10.1086/685434.
    
    • Quang Nguyen & Marie Claire Villeval & Hui Xu, 2016, "Trust under the Prospect Theory and Quasi-Hyperbolic Preferences: A Field Experiment in Vietnam," Economic Development and Cultural Change, University of Chicago Press, volume 64, issue 3, pages 545-572, DOI: 10.1086/685434.
98. Charoula Daskalaki & George Skiadopoulos & Nikolas Topaloglou, 2016, "Diversification Benefits of Commodities: A Stochastic Dominance Efficiency Approach," Working Papers, Queen Mary University of London, School of Economics and Finance, number 797, May.
    
    • Daskalaki, Charoula & Skiadopoulos, George & Topaloglou, Nikolas, 2017, "Diversification benefits of commodities: A stochastic dominance efficiency approach," Journal of Empirical Finance, Elsevier, volume 44, issue C, pages 250-269, DOI: 10.1016/j.jempfin.2017.07.004.
99. Coxhead, Ian & Vu, Linh & Nguyen, Cuong, 2016, "Migration in Vietnam: New Evidence from Recent Surveys," MPRA Paper, University Library of Munich, Germany, number 70217, Mar.

2015

1. E. Hachemi Hachemi Aliouche & Dominique Bonet Fernandez & Odile Chanut & Nadjoua Gharbi, 2015, "Institutional Environments And The Internationalization Of Franchise Chains: The Contrasting Cases Of Three North African Countries," Post-Print, HAL, number hal-01766885, Mar, DOI: 10.19030/jabr.v31i2.9126.
   
   • Odile Chanut & Nadjoua Gharbi & Dominique Bonet Fernandez & Muhammad Shahbaz & E. Hachemi Aliouche, 2013, "Institutional Environments and the Internationalization of Franchise Chains: The Contrasting Cases of Three North African Countries," Working Papers, Department of Research, Ipag Business School, number 2013-39, Jan.
2. Dominique BONET FERNANDEZ, 2015, "L’approche catégorielle en grande distribution : analyse comparée entre la France et le Canada," Working Papers, Department of Research, Ipag Business School, number 2015-626, Jan.
3. Alain Chateauneuf & Mina Mostoufi & David Vyncke, 2015, "Comonotonic Monte Carlo and its applications in option pricing and quantification of risk," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-01159741, Jun.
   
   • Alain Chateauneuf & Mina Mostoufi & David Vyncke, 2015, "Comonotonic Monte Carlo and its applications in option pricing and quantification of risk," Post-Print, HAL, number hal-01159741, Jun.
   • Alain Chateauneuf & Mina Mostoufi & David Vyncke, 2015, "Comonotonic Monte Carlo and its applications in option pricing and quantification of risk," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 15015, Feb.
   • Alain Chateauneuf & Mina Mostoufi & David Vyncke, 2015, "Comonotonic Monte Carlo and its applications in option pricing and quantification of risk," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 15015r, Feb, revised Jun 2015, DOI: 10.3905/jod.2016.24.1.018.
4. Alain Chateauneuf & Mina Mostoufi & David Vyncke, 2015, "Multivariate risk sharing and the derivation of individually rational Pareto optima," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-01161662, Mar, DOI: 10.1016/j.mathsocsci.2014.12.004.
   
   • Chateauneuf, Alain & Mostoufi, Mina & Vyncke, David, 2015, "Multivariate risk sharing and the derivation of individually rational Pareto optima," Mathematical Social Sciences, Elsevier, volume 74, issue C, pages 73-78, DOI: 10.1016/j.mathsocsci.2014.12.004.
   • Alain Chateauneuf & Mina Mostoufi & David Vyncke, 2014, "Multivariate risk sharing and the derivation of individually rational Pareto optima," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00942114, Jan.
   • Alain Chateauneuf & Mina Mostoufi & David Vyncke, 2015, "Multivariate risk sharing and the derivation of individually rational Pareto optima," Post-Print, HAL, number hal-01161662, Mar, DOI: 10.1016/j.mathsocsci.2014.12.004.
   • Alain Chateauneuf & Mina Mostoufi & David Vyncke, 2014, "Multivariate risk sharing and the derivation of individually rational Pareto optima," Post-Print, HAL, number halshs-00942114, Jan.
   • Alain Chateauneuf & Mina Mostoufi & David Vyncke, 2015, "Multivariate risk sharing and the derivation of individually rational Pareto optima," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-01161662, Mar, DOI: 10.1016/j.mathsocsci.2014.12.004.
   • Alain Chateauneuf & Mina Mostoufi & David Vyncke, 2014, "Multivariate risk sharing and the derivation of individually rational Pareto optima," Working Papers, Department of Research, Ipag Business School, number 2014-74, Jan.
   • Alain Chateauneuf & Mina Mostoufi & David Vyncke, 2014, "Multivariate risk sharing and the derivation of individually rational Pareto optima," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 14003, Jan, DOI: 10.1016/j.mathsocsci.2014.12.004.
5. Alain Chateauneuf & Ghizlane Lakhnati, 2015, "Increases in risk and demand for a risky asset," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-01161663, DOI: 10.1016/j.mathsocsci.2015.02.005.
   
   • Chateauneuf, A. & Lakhnati, G., 2015, "Increases in risk and demand for a risky asset," Mathematical Social Sciences, Elsevier, volume 75, issue C, pages 44-48, DOI: 10.1016/j.mathsocsci.2015.02.005.
   • Alain Chateauneuf & Ghizlane Lakhnati, 2005, "Increases in risk and demand for risky asset," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00194413, Apr.
   • Alain Chateauneuf & Ghizlane Lakhnati, 2015, "Increases in risk and demand for a risky asset," Post-Print, HAL, number hal-01161663, DOI: 10.1016/j.mathsocsci.2015.02.005.
   • Alain Chateauneuf & Ghizlane Lakhnati, 2005, "Increases in risk and demand for risky asset," Post-Print, HAL, number halshs-00194413, Apr.
   • Alain Chateauneuf & Ghizlane Lakhnati, 2015, "Increases in risk and demand for a risky asset," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-01161663, DOI: 10.1016/j.mathsocsci.2015.02.005.
   • A.Chateauneuf & G.Lakhnati, 2014, "Increases In Risk and Demand for Risky Asset," Working Papers, Department of Research, Ipag Business School, number 2014-600, Jan.
   • Alain Chateauneuf & Ghizlane Lakhnati, 2005, "Increases in risk and demand for risky asset," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1), number b05033, Apr, DOI: 10.1016/j.mathsocsi.2015.02.005.
6. Aloisio Araujo & Jean-Marc Bonnisseau & Alain Chateauneuf & Rodrigo Novinski, 2015, "Optimal Risk Sharing with Optimistic and Pessimistic Decision Makers," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01224491, Sep.
   
   • Aloisio Araujo & Jean-Marc Bonnisseau & Alain Chateauneuf & Rodrigo Novinski, 2015, "Optimal Risk Sharing with Optimistic and Pessimistic Decision Makers," Post-Print, HAL, number halshs-01224491, Sep.
   • Aloisio Araujo & Jean-Marc Bonnisseau & Alain Chateauneuf & Rodrigo Novinski, 2014, "Optimal Risk Sharing with Optimistic and Pessimistic Decision Makers," Working Papers, Department of Research, Ipag Business School, number 2014-579, Jan.
   • Aloisio Araujo & Laurence Jean-Marc Bonnisseau & Alain Chateauneuf & Rodrigo Novinski, 2015, "Optimal Risk Sharing with Optimistic and Pessimistic Decision Makers," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 15071, Sep.
7. Alain Chateauneuf & Michèle Cohen & Mina Mostoufi & Jean-Christophe Vergnaud, 2015, "Optimality of deductible for Yaari's model: a reappraisal," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01224502, Sep.
   
   • Alain Chateauneuf & Michèle Cohen & Mina Mostoufi & Jean-Christophe Vergnaud, 2015, "Optimality of deductible for Yaari's model: a reappraisal," Post-Print, HAL, number halshs-01224502, Sep.
   • Alain Chateauneuf & Michèle Cohen & Mina Mostoufi & Jean-Christophe Vergnaud, 2015, "Optimality of deductible for Yaari's model: a reappraisal," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 15072, Sep.
8. Dhaoui, Abderrazak & Saidi, Youssef, 2015, "Oil supply and demand shocks and stock price: Evidence for some OECD countries," MPRA Paper, University Library of Munich, Germany, number 63556, Apr.
9. Dhaoui, Abderrazak & Audi, Mohamed & Ouled Ahmed Ben Ali, Raja, 2015, "Revising empirical linkages between direction of Canadian stock price index movement and Oil supply and demand shocks: Artificial neural network and support vector machines approaches," MPRA Paper, University Library of Munich, Germany, number 66029, Aug.
10. Shahbaz, Muhammad & Khraief, Naceur & Dhaoui, Abderrazak, 2015, "On the Causal Nexus of Road Transport CO2 Emissions and Macroeconomic Variables in Tunisia: Evidence from Combined Cointegration Tests," MPRA Paper, University Library of Munich, Germany, number 67286, Oct, revised 15 Oct 2015.
    
    • Shahbaz, Muhammad & Khraief, Naceur & Jemaa, Mohamed Mekki Ben, 2015, "On the causal nexus of road transport CO2 emissions and macroeconomic variables in Tunisia: Evidence from combined cointegration tests," Renewable and Sustainable Energy Reviews, Elsevier, volume 51, issue C, pages 89-100, DOI: 10.1016/j.rser.2015.06.014.
11. Simplice A. Asongu & Rangan Gupta, 2015, "Trust and Quality of Growth: A Note," Research Africa Network Working Papers, Research Africa Network (RAN), number 15/026, May.
    
    • Simplice Asongu & Rangan Gupta, 2016, "Trust and quality of growth: a note," Economics Bulletin, AccessEcon, volume 36, issue 3, pages 1854-1867.
    • Simplice Asongu & Rangan Gupta, 2015, "Trust and Quality of Growth: A Note," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 15/026, Jun.
    • Asongu, Simplice & Gupta, Rangan, 2015, "Trust and Quality of Growth: A Note," MPRA Paper, University Library of Munich, Germany, number 68319, Jun.
    • Simplice A. Asongu & Rangan Gupta, 2015, "Trust and Quality of Growth: A Note," Working Papers, University of Pretoria, Department of Economics, number 201541, Jun.
12. Guglielmo Maria Caporale & Juncal Cunado & Luis A. Gil-Alana & Rangan Gupta, 2015, "The Relationship between Healthcare Expenditure and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis," CESifo Working Paper Series, CESifo, number 5407.
    
    • Guglielmo Maria Caporale & Juncal Cunado & Luis A. Gil-Alana & Rangan Gupta, 2018, "The relationship between healthcare expenditure and disposable personal income in the US states: a fractional integration and cointegration analysis," Empirical Economics, Springer, volume 55, issue 3, pages 913-935, November, DOI: 10.1007/s00181-017-1297-3.
    • Guglielmo Maria Caporale & Juncal Cunado & Luis A. Gil-Alana & Rangan Gupta, 2015, "The Relationship between Healthcare Expenditure and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1486.
    • Guglielmo Maria Caporale & Juncal Cunado & Luis A. Gil - Alana & Rangan Gupta, 2015, "The Relationship between Healthcare expenditures and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis," Working Papers, University of Pretoria, Department of Economics, number 201532, May.
13. Narayan, Paresh Kumar & Gupta, Rangan, 2015, "Has oil price predicted stock returns for over a century?," Working Papers, Deakin University, Department of Economics, number fe_2015_08, Jan, DOI: 10.1016/j.eneco.2014.11.018.
    
    • Narayan, Paresh Kumar & Gupta, Rangan, 2015, "Has oil price predicted stock returns for over a century?," Energy Economics, Elsevier, volume 48, issue C, pages 18-23, DOI: 10.1016/j.eneco.2014.11.018.
    • Paresh K. Narayan & Rangan Gupta, 2014, "Has Oil Pirce Predicted Stock Returns for Over a Century?," Working Papers, University of Pretoria, Department of Economics, number 201446, Aug.
14. Mehmet Balcilar & Rangan Gupta & STELIOS BEKIROS, 2015, "The Role Of News-Based Uncertainty Indices In Predicting Oil Markets: A Hybrid Nonparametric Quantile Causality Method," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-02.
    
    • Mehmet Balcilar & Stelios Bekiros & Rangan Gupta, 2017, "The role of news-based uncertainty indices in predicting oil markets: a hybrid nonparametric quantile causality method," Empirical Economics, Springer, volume 53, issue 3, pages 879-889, November, DOI: 10.1007/s00181-016-1150-0.
    • Mehmet Balcilar & Stelios Bekiros & Rangan Gupta, 2015, "The Role of News-Based Uncertainty Indices in Predicting Oil Markets: A Hybrid Nonparametric Quantile Causality Method," Working Papers, University of Pretoria, Department of Economics, number 201522, Apr.
15. Mehmet Balcilar & Rangan Gupta & Nico Frederick Katzke, 2015, "Identifying Periods of US Housing Market Explosivity," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-03.
    
    • Mehmet Balcilar & Nico Katzke & Rangan Gupta, 2015, "Identifying Periods of US Housing Market Explosivity," Working Papers, University of Pretoria, Department of Economics, number 201544, Jun.
    • Mehmet Balcilar & Nico Katzke & Rangan Gupta, 2015, "Identifying Periods of US Housing Market Explosivity," Working Papers, Stellenbosch University, Department of Economics, number 08/2015.
16. Mehmet Balcilar & Rangan Gupta & Charl Jooste & Omid Ranjbar, 2015, "Characterising the South African Business Cycle: Is GDP Difference-Stationary or Trend-Stationary in a Markov-Switching Setup?," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-04.
    
    • Mehmet Balcilar & Rangan Gupta & Charl Jooste & Omid Ranjbar, 2015, "Characterising the South African Business Cycle: Is GDP Difference-Stationary or Trend-Stationary in a Markov-Switching Setup?," Working Papers, University of Pretoria, Department of Economics, number 201529, May.
17. Mehmet Balcilar & NICO KATZKE & Rangan Gupta, 2015, "Do Precious Metal Prices Help in Forecasting South African Inflation?," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-05.
    
    • Balcilar, Mehmet & Katzke, Nico & Gupta, Rangan, 2017, "Do precious metal prices help in forecasting South African inflation?," The North American Journal of Economics and Finance, Elsevier, volume 40, issue C, pages 63-72, DOI: 10.1016/j.najef.2017.01.007.
    • Mehmet Balcilar & Nico Katzke & Rangan Gupta, 2015, "Do Precious Metal Prices Help in Forecasting South African Inflation?," Working Papers, University of Pretoria, Department of Economics, number 201510, Feb.
    • Mehmet Balcilar & Nico Katzke & Rangan Gupta, 2015, "Do Precious Metal Prices Help in Forecasting South African Inflation?," Working Papers, Stellenbosch University, Department of Economics, number 03/2015.
18. Mehmet Balcilar & Rangan Gupta & Renee van Eyden & Kirsten Thompson, 2015, "Comparing the Forecasting Ability of Financial Conditions Indices: The Case of South Africa," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-06.
    
    • Balcilar, Mehmet & Gupta, Rangan & van Eyden, Reneé & Thompson, Kirsten & Majumdar, Anandamayee, 2018, "Comparing the forecasting ability of financial conditions indices: The case of South Africa," The Quarterly Review of Economics and Finance, Elsevier, volume 69, issue C, pages 245-259, DOI: 10.1016/j.qref.2018.03.012.
    • Mehmet Balcilar & Rangan Gupta & Renee van Eyden & Kirsten Thompson & Anandamayee Majumdar, 2015, "Comparing the Forecasting Ability of Financial Conditions Indices: The Case of South Africa," Working Papers, University of Pretoria, Department of Economics, number 201517, Mar.
19. Goodness C. Aye & Mehmet Balcilar & Rangan Gupta, 2015, "International Stock Return Predictability: Is the Role of U.S. Time-Varying?," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-07.
    
    • Goodness C. Aye & Mehmet Balcilar & Rangan Gupta, 2017, "International stock return predictability: Is the role of U.S. time-varying?," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 44, issue 1, pages 121-146, February, DOI: 10.1007/s10663-015-9313-3.
    • Goodness C. Aye & Mehmet Balcilar & Rangan Gupta, 2015, "International Stock Return Predictability: Is the Role of U.S. Time-Varying?," Working Papers, University of Pretoria, Department of Economics, number 201524, Apr.
20. Franz Ruch & Mehmet Balcilar Author-Name-First Mehmet & Mampho P. Modise & Rangan Gupta, 2015, "Forecasting Core Inflation: The Case of South Africa," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-08.
    
    • Franz Ruch & Mehmet Balcilar & Rangan Gupta & Mampho P. Modise, 2020, "Forecasting core inflation: the case of South Africa," Applied Economics, Taylor & Francis Journals, volume 52, issue 28, pages 3004-3022, June, DOI: 10.1080/00036846.2019.1701181.
    • Franz Ruch & Mehmet Balcilar & Mampho P. Modise & Rangan Gupta, 2015, "Forecasting Core Inflation: The Case of South Africa," Working Papers, University of Pretoria, Department of Economics, number 201543, Jun.
21. Stelios Bekiros & Rangan Gupta & Alessia Paccagnini, 2015, "Oil Price Forecastability and Economic Uncertainty," Working Papers, University of Milano-Bicocca, Department of Economics, number 298, Apr, revised Apr 2015.
    
    • Bekiros, Stelios & Gupta, Rangan & Paccagnini, Alessia, 2015, "Oil price forecastability and economic uncertainty," Economics Letters, Elsevier, volume 132, issue C, pages 125-128, DOI: 10.1016/j.econlet.2015.04.023.
    • Stelios Bekiros & Rangan Gupta & Alessia Paccagnini, 2015, "Oil Price Forecastability and Economic Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 201518, Mar.
    • Stelios D. Bekiros & Rangan Gupta & Alessia Paccagnini, 2015, "Oil price forecastability and economic uncertainty," Open Access publications, School of Economics, University College Dublin, number 10197/7345, Jul.
22. Luis Alberiko Gil-Alaña & Shinhye Chang & Mehmet Balcilar & Goodness C. Aye & Rangan Gupta, 2015, "Persistence of precious metal prices: a fractional integration approach with structural breaks," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 06/2015, Apr.
    
    • Gil-Alana, Luis A. & Chang, Shinhye & Balcilar, Mehmet & Aye, Goodness C. & Gupta, Rangan, 2015, "Persistence of precious metal prices: A fractional integration approach with structural breaks," Resources Policy, Elsevier, volume 44, issue C, pages 57-64, DOI: 10.1016/j.resourpol.2014.12.004.
    • Luis A.Gil-Alana & Shinhye Chang & Mehmet Balcilar & Goodness C. Aye & Rangan Gupta, 2014, "Persistence in Precious Metal Prices: A Fractional Integration Approach with Structural Breaks," Working Papers, University of Pretoria, Department of Economics, number 201458, Oct.
23. Antonakakis, Nikolaos & Gupta, Rangan & Andre, Christophe, 2015, "Dynamic Co-movements between Economic Policy Uncertainty and Housing Market Returns," MPRA Paper, University Library of Munich, Germany, number 62464, Feb.
    
    • Nikolaos Antonakakis & Rangan Gupta & Christophe André, 2015, "Dynamic Co-movements between Economic Policy Uncertainty and Housing Market Returns," Journal of Real Estate Portfolio Management, Taylor & Francis Journals, volume 21, issue 1, pages 53-60, January, DOI: 10.1080/10835547.2015.12089971.
    • Nikolaos Antonakakis & Rangan Gupta & Christophe Andre, 2015, "Dynamic Co-movements between Economic Policy Uncertainty and Housing Market Returns," Working Papers, University of Pretoria, Department of Economics, number 201509, Feb.
24. Luis A Gil-Alana & Christophe André & Rangan Gupta & Tsangyao Chang & Omid Ranjbar, 2015, "The Feldstein-Horioka Puzzle in South Africa: A Fractional Cointegration Approach," Working Papers, University of Pretoria, Department of Economics, number 201501, Jan.
    
    • Luis A. Gil-Alana & Christophe André & Rangan Gupta & Tsangyao Chang & Omid Ranjbar, 2016, "The Feldstein--Horioka puzzle in South Africa: A fractional cointegration approach," The Journal of International Trade & Economic Development, Taylor & Francis Journals, volume 25, issue 7, pages 978-991, October, DOI: 10.1080/09638199.2016.1151545.
25. Riadh Aloui & Rangan Gupta & Stephen M. Miller, 2015, "Uncertainty and Crude Oil Returns," Working Papers, University of Pretoria, Department of Economics, number 201503, Feb.
    
    • Aloui, Riadh & Gupta, Rangan & Miller, Stephen M., 2016, "Uncertainty and crude oil returns," Energy Economics, Elsevier, volume 55, issue C, pages 92-100, DOI: 10.1016/j.eneco.2016.01.012.
    • Riadh Aloui & Rangan Gupta & Stephen M. Miller, 2015, "Uncertainty and crude oil returns," Working papers, University of Connecticut, Department of Economics, number 2015-03, Apr.
26. Reneé van Eyden & Tolga Omay & Rangan Gupta, 2015, "Inflation-Growth Nexus in Africa: Evidence from a Pooled CCE Multiple Regime Panel Smooth Transition Model," Working Papers, University of Pretoria, Department of Economics, number 201504, Feb.
27. Stelios Bekiros & Rangan Gupta, 2015, "Predicting Stock Returns and Volatility Using Consumption-Aggregate Wealth Ratios: A Nonlinear Approach," Working Papers, University of Pretoria, Department of Economics, number 201505, Feb.
    
    • Bekiros, Stelios & Gupta, Rangan, 2015, "Predicting stock returns and volatility using consumption-aggregate wealth ratios: A nonlinear approach," Economics Letters, Elsevier, volume 131, issue C, pages 83-85, DOI: 10.1016/j.econlet.2015.03.019.
28. Stelios Bekiros & Rangan Gupta & Clement Kyei, 2015, "On Economic Uncertainty, Stock Market Predictability and Nonlinear Spillover Effects," Working Papers, University of Pretoria, Department of Economics, number 201508, Feb.
    
    • Bekiros, Stelios & Gupta, Rangan & Kyei, Clement, 2016, "On economic uncertainty, stock market predictability and nonlinear spillover effects," The North American Journal of Economics and Finance, Elsevier, volume 36, issue C, pages 184-191, DOI: 10.1016/j.najef.2016.01.003.
29. Nikolaos Antonakakis & Rangan Gupta & Aviral Kumar Twari, 2015, "Time-Varying Correlations between Trade Balance and Stock Prices in the United States over the Period 1792 to 2013," Working Papers, University of Pretoria, Department of Economics, number 2015100, Dec.
    
    • Nikolaos Antonakakis & Rangan Gupta & Aviral K. Tiwari, 2018, "Time-varying correlations between trade balance and stock prices in the United States over the period 1792 to 2013," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 42, issue 4, pages 795-806, October, DOI: 10.1007/s12197-018-9428-z.
30. Thomas Lux & Mawuli K. Segnon & Rangan Gupta, 2015, "Modeling and Forecasting Crude Oil Price Volatility: Evidence from Historical and Recent Data," Working Papers, University of Pretoria, Department of Economics, number 201511, Mar.
    
    • Lux, Thomas & Segnon, Mawuli & Gupta, Rangan, 2015, "Modeling and forecasting crude oil price volatility: Evidence from historical and recent data," FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, number 31.
31. Marcos Álvarez-Díaz & Rangan Gupta, 2015, "Forecasting the US CPI: Does Nonlinearity Matter?," Working Papers, University of Pretoria, Department of Economics, number 201512, Mar.
32. Vassilios Babalos & Clement Kyei & Evangelos I. Poutos, 2015, "Causality and Contagion in EMU Sovereign Bonds Revisited: Novel Evidence from Nonlinear Causality Tests," Working Papers, University of Pretoria, Department of Economics, number 201514, Mar.
33. Luis A. Gil-Alana & Fernando Perez de Gracia & Rangan Gupta, 2015, "Modeling Persistence of Carbon Emission Allowance Prices," Working Papers, University of Pretoria, Department of Economics, number 201515, Mar.
    
    • Gil-Alana, Luis A. & Gupta, Rangan & de Gracia, Fernando Perez, 2016, "Modeling persistence of carbon emission allowance prices," Renewable and Sustainable Energy Reviews, Elsevier, volume 55, issue C, pages 221-226, DOI: 10.1016/j.rser.2015.10.056.
34. Lumengo Bonga-Bonga & Rangan Gupta & Charl Jooste, 2015, "The Macroeconomic Effects of Uncertainty Shocks in India," Working Papers, University of Pretoria, Department of Economics, number 201516, Mar.
35. Ghassen El Montasser & Rangan Gupta & Charl Jooste & Stephen M. Miller, 2015, "The Time-Series Linkages between US Fiscal Policy and Asset Prices," Working Papers, University of Pretoria, Department of Economics, number 201519, Mar.
    
    • Ghassen El Montasser & Rangan Gupta & Jooste Charl & Stephen M. Miller, 2020, "The Time-series Linkages between US Fiscal Policy and Asset Prices," Public Finance Review, , volume 48, issue 3, pages 303-339, May, DOI: 10.1177/1091142120916032.
    • Ghassen El Montasser & Rangan Gupta & Charl Jooste & Stephen M. Miller, 2016, "The time-series linkages between US fiscal policy and asset prices," Working papers, University of Connecticut, Department of Economics, number 2016-15, Sep.
36. Nikolaos Antonakakis & Christophe Andre & Rangan Gupta, 2015, "Dynamic Spillovers in the United States: Stock Market, Housing, Uncertainty and the Macroeconomy," Working Papers, University of Pretoria, Department of Economics, number 201521, Apr.
    
    • Nikolaos Antonakakis & Christophe André & Rangan Gupta, 2016, "Dynamic Spillovers in the United States: Stock Market, Housing, Uncertainty, and the Macroeconomy," Southern Economic Journal, John Wiley & Sons, volume 83, issue 2, pages 609-624, October, DOI: 10.1002/soej.12149.
37. Aviral K. Tiwari & Claudiu T. Albulescu & Rangan Gupta, 2015, "Time-Frequency Relationship between U.S. Output with Commodity and Asset Prices," Working Papers, University of Pretoria, Department of Economics, number 201523, Apr.
    
    • Aviral K. Tiwari & Claudiu T. Albulescu & Rangan Gupta, 2016, "Time-frequency relationship between US output with commodity and asset prices," Applied Economics, Taylor & Francis Journals, volume 48, issue 3, pages 227-242, January, DOI: 10.1080/00036846.2015.1076154.
38. Annari De Waal & Rangan Gupta & Charl Jooste, 2015, "How Independent are the South African Reserve Bank’s Monetary Policy Decisions? Evidence from a Global New-Keynesian DSGE Model," Working Papers, University of Pretoria, Department of Economics, number 201525, May.
39. Periklis Gogas & Rangan Gupta & Stephen M. Miller & Theophilos Papadimitriou & Georgios Antonios Sarantitis, 2015, "Income Inequality: A State-by-State Complex Network Analysis," Working Papers, University of Pretoria, Department of Economics, number 201534, Jun.
    
    • Periklis Gogas & Rangan Gupta & Stephen Miller & Theophilos Papadimitriou & Georgios Sarantitis, 2016, "Income Inequality: A State-by-State Complex Network Analysis," DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics, number 2-2016, Jun.
    • Periklis Gogas & Rangan Gupta & Stephen M. Miller & Theophilos Papadimitriou & Georgios Antonios Sarantitis, 2016, "Income Inequality: A State-by-State Complex Network Analysis," Working papers, University of Connecticut, Department of Economics, number 2016-18, Sep.
40. Stelios Bekiros & Rangan Gupta & Clement Kyei, 2015, "A Nonlinear Approach for Predicting Stock Returns and Volatility with the Use of Investor Sentiment Indices," Working Papers, University of Pretoria, Department of Economics, number 201536, Jun.
    
    • Stelios Bekiros & Rangan Gupta & Clement Kyei, 2016, "A non-linear approach for predicting stock returns and volatility with the use of investor sentiment indices," Applied Economics, Taylor & Francis Journals, volume 48, issue 31, pages 2895-2898, July, DOI: 10.1080/00036846.2015.1130793.
41. Nicholas Apergis & Vassilios Babalos & Christina Christou & Rangan Gupta, 2015, "Identifying Asymmetries between Socially Responsible and Conventional Investments," Working Papers, University of Pretoria, Department of Economics, number 201537, Jun.
42. Nicholas Apergis & Tsangyao Chang & Rangan Gupta & Emmanuel Ziramba, 2015, "Hydroelectricity Consumption and Economic Growth Nexus: Evidence from a Panel of Ten Largest Hydroelectricity Consumers," Working Papers, University of Pretoria, Department of Economics, number 201538, Jun.
    
    • Apergis, Nicholas & Chang, Tsangyao & Gupta, Rangan & Ziramba, Emmanuel, 2016, "Hydroelectricity consumption and economic growth nexus: Evidence from a panel of ten largest hydroelectricity consumers," Renewable and Sustainable Energy Reviews, Elsevier, volume 62, issue C, pages 318-325, DOI: 10.1016/j.rser.2016.04.075.
43. Nicholas Apergis & Christina Christou & Rangan Gupta & Stephen M. Miller, 2015, "Convergence in Income Inequality: Further Evidence from the Club Clustering Methodology across the U.S. States," Working Papers, University of Pretoria, Department of Economics, number 201539, Jun.
    
    • Nicholas Apergis & Christina Christou & Rangan Gupta & Stephen M. Miller, 2016, "Convergence in Income Inequality: Further Evidence from the Club Clustering Methodology across the U.S. States," Working papers, University of Connecticut, Department of Economics, number 2016-19, Sep.
44. Nicholas Apergis & Tsangyao Chang & Christina Christou & Rangan Gupta, 2015, "Convergence of Health Care Expenditures across the US States: A Reconsideration," Working Papers, University of Pretoria, Department of Economics, number 201542, Jun.
    
    • Nicholas Apergis & Tsangyao Chang & Christina Christou & Rangan Gupta, 2017, "Convergence of Health Care Expenditures Across the US States: A Reconsideration," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 133, issue 1, pages 303-316, August, DOI: 10.1007/s11205-016-1357-7.
45. Stelios Bekiros & Rangan Gupta & Anandamayee Majumdar, 2015, "Incorporating Economic Policy Uncertainty in US Equity Premium Models: A Nonlinear Predictability Analysis," Working Papers, University of Pretoria, Department of Economics, number 201545, Jun.
    
    • Bekiros, Stelios & Gupta, Rangan & Majumdar, Anandamayee, 2016, "Incorporating economic policy uncertainty in US equity premium models: A nonlinear predictability analysis," Finance Research Letters, Elsevier, volume 18, issue C, pages 291-296, DOI: 10.1016/j.frl.2016.01.012.
46. Rangan Gupta & Roula Inglesi-Lotz, 2015, "Detection of Multiple Bubbles in South African Electricity Prices," Working Papers, University of Pretoria, Department of Economics, number 201546, Jun.
47. Rangan Gupta, 2015, "Forecasting Inflation in an Inflation Targeting Economy: Structural Versus Non-Structural Models," Working Papers, University of Pretoria, Department of Economics, number 201547, Jun.
    
    • Rangan Gupta, 2017, "Forecasting inflation in an inflation targeting economy: structural versus nonstructural models," Applied Economics, Taylor & Francis Journals, volume 49, issue 24, pages 2316-2321, May, DOI: 10.1080/00036846.2016.1237760.
48. Periklis Gogas & Theophilos Papadimitriou & Vasilios Plakandaras & Rangan Gupta, 2015, "The Informational Content of the Term-Spread in Forecasting the U.S. Inflation Rate: A Nonlinear Approach," Working Papers, University of Pretoria, Department of Economics, number 201548, Jun.
    
    • Vasilios Plakandaras & Periklis Gogas & Theophilos Papadimitriou & Rangan Gupta, 2017, "The Informational Content of the Term Spread in Forecasting the US Inflation Rate: A Nonlinear Approach," Journal of Forecasting, John Wiley & Sons, Ltd., volume 36, issue 2, pages 109-121, March.
    • Periklis Gogas & Theophilos Papadimitriou & Vasilios Plakandaras & Rangan Gupta, 2019, "The Informational Content of the Term-Spread in Forecasting the U.S. Inflation Rate: A Nonlinear Approach," DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics, number 3-2016, May.
49. Mawuli Segnon & Thomas Lux & Rangan Gupta, 2015, "Modeling and Forecasting Carbon Dioxide Emission Allowance Spot Price Volatility: Multifractal vs. GARCH-Type Volatility Models," Working Papers, University of Pretoria, Department of Economics, number 201550, Jul.
    
    • Segnon, Mawuli & Lux, Thomas & Gupta, Rangan, 2015, "Modeling and Forecasting Carbon Dioxide Emission Allowance Spot Price Volatility: Multifractal vs. GARCH-type Volatility Models," FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, number 46.
50. Mehmet Balcilar & Rangan Gupta & Charl Jooste, 2015, "The South African Economic Response to Monetary Policy Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 201551, Jul.
    
    • Mehmet Balcilar & Rangan Gupta & Charl Jooste, 2017, "South Africa’s economic response to monetary policy uncertainty," Journal of Economic Studies, Emerald Group Publishing Limited, volume 44, issue 2, pages 282-293, May, DOI: 10.1108/JES-07-2015-0131.
51. Hossein Hassani & Emmanuel Sirimal Silva & Nikolaos Antonakakis & George Filis & Rangan Gupta, 2015, "Forecasting Accuracy Evaluation of Tourist Arrivals: Evidence from Parametric and Non-Parametric Techniques," Working Papers, University of Pretoria, Department of Economics, number 201552, Jul.
52. Luis A. Gil-Alana & Juncal Cunado & Rangan Gupta, 2015, "Evidence of Persistence in U.S. Short and Long-Term Interest Rates Using Long-Span Monthly and Annual Data," Working Papers, University of Pretoria, Department of Economics, number 201553, Jul.
53. Vassilios Babalos & Stavros Stavroyiannis & Rangan Gupta, 2015, "Do Commodities Herd? Evidence from a Time-Varying Stochastic Volatility Model," Working Papers, University of Pretoria, Department of Economics, number 201554, Jul.
54. Mehmet Balcilar & Rangan Gupta & Mawuli Segnon, 2015, "The Role of Economic Policy Uncertainty in Predicting U.S. Recessions: A Mixed-Frequency Markov-Switching Vector Autoregressive Approach," Working Papers, University of Pretoria, Department of Economics, number 201558, Aug.
    
    • Balcilar, Mehmet & Gupta, Rangan & Segnon, Mawuli, 2016, "The role of economic policy uncertainty in predicting U.S. recessions: A mixed-frequency Markov-switching vector autoregressive approach," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 10, pages 1-20, DOI: 10.5018/economics-ejournal.ja.2016-.
    • Balcilar, Mehmet & Gupta, Rangan & Segnon, Mawuli, 2016, "The role of economic policy uncertainty in predicting U.S. recessions: A mixed-frequency Markov-switching vector autoregressive approach," Economics Discussion Papers, Kiel Institute for the World Economy, number 2016-14.
55. Goodness C. Aye & Tsangyao Chang & Rangan Gupta, 2015, "Is Gold an Inflation-Hedge? Evidence from an Interrupted Markov-Switching Cointegration Model," Working Papers, University of Pretoria, Department of Economics, number 201559, Aug.
    
    • Aye, Goodness C. & Chang, Tsangyao & Gupta, Rangan, 2016, "Is gold an inflation-hedge? Evidence from an interrupted Markov-switching cointegration model," Resources Policy, Elsevier, volume 48, issue C, pages 77-84, DOI: 10.1016/j.resourpol.2016.02.011.
56. Rangan Gupta & Roula Inglesi-Lotz & John W. Muteba Mwamba, 2015, "Energy Demand in South Africa: Is it Asymmetric?," Working Papers, University of Pretoria, Department of Economics, number 201560, Aug.
57. Hossein Hassani & Emmanuel Sirimal Silva & Rangan Gupta & Sonali Das, 2015, "Predicting Global Temperature Anomaly: A Definitive Investigation Using an Ensemble of Twelve Competing Forecasting Models," Working Papers, University of Pretoria, Department of Economics, number 201561, Aug.
    
    • Hassani, Hossein & Silva, Emmanuel Sirimal & Gupta, Rangan & Das, Sonali, 2018, "Predicting global temperature anomaly: A definitive investigation using an ensemble of twelve competing forecasting models," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 509, issue C, pages 121-139, DOI: 10.1016/j.physa.2018.05.147.
58. Rangan Gupta & Charl Jooste & Omid Ranjbar, 2015, "The Changing Dynamics of South Africa's Inflation Persistence: Evidence from a Quantile Regression Framework," Working Papers, University of Pretoria, Department of Economics, number 201563, Aug.
59. Giovanni Bonaccolto & Massimiliano Caporin & Rangan Gupta, 2015, "The Dynamic Impact of Uncertainty in Causing and Forecasting the Distribution of Oil Returns and Risk," Working Papers, University of Pretoria, Department of Economics, number 201564, Sep.
    
    • Bonaccolto, G. & Caporin, M. & Gupta, R., 2018, "The dynamic impact of uncertainty in causing and forecasting the distribution of oil returns and risk," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 507, issue C, pages 446-469, DOI: 10.1016/j.physa.2018.05.061.
60. Abdulnasser Hatemi-J & Tsangyao Chang & Wen-Yi Chen & Feng-Li Lin & Rangan Gupta, 2015, "Asymmetric Granger Causality between Military Expenditures and Economic Growth in Top Six Defense Suppliers," Working Papers, University of Pretoria, Department of Economics, number 201565, Sep.
61. Mulatu F. Zerihun & Juncal Cunado & Rangan Gupta, 2015, "Are Health Care Expenditures and Personal Disposable Income Characterised by Asymmetric Behaviour? Evidence from US State-Level Data," Working Papers, University of Pretoria, Department of Economics, number 201566, Sep.
    
    • Mulatu F. Zerihun & Juncal Cunado & Rangan Gupta, 2017, "Are Health Care Expenditures and Personal Disposable Income Characterised by Asymmetric Behaviour? Evidence from US State-Level Data," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 131, issue 2, pages 527-542, March, DOI: 10.1007/s11205-016-1275-8.
62. Rangan Gupta & Hylton Hollander & Rudi Steinbach, 2015, "Forecasting Output Growth using a DSGE-Based Decomposition of the South African Yield Curve," Working Papers, University of Pretoria, Department of Economics, number 201567, Sep.
    
    • Rangan Gupta & Hylton Hollander & Rudi Steinbach, 2020, "Forecasting output growth using a DSGE-based decomposition of the South African yield curve," Empirical Economics, Springer, volume 58, issue 1, pages 351-378, January, DOI: 10.1007/s00181-018-1607-4.
63. Mehmet Balcilar & Rangan Gupta & Clement Kyei, 2015, "South African Stock Returns Predictability using Domestic and Global Economic Policy Uncertainty: Evidence from a Nonparametric Causality-in-Quantiles Approach," Working Papers, University of Pretoria, Department of Economics, number 201570, Oct.
64. Goodness C. Aye & Rangan Gupta & Peter Wanke, 2015, "Energy Efficiency Drivers in South Africa: 1965-2014," Working Papers, University of Pretoria, Department of Economics, number 201571, Oct.
65. Mehmet Balcilar & Rangan Gupta & Mark E. Wohar, 2015, "Common Cycles and Common Trends in the Stock and Oil markets: Evidence from More than 150 Years of Data," Working Papers, University of Pretoria, Department of Economics, number 201572, Oct.
    
    • Balcilar, Mehmet & Gupta, Rangan & Wohar, Mark E., 2017, "Common cycles and common trends in the stock and oil markets: Evidence from more than 150years of data," Energy Economics, Elsevier, volume 61, issue C, pages 72-86, DOI: 10.1016/j.eneco.2016.11.003.
66. Nikolaos Antonakakis & Rangan Gupta, 2015, "Is Economic Policy Uncertainty Related to Suicide Rates? Evidence from the United States," Working Papers, University of Pretoria, Department of Economics, number 201573, Oct.
    
    • Nikolaos Antonakakis & Rangan Gupta, 2017, "Is Economic Policy Uncertainty Related to Suicide Rates? Evidence from the United States," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 133, issue 2, pages 543-560, September, DOI: 10.1007/s11205-016-1384-4.
67. Luis A. Gil-Alana & Juncal Cunado & Rangan Gupta, 2015, "Persistence, Mean-Reversion and Non-Linearities in Infant Mortality Rates," Working Papers, University of Pretoria, Department of Economics, number 201574, Oct.
    
    • Luis A. Gil-Alana & Juncal Cunado & Rangan Gupta, 2017, "Persistence, Mean-Reversion and Non-linearities in Infant Mortality Rates," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 131, issue 1, pages 393-405, March, DOI: 10.1007/s11205-016-1253-1.
68. Mehmet Balcilar & Rangan Gupta & Clement Kyei, 2015, "Predicting Stock Returns and Volatility with Investor Sentiment Indices: A Reconsideration using a Nonparametric Causality-in-Quantiles Test," Working Papers, University of Pretoria, Department of Economics, number 201575, Oct.
69. Nikolaos Antonakakis & Vassilios Babalos & Clement Kyei, 2015, "Predictability of Sustainable Investments and the Role of Uncertainty: Evidence from a Non-Parametric Causality-in-Quantiles Test," Working Papers, University of Pretoria, Department of Economics, number 201576, Oct.
    
    • Nikolaos Antonakakis & Vassilios Babalos & Clement Kyei, 2016, "Predictability of sustainable investments and the role of uncertainty: evidence from a non-parametric causality-in-quantiles test," Applied Economics, Taylor & Francis Journals, volume 48, issue 48, pages 4655-4665, October, DOI: 10.1080/00036846.2016.1161724.
70. Mehmet Balcilar & Rangan Gupta & Ricardo M. Sousa & Mark E. Wohar, 2015, "The Predictability of cay and cayMS for Stock and Housing Returns: A Nonparametric Causality in Quantile Test," Working Papers, University of Pretoria, Department of Economics, number 201577, Oct.
71. Lei Chen & Rangan Gupta & Zinnia Mukherjee & Peter Wanke, 2015, "Technical Efficiency of Connecticut Long Island Sound Lobster Fishery: A Nonparametric Approach to Aggregate Frontier Analysis," Working Papers, University of Pretoria, Department of Economics, number 201578, Oct.
    
    • Lei Chen & Rangan Gupta & Zinnia Mukherjee & Peter Wanke, 2016, "Technical efficiency of Connecticut Long Island Sound lobster fishery: a nonparametric approach to aggregate frontier analysis," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, volume 81, issue 3, pages 1533-1548, April, DOI: 10.1007/s11069-015-2144-5.
72. Nikolaos Antonakakis & Rangan Gupta & John W. Muteba Mwamba, 2015, "Dynamic Comovements between Housing and Oil Markets in the US over 1859 to 2013: A Note," Working Papers, University of Pretoria, Department of Economics, number 201579, Oct.
    
    • Nikolaos Antonakakis & Rangan Gupta & John W. Muteba Mwamba, 2016, "Dynamic Comovements Between Housing and Oil Markets in the US over 1859 to 2013: a Note," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 44, issue 3, pages 377-386, September, DOI: 10.1007/s11293-016-9508-4.
73. Luis A. Gil-Alana & Rangan Gupta & Olusanya E. Olubusoye & OlaOluwa S. Yaya, 2015, "Time Series Analysis of Persistence in Crude Oil Price Volatility across Bull and Bear Regimes," Working Papers, University of Pretoria, Department of Economics, number 201580, Oct.
    
    • Gil-Alana, Luis A. & Gupta, Rangan & Olubusoye, Olusanya E. & Yaya, OlaOluwa S., 2016, "Time series analysis of persistence in crude oil price volatility across bull and bear regimes," Energy, Elsevier, volume 109, issue C, pages 29-37, DOI: 10.1016/j.energy.2016.04.082.
74. Tolga Omay & Rangan Gupta & Giovanni Bonaccolto, 2015, "The US Real GNP is Trend-Stationary After All," Working Papers, University of Pretoria, Department of Economics, number 201581, Nov.
    
    • Tolga Omay & Rangan Gupta & Giovanni Bonaccolto, 2017, "The US real GNP is trend-stationary after all," Applied Economics Letters, Taylor & Francis Journals, volume 24, issue 8, pages 510-514, May, DOI: 10.1080/13504851.2016.1205719.
75. Christophe André & Lumengo Bonga-Bonga & Rangan Gupta & John W. Muteba Mwamba, 2015, "The Impact of Economic Policy Uncertainty on US Real Housing Returns and their Volatility: A Nonparametric Approach," Working Papers, University of Pretoria, Department of Economics, number 201582, Nov.
76. Carlos P. Barros & Rangan Gupta, 2015, "Development, Poverty and Inequality: A Spatial Analysis of South African Provinces," Working Papers, University of Pretoria, Department of Economics, number 201583, Nov.
    
    • Carlos P. Barros & Rangan Gupta, 2017, "Development, Poverty and Inequality: A Spatial Analysis of South African Provinces," Journal of Developing Areas, Tennessee State University, College of Business, volume 51, issue 1, pages 19-32, January-M.
77. Nikolaos Antonakakis & Rangan Gupta & Aviral K. Tiwari, 2015, "The Time-Varying Correlation between Output and Prices in the United States over 1800 to 2014," Working Papers, University of Pretoria, Department of Economics, number 201584, Nov.
78. Rangan Gupta & Eric Olson & Mark E. Wohar, 2015, "Forecasting Key US Macroeconomic Variables with a Factor-Augmented Qual VAR," Working Papers, University of Pretoria, Department of Economics, number 201585, Nov.
    
    • Rangan Gupta & Eric Olson & Mark E. Wohar, 2017, "Forecasting key US macroeconomic variables with a factor‐augmented Qual VAR," Journal of Forecasting, John Wiley & Sons, Ltd., volume 36, issue 6, pages 640-650, September.
79. Mehmet Balcilar & Rangan Gupta & Won Joong Kim & Clement Kyei, 2015, "The Role of Domestic and Global Economic Policy Uncertainties in Predicting Stock Returns and their Volatility for Hong Kong, Malaysia and South Korea: Evidence from a Nonparametric Causality-in-Quantiles Approach," Working Papers, University of Pretoria, Department of Economics, number 201586, Nov.
80. Rangan Gupta & Charl Jooste, 2015, "Unconventional Monetary Policy Shocks in OECD Countries: How Important is the Extent of Policy Uncertainty?," Working Papers, University of Pretoria, Department of Economics, number 201587, Nov.
    
    • Rangan Gupta & Charl Jooste, 2018, "Unconventional monetary policy shocks in OECD countries: how important is the extent of policy uncertainty?," International Economics and Economic Policy, Springer, volume 15, issue 3, pages 683-703, July, DOI: 10.1007/s10368-017-0380-8.
81. Aviral K. Tiwari & Arif B. Dar & Niyati Bhanja & Rangan Gupta, 2015, "A Historical Analysis of the US Stock Price Index using Empirical Mode Decomposition over 1791-2015," Working Papers, University of Pretoria, Department of Economics, number 201588, Nov.
    
    • Tiwari, Aviral K. & Dar, Arif B. & Bhanja, Niyati & Gupta, Rangan, 2016, "A historical analysis of the US stock price index using empirical mode decomposition over 1791-2015," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 10, pages 1-15, DOI: 10.5018/economics-ejournal.ja.2016-.
    • Tiwari, Aviral Kumar & Dar, Arif Billah & Bhanja, Niyati & Gupta, Rangan, 2016, "A historical analysis of the US stock price index using empirical mode decomposition over 1791-2015," Economics Discussion Papers, Kiel Institute for the World Economy, number 2016-9.
82. Rangan Gupta & Mark E. Wohar, 2015, "Forecasting Oil and Stock Returns with a Qual VAR using over 150 Years of Data," Working Papers, University of Pretoria, Department of Economics, number 201589, Dec.
    
    • Gupta, Rangan & Wohar, Mark, 2017, "Forecasting oil and stock returns with a Qual VAR using over 150years off data," Energy Economics, Elsevier, volume 62, issue C, pages 181-186, DOI: 10.1016/j.eneco.2017.01.001.
83. Claudiu T. Albulescu & Aviral Kumar Twari & Stephen M. Miller & Rangan Gupta, 2015, "Time-Frequency Relationship between Inflation and Inflation Uncertainty for the U.S.: Evidence from Historical Data," Working Papers, University of Pretoria, Department of Economics, number 201591, Dec.
    
    • Claudiu Tiberiu Albulescu & Aviral Kumar Tiwari & Stephen M. Miller & Rangan Gupta, 2016, "Time-Frequency Relationship between Inflation and Inflation Uncertainty for the U.S.: Evidence from Historical Data," Working papers, University of Connecticut, Department of Economics, number 2016-12, Sep.
84. Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch, 2015, "Does Uncertainty Move the Gold Price? New Evidence from a Nonparametric Causality-in-Quantiles Test," Working Papers, University of Pretoria, Department of Economics, number 201592, Dec.
    
    • Balcilar, Mehmet & Gupta, Rangan & Pierdzioch, Christian, 2016, "Does uncertainty move the gold price? New evidence from a nonparametric causality-in-quantiles test," Resources Policy, Elsevier, volume 49, issue C, pages 74-80, DOI: 10.1016/j.resourpol.2016.04.004.
85. Rangan Gupta & Christian Pierdzioch & Marian Risse, 2015, "On International Uncertainty Links: BART-Based Empirical Evidence for Canada," Working Papers, University of Pretoria, Department of Economics, number 201594, Dec.
    
    • Gupta, Rangan & Pierdzioch, Christian & Risse, Marian, 2016, "On international uncertainty links: BART-based empirical evidence for Canada," Economics Letters, Elsevier, volume 143, issue C, pages 24-27, DOI: 10.1016/j.econlet.2016.03.009.
86. Mehmet Balcilar & Rangan Gupta & Duc K. Nguyen & Mark E. Wohar, 2015, "Causal Effects of the United States and Japan on Pacific-Rim Stock Markets: Nonparametric Quantile Causality Approach," Working Papers, University of Pretoria, Department of Economics, number 201595, Dec.
    
    • Mehmet Balcilar & Rangan Gupta & Duc Khuong Nguyen & Mark E. Wohar, 2018, "Causal effects of the United States and Japan on Pacific-Rim stock markets: nonparametric quantile causality approach," Applied Economics, Taylor & Francis Journals, volume 50, issue 53, pages 5712-5727, November, DOI: 10.1080/00036846.2018.1488062.
87. Mehmet Balcilar & Rangan Gupta & Mampho P. Modise & John W. Muteba Mwamba, 2015, "Predicting South African Equity Premium using Domestic and Global Economic Policy Uncertainty Indices: Evidence from a Bayesian Graphical Model," Working Papers, University of Pretoria, Department of Economics, number 201596, Dec.
88. Shinhye Chang & Rangan Gupta & Stephen M. Miller, 2015, "Causality between Per Capita Real GDP and Income Inequality in the U.S.: Evidence from a Wavelet Analysis," Working Papers, University of Pretoria, Department of Economics, number 201597, Dec.
    
    • Shinhye Chang & Rangan Gupta & Stephen M. Miller, 2018, "Causality Between Per Capita Real GDP and Income Inequality in the U.S.: Evidence from a Wavelet Analysis," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 135, issue 1, pages 269-289, January, DOI: 10.1007/s11205-016-1485-0.
    • Shinhye Chang & Rangan Gupta & Stephen M. Miller, 2016, "Causality between Per Capita Real GDP and Income Inequality in the U.S.: Evidence from a Wavelet Analysis," Working papers, University of Connecticut, Department of Economics, number 2016-14, Sep.
89. Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch, 2015, "On Exchange-Rate Movements and Gold-Price Fluctuations: Evidence for Gold-Producing Countries from a Nonparametric Causality-in-Quantiles Test," Working Papers, University of Pretoria, Department of Economics, number 201598, Dec.
    
    • Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch, 2017, "On exchange-rate movements and gold-price fluctuations: evidence for gold-producing countries from a nonparametric causality-in-quantiles test," International Economics and Economic Policy, Springer, volume 14, issue 4, pages 691-700, October, DOI: 10.1007/s10368-016-0357-z.
90. Mehmet Balcilar & Rangan Gupta & Clement Kyei & Mark Wohar, 2015, "Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test," Working Papers, University of Pretoria, Department of Economics, number 201599, Dec.
    
    • Mehmet Balcilar & Rangan Gupta & Clement Kyei & Mark E. Wohar, 2016, "Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test," Open Economies Review, Springer, volume 27, issue 2, pages 229-250, April, DOI: 10.1007/s11079-016-9388-x.
91. Rangan Gupta & Patrick T. Kanda & Mampho P. Modise & Alessia Paccagnini, 2015, "DSGE model-based forecasting of modelled and nonmodelled inflation variables in South Africa," Open Access publications, School of Economics, University College Dublin, number 10197/7351.
    
    • Rangan Gupta & Patrick T. Kanda & Mampho P. Modise & Alessia Paccagnini, 2015, "DSGE model-based forecasting of modelled and nonmodelled inflation variables in South Africa," Applied Economics, Taylor & Francis Journals, volume 47, issue 3, pages 207-221, January, DOI: 10.1080/00036846.2014.959707.
    • Rangan Gupta & Patrick T. kanda & Mampho P. Modise & Alessia Paccagnini, 2013, "DSGE Model-Based Forecasting of Modeled and Non-Modeled Inflation Variables in South Africa," Working Papers, University of Pretoria, Department of Economics, number 201374, Nov.
92. António Afonso & João Tovar Jalles, 2015, "Fiscal Sustainability: A Panel Assessment for Advanced Economies," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2015/05, Mar.
    
    • Ant�nio Afonso & João Tovar Jalles, 2015, "Fiscal sustainability: a panel assessment for advanced economies," Applied Economics Letters, Taylor & Francis Journals, volume 22, issue 11, pages 925-929, July, DOI: 10.1080/13504851.2014.987913.
93. António Afonso & João Tovar Jalles, 2015, "Markups’ Cyclical Behavior: The role of Demand and Supply Shocks," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2015/08, May.
    
    • Ant�nio Afonso & Jalles, 2016, "Markups' cyclical behaviour: the role of demand and supply shocks," Applied Economics Letters, Taylor & Francis Journals, volume 23, issue 1, pages 1-5, January, DOI: 10.1080/13504851.2015.1044640.
94. António Afonso & João Tovar Jalles, 2015, "Fiscal Episodes, Technological Progress and Market Power," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2015/09, Jul.
95. António Afonso & João Tovar Jalles, 2015, "Euro Area Time Varying Fiscal Sustainability," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2015/13, Sep.
    
    • António Afonso & João Tovar Jalles, 2017, "Euro area time‐varying fiscal sustainability," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 22, issue 3, pages 244-254, July.
96. António Afonso & João Tovar Jalles, 2015, "The Price Relevance of Fiscal Developments," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2015/16, Nov.
    
    • António Afonso & João Tovar Jalles, 2017, "The Price Relevance of Fiscal Developments," International Economic Journal, Taylor & Francis Journals, volume 31, issue 1, pages 36-50, January, DOI: 10.1080/10168737.2016.1227348.
97. Cuong Le Van & Ngoc-Sang Pham, 2015, "Intertemporal equilibrium with financial asset and physical capital," Documents de recherche, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne, number 15-01.
    
    • Cuong Le Van & Ngoc-Sang Pham, 2016, "Intertemporal equilibrium with financial asset and physical capital," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 62, issue 1, pages 155-199, June, DOI: 10.1007/s00199-015-0881-z.
    • Cuong Le Van & Ngoc-Sang Pham, 2016, "Intertemporal equilibrium with financial asset and physical capital," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-01302382, DOI: 10.1007/s00199-015-0881-z.
    • Cuong Le Van & Ngoc-Sang Pham, 2014, "Intertemporal equilibrium with financial asset and physical capital," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01147470, Aug.
    • Cuong Le Van & Ngoc-Sang Pham, 2016, "Intertemporal equilibrium with financial asset and physical capital," Post-Print, HAL, number hal-01302382, DOI: 10.1007/s00199-015-0881-z.
    • Cuong Le Van & Ngoc-Sang Pham, 2014, "Intertemporal equilibrium with financial asset and physical capital," Post-Print, HAL, number halshs-01147470, Aug.
    • Cuong Le Van & Ngoc-Sang Pham, 2016, "Intertemporal equilibrium with financial asset and physical capital," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-01302382, DOI: 10.1007/s00199-015-0881-z.
    • Cuong Le Van & Ngoc-Sang Pham, 2014, "Intertemporal equilibrium with financial asset and physical capital," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 14085, Aug.
    • Cuong Le Van & Ngoc-Sang Pham, 2014, "Intertemporal equilibrium with financial asset and physical capital," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 14085r, Aug, revised Feb 2015, DOI: 10.1007/s00199-015-0881-z.
98. Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2015, "Intertemporal equilibrium with heterogeneous agents, endogenous dividends, and borrowing constraints," Documents de recherche, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne, number 15-05.
    
    • Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2015, "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and borrowing constraints," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 15067, Sep.
99. Takashi Kamihigashi & Cuong Le Van, 2015, "Necessary and Sufficient Conditions for a Solution of the Bellman Equation to be the Value Function: A General Principle," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01159177, Jan.
    
    • Takashi Kamihigashi & Cuong Le Van, 2015, "Necessary and Sufficient Conditions for a Solution of the Bellman Equation to be the Value Function: A General Principle," Post-Print, HAL, number halshs-01159177, Jan.
    • Takashi Kamihigashi & Cuong Le Van, 2015, "Necessary and Sufficient Conditions for a Solution of the Bellman Equation to be the Value Function: A General Principle," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 15007, Jan.
100. Yacoub Bahini & Cuong Le Van, 2015, "On the transition from nonrenewable energy to renewable energy," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01167042, May.
     
     • Yacoub Bahini & Cuong Le Van, 2015, "On the transition from nonrenewable energy to renewable energy," Post-Print, HAL, number halshs-01167042, May.
     • Yacoub Bahini & Cuong Le Van, 2015, "On the transition from nonrenewable energy to renewable energy," Working Papers, Department of Research, Ipag Business School, number 2015-629, Jan.
     • Yacoub Bahini & Cuong Le Van, 2015, "On the transition from nonrenewable energy to renewable energy," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 15042, May.
101. Cuong Le Van & CNguyen To The, 2015, "Farmers’ adoption of organic production," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2015-23.
     
     • Cuong Le Van & Nguyen To The, 2019, "Farmers’ adoption of organic production," Asia-Pacific Journal of Regional Science, Springer, volume 3, issue 1, pages 33-59, February, DOI: 10.1007/s41685-018-0082-4.
102. Duc-Anh Le & Cuong Le Van & Phu Nguyen-Van & Amélie Barbier-Gauchard, 2015, "Government expenditure, external and domestic public debts, and economic growth," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2015-25.
     
     • Cuong Le Van & Phu Nguyen‐Van & Amélie Barbier‐Gauchard & Duc‐Anh Le, 2019, "Government expenditure, external and domestic public debt, and economic growth," Journal of Public Economic Theory, Association for Public Economic Theory, volume 21, issue 1, pages 116-134, February, DOI: 10.1111/jpet.12324.
     • Cuong Le Van & van Phu Nguyen & Amélie Barbier-Gauchard & Duc-Anh Le, 2019, "Government expenditure, external and domestic public debt, and economic growth," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-02093378, DOI: 10.1111/jpet.12324.
     • Cuong Le Van & van Phu Nguyen & Amélie Barbier-Gauchard & Duc-Anh Le, 2019, "Government expenditure, external and domestic public debt, and economic growth," Post-Print, HAL, number hal-02093378, DOI: 10.1111/jpet.12324.
     • Cuong Le Van & van Phu Nguyen & Amélie Barbier-Gauchard & Duc-Anh Le, 2019, "Government expenditure, external and domestic public debt, and economic growth," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-02093378, DOI: 10.1111/jpet.12324.
103. Baulch, Bob & Do, Thuy Duong & Le, Thai-Ha, 2015, "Solar Home Systems in Ho Chi Minh City: A promising technology whose time has not yet come," MPRA Paper, University Library of Munich, Germany, number 68612, Dec.
104. Thai-Ha Le & Jungsuk Kim & Minsoo Lee, 2015, "Institutional Quality, Trade Openness, and Financial Development in Asia: An Empirical Investigation," ADB Economics Working Paper Series, Asian Development Bank, number 452, Sep.
105. Annabelle Mourougane, 2015, "Crisis, Potential Output And Hysteresis," Working Papers, Department of Research, Ipag Business School, number 2015-631, Jan.
     
     • Annabelle Mourougane, 2017, "Crisis, potential output and hysteresis," International Economics, CEPII research center, issue 149, pages 1-14.
     • Mourougane, Annabelle, 2017, "Crisis, potential output and hysteresis," International Economics, Elsevier, volume 149, issue C, pages 1-14, DOI: 10.1016/j.inteco.2016.07.001.
106. Shahbaz, Muhammad & Loganathan, Nanthakumar & Muzaffar, Ahmed Taneem & Ahmed, Khalid & Jabran, Muhammad Ali, 2015, "How Urbanization Affects CO2 Emissions in Malaysia? The Application of STIRPAT Model," MPRA Paper, University Library of Munich, Germany, number 68422, Dec, revised 15 Dec 2015.
     
     • Shahbaz, Muhammad & Loganathan, Nanthakumar & Muzaffar, Ahmed Taneem & Ahmed, Khalid & Ali Jabran, Muhammad, 2016, "How urbanization affects CO2 emissions in Malaysia? The application of STIRPAT model," Renewable and Sustainable Energy Reviews, Elsevier, volume 57, issue C, pages 83-93, DOI: 10.1016/j.rser.2015.12.096.
107. NGUYEN Dinh Chuc & NGUYEN Dinh Anh & NGUYEN Ha Trang & NGUYEN Ngoc Minh, 2015, "Host-site institutions, Regional Production Linkages and Technological Upgrading: A Study of Automotive Firms in Vietnam," Working Papers, Economic Research Institute for ASEAN and East Asia (ERIA), number DP-2015-11, Feb.
     
     • Chuc Dinh Nguyen & Anh Ngoc Nguyen & Trang Ha Nguyen & Minh Ngoc Nguyen, 2017, "Host-site institutions, regional production linkages and technological upgrading: a study of automotive firms in vietnam," Asia Pacific Business Review, Taylor & Francis Journals, volume 23, issue 3, pages 438-453, May, DOI: 10.1080/13602381.2016.1189133.
108. Jean-Michel Sahut & Mehdi Mili & Maroua Ben Krir & Frédéric Teulon, 2015, "Factors of Competitiveness of Islamic Banks in the New Financial Order," Working Papers, Department of Research, Ipag Business School, number 2015-625, Jan.
109. Stelios Arvanitis & Mark Hallam & Thierry Post & Nikolas Topaloglou, 2015, "Stochastic Spanning," Working Papers, Athens University Of Economics and Business, Department of Economics, number 201510, Oct.
     
     • Stelios Arvanitis & Mark Hallam & Thierry Post & Nikolas Topaloglou, 2019, "Stochastic Spanning," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 37, issue 4, pages 573-585, October, DOI: 10.1080/07350015.2017.1391099.
     • Stelios Arvanitis & Mark Hallam & Thierry Post, 2015, "Stochastic Spanning," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1505, Apr.
110. Stelios Arvanitis & Nikolas Topaloglou, 2015, "Consistent tests for risk seeking behavior: A stochastic dominance approach," Working Papers, Athens University Of Economics and Business, Department of Economics, number 201511, Nov.
111. Frédéric Marty & Tran-Phuong Tra, 2015, "Les contrats de partenariats public-privé : La soutenabilité budgétaire au détriment du partage optimal des risques ?," Post-Print, HAL, number halshs-01132079, Mar.

2014

1. Sihem Dekhili & Mohamed Akli Achabou, 2014, "How the 'made in' can influence the eco-equality assessment of a product: An experimental study on the case of the European Ecolabel," Working Papers, Department of Research, Ipag Business School, number 2014-140, Jan.
2. Mohamed Akli Achabou, 2014, "Brand influence on consumer preference for environmental labels," Working Papers, Department of Research, Ipag Business School, number 2014-139, Jan.
3. Mohamed Akli Achabou & Adel Rink, 2014, "Barrières et motivations pour la consommation des produits de la mode éthique en France," Working Papers, Department of Research, Ipag Business School, number 2014-138, Jan.
4. Achabou Mohamed Akli & Abrika Belaid, 2014, "Coordination verticale dans les filières agroalimentaires : Un examen du Programme d’Appui aux Eleveurs de Danone Djurdjura Algérie," Working Papers, Department of Research, Ipag Business School, number 2014-206, Jan.
5. ACHABOU Mohamed Akli, 2014, "Filière sucre européenne : L’option biocarburants est-elle durable ?," Working Papers, Department of Research, Ipag Business School, number 2014-208, Jan.
6. Claude Alavoine & Ferkan Kaplanseren & Frédéric Teulon, 2014, "Teaching (and learning) negotiation: is there still room for innovation ?," Working Papers, Department of Research, Ipag Business School, number 2014-227, Jan.
7. Claude Alavoine, 2014, "Ethics in Negotiations: The Confrontation between Representation and Practices," Working Papers, Department of Research, Ipag Business School, number 2014-272, Jan.
8. Claude Alavoine & Claudine Batazzi, 2014, "Nature And Exchange Of Information In Intercultural Business Negotiations," Working Papers, Department of Research, Ipag Business School, number 2014-266, Jan.
9. Claude Alavoine, 2014, "Understanding the balance of power and ethics in a bank-customer negotiation," Working Papers, Department of Research, Ipag Business School, number 2014-221, Jan.
10. Claude Alavoine, 2014, "Unethical Practices in Negotiations. The Confrontation between Internal and External Factors," Working Papers, Department of Research, Ipag Business School, number 2014-223, Jan.
11. Claude Alavoine, 2014, "You can't always get what you want: Strategic issues in Negotiation," Working Papers, Department of Research, Ipag Business School, number 2014-275, Jan.
12. Claude Alavoine, 2014, "Leadership, power and negotiation: the impossible triad?," Working Papers, Department of Research, Ipag Business School, number 2014-222, Jan.
13. Claude Alavoine, 2014, "Expérimentation et apprentissage en matière de négociation : Une présentation des principaux modèles de simulation," Working Papers, Department of Research, Ipag Business School, number 2014-269, Jan.
14. Claude Alavoine, 2014, "Gender Issues About Negotiation: A different perception of the most important driving forces?," Working Papers, Department of Research, Ipag Business School, number 2014-407, Jan.
15. Frédéric Teulon & Claude Alavoine & Guillaume Bigot & Dominique Bonet & Bernard Terrany, 2014, "Renverser les discriminations : la politique américaine de discrimination positive," Working Papers, Department of Research, Ipag Business School, number 2014-350, Jan.
16. Chiraz Ben Ali, 2014, "Corporate Governance, Principal-Principal Agency Conflicts, and Disclosure," Working Papers, Department of Research, Ipag Business School, number 2014-125, Jan.
17. Tristan Boyer & Nicolas Jonard, 2014, "Imitation and Efficient Contagion," Working Papers, Department of Research, Ipag Business School, number 2014-52, Jan.
    
    • Boyer, Tristan & Jonard, Nicolas, 2014, "Imitation and efficient contagion," Journal of Economic Behavior & Organization, Elsevier, volume 100, issue C, pages 20-32, DOI: 10.1016/j.jebo.2014.01.009.
    • Tristan Boyer & Nicolas Jonard, 2010, "Imitation and Efficient Contagion," DEM Discussion Paper Series, Department of Economics at the University of Luxembourg, number 10-03.
    • Boyer, Tristan & Jonard, Nicolas, 2010, "Imitation and Efficient Contagion," MPRA Paper, University Library of Munich, Germany, number 23430, Jun.
18. Dominique Bonet Fernandez & Isabelle Petit, 2014, "Influence de l’Économie Circulaire sur la performance et l’impact sociétal des entreprises," Working Papers, Department of Research, Ipag Business School, number 2014-133, Jan.
19. Marie-Josée SCOTTO & Dominique BONET FERNANDEZ & Hervé TIFFON, 2014, "Le rôle des évaluations externes dans le développement des politiques RSE en France : Quel crédit pour les Prix ?," Working Papers, Department of Research, Ipag Business School, number 2014-134, Jan.
20. Dominique Bonet Fernandez & Odile Chanut & François Fulconis & Carole Poirel & Gilles Paché, 2014, "La réactivité des réseaux de franchise face aux chocs externes : proposition d’un modèle conceptuel," Working Papers, Department of Research, Ipag Business School, number 2014-163, Jan.
21. Hicham ABBAD & Dominique BONET FERNANDEZ, 2014, "Solving logistic conflicts between retailers and manufacturers: the role of interpersonal relationships," Working Papers, Department of Research, Ipag Business School, number 2014-170, Jan.
22. Odile CHANUT & Nadjoua GHARBI & Dominique BONET FERNANDEZ, 2014, "Heterogeneous Institutional environments and Franchise networks Development in Maghreb," Working Papers, Department of Research, Ipag Business School, number 2014-171, Jan.
23. Dominique BONET FERNANDEZ & Aline BOISSINOT, 2014, "What leadership for the Logistic Service providers in the supply chain of the French automotive industry ?," Working Papers, Department of Research, Ipag Business School, number 2014-172, Jan.
24. Sylvie AVIGNON & Dominique BONET FERNANDEZ, 2014, "Corporate gouvernance: l’efficacité juridique et marketing des codes de conduite," Working Papers, Department of Research, Ipag Business School, number 2014-174, Jan.
25. Odile CHANUT & Nadjoua GHARBI & Dominique BONET FERNANDEZ, 2014, "Institutional Environments and the internationalization of franchise chains: the contrasting cases of North African countries," Working Papers, Department of Research, Ipag Business School, number 2014-200, Jan.
26. Hicham ABBAD & Gilles PACHÉ & Dominique BONET FERNANDEZ, 2014, "Peut-on désormais parler d’engagement du distributeur dans la relation avec l’industriel ?," Working Papers, Department of Research, Ipag Business School, number 2014-202, Jan.
27. Dominique BONET FERNANDEZ & Marie-José SCOTTO & Bruno FISCHER, 2014, "Entreprendre en France ? Les motivations des femmes," Working Papers, Department of Research, Ipag Business School, number 2014-211, Jan.
28. Larisse OLIVEIRA COSTA & Dominique BONET FERNANDEZ, 2014, "Relations industrie-grande distribution au Brésil : une analyse des déterminants de la satisfaction des acteurs," Working Papers, Department of Research, Ipag Business School, number 2014-229, Jan.
29. Hoang Linh VU & Dominique BONET FERNANDEZ, 2014, "Proposition d’un modèle de relations producteur-distributeur : une application à la gestion des conflits en contexte interculturel," Working Papers, Department of Research, Ipag Business School, number 2014-231, Jan.
30. Dominique BONET FERNANDEZ & Isabelle PETIT & Agnès LANCINI, 2014, "L’Economie Circulaire : Quelles Mesures De La Performance Economique, Environnementale Et Sociale," Working Papers, Department of Research, Ipag Business School, number 2014-232, Jan.
    
    • Dominique Bonet & Isabelle Petit & Agnes Lancini, 2014, "L'économie circulaire : quelles mesures de la performance économique, environnementale et sociale ?," Post-Print, HAL, number hal-01676972, Dec.
31. Frédéric Teulon & Dominique Bonet Fernandez, 2014, "Pays riche, population pauvre : quelle stratégie de développement pour l’Algérie ?," Working Papers, Department of Research, Ipag Business School, number 2014-244, Jan.
32. Carole Poirel & Dominique BONET FERNANDEZ & Carolina Serrano Archimi, 2014, "Responsiveness of a franchising network: a resource-based view," Working Papers, Department of Research, Ipag Business School, number 2014-250, Jan.
33. Frédéric Pellegrin-Romeggio & Dominique Bonet Fernandez & Hatem Trimeche, 2014, "L’assemblage dynamique des chaînes logistiques touristiques : vers une réappropriation des activités par les acteurs tunisiens," Working Papers, Department of Research, Ipag Business School, number 2014-251, Jan.
34. Frédéric Teulon & Dominique Bonet Fernandez, 2014, "Industrialization and Economic Policy in Algeria: a Synthesis over half a Century," Working Papers, Department of Research, Ipag Business School, number 2014-287, Jan.
35. Alexandre LEVILLAIN & Dominique BONET FERNANDEZ, 2014, "Economie circulaire : quel cadre règlementaire en France ?," Working Papers, Department of Research, Ipag Business School, number 2014-311, Jan.
36. Kui ZHOU & Dominique BONET FERNANDEZ & Chengcheng WAN & Akumba DENIS & Gael-Miguel JUILLARD, 2014, "A Study on Circular Economy Implementation in China," Working Papers, Department of Research, Ipag Business School, number 2014-312, Jan.
37. Heni BOUBAKER & Nadia SGHAIER, 2014, "Modelling Return and Volatility of Oil Price using Dual Long Memory Models," Working Papers, Department of Research, Ipag Business School, number 2014-283, Jan.
38. Heni Boubaker & Nadia Sghaier, 2014, "On the dynamic dependence between US and other developed stock markets: An extreme-value time-varying copula approach," Working Papers, Department of Research, Ipag Business School, number 2014-281, Jan.
39. Heni Boubaker & Nadia Sghaier, 2014, "Wavelet based Estimation of Time- Varying Long Memory Model with Nonlinear Fractional Integration Parameter," Working Papers, Department of Research, Ipag Business School, number 2014-284, Jan.
40. Heni Boubaker & Nadia Sghaier, 2014, "How Do the Interest Rate and the Inflation Rate Affect the Non-Life Insurance Premiums ?," Working Papers, Department of Research, Ipag Business School, number 2014-282, Jan.
41. Araujo A. & Chateauneuf A. & Gama-Torres J. & Novinski R., 2014, "General equilibrium, risk taking and volatility," Working Papers, Department of Research, Ipag Business School, number 2014-181, Jan.
42. Marcello Basili & Alain Chateauneuf, 2014, "Aggregation of coherent experts opinion: a tractable extreme-outcomes consistent rule," Working Papers, Department of Research, Ipag Business School, number 2014-541, Jan.
    
    • Marcello Basili & Alain Chateauneuf, 2013, "Aggregation of coherent experts opinion: a tractable extreme-outcomes consistent rule," Department of Economics University of Siena, Department of Economics, University of Siena, number 676, Jun.
43. Slim Chaouachi & Zied Ftiti & Frederic Teulon, 2014, "Explaining the Tunisian Real Exchange: Long Memory versus Structural Breaks," Working Papers, Department of Research, Ipag Business School, number 2014-147, Jan.
44. Ilaria Dalla Pozza & Lionel Texier, 2014, "La multicanalité et son impact sur le territoire: L’exemple de l'assurance en France," Working Papers, Department of Research, Ipag Business School, number 2014-190, Jan.
45. Nadia Jouini & Ilaria Dalla Pozza, 2014, "Introducing a Relationship Marketing perspective in the measurement of Online Community success," Working Papers, Department of Research, Ipag Business School, number 2014-191, Jan.
46. Chao Wang & Ilaria Dalla Pozza, 2014, "The antecedents of customer lifetime duration and discounted expected transactions: Discrete-time based transaction data analysis," Working Papers, Department of Research, Ipag Business School, number 2014-203, Jan.
47. Dhaoui, Abderrazak & Khraief, Naceur, 2014, "Empirical linkage between oil price and stock market returns and volatility: Evidence from international developed markets," Economics Discussion Papers, Kiel Institute for the World Economy, number 2014-12.
48. Manelle Guechtouli, 2014, "How can HRM support your Business Intelligence system ?," Working Papers, Department of Research, Ipag Business School, number 2014-151, Jan.
49. Widad Guechtouli & Manelle Guechtouli, 2014, "L’entrepreneuriat en Algérie : quels enjeux pour quelles réalités ?," Working Papers, Department of Research, Ipag Business School, number 2014-150, Jan.
50. Manelle Guechtouli & Serge Amabile & Coralie Haller & Adrien Peneranda, 2014, "Retours d’expérience concernant les activités de veille stratégique dans les entreprises : vers une évolution de l’ingénierie ? Une étude de cas dans une grande organisation d’un secteur industriel," Working Papers, Department of Research, Ipag Business School, number 2014-137, Jan.
51. Manelle Guechtouli, 2014, "Les acteurs : nerfs de guerre d’un système de veille stratégique," Working Papers, Department of Research, Ipag Business School, number 2014-145, Jan.
52. Manelle Guechtouli, 2014, "Management des activités de veille stratégique : entre une organisation formelle et informelle," Working Papers, Department of Research, Ipag Business School, number 2014-146, Jan.
53. Manel Guechtouli, 2014, "Competitive intelligence system inorganizations :difficulties identified by experience feedback," Working Papers, Department of Research, Ipag Business School, number 2014-67, Jan.
54. Widad Guechtouli, 2014, "Agent-based modeling of knowledge transfer within social networks," Working Papers, Department of Research, Ipag Business School, number 2014-148, Jan.
55. Widad Guechtouli, 2014, "Innovation and cognitive distance within a community of practice: an agent-based model," Working Papers, Department of Research, Ipag Business School, number 2014-149, Jan.
56. Mehmet Balcilar & Rangan Gupta & Charl Jooste, 2014, "Analysing South Africa's Inflation Persistence Using an ARFIMA Model with Markov-Switching Fractional Differencing Parameter," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-09.
    
    • Mehmet Balcilar & Rangan Gupta & Charl Jooste, 2016, "Analyzing South Africa’s inflation persistence using an ARFIMA model with Markov-switching fractional differencing parameter," Journal of Developing Areas, Tennessee State University, College of Business, volume 50, issue 1, pages 47-57, January-M.
    • Mehmet Balcilar & Rangan Gupta & Charl Jooste, 2014, "Analysing South Africa's Inflation Persistence Using an ARFIMA Model with Markov-Switching Fractional Differencing Parameter," Working Papers, University of Pretoria, Department of Economics, number 201440, Aug.
57. Mehmet Balcilar & Kirsten Thompson & Rangan Gupta & Renee van Eyden, 2014, "Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-11.
    
    • Balcilar, Mehmet & Thompson, Kirsten & Gupta, Rangan & van Eyden, Reneé, 2016, "Testing the asymmetric effects of financial conditions in South Africa: A nonlinear vector autoregression approach," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 43, issue C, pages 30-43, DOI: 10.1016/j.intfin.2016.03.005.
    • Mehmet Balcilar & Kirsten Thompson & Rangan Gupta & Renee van Eyden, 2014, "Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-18.
    • Mehmet Balcilar & Kirsten Thompson & Rangan Gupta & Renee van Eyden, 2014, "Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach," Working Papers, University of Pretoria, Department of Economics, number 201414, Apr.
58. Mehmet Balcilar & Rangan Gupta & Charl Jooste, 2014, "The Role of Economic Policy Uncertainty in Forecasting US Inflation Using a VARFIMA Model," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-12.
    
    • Mehmet Balcilar & Rangan Gupta & Charl Jooste, 2014, "The Role of Economic Policy Uncertainty in Forecasting US Inflation Using a VARFIMA Model," Working Papers, University of Pretoria, Department of Economics, number 201460, Oct.
59. Mehmet Balcilar & Reneé van Eyden & Josine Uwilingiye & Rangan Gupta, 2014, "The impact of oil price on South African GDP growth: A Bayesian Markov Switching-VAR analysis," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-13.
    
    • Mehmet Balcilar & Reneé van Eyden & Josine Uwilingiye & Rangan Gupta, 2017, "The Impact of Oil Price on South African GDP Growth: A Bayesian Markov Switching-VAR Analysis," African Development Review, African Development Bank, volume 29, issue 2, pages 319-336, June.
    • Mehmet Balcilar & Reneé van Eyden & Josine Uwilingiye & Rangan Gupta, 2014, "The impact of oil price on South African GDP growth: A Bayesian Markov Switching-VAR analysis," Working Papers, University of Pretoria, Department of Economics, number 201470, Nov.
60. Vassilios Babalos & Mehmet Balcilar & Rangan Gupta & Nikolaos Philippas, 2014, "Revisiting Herding Behavior in REITs: A RegimeSwitching Approach," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-15.
    
    • Vassilios Babalos & Mehmet Balcilar & Rangan Gupta, 2014, "Revisiting Herding Behavior in REITs: A Regime-Switching Approach," Working Papers, University of Pretoria, Department of Economics, number 201448, Sep.
61. Mario du Preez & Mehmet Balcilar & Aarifah Razak & Steven F. Koch & Rangan Gupta, 2014, "House Values and Proximity to a Landfill: A Quantile Regression Framework," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-16.
    
    • Mario du Preez & Mehmet Balcilar & Aarifah Razak & Steven F. Koch & Rangan Gupta, 2014, "House Values and Proximity to a Landfill: A Quantile Regression Framework," Working Papers, University of Pretoria, Department of Economics, number 201442, Aug.
62. Mehmet Balcilar & Rangan Gupta & Charl Jooste, 2014, "The Growth-Inflation Nexus for the US over 1801-2013: A Semiparametric Approach," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-17.
    
    • Mehmet Balcilar & Rangan Gupta & Charl Jooste, 2014, "The Growth-Inflation Nexus for the US over 1801-2013: A Semiparametric Approach," Working Papers, University of Pretoria, Department of Economics, number 201447, Sep.
63. Pejman Bahramian & Mehmet Balcilar & Rangan Gupta & Patrick T. kanda, 2014, "Forecasting South African Inflation Using Non-Linear Models: A Weighted Loss-Based Evaluation," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-19.
    
    • Patrick T. Kanda & Mehmet Balcilar & Pejman Bahramian & Rangan Gupta, 2016, "Forecasting South African inflation using non-linearmodels: a weighted loss-based evaluation," Applied Economics, Taylor & Francis Journals, volume 48, issue 26, pages 2412-2427, June, DOI: 10.1080/00036846.2015.1122731.
    • Patrick T. kanda & Mehmet Balcilar & Pejman Bahramian & Rangan Gupta, 2014, "Forecasting South African Inflation Using Non-Linear Models: A Weighted Loss-Based Evaluation," Working Papers, University of Pretoria, Department of Economics, number 201416, Apr.
64. Mehmet Balcilar & Charl Jooste & Shawkat Hammoudeh & Rangan Gupta & Vassilios Babalos, 2014, "Are there Long-Run Diversification Gains from the Dow Jones Islamic Finance Index?," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-20.
    
    • Mehmet Balcilar & Charl Jooste & Shawkat Hammoudeh & Rangan Gupta & Vassilios Babalos, 2015, "Are there long-run diversification gains from the Dow Jones Islamic finance index?," Applied Economics Letters, Taylor & Francis Journals, volume 22, issue 12, pages 945-950, August, DOI: 10.1080/13504851.2014.990613.
    • Mehmet Balcilar & Charl Jooste & Shawkat Hammoudeh & Rangan Gupta & Vassilios Babalos, 2014, "Are there Long-Run Diversification Gains from the Dow Jones Islamic Finance Index?," Working Papers, University of Pretoria, Department of Economics, number 201433, Jul.
65. Goodness C. Aye & Mehmet Balcilar Author-Name-First Mehmet & Rangan Gupta & Anandamayee Majumdar, 2014, "Forecasting Aggregate Retail Sales: The Case of South Africa," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-21.
    
    • Aye, Goodness C. & Balcilar, Mehmet & Gupta, Rangan & Majumdar, Anandamayee, 2015, "Forecasting aggregate retail sales: The case of South Africa," International Journal of Production Economics, Elsevier, volume 160, issue C, pages 66-79, DOI: 10.1016/j.ijpe.2014.09.033.
    • Goodness C. Aye & Mehmet Balcilar & Rangan Gupta & Anandamayee Majumdar, 2013, "Forecasting Aggregate Retail Sales: The Case of South Africa," Working Papers, University of Pretoria, Department of Economics, number 201312, Feb.
66. Goodness C. Aye & Mehmet Balcilar Author-Name-First Mehmet & Adel Bosch & Rangan Gupta, 2014, "Housing and the Business Cycle in South Africa," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-22.
    
    • Aye, Goodness C. & Balcilar, Mehmet & Bosch, Adél & Gupta, Rangan, 2014, "Housing and the business cycle in South Africa," Journal of Policy Modeling, Elsevier, volume 36, issue 3, pages 471-491, DOI: 10.1016/j.jpolmod.2014.03.001.
    • Goodness C. Aye & Mehmet Balcilar & Adel Bosch & Rangan Gupta, 2013, "Housing and the Business Cycle in South Africa," Working Papers, University of Pretoria, Department of Economics, number 201323, May.
67. Goodness C. Aye & Mehmet Balcilar & Rangan Gupta & Charl Jooste & Stephen M. Miller & Zeynel Abidin Ozdemir, 2014, "Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-24.
    
    • Goodness C. Aye & Mehmet Balcilar & Rangan Gupta & Charl Jooste & Stephen M. Miller & Zeynel Abidin Ozdemir, 2012, "Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience," Working Papers, University of Nevada, Las Vegas , Department of Economics, number 1211, Aug.
    • Goodness C. Aye & Mehmet Balcilar & Rangan Gupta & Charl Jooste & Stephen M. Miller & Zeynel A. Ozdemir, 2012, "Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience," Working Papers, University of Pretoria, Department of Economics, number 201228, Sep.
    • Goodness C. Aye & Mehmet Balcilar & Rangan Gupta & Charl Jooste & Stephen M. Miller & Zeynel Abidin Ozdemir, 2012, "Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience," Working papers, University of Connecticut, Department of Economics, number 2012-27, Sep.
68. Adnen Ben Nasr & Thomas Lux & Ahdi Noomen Ajmi & Rangan Gupta, 2014, "Forecasting the Volatility of the Dow Jones Islamic Stock Market Index: Long Memory vs. Regime Switching," Working Papers, Department of Research, Ipag Business School, number 2014-236, Jan.
    
    • Nasr, Adnen Ben & Lux, Thomas & Ajmi, Ahdi Noomen & Gupta, Rangan, 2016, "Forecasting the volatility of the Dow Jones Islamic Stock Market Index: Long memory vs. regime switching," International Review of Economics & Finance, Elsevier, volume 45, issue C, pages 559-571, DOI: 10.1016/j.iref.2016.07.014.
    • Adnen Ben Nasr & Thomas Lux & Ahdi N. Ajmi & Rangan Gupta, 2014, "Forecasting the Volatility of the Dow Jones Islamic Stock Market Index: Long Memory vs. Regime Switching," Working Papers, University of Pretoria, Department of Economics, number 201412, Mar.
    • Nasr, Adnen Ben & Lux, Thomas & Ajm, Ahdi Noomen & Gupta, Rangan, 2014, "Forecasting the volatility of the dow jones islamic stock market index: Long memory vs. regime switching," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2014-07.
    • Ben Nasr, Adnen & Lux, Thomas & Ajmi, Ahdi Noomen & Gupta, Rangan, 2014, "Forecasting the Volatility of the Dow Jones Islamic Stock Market Index: Long Memory vs. Regime Switching," FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, number 2.
69. Tsangyao Chang & Xiao-lin Li & Stephen M. Miller & Mehmet Balcilar & Rangan Gupta, 2014, "The Co-Movement and Causality between the U.S. Real Estate and Stock Markets in the Time and Frequency Domains," Working Papers, University of Nevada, Las Vegas , Department of Economics, number 1402, Dec.
    
    • Tsangyao Chang & Xiao-lin Li & Stephen M. Miller & Mehmet Balcilar & Rangan Gupta, 2013, "The Co-Movement and Causality between the U.S. Real Estate and Stock Markets in the Time and Frequency Domains," Working Papers, University of Pretoria, Department of Economics, number 201365, Nov.
    • Tsangyao Chang & Xiao-lin Li & Stephen M. Miller & Mehmet Balcilar & Rangan Gupta, 2013, "The Co-Movement and Causality between the U.S. Real Estate and Stock Markets in the Time and Frequency Domains," Working papers, University of Connecticut, Department of Economics, number 2013-34, Dec.
70. Beatrice D. Simo-Kengne & Stephen M. Miller & Rangan Gupta & Goodness C. Aye, 2014, "Time-Varying Effects of Housing and Stock Prices on U.S. Consumption," Working Papers, University of Nevada, Las Vegas , Department of Economics, number 1404, Dec.
    
    • Beatrice D. Simo-Kengne & Stephen M. Miller & Rangan Gupta & Goodness C. Aye, 2013, "Time-Varying Effects of Housing and Stock Prices on U.S. Consumption," Working Papers, University of Pretoria, Department of Economics, number 201325, May.
    • Beatrice D. Simo-Kengne & Stephen M. Miller & Rangan Gupta & Goodness C. Aye, 2013, "Time-Varying Effects of Housing and Stock Prices on U.S. Consumption," Working papers, University of Connecticut, Department of Economics, number 2013-13, Jun.
71. Beatrice D. Simo-Kengne & Stephen M. Miller & Rangan Gupta, 2014, "Evolution of the Monetary Transmission Mechanism in the US: The Role of Asset Returns," Working Papers, University of Nevada, Las Vegas , Department of Economics, number 1405, Dec.
    
    • Beatrice Simo-Kengne & Stephen Miller & Rangan Gupta & Mehmet Balcilar, 2016, "Evolution of the Monetary Transmission Mechanism in the US: the Role of Asset Returns," The Journal of Real Estate Finance and Economics, Springer, volume 52, issue 3, pages 226-243, April, DOI: 10.1007/s11146-015-9512-5.
72. Tsangyao Chang & Luis A. Gil-Alana & Goodness C. Aye & Rangan Gupta & Omid Ranjbar, 2014, "Testing for Multiple Bubbles in the BRICS Stock Markets," Working Papers, University of Pretoria, Department of Economics, number 201407, Feb.
73. Nicholas Apergis & Ghassen El Montasser & Emmanuel Owusu-Sekyere & Ahdi N. Ajmi & Rangan Gupta, 2014, "Dutch Disease Effect of Oil Rents on Agriculture Value Added in MENA Countries," Working Papers, University of Pretoria, Department of Economics, number 201408, Mar.
74. Saban Nazlioglu & Ugur Soytas & Rangan Gupta, 2014, "Volatility Spillover between Energy and Financial Markets," Working Papers, University of Pretoria, Department of Economics, number 201409, Mar.
75. Furkan Emirmahmutoglu & Mehmet Balcilar & Nicholas Apergis & Beatrice D. Simo-Kengne & Tsangyao Chang & Rangan Gupta, 2014, "Causal relationship between asset prices and output in the US: Evidence from state-level panel Granger causality test," Working Papers, University of Pretoria, Department of Economics, number 201411, Mar.
76. Goodness C. Aye & Rangan Gupta & Shawkat Hammoudeh & Won Joong Kim, 2014, "Forecasting the Price of Gold Using Dynamic Model Averaging," Working Papers, University of Pretoria, Department of Economics, number 201415, Apr.
    
    • Aye, Goodness & Gupta, Rangan & Hammoudeh, Shawkat & Kim, Won Joong, 2015, "Forecasting the price of gold using dynamic model averaging," International Review of Financial Analysis, Elsevier, volume 41, issue C, pages 257-266, DOI: 10.1016/j.irfa.2015.03.010.
77. Stephen M. Miller & Luis F. Martins & Rangan Gupta, 2014, "A Time-Varying Approach of the US Welfare Cost of Inflation," Working Papers, University of Pretoria, Department of Economics, number 201419, May.
    
    • Miller, Stephen M. & Martins, Luis Filipe & Gupta, Rangan, 2019, "A Time-Varying Approach Of The Us Welfare Cost Of Inflation," Macroeconomic Dynamics, Cambridge University Press, volume 23, issue 2, pages 775-797, March.
    • Stephen M. Miller & Luis F. Martins & Rangan Gupta, 2014, "A Time-Varying Approach of the US Welfare Cost of Inflation," Working papers, University of Connecticut, Department of Economics, number 2014-11, May.
78. Charl Jooste & Rangan Gupta, 2014, "Is the South African Reserve Bank Influenced by Exchange Rates when Setting Interest Rates?," Working Papers, University of Pretoria, Department of Economics, number 201420, May.
79. Ghassen El Montasser & Rangan Gupta & Devon Smithers, 2014, "Convergence in U.S. Metropolitan Statistical Areas," Working Papers, University of Pretoria, Department of Economics, number 201421, May.
80. Goodness C. Aye & Frederick W. Deale & Rangan Gupta, 2014, "Does Debt Ceiling and Government Shutdown Help in Forecasting the US Equity Risk Premium?," Working Papers, University of Pretoria, Department of Economics, number 201422, May.
    
    • Goodness C. Aye & Frederick W. Deale & Rangan Gupta, 2016, "Does Debt Ceiling and Government Shutdown Help in Forecasting the US Equity Risk Premium?," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 63, issue 3, pages 273-291.
81. Ahdi N. Ajmi & Vassilios Babalos & Rangan Gupta & Roulof Hefer, 2014, "A Reinvestigation of the Oil Price and Consumer Price Nexus in South Africa: An Asymmetric Causality Approach," Working Papers, University of Pretoria, Department of Economics, number 201423, May.
82. Goodness C. Aye & Olorato Gadinabokao & Rangan Gupta, 2014, "Does the South African Reserve Bank (SARB) Respond to Oil Price Movements? Historical Evidence from the Frequency Domain," Working Papers, University of Pretoria, Department of Economics, number 201425, May.
83. Goodness C. Aye & Mehmet Balcilar & Ghassen El Montasser & Rangan Gupta & Nangamso C. Manjezi, 2014, "Can Debt Ceiling and Government Shutdown Predict US Real Stock Returns? A Boot-strap Rolling-Window Approach," Working Papers, University of Pretoria, Department of Economics, number 201426, Jun.
84. Hossein Hassani & Rangan Gupta & Xu Huang & Mansi Ghodsi, 2014, "Does Sunspot Numbers Cause Global Temperatures? A Reconsideration Using a Non-Parametric Causality Test," Working Papers, University of Pretoria, Department of Economics, number 201427, Jun.
    
    • Hassani, Hossein & Huang, Xu & Gupta, Rangan & Ghodsi, Mansi, 2016, "Does sunspot numbers cause global temperatures? A reconsideration using non-parametric causality tests," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 460, issue C, pages 54-65, DOI: 10.1016/j.physa.2016.04.013.
85. Hossein Hassani & Emmanuel Sirimal Silva & Rangan Gupta & Mawuli K. Segnon, 2014, "Forecasting the Price of Gold," Working Papers, University of Pretoria, Department of Economics, number 201428, Jun.
    
    • Hossein Hassani & Emmanuel Sirimal Silva & Rangan Gupta & Mawuli K. Segnon, 2015, "Forecasting the price of gold," Applied Economics, Taylor & Francis Journals, volume 47, issue 39, pages 4141-4152, August, DOI: 10.1080/00036846.2015.1026580.
86. Mehmet Balcilar & Rangan Gupta & Stephen M. Miller, 2014, "Regime Switching Model of US Crude Oil and Stock Market Prices: 1859 to 2013," Working Papers, University of Pretoria, Department of Economics, number 201429, Jun.
    
    • Balcilar, Mehmet & Gupta, Rangan & Miller, Stephen M., 2015, "Regime switching model of US crude oil and stock market prices: 1859 to 2013," Energy Economics, Elsevier, volume 49, issue C, pages 317-327, DOI: 10.1016/j.eneco.2015.01.026.
    • Mehmet Balcilar & Rangan Gupta & Stephen M. Miller, 2014, "Regime Switching Model of US Crude Oil and Stock Market Prices: 1859 to 2013," Working papers, University of Connecticut, Department of Economics, number 2014-26, Sep.
87. Mehmet Balcilar & Josine Uwilingiye & Rangan Gupta, 2014, "Dynamic Relationship between Oil Price and Inflation in South Africa," Working Papers, University of Pretoria, Department of Economics, number 201430, Jun.
    
    • Mehmet Balcilar & Josine Uwilingiye & Rangan Gupta, 2018, "Dynamic Relationship Between Oil Price And Inflation In South Africa," Journal of Developing Areas, Tennessee State University, College of Business, volume 52, issue 2, pages 73-93, April-Jun.
88. Tsangyao Chang & Hsiao-Ping Chu & Frederick W. Deale & Rangan Gupta & Stephen M. Miller, 2014, "The Relationship between Population Growth and Economic Growth Over 1870-2013: Evidence from a Bootstrapped Panel-Granger Causality Test," Working Papers, University of Pretoria, Department of Economics, number 201431, Jun.
89. Rangan Gupta & Lardo Stander, 2014, "Endogenous Fluctuations in an Endogenous Growth Model with Inflation Targeting," Working Papers, University of Pretoria, Department of Economics, number 201432, Jun.
90. Ghassen El Montasser & Rangan Gupta, 2014, "An Application of a New Seasonal Unit Root Test for Trending and Breaking Series to Industrial Production of the BRICS," Working Papers, University of Pretoria, Department of Economics, number 201435, Jul.
    
    • Ghassen El Montasser & Rangan Gupta, 2016, "An Application Of A New Seasonal Unit Root Test For Trending And Breaking Series To Industrial Production Of The Brics," Journal of Developing Areas, Tennessee State University, College of Business, volume 50, issue 4, pages 183-194, October-D.
91. Ahdi N. Ajmi & Vassilios Babalos & Fotini Economou & Rangan Gupta, 2014, "Real Estate Markets and Uncertainty Shocks: A Variance Causality Approach," Working Papers, University of Pretoria, Department of Economics, number 201436, Jul.
92. Abdulnasser Hatemi-J & Ahdi N. Ajmi & Ghassen El Montasser & Roula Inglesi-Lotz & Rangan Gupta, 2014, "Research Output and Economic Growth in G7 Countries: New Evidence from Asymmetric Panel Causality Testing," Working Papers, University of Pretoria, Department of Economics, number 201438, Aug.
    
    • Abdulnasser Hatemi-J & Ahdi N. Ajmi & Ghassen El Montasser & Roula Inglesi-Lotz & Rangan Gupta, 2016, "Research output and economic growth in G7 countries: new evidence from asymmetric panel causality testing," Applied Economics, Taylor & Francis Journals, volume 48, issue 24, pages 2301-2308, May, DOI: 10.1080/00036846.2015.1117052.
93. Mehmet Balcilar & Rangan Gupta & Charl Jooste, 2014, "Is the Rand Really Decoupled from Economic Fundamentals?," Working Papers, University of Pretoria, Department of Economics, number 201439, Aug.
94. Michael Paetz & Rangan Gupta, 2014, "Stock Price Dynamics and the Business Cycle in an Estimated DSGE Model for South Africa," Working Papers, University of Pretoria, Department of Economics, number 201441, Aug.
    
    • Paetz, Michael & Gupta, Rangan, 2016, "Stock price dynamics and the business cycle in an estimated DSGE model for South Africa," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 44, issue C, pages 166-182, DOI: 10.1016/j.intfin.2016.05.004.
    • Paetz, Michael & Gupta, Rangan, 2014, "Stock Price Dynamics and the Business Cycle in an Estimated DSGE Model for South Africa," WiSo-HH Working Paper Series, University of Hamburg, Faculty of Business, Economics and Social Sciences, WISO Research Laboratory, number 18.
95. Tsangyao Chang & Hsiao-Ping Chu & Frederick W. Deale & Rangan Gupta, 2014, "Relationship between Happiness and Smoking: A Bootstrap Panel Causality Test," Working Papers, University of Pretoria, Department of Economics, number 201443, Aug.
96. Rangan Gupta & Anandamayee Majumdar, 2014, "Forecasting US Real House Price Returns over 1831-2013: Evidence from Copula Models," Working Papers, University of Pretoria, Department of Economics, number 201444, Aug.
    
    • Rangan Gupta & Anandamayee Majumdar, 2015, "Forecasting US real house price returns over 1831-2013: evidence from copula models," Applied Economics, Taylor & Francis Journals, volume 47, issue 48, pages 5204-5213, October, DOI: 10.1080/00036846.2015.1044648.
97. Itamar Caspi & Nico Katzke & Rangan Gupta, 2014, "Date Stamping Historical Oil Price Bubbles: 1876-2014," Working Papers, University of Pretoria, Department of Economics, number 201445, Aug.
    
    • Itamar Caspi & Nico Katzke & Rangan Gupta, 2014, "Date stamping historical oil price bubbles: 1876 - 2014," Working Papers, Stellenbosch University, Department of Economics, number 20/2014.
98. Ming Zhong & Tsangyao Chang & Samrat Goswami & Rangan Gupta, 2014, "The Nexus between Military Expenditures and Economic Growth in the BRICS and the US: A Bootstrap Panel Causality Test," Working Papers, University of Pretoria, Department of Economics, number 201449, Oct.
99. Luis A. Gil-Alana & Rangan Gupta & Ferando Perez de Gracia, 2014, "Persistence, Mean Reversion and Non-Linearities in US Housing Prices Over 1830-2013," Working Papers, University of Pretoria, Department of Economics, number 201450, Oct.
    
    • Luis A. Gil-Alana & Rangan Gupta & Fernando Perez de Gracia, 2016, "Persistence, mean reversion and non-linearities in the US housing prices over 1830--2013," Applied Economics, Taylor & Francis Journals, volume 48, issue 34, pages 3244-3252, July, DOI: 10.1080/00036846.2015.1136402.
100. Vasilios Plakandaras & Periklis Gogas & Rangan Gupta & Theophilos Papadimitriou, 2014, "US Inflation Dynamics on Long Range Data," Working Papers, University of Pretoria, Department of Economics, number 201452, Oct.
     
     • Vasilios Plakandaras & Periklis Gogas & Rangan Gupta & Theophilos Papadimitriou, 2015, "US inflation dynamics on long-range data," Applied Economics, Taylor & Francis Journals, volume 47, issue 36, pages 3874-3890, August, DOI: 10.1080/00036846.2015.1019039.
     • Vasilios Plakandaras & Periklis Gogas & Rangan Gupta & Theophilos Papadimitriou, 2015, "US inflation dynamics on long range data," DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics, number 12-2014, Jan.
101. Adnen Ben Nasr & Mehmet Balcilar & Ahdi N. Ajmi & Goodness C. Aye & Rangan Gupta & Reneé van Eyden, 2014, "Causality between Inflation and Inflation Uncertainty in South Africa: Evidence from a Markov-Switching Vector Autoregressive Model," Working Papers, University of Pretoria, Department of Economics, number 201453, Oct.
     
     • Nasr, Adnen Ben & Balcilar, Mehmet & Ajmi, Ahdi N. & Aye, Goodness C. & Gupta, Rangan & van Eyden, Reneé, 2015, "Causality between inflation and inflation uncertainty in South Africa: Evidence from a Markov-switching vector autoregressive model," Emerging Markets Review, Elsevier, volume 24, issue C, pages 46-68, DOI: 10.1016/j.ememar.2015.05.003.
102. Kola Akinsomi & Goodness C. Aye & Vassilios Babalos & Fotini Economou & Rangan Gupta, 2014, "Real Estate Returns Predictability Revisited: Novel Evidence from the US REITs Market," Working Papers, University of Pretoria, Department of Economics, number 201454, Oct.
     
     • Omokolade Akinsomi & Goodness C. Aye & Vassilios Babalos & Fotini Economou & Rangan Gupta, 2016, "Real estate returns predictability revisited: novel evidence from the US REITs market," Empirical Economics, Springer, volume 51, issue 3, pages 1165-1190, November, DOI: 10.1007/s00181-015-1037-5.
103. Christian Pierdzioch & Monique B. Reid & Rangan Gupta, 2014, "Inflation Forecasts and Forecaster Herding: Evidence from South African Survey Data," Working Papers, University of Pretoria, Department of Economics, number 201455, Oct.
     
     • Pierdzioch, Christian & Reid, Monique B. & Gupta, Rangan, 2016, "Inflation forecasts and forecaster herding: Evidence from South African survey data," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, volume 62, issue C, pages 42-50, DOI: 10.1016/j.socec.2016.03.004.
     • Christian Pierdzioch & Monique B. Reid & Rangan Gupta, 2014, "Inflation Forecasts and Forecaster Herding: Evidence from South African Survey Data," Working Papers, Stellenbosch University, Department of Economics, number 21/2014.
104. Massimiliano Caporin & Rangan Gupta, 2014, "Time-Varying Persistence in US Inflation," Working Papers, University of Pretoria, Department of Economics, number 201457, Oct.
     
     • Massimiliano Caporin & Rangan Gupta, 2017, "Time-varying persistence in US inflation," Empirical Economics, Springer, volume 53, issue 2, pages 423-439, September, DOI: 10.1007/s00181-016-1144-y.
105. Nicholas Apergis & Alper Aslan & Goodness C. Aye & Rangan Gupta, 2014, "The Asymmetric Effect of Oil Price on Growth across US States," Working Papers, University of Pretoria, Department of Economics, number 201459, Oct.
106. Ahdi N. Ajmi & Rangan Gupta & Monique Kruger & Nicola Schoeman & Leoné Walters, 2014, "The Nonparametric Relationship between Oil and South African Agricultural Prices," Working Papers, University of Pretoria, Department of Economics, number 201461, Oct.
107. Furkan Emirmahmutoglu & Rangan Gupta & Stephen M. Miller & Tolga Omay, 2014, "Is Real Per Capita State Personal Income Stationary? New Nonlinear, Asymmetric Panel-Data Evidence," Working Papers, University of Pretoria, Department of Economics, number 201462, Oct.
     
     • Furkan Emirmahmutoglu & Rangan Gupta & Stephen M. Miller & Tolga Omay, 2020, "Is real per capita state personal income stationary? New nonlinear, asymmetric panel‐data evidence," Bulletin of Economic Research, Wiley Blackwell, volume 72, issue 1, pages 50-62, January, DOI: 10.1111/boer.12209.
     • Furkan Emirmahmutoglu & Rangan Gupta & Stephen M. Miller & Tolga Omay, 2015, "Is Real Per Capita State Personal Income Stationary? New Nonlinear, Asymmetric Panel-Data Evidence," Working papers, University of Connecticut, Department of Economics, number 2015-02, Mar.
     • Furkan Emirmahmutoglu & Rangan Gupta & Stephen M. Miller & Tolga Omay, 2016, "Is Real Per Capita State Personal Income Stationary? New Nonlinear, Asymmetric Panel-Data Evidence," Working papers, University of Connecticut, Department of Economics, number 2016-20, Sep.
108. Christian Pierdzioch & Monique B. Reid & Rangan Gupta, 2014, "On the Directional Accuracy of Inflation Forecasts: Evidence from South African Survey Data," Working Papers, University of Pretoria, Department of Economics, number 201463, Oct.
     
     • Christian Pierdzioch & Monique B. Reid & Rangan Gupta, 2018, "On the directional accuracy of inflation forecasts: evidence from South African survey data," Journal of Applied Statistics, Taylor & Francis Journals, volume 45, issue 5, pages 884-900, April, DOI: 10.1080/02664763.2017.1322556.
     • Christian Pierdzioch & Monique B. Reid & Rangan Gupta, 2014, "On the Directional Accuracy of Inflation Forecasts: Evidence from South African Survey Data," Working Papers, Stellenbosch University, Department of Economics, number 24/2014.
109. Adnen Ben Nasr & Rangan Gupta & Joao Ricardo Sato, 2014, "Is there an Environmental Kuznets Curve for South Africa? A Co-Summability Approach Using a Century of Data," Working Papers, University of Pretoria, Department of Economics, number 201466, Nov.
     
     • Ben Nasr, Adnen & Gupta, Rangan & Sato, João Ricardo, 2015, "Is there an Environmental Kuznets Curve for South Africa? A co-summability approach using a century of data," Energy Economics, Elsevier, volume 52, issue PA, pages 136-141, DOI: 10.1016/j.eneco.2015.10.005.
110. Ghassen El Montasser & Kenza Aggad & Louise Clark & Rangan Gupta & Shannon Kemp, 2014, "Causal Link between Oil Price and Uncertainty in India," Working Papers, University of Pretoria, Department of Economics, number 201467, Nov.
111. Mehmet Balcilar & Shinhye Chang & Rangan Gupta & Vanessa Kasongo & Clement Kyei, 2014, "The Relationship between Oil and Agricultural Commodity Prices: A Quantile Causality Approach," Working Papers, University of Pretoria, Department of Economics, number 201468, Nov.
112. Rangan Gupta & Gbeada Josiane Seu Epse Kean & Mpho Asnath Tsebe & Nthabiseng Tsoanamatsie & João Ricardo Sato, 2014, "Time-Varying Causality between Oil and Commodity Prices in the Presence of Structural Breaks and Nonlinearity," Working Papers, University of Pretoria, Department of Economics, number 201469, Nov.
113. Vassilios Babalos & Mehmet Balcilar & Tumisang B. Loate & Shingie Chisoro, 2014, "Did Baltic stock markets offer diversification benefits during the recent financial turmoil? Novel evidence from a nonparametric causality in quantiles test," Working Papers, University of Pretoria, Department of Economics, number 201471, Nov.
     
     • Vassilios Babalos & Mehmet Balcilar & Tumisang B. Loate & Shingie Chisoro, 2018, "Did Baltic stock markets offer diversification benefits during the recent financial turmoil? Novel evidence from a nonparametric causality-in-quantiles test," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 45, issue 1, pages 29-47, February, DOI: 10.1007/s10663-016-9344-4.
114. Nicholas Apergis & Christina Christou & Rangan Gupta, 2014, "Are there Environmental Kuznets Curves for US State-Level CO2 Emissions?," Working Papers, University of Pretoria, Department of Economics, number 201474, Nov.
     
     • Apergis, Nicholas & Christou, Christina & Gupta, Rangan, 2017, "Are there Environmental Kuznets Curves for US state-level CO2 emissions?," Renewable and Sustainable Energy Reviews, Elsevier, volume 69, issue C, pages 551-558, DOI: 10.1016/j.rser.2016.11.219.
115. Christian Pierdzioch & Monique B. Reid & Rangan Gupta, 2014, "Forecasting the South African Inflation Rate: On Asymmetric Loss and Forecast Rationality," Working Papers, University of Pretoria, Department of Economics, number 201475, Nov.
     
     • Pierdzioch, Christian & Reid, Monique B. & Gupta, Rangan, 2016, "Forecasting the South African inflation rate: On asymmetric loss and forecast rationality," Economic Systems, Elsevier, volume 40, issue 1, pages 82-92, DOI: 10.1016/j.ecosys.2015.08.004.
     • Christian Pierdzioch & Monique B. Reid & Rangan Gupta, 2014, "Forecasting the South African Inflation Rate: On Asymmetric Loss and Forecast Rationality," Working Papers, Stellenbosch University, Department of Economics, number 26/2014.
116. Abdulnasser Hatemi-J & Rangan Gupta & Axel Kasongo & Thabo Mboweni & Ndivhuho Netshitenzhe, 2014, "Are there Asymmetric Causal Relationships between Tourism and Economic Growth in a Panel of G-7 Countries?," Working Papers, University of Pretoria, Department of Economics, number 201476, Nov.
117. Nicholas Apergis & Goodness C. Aye & Carlos P. Barros & Rangan Gupta & Peter Wanke, 2014, "Energy Efficiency of Selected OECD Countries: A Slacks Based Model with Undesirable Outputs," Working Papers, University of Pretoria, Department of Economics, number 201477, Nov.
     
     • Apergis, Nicholas & Aye, Goodness C. & Barros, Carlos Pestana & Gupta, Rangan & Wanke, Peter, 2015, "Energy efficiency of selected OECD countries: A slacks based model with undesirable outputs," Energy Economics, Elsevier, volume 51, issue C, pages 45-53, DOI: 10.1016/j.eneco.2015.05.022.
118. Ghassen El Montasser & Rangan Gupta & Andre Luis Martins & Peter Wanke, 2014, "Are there Multiple Bubbles in the Ethanol-Gasoline Price Ratio of Brazil?," Working Papers, University of Pretoria, Department of Economics, number 201479, Dec.
     
     • El Montasser, Ghassen & Gupta, Rangan & Martins, Andre Luis & Wanke, Peter, 2015, "Are there multiple bubbles in the ethanol–gasoline price ratio of Brazil?," Renewable and Sustainable Energy Reviews, Elsevier, volume 52, issue C, pages 19-23, DOI: 10.1016/j.rser.2015.07.085.
119. John W. Muteba Mwamba & Shawkat Hammoudeh & Rangan Gupta, 2014, "Financial Tail Risks and the Shapes of the Extreme Value Distribution: A Comparison between Conventional and Sharia-Compliant Stock Indexes," Working Papers, University of Pretoria, Department of Economics, number 201480, Dec.
120. Won Joong Kim & Shawkat Hammoudeh & Jun Seog Hyun & Rangan Gupta, 2014, "Oil Price Shocks and China’s Economy: Reactions of the Monetary Policy to Oil Price Shocks," Working Papers, University of Pretoria, Department of Economics, number 201481, Dec.
     
     • Kim, Won Joong & Hammoudeh, Shawkat & Hyun, Jun Seog & Gupta, Rangan, 2017, "Oil price shocks and China's economy: Reactions of the monetary policy to oil price shocks," Energy Economics, Elsevier, volume 62, issue C, pages 61-69, DOI: 10.1016/j.eneco.2016.12.007.
121. Hossein Hassani & Zara Ghodsi & Rangan Gupta & Mawuli K. Segnon, 2014, "Forecasting Home Sales in the Four Census Regions and the Aggregate US Economy Using Singular Spectrum Analysis," Working Papers, University of Pretoria, Department of Economics, number 201482, Dec.
     
     • Hossein Hassani & Zara Ghodsi & Rangan Gupta & Mawuli Segnon, 2017, "Forecasting Home Sales in the Four Census Regions and the Aggregate US Economy Using Singular Spectrum Analysis," Computational Economics, Springer;Society for Computational Economics, volume 49, issue 1, pages 83-97, January, DOI: 10.1007/s10614-015-9548-x.
122. Omid Ranjbar & Tsangyao Chang & Elmarie Nel & Rangan Gupta, 2014, "The Causal Relationship between Energy Consumption and Economic Growth in South Africa: New Evidence from Asymmetric Causality in Frequency Domain," Working Papers, University of Pretoria, Department of Economics, number 201483, Dec.
123. Shawkat Hammoudeh & Duc Khuong Nguyen & Ricardo M. Sousa, 2014, "What explains the short-term dynamics of the prices of CO2 emissions?," NIPE Working Papers, NIPE - Universidade do Minho, number 04/2014.
     
     • Hammoudeh, Shawkat & Nguyen, Duc Khuong & Sousa, Ricardo M., 2014, "What explain the short-term dynamics of the prices of CO2 emissions?," Energy Economics, Elsevier, volume 46, issue C, pages 122-135, DOI: 10.1016/j.eneco.2014.07.020.
124. Shawkat Hammoudeh & Amine Lahiani & Duc Khuong Nguyen & Ricardo M. Sousa, 2014, "Energy prices and CO2 emission allowance prices: A quantile regression approach," NIPE Working Papers, NIPE - Universidade do Minho, number 06/2014.
     
     • Hammoudeh, Shawkat & Nguyen, Duc Khuong & Sousa, Ricardo M., 2014, "Energy prices and CO2 emission allowance prices: A quantile regression approach," Energy Policy, Elsevier, volume 70, issue C, pages 201-206, DOI: 10.1016/j.enpol.2014.03.026.
     • Shawkat Hammoudeh & Duc Khuong Nguyen & Ricardo M. Sousa, 2014, "Energy prices and CO2 emission allowance prices: A quantile regression approach," Working Papers, Department of Research, Ipag Business School, number 2014-185, Jan.
125. Shawkat Hammoudeh & Amine Lahiani & Duc Khuong Nguyen & Ricardo M. Sousa, 2014, "Asymmetric and nonlinear pass-through of energy prices to CO2 emission allowance prices," NIPE Working Papers, NIPE - Universidade do Minho, number 05/2014.
     
     • Shawkat Hammoudeh & Amine Lahiani & Duc Khuong Nguyen & Ricardo M. Sousa, 2014, "Asymmetric and nonlinear passthrough of energy prices to CO2 emission allowance prices," Working Papers, Department of Research, Ipag Business School, number 2014-82, Jan.
126. Walid Chkili & Shawkat Hammoudeh & Duc Khuong Nguyen, 2014, "Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory," Working Papers, Department of Research, Ipag Business School, number 2014-325, Jan.
     
     • Chkili, Walid & Hammoudeh, Shawkat & Nguyen, Duc Khuong, 2014, "Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory," Energy Economics, Elsevier, volume 41, issue C, pages 1-18, DOI: 10.1016/j.eneco.2013.10.011.
     • Walid Chkili & Shawkat Hammoudeh & Duc Khuong Nguyen, 2014, "Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory," Working Papers, Department of Research, Ipag Business School, number 2014-389, Jan.
127. Shawkat Hammoudeh & Michael McAleer, 2014, "Advances in Financial Risk Management and Economic Policy Uncertainty: An Overview," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 14/17, Jun.
     
     • Hammoudeh, Shawkat & McAleer, Michael, 2015, "Advances in financial risk management and economic policy uncertainty: An overview," International Review of Economics & Finance, Elsevier, volume 40, issue C, pages 1-7, DOI: 10.1016/j.iref.2015.02.001.
     • Shawkat Hammoudeh & Michael McAleer, 2014, "Advances in Financial Risk Management and Economic Policy Uncertainty: An Overview," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-076/III, Jun.
     • Shawkat Hammoudeh & Michael McAleer, 2014, "Advances in Financial Risk Management andEconomic Policy Uncertainty: An Overview," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2014-17, Jun.
128. Walid Mensi & Shawkat Hammoudeh & Duc Khuong Nguyen & Seong-Min Yoon, 2014, "Dynamic spillovers among major energy and cereal commodity prices," Working Papers, Department of Research, Ipag Business School, number 2014-160, Jan.
     
     • Mensi, Walid & Hammoudeh, Shawkat & Nguyen, Duc Khuong & Yoon, Seong-Min, 2014, "Dynamic spillovers among major energy and cereal commodity prices," Energy Economics, Elsevier, volume 43, issue C, pages 225-243, DOI: 10.1016/j.eneco.2014.03.004.
129. Walid Mensi & Shawkat Hammoudeh & Juan Carlos Reboredo & Duc Khuong Nguyen, 2014, "Do global factors impact BRICS stock markets? A quantile regression approach," Working Papers, Department of Research, Ipag Business School, number 2014-159, Jan.
     
     • Mensi, Walid & Hammoudeh, Shawkat & Reboredo, Juan Carlos & Nguyen, Duc Khuong, 2014, "Do global factors impact BRICS stock markets? A quantile regression approach," Emerging Markets Review, Elsevier, volume 19, issue C, pages 1-17, DOI: 10.1016/j.ememar.2014.04.002.
130. Shawkat Hammoudeh & Duc Khuong Nguyen & Ricardo M. Sousa, 2014, "US Monetary Policy and Commodity Sector Prices," Working Papers, Department of Research, Ipag Business School, number 2014-438, Jan.
131. Riadh Aloui & Mohamed Safouane Ben Aïssa & Shawkat Hammoudeh & Duc Khuong Nguyen, 2014, "Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management," Working Papers, Department of Research, Ipag Business School, number 2014-590, Jan.
     
     • Aloui, Riadh & Aïssa, Mohamed Safouane Ben & Hammoudeh, Shawkat & Nguyen, Duc Khuong, 2014, "Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management," Energy Economics, Elsevier, volume 42, issue C, pages 332-342, DOI: 10.1016/j.eneco.2013.12.005.
132. Shawkat Hammoudeh & Duc Khuong Nguyen & Ricardo M. Sousa, 2014, "China’s Monetary Policy and Commodity Prices," Working Papers, Department of Research, Ipag Business School, number 2014-298, Jan.
133. Lubica Hikkerova & Jean-Michel Sahut, 2014, "Positionnement et stratégies prix des acteurs de l’e-tourisme," Working Papers, Department of Research, Ipag Business School, number 2014-258, Jan.
134. Sandra Camus & Lubica Hikkerova & Jean-Michel Sahut, 2014, "Yield Management et profil des consommateurs," Working Papers, Department of Research, Ipag Business School, number 2014-228, Jan.
135. Lubica Hikkerova & Jean-Michel Sahut, 2014, "Internet, Price Strategy and Yield Management," Working Papers, Department of Research, Ipag Business School, number 2014-192, Jan.
136. Lubica Hikkerova, 2014, "Loyalty Programs : a study case in the Hospitality Industry," Working Papers, Department of Research, Ipag Business School, number 2014-194, Jan.
137. Lubica Hikkerova & Jean-Michel Sahut, 2014, "L’efficacité des programmes de fidélisation dans le secteur hôtelier : proposition d’un cadre conceptuel," Working Papers, Department of Research, Ipag Business School, number 2014-259, Jan.
138. Sandra Camus & Lubica Hikkerova & Soumaya Hergli & Guillaume Marceau & Jean-Michel Sahut, 2014, "Stratégie de "tourisme durable": Validation empirique dans le Groupe TUI en Tunisie," Working Papers, Department of Research, Ipag Business School, number 2014-264, Jan.
     
     • Sandra Camus & Lubica Hikkerova & Soumaya Hergli & Guillaume Marceau & Jean-Michel Sahut, 2013, "Stratégie de "tourisme "durable" : validation empirique dans le groupe TUI en Tunisie," Post-Print, HAL, number hal-01706807, DOI: 10.3917/machr.216.0053.
139. Jean-Michel Sahut & Lubica Hikkerova & Sandra Camus, 2014, "Perceived unfairness of prices resulting from yield management practices," Working Papers, Department of Research, Ipag Business School, number 2014-166, Jan.
140. Sandra Camus & Lubica Hikkerova & Jean-Michel Sahut, 2014, "Systemic Analysis and Model of Sustainable Tourism," Working Papers, Department of Research, Ipag Business School, number 2014-193, Jan.
141. Lubica Hikkerova & Jean-Michel Sahut, 2014, "The effectiveness of loyalty programs in the hospitality industry: the case of hotels in Slovakia," Working Papers, Department of Research, Ipag Business School, number 2014-127, Jan.
142. L. Hikkerova & J. Bortolloti, 2014, "Finance Ethique et RSE : le cas de trois banques," Working Papers, Department of Research, Ipag Business School, number 2014-165, Jan.
143. Adlane HAFFAR & Lubica HIKKEROVA, 2014, "Gestion et titrisation des risques de catastrophe naturelle par les options," Working Papers, Department of Research, Ipag Business School, number 2014-384, Jan.
144. Laurence M. Ball & João Tovar Jalles & Mr. Prakash Loungani, 2014, "Do Forecasters Believe in Okun’s Law? An Assessment of Unemployment and Output Forecasts," IMF Working Papers, International Monetary Fund, number 2014/024, Feb.
     
     • Ball, Laurence & Jalles, João Tovar & Loungani, Prakash, 2015, "Do forecasters believe in Okun’s Law? An assessment of unemployment and output forecasts," International Journal of Forecasting, Elsevier, volume 31, issue 1, pages 176-184, DOI: 10.1016/j.ijforecast.2014.03.009.
145. António Afonso & João Tovar Jalles, 2014, "Causalilty for the government budget and economic growth," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2014/07, Jan.
     
     • Ant�nio Afonso & João Tovar Jalles, 2014, "Causality for the government budget and economic growth," Applied Economics Letters, Taylor & Francis Journals, volume 21, issue 17, pages 1198-1201, November, DOI: 10.1080/13504851.2014.916383.
146. Jens Mathias Arnold & João Jalles, 2014, "Dividing the Pie in Brazil: Income Distribution, Social Policies and the New Middle Class," OECD Economics Department Working Papers, OECD Publishing, number 1105, Jan, DOI: 10.1787/5jzb6w1rt99p-en.
147. Rania Jammazi, 2014, "Oil Shock Transmission to Stock Market Returns: Wavelet Multivariate Markov Switching GARCH Approach," Working Papers, Department of Research, Ipag Business School, number 2014-197, Jan.
     
     • Jammazi, Rania, 2012, "Oil shock transmission to stock market returns: Wavelet-multivariate Markov switching GARCH approach," Energy, Elsevier, volume 37, issue 1, pages 430-454, DOI: 10.1016/j.energy.2011.11.011.
148. Rania Jammazi & Chaker Aloui, 2014, "Cyclical components and dual long memory in the foreign exchange rate dynamics: the Tunisian case," Working Papers, Department of Research, Ipag Business School, number 2014-198, Jan.
149. Rania Jammazi & Duc Khuong Nguyen, 2014, "Responses of international stock markets to oil price surges: a regimeswitching perspective," Working Papers, Department of Research, Ipag Business School, number 2014-80, Jan.
     
     • Rania Jammazi & Duc Khuong Nguyen, 2015, "Responses of international stock markets to oil price surges: a regime-switching perspective," Applied Economics, Taylor & Francis Journals, volume 47, issue 41, pages 4408-4422, September, DOI: 10.1080/00036846.2015.1030566.
150. Fredj Jawadi & Nabila Jawadi & Waël Louhichi, 2014, "Does Islamic Finance Outperform Conventional Finance ? Further Evidence from the recent financial crisis," Working Papers, Department of Research, Ipag Business School, number 2014-279, Jan.
151. Nabila Jawadi, 2014, "Facteurs-clés de l’adoption des systèmes d’information dans la grande distribution alimentaire : une approche par l’UTAUT," Working Papers, Department of Research, Ipag Business School, number 2014-199, Jan.
152. Nabila JAWADI & Laetitia BONIS, 2014, "Understanding the Determinants of the Usage of Corporate Social Networks: An Integrative Perspective," Working Papers, Department of Research, Ipag Business School, number 2014-136, Jan.
153. Ikram Jebabli & Mohamed Arouri & Frédéric Teulon, 2014, "On the effects of world stock market and oil price shocks on food prices: An empirical investigation based on TVPVAR models with stochastic volatility," Working Papers, Department of Research, Ipag Business School, number 2014-209, Jan.
     
     • Jebabli, Ikram & Arouri, Mohamed & Teulon, Frédéric, 2014, "On the effects of world stock market and oil price shocks on food prices: An empirical investigation based on TVP-VAR models with stochastic volatility," Energy Economics, Elsevier, volume 45, issue C, pages 66-98, DOI: 10.1016/j.eneco.2014.06.008.
154. Abdelbari El Khamlichi & Kamel Laaradh & Mohamed Arouri & Frédéric Teulon, 2014, "Performance Persistence of Islamic Equity Mutual Funds," Working Papers, Department of Research, Ipag Business School, number 2014-115, Jan.
155. Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2014, "Intertemporal equilibrium with production: bubbles and efficiency," Documents de recherche, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne, number 14-09.
     
     • Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2014, "Intertemporal equilibrium with production: bubbles and efficiency," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01020888, May.
     • Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2014, "Intertemporal equilibrium with production: bubbles and efficiency," Post-Print, HAL, number halshs-01020888, May.
     • Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2014, "Intertemporal equilibrium with production: bubbles and efficiency," Working Papers, Department of Research, Ipag Business School, number 2014-306, Jan.
     • Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2014, "Intertemporal equilibrium with production: bubbles and efficiency," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 14043, May.
156. Rose-Anne Dana & Cuong Le Van, 2014, "Efficient allocations and equilibria with short-selling and incomplete preferences," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-01306274, Aug, DOI: 10.1016/j.jmateco.2014.06.003.
     
     • Dana, R.A. & Le Van, C., 2014, "Efficient allocations and equilibria with short-selling and incomplete preferences," Journal of Mathematical Economics, Elsevier, volume 53, issue C, pages 101-105, DOI: 10.1016/j.jmateco.2014.06.003.
     • Rose-Anne Dana & Cuong Le Van, 2014, "Efficient allocations and Equilibria with short-selling and Incomplete Preferences," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01020646, May.
     • Rose-Anne Dana & Cuong Le Van, 2014, "Efficient allocations and Equilibria with short-selling and Incomplete Preferences," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 14041, May, DOI: 10.1016/j.jmateco.2014.06.003.
157. Cuong Le Van & Anh Ngoc Nguyen & Ngoc-Minh Nguyen, 2014, "Growth Strategy with social Capital and Physical Capital- Theory and Evidence: the Case of Vietnam," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01021376, Feb.
     
     • Cuong Le Van & Anh Ngoc Nguyen & Ngoc-Minh Nguyen, 2014, "Growth Strategy with social Capital and Physical Capital- Theory and Evidence: the Case of Vietnam," Post-Print, HAL, number halshs-01021376, Feb.
     • Cuong Le Van & Anh-Ngoc Nguyen & Ngoc-Minh Nguyen, 2014, "Growth Strategy with Social Capital and Physical Capital- Theory and Evidence: the Case of Vietnam," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 14045, Feb.
158. Thanh Le & Cuong Le Van, 2014, "Transitional Dynamics in an R&D-based Growth Model with Natural Resources," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01114589, Oct.
     
     • Le, Thanh & Le Van, Cuong, 2016, "Transitional dynamics in an R&D-based growth model with natural resources," Mathematical Social Sciences, Elsevier, volume 82, issue C, pages 1-17, DOI: 10.1016/j.mathsocsci.2016.04.001.
     • Thanh Le & Cuong Le Van, 2016, "Transitional dynamics in an R&D-based growth model with natural resources," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-01302522, DOI: 10.1016/j.mathsocsci.2016.04.001.
     • Thanh Le & Cuong Le Van, 2016, "Transitional dynamics in an R&D-based growth model with natural resources," Post-Print, HAL, number hal-01302522, DOI: 10.1016/j.mathsocsci.2016.04.001.
     • Thanh Le & Cuong Le Van, 2014, "Transitional Dynamics in an R&D-based Growth Model with Natural Resources," Post-Print, HAL, number halshs-01114589, Oct.
     • Thanh Le & Cuong Le Van, 2016, "Transitional dynamics in an R&D-based growth model with natural resources," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-01302522, DOI: 10.1016/j.mathsocsci.2016.04.001.
     • Thanh Le & Cuong Le Van, 2014, "Transitional Dynamics in an R&D-based Growth Model with Natural Resources," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 14075, Oct, DOI: 10.1016/j.mathsocsci.2016.04.001.
159. Thanh Le & Cuong Le Van, 2014, "Trade Liberalization and Optimal R&D Policies with Process Innovation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01130413, Oct.
     
     • Thanh Le & Cuong Le Van, 2014, "Trade Liberalization and Optimal R&D Policies with Process Innovation," Post-Print, HAL, number halshs-01130413, Oct.
     • Thanh Le & Cuong Le Van, 2014, "Trade Liberalization and Optimal R&D Policies with Process Innovation," Working Papers, Department of Research, Ipag Business School, number 2014-119, Jan.
     • Thanh Le & Cuong Le Van, 2014, "Trade Liberalization and Optimal R&D policies with Process Innovation," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 14079, Oct.
160. Thai Ha Huy & Cuong Le Van & Manh Hung Nguyen, 2014, "Arbitrage and asset market equilibrium in infinite dimensional economies with short," Working Papers, Department of Research, Ipag Business School, number 2014-100, Jan.
     
     • Thai Ha Huy & Cuong Le Van, 2014, "Arbitrage and asset market equilibrium in finite dimensional economies with short," Working Papers, Department of Research, Ipag Business School, number 2014-122, Jan.
161. Stefano Bosi & Patrice Fontaine & Cuong Le Van, 2014, "Pareto optima and exchange rates under risk neutrality: A note," Working Papers, Department of Research, Ipag Business School, number 2014-101, Jan.
162. Cuong Le Van & Ali Oguz Polat & Hüseyin Cagri Saglam, 2014, "On the existence of equilibrium in an incomplete financial economy with numeraire assets," Working Papers, Department of Research, Ipag Business School, number 2014-106, Jan.
163. Cuong Le Van & Anh Ngoc Nguyen & Ngoc-Minh Nguyen, 2014, "Growth Strategy with Social Capital and Physical Capital," Working Papers, Department of Research, Ipag Business School, number 2014-109, Jan.
164. Thanh Le & Cuong Le Van, 2014, "Natural Resources, R&D and Economic Growth," Working Papers, Department of Research, Ipag Business School, number 2014-112, Jan.
165. Cuong Le Van & Cagri Saglam & Agah Turan, 2014, "Optimal Growth Strategy Under Dynamic Threshold," Working Papers, Department of Research, Ipag Business School, number 2014-123, Jan.
     
     • Cuong Le Van & Çağrı Sağlam & Agah Turan, 2016, "Optimal Growth Strategy under Dynamic Threshold," Journal of Public Economic Theory, Association for Public Economic Theory, volume 18, issue 6, pages 979-991, December.
     • Cuong Le Van & Çağri Sağlam & Agah Turan, 2016, "Optimal Growth Strategy under Dynamic Threshold," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-01302538, DOI: 10.1111/jpet.12167.
     • Cuong Le Van & Çağri Sağlam & Agah Turan, 2016, "Optimal Growth Strategy under Dynamic Threshold," Post-Print, HAL, number hal-01302538, DOI: 10.1111/jpet.12167.
     • Cuong Le Van & Çağri Sağlam & Agah Turan, 2016, "Optimal Growth Strategy under Dynamic Threshold," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-01302538, DOI: 10.1111/jpet.12167.
166. R.A Dana & C. Le Van, 2014, "Efficient allocations and Equilibria with short," Working Papers, Department of Research, Ipag Business School, number 2014-61, Jan.
167. Selim Mankaï, 2014, "Data-Driven Robust Optimization with Application to Portfolio Management," Working Papers, Department of Research, Ipag Business School, number 2014-104, Jan.
168. Selim Mankaï & Khaled Guesmi, 2014, "Robust Portfolio Protection: A Scenarios-Based Approach," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2014-35.
     
     • Selim Mankaï & Khaled Guesmi, 2015, "Robust Portfolio Protection: A Scenarios-based Approach," Bankers, Markets & Investors, ESKA Publishing, issue 138, pages 30-44, September.
169. Guillaume MARCEAU & Jean-Michel SAHUT, 2014, "CREATION de VALEUR dans une STARTUP - MODELE et ETUDE de CAS," Working Papers, Department of Research, Ipag Business School, number 2014-263, Jan.
170. Thai-Thanh Dang & Annabelle Mourougane, 2014, "Adjusting Productivity for Pollution in Selected Asian Economies," OECD Green Growth Papers, OECD Publishing, number 2014/1, Aug, DOI: 10.1787/5jxvd5rq5lzv-en.
171. Thai-Thanh Dang & Annabelle Mourougane, 2014, "Estimating Shadow Prices of Pollution in Selected OECD Countries," OECD Green Growth Papers, OECD Publishing, number 2014/2, Aug, DOI: 10.1787/5jxvd5rnjnxs-en.
172. Jean-Yves Moisseron & Sébastien Abis & Julien Velud & Frédéric Teulon, 2014, "The Arab spring and the Euro- Mediterranean economic and political project," Working Papers, Department of Research, Ipag Business School, number 2014-153, Jan.
173. Khaled Guesmi & Jean-Yves Moisseron & Frédéric Teulon, 2014, "Integration versus segmentation in Middle East North Africa equity market: Time variations and currency risk," Working Papers, Department of Research, Ipag Business School, number 2014-293, Jan.
     
     • Guesmi, Khaled & Moisseron, Jean-Yves & Teulon, Frédéric, 2014, "Integration versus segmentation in Middle East North Africa Equity Market: Time variations and currency risk," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 28, issue C, pages 204-212, DOI: 10.1016/j.intfin.2013.10.005.
174. Jean-Yves Moisseron & Frederic Teulon, 2014, "Are Moral Islamic Economics an Answer to the Global Financial Crisis ?," Working Papers, Department of Research, Ipag Business School, number 2014-152, Jan.
175. Jean Messiha & Bruno-Laurent Moschetto & Frederic Teulon, 2014, "How to switch off the cypriot financial crisis without weakening durably Europe ?," Working Papers, Department of Research, Ipag Business School, number 2014-169, Jan.
176. Salma Fattoum & Khaled Guesmi & Bruno-Laurent Moschetto, 2014, "The Evolution of Risk Premiums in Emerging Stock Markets: The Case of Latin America and Asia Region," Working Papers, Department of Research, Ipag Business School, number 2014-132, Jan.
177. Bruno-Laurent Moschetto & Frédéric Teulon, 2014, "Optimisation d’une stratégie anti-OPA par limitation linéaire des droits de vote face à un investisseur hostile," Working Papers, Department of Research, Ipag Business School, number 2014-410, Jan.
     
     • Bruno-Laurent Moschetto & Frédéric Teulon, 2015, "Optimisation d’une stratégie anti- opa par limitation linéaire des droits de vote face à un investisseur hostile," Revue économique, Presses de Sciences-Po, volume 66, issue 6, pages 1067-1088.
178. Khaled Guesmi & Frederic Teulon & Ahmed Taneem Muzaffar, 2014, "The Evolution of Risk Premium as a Measure for Intra-regional Equity Market Integration," Working Papers, Department of Research, Ipag Business School, number 2014-365, Jan.
     
     • Guesmi, Khaled & Teulon, Frederic & Muzaffar, Ahmed Taneem, 2014, "The evolution of risk premium as a measure for intra-regional equity market integration," International Review of Financial Analysis, Elsevier, volume 35, issue C, pages 13-19, DOI: 10.1016/j.irfa.2014.07.003.
179. Shahbaz, Muhammad & Rehman, Ijaz ur & Ahmed Taneem, Muzaffar, 2014, "Re-Visiting Financial Development and Economic Growth Nexus: The Role of Capitalization in Bangladesh," MPRA Paper, University Library of Munich, Germany, number 57500, Jul, revised 22 Jul 2014.
     
     • Muhammad Shahbaz & Ijaz Ur Rehman & Ahmed Taneem Muzaffar, 2015, "Re-Visiting Financial Development and Economic Growth Nexus: The Role of Capitalization in Bangladesh," South African Journal of Economics, Economic Society of South Africa, volume 83, issue 3, pages 452-471, September.
180. Dorra Najar, 2014, "Fund Managers Fees: Estimation and Sensitivity Analysis Using Monte Carlo Simulation," Working Papers, Department of Research, Ipag Business School, number 2014-195, Jan.
181. PETIT Isabelle, 2014, "Femmes et innovation sociétale dans l’espace méditerranéen," Working Papers, Department of Research, Ipag Business School, number 2014-339, Jan.
182. PETIT Isabelle, 2014, "Le Mecenat : L'Entreprise Et L'Interet General," Working Papers, Department of Research, Ipag Business School, number 2014-386, Jan.
183. Isabelle Petit, 2014, "Crise et prise en charge de l'Intérêt général par l'entreprise: l'exemple des fondations d’entreprise," Working Papers, Department of Research, Ipag Business School, number 2014-387, Jan.
184. PETIT Isabelle, 2014, "La mise en place d’un système d’innovation sociétale en région PACA," Working Papers, Department of Research, Ipag Business School, number 2014-379, Jan.
185. Isabelle Petit, 2014, "La Fondation d'entreprise outil de la politique de mécénat ou de la politique RSE ?," Working Papers, Department of Research, Ipag Business School, number 2014-385, Jan.
186. PETIT Isabelle, 2014, "Construire un accord : analyse du Social Business comme exemple de compromis," Working Papers, Department of Research, Ipag Business School, number 2014-369, Jan.
187. Gwenaël Piaser, 2014, "Common Agency Games with Common Value Exclusion, Convexity and Existence," Working Papers, Department of Research, Ipag Business School, number 2014-420, Jan.
188. Virginie Noireaux & Carole Poirel, 2014, "Pouvoir et leadership dans les canaux de distribution : la logistique face aux jeux des acteurs," Working Papers, Department of Research, Ipag Business School, number 2014-323, Jan.
189. Carole Poirel, 2014, "Approche Sociopolitique et Strategique du Pouvoir de l'Edition dans le Canal de Distribution du Livre en France," Working Papers, Department of Research, Ipag Business School, number 2014-326, Jan.
190. Odile Chanut & Carole Poirel, 2014, "La réactivité dans les relations interorganisationnelles en temps de crise : comment bien réagir à plusieurs pour surmonter les perturbations économiques ?," Working Papers, Department of Research, Ipag Business School, number 2014-378, Jan.
191. Carole Poirel, 2014, "Choc technologique et supply chain : retour sur la notion de règles du jeu," Working Papers, Department of Research, Ipag Business School, number 2014-346, Jan.
192. Carole Poirel, 2014, "Les développements numériques en librairie : des services impossibles à mutualiser ? Le cas de 1001libraires.com, une stratégie collective manquée," Working Papers, Department of Research, Ipag Business School, number 2014-374, Jan.
193. Jacques Arlotto & Philippe Jourdan & Jean-Michel Sahut & Frédéric Teulon, 2014, "Les programmes de formation à l’entrepreneuriat sont-ils réellement utiles ? Le cas des concours pédagogiques de création d’entreprise," Working Papers, Department of Research, Ipag Business School, number 2014-257, Jan.
     
     • Jacques Arlotto & Philippe Jourdan & Jean-Michel Sahut & Frédéric Teulon, 2012, "Les programmes de formation à l'entrepreneuriat sont-ils réellement utiles ? Le cas des concours pédagogiques de création d'entreprise," Post-Print, HAL, number hal-00956931, Jul, DOI: 10.3917/mav.055.0291.
194. Sami Gharbi & Jean-Michel Sahut & Frédéric Teulon, 2014, "Research & Development And Volatility Of Equity Returns In The French Market," Working Papers, Department of Research, Ipag Business School, number 2014-120, Jan.
195. Jean-Sébastien Lantz & Jean-Michel Sahut & Frédéric Teulon, 2014, "What is the Real Role of Corporate Venture Capital ?," Working Papers, Department of Research, Ipag Business School, number 2014-252, Jan.
196. Sami Gharbi & Jean-Michel Sahut & Frédéric Teulon, 2014, "R&D investments and high-tech firms' stock return volatility," Working Papers, Department of Research, Ipag Business School, number 2014-218, Jan.
     
     • Gharbi, Sami & Sahut, Jean-Michel & Teulon, Frédéric, 2014, "R&D investments and high-tech firms' stock return volatility," Technological Forecasting and Social Change, Elsevier, volume 88, issue C, pages 306-312, DOI: 10.1016/j.techfore.2013.10.006.
197. Jean Rédis & Jean-Michel Sahut, 2014, "Entrepreneuriat répété, capital organisationnel et accès au financement par capital-risque," Working Papers, Department of Research, Ipag Business School, number 2014-260, Jan.
198. Jean-Sebastien Lantz & Jean-Michel Sahut & Frédéric Teulon, 2014, "Capital risque industriel et innovation technologique," Working Papers, Department of Research, Ipag Business School, number 2014-233, Jan.
     
     • Jean-Sebastien Lantz & Jean-Michel Sahut & Frédéric Teulon, 2011, "Capital risque industriel et innovation technologique," Post-Print, HAL, number hal-01838413, DOI: 10.3917/g2000.284.0103.
199. Mehdi Mili & Jean-Michel Sahut, 2014, "Bank liquidity shocks in loan and deposit in emerging markets," Working Papers, Department of Research, Ipag Business School, number 2014-210, Jan.
200. JM. Sahut, 2014, "e-Business Models for Financial Services and Internet Banks," Working Papers, Department of Research, Ipag Business School, number 2014-217, Jan.
201. Hélène Pasquini-Descomps & Jean-Michel Sahut, 2014, "ESG Impact on Market Performance of Firms: International Evidence," Working Papers, Department of Research, Ipag Business School, number 2014-212, Jan.
202. Jacques Arlotto & Jean-Michel Sahut & Frédéric Teulon, 2014, "Le concept de Business Model au travers de la littérature," Working Papers, Department of Research, Ipag Business School, number 2014-261, Jan.
     
     • Jacques Arlotto & Jean-Michel Sahut & Frédéric Teulon, 2011, "Le concept de Business Model au travers de la littérature," Post-Print, HAL, number hal-00771824, DOI: 10.3917/g2000.284.0033.
203. S. Nyock Ilouga & A.C. Mouloungui & J.-M. Sahut, 2014, "Entrepreneurial intention and career choices: The role of volition," Working Papers, Department of Research, Ipag Business School, number 2014-167, Jan.
     
     • S. Nyock Ilouga & A. Nyock Mouloungni & J. Sahut, 2014, "Entrepreneurial intention and career choices: the role of volition," Small Business Economics, Springer, volume 42, issue 4, pages 717-728, April, DOI: 10.1007/s11187-013-9524-6.
     • Samuel Nyock Ilouga & A.C. Nyock Mouloungni & Jean Michel Sahut, 2014, "Entrepreneurial intention and career choices: The role of volition," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/205549.
204. Jean-Sebastien Lantz & Sophie Montandrau & Jean-Michel Sahut, 2014, "Activism of Institutional Investors, Corporate Governance Alerts and Financial Performance," Working Papers, Department of Research, Ipag Business School, number 2014-353, Jan.
205. Jean-Michel Sahut & Mehdi Mili, 2014, "Are Mergers a Solution to Bank Distress in MENA Countries ?," Working Papers, Department of Research, Ipag Business School, number 2014-349, Jan.
     
     • Jean-michel Sahut & Medhi Mili, 2010, "Are Mergers a Solution to Bank Distress in MENA Countries?," Economics Bulletin, AccessEcon, volume 30, issue 4, pages 2627-2641.
206. Jean-Michel Sahut, 2014, "A Flexible Non Linear Model to Test the Expectation Hypothesis of Interest Rates," Working Papers, Department of Research, Ipag Business School, number 2014-352, Jan.
     
     • Jean-michel Sahut, 2010, "A Flexible Non Linear Model to Test the Expectation Hypothesis of Interest Rates," Economics Bulletin, AccessEcon, volume 30, issue 3, pages 2297-2311.
207. Jean-Michel Sahut & Sandrine Boulerne & Frederic Teulon, 2014, "Do IFRS Provide Better Information About Intangibles in Europe ?," Working Papers, Department of Research, Ipag Business School, number 2014-361, Jan.
     
     • Jean‐Michel Sahut & Sandrine Boulerne & Frédéric Teulon, 2011, "Do IFRS provide better information about intangibles in Europe?," Review of Accounting and Finance, Emerald Group Publishing Limited, volume 10, issue 3, pages 267-290, August, DOI: 10.1108/14757701111155798.
     • Sandrine Boulerne & Jean-Michel Sahut & Frédéric Teulon, 2011, "Do IFRS provide better information about intangibles in Europe ?," Post-Print, HAL, number halshs-02099254, DOI: 10.1108/1475770lllll55798.
208. Erick LEROUX & Jean-Michel SAHUT, 2014, "Efficiency of e-Learning: the case of French Bank Sales Force," Working Papers, Department of Research, Ipag Business School, number 2014-354, Jan.
209. Jean-Michel Sahut & Medhi Mili & Frédéric Teulon, 2014, "What is the linkage between real growth in the Euro area and global financial market conditions ?," Working Papers, Department of Research, Ipag Business School, number 2014-324, Jan.
     
     • Jean-michel Sahut & Medhi Mili & Frédéric Teulon, 2012, "What is the linkage between real growth in the Euro area and global financial market conditions?," Economics Bulletin, AccessEcon, volume 32, issue 3, pages 2464-2480.
210. Mehdi Mili & Jean-Michel Sahut & Hatem Trimeche, 2014, "Determinants of the Capital Adequacy Ratio of a Foreign Bank’s Subsidiaries: The Role of the Interbank Market and Regulation of Multinational Banks," Working Papers, Department of Research, Ipag Business School, number 2014-366, Jan.
211. Jean-Michel Sahut & Sandrine Boulerne, 2014, "Flaws in Banking Governance," Working Papers, Department of Research, Ipag Business School, number 2014-290, Jan.
212. Mouna JEGHAM & Jean-Michel SAHUT, 2014, "ICT acceptation : The case of CRM project," Working Papers, Department of Research, Ipag Business School, number 2014-356, Jan.
213. Marie José Scotto & Hervé Tiffon & André Boyer & Nadia Daecken, 2014, "De la diversité des âges à la gestion intergénérationnelle : Le développement des politiques intergénérationnelles dans les entreprises en France Le cas de trois banques Françaises," Working Papers, Department of Research, Ipag Business School, number 2014-135, Jan.
     
     • Marie-José Scotto & André Boyer & Nadia Deacken & Hervé Tiffon, 2014, "De la diversité des âges à la gestion intergénérationnelle. Le développement des politiques intergénérationnelles dans les entreprises en France. Le cas de trois banques françaises," Post-Print, HAL, number hal-02103256, DOI: 10.3917/qdm.142.0061.
214. André Boyer & Marie José Scotto & Hervé Tiffon, 2014, "En quoi le concept de RSE peut-il contribuer au renouvellement des politiques de ressources humaines ?," Working Papers, Department of Research, Ipag Business School, number 2014-164, Jan.
215. Amel Ben Rhouma & Marie-José Scotto, 2014, "Le reporting sur la diversite du genre dans les rapports annuels des banques francaises: quels changements?," Working Papers, Department of Research, Ipag Business School, number 2014-157, Jan.
216. Marie José Scotto & Hervé Tiffon, 2014, "Le rôle du manager de proximité dans l’innovation sociétale," Working Papers, Department of Research, Ipag Business School, number 2014-175, Jan.
217. Marie José Scotto & Linda Prince & Ridha Chakroun & André Boyer, 2014, "Comparaison des formations à la diversité : la perception des étudiants et des professionnels est-elle un aiguillon vers l’action ?," Working Papers, Department of Research, Ipag Business School, number 2014-255, Jan.
     
     • Marie José Scotto & Linda Prince & Ridha Chakroun & André Boyer, 2014, "Comparaison des formations à la diversité : la perception des étudiants et des professionnels est-elle un aiguillon vers l’action ?," Working Papers, Department of Research, Ipag Business School, number 2014-246, Jan.
218. Marie José Scotto & Désiré Loth & Hervé Tiffon, 2014, "De la diversité de genre à la diversité culturelle," Working Papers, Department of Research, Ipag Business School, number 2014-253, Jan.
219. André Boyer & Marie José Scotto, 2014, "Gouvernance d'entreprise et responsabilité sociale au Maroc: l'évolution de l'OCP," Working Papers, Department of Research, Ipag Business School, number 2014-256, Jan.
220. Marie José Scotto & Robin Sappe & André Boyer, 2014, "Réussir la diversité du genre. Une expérience de développement de l’égalité professionnelle femme/homme dans le secteur de la construction, souvent considéré comme « masculin » : l’exemple de CARI, entreprise de BTP dans les Alpes Maritimes," Working Papers, Department of Research, Ipag Business School, number 2014-254, Jan.
221. Rey Dang & Anne Françoise Bender & Marie José Scotto, 2014, "Women on French Corporate Board of Directors: How Do They Differ from their Male Counterparts?," Working Papers, Department of Research, Ipag Business School, number 2014-54, Jan.
222. Marco Buso & Frédéric Marty & Tran-Phuong Tra, 2014, "Public Private Partnership from Budget Constraints: Looking for Debt Hiding?," Working Papers, HAL, number halshs-01091725, Dec.
     
     • Buso, Marco & Marty, Frederic & Tran, Phuong Tra, 2017, "Public-private partnerships from budget constraints: Looking for debt hiding?," International Journal of Industrial Organization, Elsevier, volume 51, issue C, pages 56-84, DOI: 10.1016/j.ijindorg.2016.12.002.
     • Marco Buso & Frédéric Marty & Tran-Phuong Tra, 2017, "Public-private partnerships from budget constraints: Looking for debt hiding?," Post-Print, HAL, number halshs-01461826, Feb.
     • Marco Buso & Frédéric Marty & Tran-Phuong Tra, 2016, "Public Private Partnerships from Budget Constraints: Looking for Debt Hiding?," Working Papers, HAL, number halshs-01275217, Feb.
     • Marco Buso & Frederic Marty & Tra Tran Phuong, 2014, "Public Private Partnership from Budget Constraints: Looking for Debt Hiding?," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0189, Nov.
223. Anissa Chaibi & Maria-Lenuta Ciupac-Ulici & Mircea-Cristian Gherman, 2014, "Do Recent Stochastic Tools Help to Better Understand Investors Preference and Asset Allocation?," Working Papers, Department of Research, Ipag Business School, number 2014-130, Jan.
224. Anissa Chaibi & Maria Ulici, 2014, "Shock and Volatility Transmissions between Bank Stock Returns in Romania: Evidence from a VARGARCH Approach," Working Papers, Department of Research, Ipag Business School, number 2014-95, Jan.
225. Nguyen, Cuong Viet & Vu, Linh Hoang, 2014, "Should Parents Work Away from or Close to Home? The Effect of Temporary Parental Absence on Child Poverty and Children’s Time Use in Vietnam," MPRA Paper, University Library of Munich, Germany, number 52877, Jan.
226. Charlotte-Xiaotao Wang, 2014, "Les acteurs du boom économique de la TV chinoise : le câble et la publicité," Working Papers, Department of Research, Ipag Business School, number 2014-381, Jan.
227. Charlotte Wang, 2014, "Approche géopolitique de l’Internet en Chine," Working Papers, Department of Research, Ipag Business School, number 2014-377, Jan.
228. Walid Mensi & Shawkat Hammoude & Seong-Min Yoon, 2014, "Structural Breaks, Dynamic Correlations, Volatility Transmission, and Hedging Strategies for International Petroleum Prices and U.S. Dollar Exchange Rate," Working Papers, Economic Research Forum, number 884, Dec, revised Dec 2014.

2013

1. Tristan Boyer & Régis Blazy, 2013, "Born to be alive? The survival of innovative and non," Working Papers, Department of Research, Ipag Business School, number 2013-12, Jan.
2. Odile Chanut & Dominique Mg Bonet Fernandez, 2013, "Parrainage sportif des banques françaises : Une approche par la congruence," Post-Print, HAL, number hal-01767019, DOI: 10.3917/rimhe.006.0021.
   
   • Odile CHANUT & Dominique BONET FERNANDEZ & François DURANT, 2014, "Parrainage sportif des banques françaises : Une approche par la congruence," Working Papers, Department of Research, Ipag Business School, number 2014-215, Jan.
3. Paulo Casaca & Alain Chateauneuf & José Heleno Faro, 2013, "Ignorance and Competence in Choices Under Uncertainty," Business and Economics Working Papers, Unidade de Negocios e Economia, Insper, number 184.
   
   • Casaca, Paulo & Chateauneuf, Alain & Faro, José Heleno, 2014, "Ignorance and competence in choices under uncertainty," Journal of Mathematical Economics, Elsevier, volume 54, issue C, pages 143-150, DOI: 10.1016/j.jmateco.2014.02.005.
   • Paulo Casaca & Alain Chateauneuf & José Heleno Faro, 2014, "Ignorance and competence in choices under uncertainty," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-01015299, Oct, DOI: 10.1016/j.jmateco.2014.02.005.
   • Paulo Casaca & Alain Chateauneuf & José Heleno Faro, 2014, "Ignorance and competence in choices under uncertainty," Post-Print, HAL, number hal-01015299, Oct, DOI: 10.1016/j.jmateco.2014.02.005.
   • Paulo Casaca & Alain Chateauneuf & José Heleno Faro, 2013, "Ignorance and Competence in Choices Under Uncertainty," Working Papers, Department of Research, Ipag Business School, number 2013-29, Jan.
4. Alain Chateauneuf & Caroline Ventura, 2013, "G-continuity, impatience and myopia for Choquet multi-period utilities," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00964446, Jan, DOI: 10.1016/j.jmateco.2012.10.003.
   
   • Chateauneuf, Alain & Ventura, Caroline, 2013, "G-continuity, impatience and myopia for Choquet multi-period utilities," Journal of Mathematical Economics, Elsevier, volume 49, issue 1, pages 97-105, DOI: 10.1016/j.jmateco.2012.10.003.
   • Alain Chateauneuf & Caroline Ventura, 2013, "G-continuity, impatience and myopia for Choquet multi-period utilities," Post-Print, HAL, number hal-00964446, Jan, DOI: 10.1016/j.jmateco.2012.10.003.
   • Alain Chateauneuf & Caroline Ventura, 2013, "G-continuity, impatience and myopia for Choquet multi-period utilities," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-00964446, Jan, DOI: 10.1016/j.jmateco.2012.10.003.
5. Casaca, Paulo & Chateauneuf, Alain & Faro, José Heleno, 2013, "Ignorance and Competence in Choices Under Uncertainty," Insper Working Papers, Insper Working Paper, Insper Instituto de Ensino e Pesquisa, number wpe_323, Oct.
6. Guillaume Carlier & Rose-Anne Dana, 2013, "Pareto optima and equilibria when preferences are incompletely known," Post-Print, HAL, number hal-00661903, DOI: 10.1016/j.jet.2013.04.014.
7. Hind El Makrini & Ikram Cadimi & Emeline Martin, 2013, "The effects of customer and competitor orientations on export performance: An empirical study of Moroccan SMEs," Post-Print, HAL, number hal-00960501, Jul.
8. Widad Guechtouli & Juliette Rouchier & Magali Orillard, 2013, "Structuring knowledge transfer from experts to newcomers," Post-Print, HAL, number hal-01499611, Mar, DOI: 10.1108/13673271311300741.
9. Rangan Gupta & Shawkat Hammoudeh & Mampho P. Modise & Duc Khuong Nguyen, 2013, "Can Economic Uncertainty, Financial Stress and Consumer Sentiments Predict U.S. Equity Premium?," Working Papers, Department of Research, Ipag Business School, number 2013-20, Jan.
   
   • Gupta, Rangan & Hammoudeh, Shawkat & Modise, Mampho P. & Nguyen, Duc Khuong, 2014, "Can economic uncertainty, financial stress and consumer sentiments predict U.S. equity premium?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 33, issue C, pages 367-378, DOI: 10.1016/j.intfin.2014.09.004.
   • Rangan Gupta & Shawkat Hammoudeh & Mampho P. Modise & Duc Khuong Nguyen, 2014, "Can Economic Uncertainty, Financial Stress and Consumer Senti-ments Predict U.S. Equity Premium?," Working Papers, Department of Research, Ipag Business School, number 2014-436, Jan.
   • Rangan Gupta & Shawkat Hammoudeh & Mampho P. Modise & Duc Khuong Nguyen, 2013, "Can Economic Uncertainty, Financial Stress and Consumer Sentiments Predict U.S. Equity Premium?," Working Papers, University of Pretoria, Department of Economics, number 201351, Sep.
10. Tsangyao Chang & Wen Yi Chen & Rangan Gupta & Duc Khuong Nguyen, 2013, "Are Stock Prices Related to Political Uncertainty Index in OECD Countries? Evidence from Bootstrap Panel Causality Test," Working Papers, Department of Research, Ipag Business School, number 2013-36, Jan.
    
    • Chang, Tsangyao & Chen, Wen-Yi & Gupta, Rangan & Nguyen, Duc Khuong, 2015, "Are stock prices related to the political uncertainty index in OECD countries? Evidence from the bootstrap panel causality test," Economic Systems, Elsevier, volume 39, issue 2, pages 288-300, DOI: 10.1016/j.ecosys.2014.10.005.
    • Tsangyao Chang & Wen-Yi Chen & Rangan Gupta & Duc Khuong Nguyen, 2013, "Are Stock Prices Related to Political Uncertainty Index in OECD Countries? Evidence from Bootstrap Panel Causality Test," Working Papers, University of Pretoria, Department of Economics, number 201360, Oct.
11. Rangan Gupta & Patrick Kanda & Mampho Modise & Alessia Paccagnini, 2013, "DGSE Model-Based Forecasting of Modeled and Non-Modeled Inflation Variables in South Africa," Working Papers, University of Milano-Bicocca, Department of Economics, number 259, Nov, revised Nov 2013.
    
    • Rangan Gupta & Patrick T. kanda & Mampho P. Modise & Alessia Paccagnini, 2013, "DSGE Model-Based Forecasting of Modeled and Non-Modeled Inflation Variables in South Africa," Working Papers, University of Pretoria, Department of Economics, number 201374, Nov.
12. Mehmet Balcilar & Rangan Gupta & Stephen M. Miller, 2013, "Housing and the Great Depression," Working Papers, University of Nevada, Las Vegas , Department of Economics, number 1301, Apr.
    
    • Mehmet Balcilar & Rangan Gupta & Stephen M. Miller, 2014, "Housing and the Great Depression," Applied Economics, Taylor & Francis Journals, volume 46, issue 24, pages 2966-2981, August, DOI: 10.1080/00036846.2014.916393.
    • Mehmet Balcilar & Rangan Gupta & Stephen M. Miller, 2013, "Housing and the Great Depression," Working Papers, University of Pretoria, Department of Economics, number 201308, Jan.
    • Mehmet Balcilar & Rangan Gupta & Stephen M. Miller, 2012, "Housing and the Great Depression," Working papers, University of Connecticut, Department of Economics, number 2012-47, Nov.
13. Luis Alberiko Gil-Alaña & Goodness C. Aye & Rangan Gupta, 2013, "Testing for persistence with breaks and outliers in South African house prices," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 01/2013, Feb.
    
    • Luis A. Gil-Alana & Goodness C. Aye & Rangan Gupta, 2012, "Testing for Persistence with Breaks and Outliers in South African House Prices," Working Papers, University of Pretoria, Department of Economics, number 201233, Dec.
    • Luis A. Gil-Alana & Goodness C. Aye & Rangan Gupta, 2012, "Testing for Persistence with Breaks and Outliers in South African House Prices," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 20/12, Dec.
14. Beatrice D. Simo-Kengne & Rangan Gupta & Goodness C. Aye, 2013, "Macro Shocks And House Prices In South Africa," Working Papers, University of Pretoria, Department of Economics, number 201302, Jan.
15. Rangan Gupta & Charl Jooste & Kanyane Matlou, 2013, "A Time-Varying Approach to Analysing Fiscal Policy and Asset Prices in South Africa," Working Papers, University of Pretoria, Department of Economics, number 201303, Jan.
    
    • Rangan Gupta & Charl Jooste & Kanyane Matlou, 2014, "A time-varying approach to analysing fiscal policy and asset prices in South Africa," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 6, issue 1, pages 46-63, April, DOI: 10.1108/JFEP-01-2013-0003.
16. Goodness C. Aye & Mehmet Balcilar & Adel Bosch & Rangan Gupta & Francois Stofberg, 2013, "The out-of-sample forecasting performance of non-linear models of real exchange rate behaviour: The case of the South African Rand," Working Papers, University of Pretoria, Department of Economics, number 201304, Jan.
    
    • Goodness C. Aye & Mehmet Balcilar & Adél Bosch & Rangan Gupta & Francois Stofberg, 2013, "The out-of-sample forecasting performance of non-linear models of real exchange rate behaviour: The case of the South African Rand," European Journal of Comparative Economics, Cattaneo University (LIUC), volume 10, issue 1, pages 121-148, April.
17. Riane de Bruyn & Rangan Gupta & Renee van Eyden, 2013, "Forecasting The Rand-Dollar And Rand-Pound Exchange Rates Using Dynamic Model Averaging," Working Papers, University of Pretoria, Department of Economics, number 201307, Jan.
18. Goodness C. Aye & Rangan Gupta & Alain Kaninda & Wendy Nyakabawo & Aarifah Razak, 2013, "House Price, Stock Price and Consumption in South Africa: A Structural VAR Approach," Working Papers, University of Pretoria, Department of Economics, number 201309, Feb.
19. Carolyn Chisadza & Janneke Dlamini & Rangan Gupta & Mampho P. Modise, 2013, "The Impact of Oil Shocks on the South African Economy," Working Papers, University of Pretoria, Department of Economics, number 201311, Feb.
20. Mehmet Balcilar & Rangan Gupta & Kevin Kotze, 2013, "Forecasting South African Macroeconomic Data with a Nonlinear DSGE Model," Working Papers, University of Pretoria, Department of Economics, number 201313, Mar.
21. Manoel Bittencourt & Rangan Gupta & Lardo Stander, 2013, "Tax evasion, financial development and inflation: theory and empirical evidence," Working Papers, University of Pretoria, Department of Economics, number 201316, Mar.
    
    • Bittencourt, Manoel & Gupta, Rangan & Stander, Lardo, 2014, "Tax evasion, financial development and inflation: Theory and empirical evidence," Journal of Banking & Finance, Elsevier, volume 41, issue C, pages 194-208, DOI: 10.1016/j.jbankfin.2014.01.009.
22. Tsangyao Chang & Beatrice D. Simo-Kengne & Rangan Gupta, 2013, "The Causal Relationship between House Prices and Economic Growth in the Nine Provinces of South Africa: Evidence from Panel-Granger Causality Tests," Working Papers, University of Pretoria, Department of Economics, number 201317, Apr.
23. Rangan Gupta & Mampho P. Modise, 2013, "Does the Source of Oil Price Shocks Matter for South African Stock Returns? A Structural VAR Approach," Working Papers, University of Pretoria, Department of Economics, number 201318, Apr.
    
    • Gupta, Rangan & Modise, Mampho P., 2013, "Does the source of oil price shocks matter for South African stock returns? A structural VAR approach," Energy Economics, Elsevier, volume 40, issue C, pages 825-831, DOI: 10.1016/j.eneco.2013.10.005.
24. Tsangyao Chang & Beatrice D. Simo-Kengne & Rangan Gupta, 2013, "The Causal Relationship between Exports and Economic Growth in the Nine Provinces of South Africa: Evidence from Panel-Granger Causality Tests," Working Papers, University of Pretoria, Department of Economics, number 201319, Apr.
    
    • Tsangyao Chang & Beatrice D. Simo-Kengne & Rangan Gupta, 2013, "The causal relationship between exports and economic growth in the nine provinces of South Africa: evidence from panel-Granger causality test," International Journal of Economic Policy in Emerging Economies, Inderscience Enterprises Ltd, volume 6, issue 3, pages 296-310.
    • Tsangyao Chang & Beatrice D. Simo-Kengne & Rangan Gupta, 2013, "The Causal Relationship between Imports and Economic Growth in the Nine Provinces of South Africa: Evidence from Panel-Granger Causality Tests," Working Papers, University of Pretoria, Department of Economics, number 201320, Apr.
25. Christophe Andre & Luis A. Gil-Alana & Rangan Gupta, 2013, "Testing for Persistence in Housing Price-to-Income and Price-to-Rent Ratios in 16 OECD Countries," Working Papers, University of Pretoria, Department of Economics, number 201321, May.
    
    • Christophe Andr頍 & Luis A. Gil-Alana & Rangan Gupta, 2014, "Testing for persistence in housing price-to-income and price-to-rent ratios in 16 OECD countries," Applied Economics, Taylor & Francis Journals, volume 46, issue 18, pages 2127-2138, June, DOI: 10.1080/00036846.2014.896988.
26. Nicholas Apergis & Beatrice D. Simo-Kengne & Rangan Gupta, 2013, "Convergence in Provincial-Level South African House Prices: Evidence from the Club Convergence and Clustering Procedure," Working Papers, University of Pretoria, Department of Economics, number 201322, May.
    
    • Nicholas Apergis & Beatrice D. Simo-Kengne & Rangan Gupta, 2015, "Convergence In Provincial-Level South African House Prices: Evidence From The Club Convergence And Clustering Procedure," Review of Urban & Regional Development Studies, Wiley Blackwell, volume 27, issue 1, pages 2-17, March.
27. Tsangyao Chang & Tsung-pao Wu & Rangan Gupta, 2013, "Are House Prices in South Africa Really Non-Stationary? Evidence from SPSM-Based Panel KSS Test with a Fourier Function," Working Papers, University of Pretoria, Department of Economics, number 201324, Apr.
    
    • Tsangyao Chang & Tsung-Pao Wu & Rangan Gupta, 2015, "Are house prices in South Africa really nonstationary? Evidence from SPSM-based panel KSS test with a Fourier function," Applied Economics, Taylor & Francis Journals, volume 47, issue 1, pages 32-53, January, DOI: 10.1080/00036846.2014.959657.
28. Nicholas Apergis & Beatrice D. Simo-Kengne & Rangan Gupta, 2013, "The Long-Run Relationship between Consumption, House Prices and Stock Prices in South Africa: Evidence from Provincial-Level Data," Working Papers, University of Pretoria, Department of Economics, number 201326, Jun.
    
    • Nicholas Apergis & Beatrice Simo-Kengne & Rangan Gupta, 2014, "The Long-Run Relationship Between Consumption, House Prices, and Stock Prices in South Africa: Evidence from Provincial-level Data," Journal of Real Estate Literature, Taylor & Francis Journals, volume 22, issue 1, pages 83-99, January, DOI: 10.1080/10835547.2014.12090371.
29. Wendy Nyakabawo & Stephen M. Miller & Mehmet Balcilar & Sonali Das & Rangan Gupta, 2013, "Temporal Causality between House Prices and Output in the U. S.: A Bootstrap Rolling-Window Approach," Working Papers, University of Pretoria, Department of Economics, number 201329, Jul.
    
    • Nyakabawo, Wendy & Miller, Stephen M. & Balcilar, Mehmet & Das, Sonali & Gupta, Rangan, 2015, "Temporal causality between house prices and output in the US: A bootstrap rolling-window approach," The North American Journal of Economics and Finance, Elsevier, volume 33, issue C, pages 55-73, DOI: 10.1016/j.najef.2015.03.001.
    • Wendy Nyakabawo & Stephen M. Miller & Mehmet Balcilar & Sonali Das & Rangan Gupta, 2013, "Temporal Causality between House Prices and Output in the U.S.: A Bootstrap Rolling-Window Approach," Working papers, University of Connecticut, Department of Economics, number 2013-14, Jun.
30. Janneke Dlamini & Mehmet Balcilar & Rangan Gupta & Roula Inglesi-Lotz, 2013, "Revisiting the Causality between Electricity Consumption and Economic Growth in South Africa: A Bootstrap Rolling-Window Approach," Working Papers, University of Pretoria, Department of Economics, number 201330, Jul.
    
    • Janneke Dlamini & Mehmet Balcilar & Rangan Gupta & Roula Inglesi-Lotz, 2015, "Revisiting the causality between electricity consumption and economic growth in South Africa: a bootstrap rolling-window approach," International Journal of Economic Policy in Emerging Economies, Inderscience Enterprises Ltd, volume 8, issue 2, pages 169-190.
31. Kirsten Thompson & Renee van Eyden & Rangan Gupta, 2013, "Identifying a financial conditions index for South Africa," Working Papers, University of Pretoria, Department of Economics, number 201333, Jul.
32. Rangan Gupta & Lardo Stander, 2013, "Social Status, Inflation and Endogenous Growth in a Cash-in-Advance Economy: A Reconsideration," Working Papers, University of Pretoria, Department of Economics, number 201336, Jul.
33. Roula Inglesi-Lotz & Tsangyao Chang & Rangan Gupta, 2013, "Causality between Research Output and Economic Growth in BRICS," Working Papers, University of Pretoria, Department of Economics, number 201337, Jul.
    
    • Roula Inglesi-Lotz & Tsangyao Chang & Rangan Gupta, 2015, "Causality between research output and economic growth in BRICS," Quality & Quantity: International Journal of Methodology, Springer, volume 49, issue 1, pages 167-176, January, DOI: 10.1007/s11135-013-9980-8.
34. Rangan Gupta & Shawkat Hammoudeh & Won Joong Kim & Beatrice D. Simo-Kengne, 2013, "Forecasting China’s Foreign Exchange Reserves Using Dynamic Model Averaging: The Role of Macroeconomic Fundamentals, Financial Stress and Economic Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 201338, Aug.
    
    • Gupta, Rangan & Hammoudeh, Shawkat & Kim, Won Joong & Simo-Kengne, Beatrice D., 2014, "Forecasting China's foreign exchange reserves using dynamic model averaging: The roles of macroeconomic fundamentals, financial stress and economic uncertainty," The North American Journal of Economics and Finance, Elsevier, volume 28, issue C, pages 170-189, DOI: 10.1016/j.najef.2014.02.003.
35. Ahdi N. Ajmi & Goodness C. Aye & Mehmet Balcilar & Rangan Gupta, 2013, "Causality between Exports and Economic Growth in South Africa: Evidence from Linear and Nonlinear Tests," Working Papers, University of Pretoria, Department of Economics, number 201339, Aug.
    
    • Ahdi N. Ajmi & Goodness C. Aye & Mehmet Balcilar & Rangan Gupta, 2015, "Causality between exports and economic growth in South Africa: evidence from linear and nonlinear tests," Journal of Developing Areas, Tennessee State University, College of Business, volume 49, issue 2, pages 163-181, April-Jun.
36. Wendy N. Cowan & Tsangyao Chang & Roula Inglesi-Lotz & Rangan Gupta, 2013, "The nexus of electricity consumption, economic growth and CO2 emissions in the BRICS countries," Working Papers, University of Pretoria, Department of Economics, number 201340, Aug.
    
    • Cowan, Wendy N. & Chang, Tsangyao & Inglesi-Lotz, Roula & Gupta, Rangan, 2014, "The nexus of electricity consumption, economic growth and CO2 emissions in the BRICS countries," Energy Policy, Elsevier, volume 66, issue C, pages 359-368, DOI: 10.1016/j.enpol.2013.10.081.
37. Janneke Dlamini & Mehmet Balcilar & Rangan Gupta & Roula Inglesi-Lotz, 2013, "Revisiting the Causal Relationship between Energy Consumption and Economic Growth in South Africa: Evidence from a Bootstrap Rolling Window Approach," Working Papers, University of Pretoria, Department of Economics, number 201341, Aug.
38. Goodness C. Aye & Pami Dua & Rangan Gupta, 2013, "Forecasting Indian Macroeconomic Variables Using Medium-Scale VAR Models," Working Papers, University of Pretoria, Department of Economics, number 201342, Aug.
39. Beatrice D. Simo-Kengne & Stephen M. Miller & Rangan Gupta, 2013, "Evolution of Monetary Policy in the US: The Role of Asset Prices," Working Papers, University of Pretoria, Department of Economics, number 201343, Aug.
    
    • Beatrice D. Simo-Kengne & Stephen M. Miller & Rangan Gupta, 2013, "Evolution of Monetary Policy in the US: The Role of Asset Prices," Working papers, University of Connecticut, Department of Economics, number 2013-20, Aug, revised Dec 2013.
40. Goodness C. Aye & Mehmet Balcilar & John P. Dunne & Rangan Gupta & Renee van Eyden, 2013, "Military Expenditure, Economic Growth and Structural Instability: A Case Study of South Africa," Working Papers, University of Pretoria, Department of Economics, number 201344, Aug.
    
    • Goodness C. Aye & Mehmet Balcilar & John P. Dunne & Rangan Gupta & Rene� van Eyden, 2014, "Military expenditure, economic growth and structural instability: a case study of South Africa," Defence and Peace Economics, Taylor & Francis Journals, volume 25, issue 6, pages 619-633, December, DOI: 10.1080/10242694.2014.886432.
41. Xiao-lin Li & Mehmet Balcilar & Rangan Gupta & Tsangyao Chang, 2013, "The Causal Relationship between Economic Policy Uncertainty and Stock Returns in China and India: Evidence from a Bootstrap Rolling-Window Approach," Working Papers, University of Pretoria, Department of Economics, number 201345, Aug.
    
    • Xiao-lin Li & Mehmet Balcilar & Rangan Gupta & Tsangyao Chang, 2016, "The Causal Relationship Between Economic Policy Uncertainty and Stock Returns in China and India: Evidence from a Bootstrap Rolling Window Approach," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 52, issue 3, pages 674-689, March, DOI: 10.1080/1540496X.2014.998564.
42. Annari de Waal & Renee van Eyden & Rangan Gupta, 2013, "Do we need a global VAR model to forecast inflation and output in South Africa?," Working Papers, University of Pretoria, Department of Economics, number 201346, Aug.
    
    • Annari De Waal & Rene頖an Eyden & Rangan Gupta, 2015, "Do we need a global VAR model to forecast inflation and output in South Africa?," Applied Economics, Taylor & Francis Journals, volume 47, issue 25, pages 2649-2670, May, DOI: 10.1080/00036846.2015.1008769.
43. Goodness C. Aye & Stephen M. Miller & Rangan Gupta & Mehmet Balcilar, 2013, "Forecasting the US Real Private Residential Fixed Investment Using Large Number of Predictors," Working Papers, University of Pretoria, Department of Economics, number 201348, Aug.
    
    • Goodness C. Aye & Stephen M. Miller & Rangan Gupta & Mehmet Balcilar, 2016, "Forecasting US real private residential fixed investment using a large number of predictors," Empirical Economics, Springer, volume 51, issue 4, pages 1557-1580, December, DOI: 10.1007/s00181-015-1059-z.
    • Goodness C. Aye & Rangan Gupta & Stephen M. Miller & Mehmet Balcilar, 2014, "Forecasting US Real Private Residential Fixed Investment Using a Large Number of Predictors," Working papers, University of Connecticut, Department of Economics, number 2014-10, May.
44. Nicholas Apergis & Beatrice D. Simo-Kengne & Rangan Gupta & Tsangyao Chang, 2013, "The Dynamic Relationship between House Prices and Output: Evidence from US Metropolitan Statistical Areas," Working Papers, University of Pretoria, Department of Economics, number 201349, Jun.
45. Roula Inglesi-Lotz & Mehmet Balcilar & Rangan Gupta, 2013, "Time-Varying Causality between Research Output and Economic Growth in the US," Working Papers, University of Pretoria, Department of Economics, number 201350, Aug.
    
    • Roula Inglesi-Lotz & Mehmet Balcilar & Rangan Gupta, 2014, "Time-varying causality between research output and economic growth in US," Scientometrics, Springer;Akadémiai Kiadó, volume 100, issue 1, pages 203-216, July, DOI: 10.1007/s11192-014-1257-z.
46. Adnen Ben Nasr & Ahdi N. Ajmi & Rangan Gupta, 2013, "Modeling the Volatility of the Dow Jones Islamic Market World Index Using a Fractionally Integrated Time Varying GARCH (FITVGARCH) Model," Working Papers, University of Pretoria, Department of Economics, number 201357, Sep.
    
    • Adnen Ben Nasr & Ahdi Noomen Ajmi & Rangan Gupta, 2014, "Modelling the volatility of the Dow Jones Islamic Market World Index using a fractionally integrated time-varying GARCH (FITVGARCH) model," Applied Financial Economics, Taylor & Francis Journals, volume 24, issue 14, pages 993-1004, July, DOI: 10.1080/09603107.2014.920476.
47. Ahdi N. Ajmi & Goodness C. Aye & Mehmet Balcilar & Ghassen El Montasser & Rangan Gupta, 2013, "Causality between US Economic Policy and Equity Market Uncertainties: Evidence from Linear and Nonlinear Tests," Working Papers, University of Pretoria, Department of Economics, number 201358, Sep.
    
    • Ahdi Noomen Ajmi & Goodness C. Aye & Mehmet Balcilar & Ghassen El Montasser & Rangan Gupta, 2015, "Causality between US economic policy and equity market uncertainties: Evidence from linear and nonlinear tests," Journal of Applied Economics, Universidad del CEMA, volume 18, pages 225-246, November.
    • Ahdi Noomen Ajmi & Goodness C. Aye & Mehmet Balcilar & Ghassen El Montasser & Rangan Gupta, 2015, "Causality Between Us Economic Policy and Equity Market Uncertainties: Evidence from Linear and Nonlinear Tests," Journal of Applied Economics, Taylor & Francis Journals, volume 18, issue 2, pages 225-246, November, DOI: 10.1016/S1514-0326(15)30010-6.
48. Christophe Andre & Luis A. Gil-Alana & Rangan Gupta, 2013, "Comovement in Euro Area Housing Prices: A Fractional Cointegration Approach," Working Papers, University of Pretoria, Department of Economics, number 201359, Sep.
    
    • Rangan Gupta & Christophe André & Luis Gil-Alana, 2015, "Comovement in Euro area housing prices: A fractional cointegration approach," Urban Studies, Urban Studies Journal Limited, volume 52, issue 16, pages 3123-3143, December, DOI: 10.1177/0042098014555629.
49. Ahdi N. Ajmi & Rangan Gupta & Patrick T. Kanda, 2013, "Causality between Economic Policy Uncertainty across Countries: Evidence from Linear and Nonlinear Tests," Working Papers, University of Pretoria, Department of Economics, number 201361, Oct.
50. Goodness C. Aye & Rangan Gupta, 2013, "Forecasting Real House Price of the U.S.: An Analysis Covering 1890 to 2012," Working Papers, University of Pretoria, Department of Economics, number 201362, Oct.
51. Mehmet Balcilar & Renee van Eyden & Roula Inglesi-Lotz & Rangan Gupta, 2013, "Time-Varying Linkages between Tourism Receipts and Economic Growth in South Africa," Working Papers, University of Pretoria, Department of Economics, number 201363, Oct.
    
    • Mehmet Balcilar & Rene頶an Eyden & Roula Inglesi-Lotz & Rangan Gupta, 2014, "Time-varying linkages between tourism receipts and economic growth in South Africa," Applied Economics, Taylor & Francis Journals, volume 46, issue 36, pages 4381-4398, December, DOI: 10.1080/00036846.2014.957445.
52. Goodness C. Aye & Rangan Gupta & Prudence S. Moyo & Nehrunaman Pillay, 2013, "Testing the Impact of Exchange Rate Uncertainty on Exports in South Africa," Working Papers, University of Pretoria, Department of Economics, number 201367, Nov.
53. Goodness C. Aye & Vincent Dadam & Rangan Gupta & Bonginkosi Mamba, 2013, "Oil Price Uncertainty and Manufacturing Production in South Africa," Working Papers, University of Pretoria, Department of Economics, number 201368, Nov.
54. Tsangyao Chang & Frederick W. Deale & Rangan Gupta & Roulof Hefer & Roula Inglesi-Lotz & Beatrice D. Simo-Kengne, 2013, "The causal relationship between coal consumption and economic growth in the BRICS countries: Evidence from panel Granger causality tests," Working Papers, University of Pretoria, Department of Economics, number 201369, Nov.
55. Tsangyao Chang & Rangan Gupta & Roula Inglesi-Lotz & Lilian S. Masabala & Beatrice D. Simo-Kengne & Jaco P. Weideman, 2013, "The causal relationship between natural gas consumption and economic growth: Evidence from the G7 countries," Working Papers, University of Pretoria, Department of Economics, number 201370, Nov.
    
    • Tsangyao Chang & Rangan Gupta & Roula Inglesi-Lotz & Masabala & Simo-Kengne & Weideman, 2016, "The causal relationship between natural gas consumption and economic growth: evidence from the G7 countries," Applied Economics Letters, Taylor & Francis Journals, volume 23, issue 1, pages 38-46, January, DOI: 10.1080/13504851.2015.1047085.
56. Tsangyao Chang & Olorato Gadinabokao & Rangan Gupta & Roula Inglesi-Lotz & Pervan Kanniah & Beatrice D. Simo-Kengne, 2013, "Panel Granger causality between oil consumption and GDP: Evidence from the BRICS countries," Working Papers, University of Pretoria, Department of Economics, number 201371, Nov.
    
    • T. Chang & O.A. Gadinabokao & R. Gupta & R. Inglesi-Lotz & P. Kanniah & B.D. Simo-Kengne, 2015, "Panel Granger causality between oil consumption and GDP: evidence from BRICS countries," International Journal of Sustainable Economy, Inderscience Enterprises Ltd, volume 7, issue 1, pages 30-41.
57. Tsangyao Chang & Rangan Gupta & Roula Inglesi-Lotz & Beatrice D. Simo-Kengne & Devon Smithers & Amy B. Trembling, 2013, "The causal relationship between renewable energy consumption and economic growth: Evidence from the G7 countries," Working Papers, University of Pretoria, Department of Economics, number 201372, Nov.
58. Tsangyao Chang & Fabrice Gatwabuyege & Rangan Gupta & Roula Inglesi-Lotz & Nangamso C. Manjezi & Beatrice D. Simo-Kengne, 2013, "Causal relationship between nuclear energy consumption and economic growth in the G6 countries: Evidence from panel Granger causality tests," Working Papers, University of Pretoria, Department of Economics, number 201373, Nov.
59. Luis A. Gil-Alana & Rangan Gupta, 2013, "Persistence and Cycles in Historical Oil Prices Data," Working Papers, University of Pretoria, Department of Economics, number 201375, Nov.
    
    • Gil-Alana, Luis A. & Gupta, Rangan, 2014, "Persistence and cycles in historical oil price data," Energy Economics, Elsevier, volume 45, issue C, pages 511-516, DOI: 10.1016/j.eneco.2014.08.018.
60. Tsangyao Chang & Wen-Chi Liu & Goodness C. Aye & Rangan Gupta, 2013, "Are there Housing Bubbles in South Africa? Evidence from SPSM-Based Panel KSS Test with a Fourier Function," Working Papers, University of Pretoria, Department of Economics, number 201377, Nov.
    
    • Tsangyao Chang & Wen-Chi Liu & Goodness C. Aye & Rangan Gupta, 2016, "Are there housing bubbles in South Africa? Evidence from SPSM-based panel KSS test with a Fourier function," Global Business and Economics Review, Inderscience Enterprises Ltd, volume 18, issue 5, pages 517-532.
61. Ghassen El Montasser & Ahdi N. Ajmi & Tsangyao Chang & Beatrice D. Simo-Kengne & Christophe Andre & Rangan Gupta, 2013, "Cross-Country Evidence On The Causal Relationship Between Policy Uncertainty And House Prices," Working Papers, University of Pretoria, Department of Economics, number 201380, Dec.
62. Rangan Gupta & Shawkat Hammoudeh & Beatrice D. Simo-Kengne & Soodabeh Sarafrazi, 2013, "Can the Sharia-Based Islamic Stock Market Returns be Forecasted Using Large Number of Predictors and Models?," Working Papers, University of Pretoria, Department of Economics, number 201381, Dec.
    
    • Rangan Gupta & Shawkat Hammoudeh & Beatrice D. Simo-Kengne & Soodabeh Sarafrazi, 2014, "Can the Sharia-based Islamic stock market returns be forecasted using large number of predictors and models?," Applied Financial Economics, Taylor & Francis Journals, volume 24, issue 17, pages 1147-1157, September, DOI: 10.1080/09603107.2014.924296.
63. Rangan Gupta & Luis A. Gil-Alana & OlaOluwa S. Yaya, 2013, "Does Sunspot Numbers Cause Global Temperatures? Evidence from a Frequency Domain Causality Test," Working Papers, University of Pretoria, Department of Economics, number 201382, Dec.
    
    • Rangan Gupta & Luis A. Gil-Alana & Olaoluwa S. Yaya, 2015, "Do sunspot numbers cause global temperatures? Evidence from a frequency domain causality test," Applied Economics, Taylor & Francis Journals, volume 47, issue 8, pages 798-808, February, DOI: 10.1080/00036846.2014.980575.
64. Kirsten Thompson & Renee van Eyden & Rangan Gupta, 2013, "Testing the Out-of-Sample Forecasting Ability of a Financial Conditions Index for South Africa," Working Papers, University of Pretoria, Department of Economics, number 201383, Dec.
    
    • Kirsten Thompson & Reneé van Eyden & Rangan Gupta, 2015, "Testing the Out-of-Sample Forecasting Ability of a Financial Conditions Index for South Africa," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 51, issue 3, pages 486-501, May, DOI: 10.1080/1540496X.2015.1025664.
65. Saban Nazlioglu & Shawkat Hammoudeh & Rangan Gupta, 2013, "Volatility Transmission between Islamic and Conventional Equity Markets: Evidence from Causality-in-Variance Test," Working Papers, University of Pretoria, Department of Economics, number 201384, Dec.
    
    • Saban Nazlioglu & Shawkat Hammoudeh & Rangan Gupta, 2015, "Volatility transmission between Islamic and conventional equity markets: evidence from causality-in-variance test," Applied Economics, Taylor & Francis Journals, volume 47, issue 46, pages 4996-5011, October, DOI: 10.1080/00036846.2015.1039705.
66. Marcos Álvarez-Díaz & Shawkat Hammoudeh & Rangan Gupta, 2013, "Detecting Predictable Non-linear Dynamics in Dow Jones Industrial Average and Dow Jones Islamic Market Indices using Nonparametric Regressions," Working Papers, University of Pretoria, Department of Economics, number 201385, Dec.
67. Ghassen El Montasser & Roula Inglesi-Lotz & Rangan Gupta, 2013, "Convergence of Greenhouse Gas Emissions among G7 Countries," Working Papers, University of Pretoria, Department of Economics, number 201386, Dec.
    
    • Ghassen El-Montasser & Roula Inglesi-Lotz & Rangan Gupta, 2015, "Convergence of greenhouse gas emissions among G7 countries," Applied Economics, Taylor & Francis Journals, volume 47, issue 60, pages 6543-6552, December, DOI: 10.1080/00036846.2015.1080809.
68. Mohamed El Hedi Arouri & Shawkat Hammoudeh & Amine Lahiani & Duc Khuong Nguyen, 2013, "Long memory and structural breaks in modeling the return and volatility dynamics of precious metals," Working Papers, HAL, number hal-00798033, Mar.
    
    • Arouri, Mohamed El Hedi & Hammoudeh, Shawkat & Lahiani, Amine & Nguyen, Duc Khuong, 2012, "Long memory and structural breaks in modeling the return and volatility dynamics of precious metals," The Quarterly Review of Economics and Finance, Elsevier, volume 52, issue 2, pages 207-218, DOI: 10.1016/j.qref.2012.04.004.
69. Mohamed El Hedi Arouri & Shawkat Hammoudeh & Amine Lahiani & Duc Khuong Nguyen, 2013, "On the short- and long-run efficiency of energy and precious metal markets," Working Papers, HAL, number hal-00798036, Mar.
    
    • Arouri, Mohamed El Hedi & Hammoudeh, Shawkat & Lahiani, Amine & Nguyen, Duc Khuong, 2013, "On the short- and long-run efficiency of energy and precious metal markets," Energy Economics, Elsevier, volume 40, issue C, pages 832-844, DOI: 10.1016/j.eneco.2013.10.004.
70. Esteves, Rui & Jalles, Joao Tovar, 2013, "Like Father like Sons? The Cost of Sovereign Defaults In Reduced Credit to the Private Sector," CEPR Discussion Papers, Centre for Economic Policy Research, number 9303, Jan.
    
    • Rui Esteves & João Tovar Jalles, 2016, "Like Father Like Sons? The Cost of Sovereign Defaults in Reduced Credit to the Private Sector," Journal of Money, Credit and Banking, Blackwell Publishing, volume 48, issue 7, pages 1515-1545, October, DOI: 10.1111/jmcb.12341.
71. Afonso, António & Jalles, João Tovar, 2013, "Fiscal composition and long-term growth," Working Paper Series, European Central Bank, number 1518, Mar.
    
    • Ant Afonso & João Tovar Jalles, 2014, "Fiscal composition and long-term growth," Applied Economics, Taylor & Francis Journals, volume 46, issue 3, pages 349-358, January, DOI: 10.1080/00036846.2013.848030.
72. Jorge Braga de Macedo & Luis Brites Pereira & Joaquim Oliveira Martins & João Tovar Jalles, 2013, "Globalization, Democracy and Development," NBER Working Papers, National Bureau of Economic Research, Inc, number 19575, Oct.
73. Irfan Akbar Kazi & Suzanne Salloy, 2013, "Contagion effect due to Lehman Brothers’ bankruptcy and the global financial crisis - From the perspective of the Credit Default Swaps’ G14 dealers," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2013-6.
    
    • Suzanne Salloy & Irfan Akbar Kazi, 2013, "Contagion effect due to Lehman Brothers’ bankruptcy and the global financial crisis: From the perspective of the Credit Default Swaps’ G14 dealers," Erudite Working Paper, Erudite, number 2013-02.
    • Irfan Akbar Kazi & Suzanne Salloy, 2013, "Contagion effect due to Lehman Brothers’ bankruptcy and the global financial crisis - From the perspective of the Credit Default Swaps’ G14 dealers," Working Papers, HAL, number hal-04141216.
74. Cuong Le Van & Tu Anh Nguyen & Tran Dinh Tuan, 2013, "Saving Rate, Total Factor Productivity and Growth Process for Developing Countries," Working Papers, Development and Policies Research Center (DEPOCEN), Vietnam, number 155.
    
    • Cuong Le Van & Tu Anh Nguyen & Tran Dinh Tuan, 2014, "Saving Rate, Total Factor Productivity and Growth Process for Developing Countries," Working Papers, Department of Research, Ipag Business School, number 2014-424, Jan.
75. Robert Becker & Stefano Bosi & Cuong Le Van & Thomas Seegmuller, 2013, "On existence, effciency and bubbles of Ramsey equilibrium with borrowing constraints," Working Papers, Development and Policies Research Center (DEPOCEN), Vietnam, number 165.
    
    • Robert Becker & Stefano Bosi & Cuong Le Van & Thomas Seegmuller, 2012, "On existence, efficiency and bubbles of Ramsey equilibrium with borrowing constraints," CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, number 2012-001, Feb.
    • Robert Becker & Stefano Bosi & Cuong Le Van & Thomas Seegmuller, 2013, "On existence, efficiency and bubbles of Ramsey equilibrium with borrowing constraints," Working Papers, Department of Research, Ipag Business School, number 2013-4, Jan.
76. Stefano Bosi & Patrice Fontaine & Cuong Le Van, 2013, "Equilibrium existence in the international asset and good markets," Working Papers, Development and Policies Research Center (DEPOCEN), Vietnam, number 166.
    
    • Stefano Bosi & Patrice Fontaine & Cuong Le Van, 2013, "Equilibrium existence in the international asset and good markets," Working Papers, Department of Research, Ipag Business School, number 2013-3, Jan.
77. Alain Ayong Le Kama & Thai Ha Huy & Coung Le Van & Katheline Schubert, 2013, "A Never-decisive and Anonymous Criterion for Optimal Growth Models," Working Papers, Department of Research, Ipag Business School, number 2013-2, Jan.
    
    • Alain Ayong Le Kama & Thai Ha-Huy & Cuong Le Van & Katheline Schubert, 2014, "A never-decisive and anonymous criterion for optimal growth models," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 55, issue 2, pages 281-306, February, DOI: 10.1007/s00199-013-0759-x.
    • Alain Ayong Le Kama & Ha-Huy Thai & Cuong Le Van & Katheline Schubert, 2014, "A never-decisive and anonymous criterion for optimal growth models," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-01044568, Feb, DOI: 10.1007/s00199-013-0759-x.
    • Alain Ayong Le Kama & Ha-Huy Thai & Cuong Le Van & Katheline Schubert, 2014, "A never-decisive and anonymous criterion for optimal growth models," Post-Print, HAL, number hal-01044568, Feb, DOI: 10.1007/s00199-013-0759-x.
78. Selim Mankaï & Aymen Belgacem, 2013, "Interactions Between Risk-Taking, Capital, and Reinsurance for Property-Liability Insurance Firms," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2013-23.
    
    • Selim Mankaï & Aymen Belgacem, 2016, "Interactions Between Risk Taking, Capital, and Reinsurance for Property–Liability Insurance Firms," Journal of Risk & Insurance, The American Risk and Insurance Association, volume 83, issue 4, pages 1007-1043, December.
    • Selim Mankaï & Aymen Belgacem, 2016, "Interactions Between Risk Taking, Capital, and Reinsurance for Property-Liability Insurance Firms," Post-Print, HAL, number hal-03529829, Dec, DOI: 10.1111/jori.12080.
    • Selim Mankai & Aymen Belgacem, 2013, "Interactions Between Risk-Taking, Capital, and Reinsurance for Property-Liability Insurance Firms," Working Papers, HAL, number hal-04141190.
    • Selim Mankaï & Aymen Belgacem, 2014, "Interactions Between Risk-Taking, Capital, and Reinsurance for Property- Liability Insurance Firms," Working Papers, Department of Research, Ipag Business School, number 2014-154, Jan.
79. Frédéric Demerens & Dorra Najar & Jean-Louis Paré & Jean Redis, 2013, "Typology of stock market offenses in France: An analysis of sanctions by the AMF since 2006," Post-Print, HAL, number hal-00992928, May.
    
    • Frédéric Demerens & Dorra Najar & Jean Louis Paré & Jean Redis, 2014, "Typology of stock market offenses in France: An analysis of sanctions by the AMF since 2006," Working Papers, Department of Research, Ipag Business School, number 2014-72, Jan.
80. Nguyen, Anh & Nguyen, Mai & Doan, Hung, 2013, "The Viet Nam National Innovation System: A Diagnostic Review," MPRA Paper, University Library of Munich, Germany, number 58712, May.
81. Quang NGUYEN & Marie Claire VILLEVAL & Hui XU, 2013, "Trust and Trustworthiness Under The Prospect Theory and Quasi-Hyperbolic Preferences: A Field Experiment in Vietnam," Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Social Sciences, Economic Growth Centre, number 1301, Jan.
82. Frédéric Loss & Gwanaël Piaser, 2013, "Linear Prices Equilibria and Nonexclusive Insurance Market," Working Papers, HAL, number hal-00870113, Oct.
    
    • Frédéric Loss & Gwenaël Piaser, 2014, "Linear Prices Equilibria and Nonexclusive Insurance Market," Working Papers, Department of Research, Ipag Business School, number 2014-42, Jan.
83. Mohamed El Hedi Arouri & Christophe Rault & Robert Sova & Anamaria Sova, 2013, "Market Structure and the Cost of Capital," CESifo Working Paper Series, CESifo, number 4097.
    
    • El Hedi Arouri, Mohamed & Rault, Christophe & Sova, Anamaria & Sova, Robert & Teulon, Frédéric, 2013, "Market structure and the cost of capital," Economic Modelling, Elsevier, volume 31, issue C, pages 664-671, DOI: 10.1016/j.econmod.2013.01.004.
    • Mohamed El Hedi Arouri & Christophe Rault & Ana Maria Sova & Robert Sova & Frédéric Teulon, 2013, "Market Structure and the Cost of Capital," Working Papers, HAL, number hal-00798048, Mar.
84. Frédéric Marty & Tran-Phuong Tra, 2013, "Le bouclage financier des contrats de partenariats public-privé: La préservation de la soutenabilité budgétaire au détriment du partage optimal des risques ?," Post-Print, HAL, number halshs-00827203, May.
85. Sibbertsen, Philipp & Wegener, Christoph & Basse, Tobias, 2013, "Testing for a Break in the Persistence in Yield Spreads of EMU Government Bonds," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-517, Aug.
    
    • Sibbertsen, Philipp & Wegener, Christoph & Basse, Tobias, 2014, "Testing for a break in the persistence in yield spreads of EMU government bonds," Journal of Banking & Finance, Elsevier, volume 41, issue C, pages 109-118, DOI: 10.1016/j.jbankfin.2014.01.003.

2012

1. Yochanan Altman & Yehuda Baruch, 2012, "Global self-initiated corporate expatriate careers: a new era in international assignments?," Post-Print, HAL, number hal-00809493, DOI: 10.1108/00483481211200051.
2. Matteo Bonato & Massimiliano Caporin & Angelo Ranaldo, 2012, "Risk spillovers in international equity portfolios," Working Papers, Swiss National Bank, number 2012-03.
   
   • Bonato, Matteo & Caporin, Massimiliano & Ranaldo, Angelo, 2013, "Risk spillovers in international equity portfolios," Journal of Empirical Finance, Elsevier, volume 24, issue C, pages 121-137, DOI: 10.1016/j.jempfin.2013.09.005.
   • Bonato, Mateo & Caporin, Massimiliano & Ranaldo, Angelo, 2012, "Risk Spillovers in International Equity Portfolios," Working Papers on Finance, University of St. Gallen, School of Finance, number 1214, Feb.
3. Bonato, Matteo & Caporin, Massimiliano & Ranaldo, Angelo, 2012, "Forecasting Realized (Co)Variances with a Bloc Structure Wishart Autoregressive Model," Working Papers on Finance, University of St. Gallen, School of Finance, number 1211, Nov.
   
   • Matteo Bonato & Massimiliano Caporin & Angelo Ranaldo, 2009, "Forecasting realized (co)variances with a block structure Wishart autoregressive model," Working Papers, Swiss National Bank, number 2009-03.
4. Alain Chateauneuf & José Heleno Faro, 2012, "On the confidence preferences model," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00685409, Feb, DOI: 10.1016/j.fss.2011.08.002.
   
   • Alain Chateauneuf & José Heleno Faro, 2012, "On the confidence preferences model," Post-Print, HAL, number hal-00685409, Feb, DOI: 10.1016/j.fss.2011.08.002.
   • Alain Chateauneuf & José Heleno Faro, 2012, "On the confidence preferences model," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-00685409, Feb, DOI: 10.1016/j.fss.2011.08.002.
5. Aloisio Araujo & Alain Chateauneuf & José Heleno Faro, 2012, "Pricing rules and Arrow-Debreu ambiguous valuation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00685413, Jan, DOI: 10.1007/s00199-011-0660-4.
   
   • Aloisio Araujo & Alain Chateauneuf & José Faro, 2012, "Pricing rules and Arrow–Debreu ambiguous valuation," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 49, issue 1, pages 1-35, January, DOI: 10.1007/s00199-011-0660-4.
   • Aloisio Araujo & Alain Chateauneuf & José Heleno Faro, 2012, "Pricing rules and Arrow-Debreu ambiguous valuation," Post-Print, HAL, number hal-00685413, Jan, DOI: 10.1007/s00199-011-0660-4.
   • Aloisio Araujo & Alain Chateauneuf & José Heleno Faro, 2012, "Pricing rules and Arrow-Debreu ambiguous valuation," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-00685413, Jan, DOI: 10.1007/s00199-011-0660-4.
6. Beatrice D. Simo - Kengne & Mehmet Balcilar & Rangan Gupta & Monique Reid & Goodness C. Aye, 2012, "Is the relationship between monetary policy and house prices asymmetric in South Africa? Evidence from a Markov-Switching Vector Autoregressive mode," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-26.
   
   • Beatrice D. Simo-Kengne & Mehmet Balcilar & Rangan Gupta & Monique Reid & Goodness C. Aye, 2012, "Is The Relationship Between Monetary Policy And House Prices Asymmetric In South Africa? Evidence From A Markov-Switching Vector Autoregressive Model," Working Papers, University of Pretoria, Department of Economics, number 201222, Jul.
   • Beatrice D. Simo - Kengne & Mehmet Balcilar & Rangan Gupta & Monique Reid & Goodness C. Aye, 2012, "Is the relationship between monetary policy and house prices asymmetric in South Africa? Evidence from a Markov-Switching Vector Autoregressive mode," Working Papers, Stellenbosch University, Department of Economics, number 14/2012.
7. Mehmet Balcilar & Rangan Gupta & Stephen M. Miller, 2012, "The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-27.
   
   • Mehmet Balcilar & Rangan Gupta & Stephen M. Miller, 2015, "The out-of-sample forecasting performance of nonlinear models of regional housing prices in the US," Applied Economics, Taylor & Francis Journals, volume 47, issue 22, pages 2259-2277, May, DOI: 10.1080/00036846.2015.1005814.
   • Mehmet Balcilar & Rangan Gupta & Stephen M. Miller, 2012, "The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US," Working Papers, University of Nevada, Las Vegas , Department of Economics, number 1209, Aug.
   • Mehmet Balcilar & Rangan Gupta & Stephen M. Miller, 2012, "The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US," Working Papers, University of Pretoria, Department of Economics, number 201226, Aug.
   • Mehmet Balcilar & Rangan Gupta & Stephen M. Miller, 2012, "The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US," Working papers, University of Connecticut, Department of Economics, number 2012-12, Aug.
8. Mehmet Balcilar & Rangan Gupta & Anandamayee Majumdar & Stephen M. Miller, 2012, "Was the Recent Downturn in US GDP Predictable?," Working Papers, University of Nevada, Las Vegas , Department of Economics, number 1210, Dec.
   
   • Mehmet Balcilar & Rangan Gupta & Anandamayee Majumdar & Stephen M. Miller, 2012, "Was the Recent Downturn in US GDP Predictable?," Working Papers, University of Pretoria, Department of Economics, number 201230, Oct.
   • Mehmet Balcilar & Rangan Gupta & Anandamayee Majumdar & Stephen M. Miller, 2012, "Was the Recent Downturn in US GDP Predictable?," Working papers, University of Connecticut, Department of Economics, number 2012-38, Nov, revised Dec 2013.
9. Christophe André & Rangan Gupta & Patrick T. Kanda, 2012, "Do House Prices Impact Consumption and Interest Rate?: Evidence from OECD Countries Using an Agnostic Identification Procedure," OECD Economics Department Working Papers, OECD Publishing, number 947, Mar, DOI: 10.1787/5k9d192klphd-en.
   
   • Christophe Andre & Rangan Gupta & Patrick T. Kanda, 2012, "Do House Prices Impact Consumption and Interest Rate? Evidence from OECD Countries using an Agnostic Identification Procedure," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot, Berlin, volume 58, issue 1, pages 19-70, DOI: 10.3790/aeq.58.1.19.
   • Christophe Andre & Rangan Gupta & Patrick T. Kanda, 2011, "Do House Prices Impact Consumption and Interest Rate? Evidence from OECD Countries using an Agnostic Identification Procedure," Working Papers, University of Pretoria, Department of Economics, number 201118, Sep.
10. Rangan Gupta, 2012, "Should The South African Reserve Bank Respond To Exchange Rate Fluctuations? Evidence From The Cosine-Squared Cepstrum," Working Papers, University of Pretoria, Department of Economics, number 201201, Jan.
11. Goodness C. Aye & Rangan Gupta, 2012, "Are the Effects of Monetary Policy Asymmetric in India? Evidence from a Nonlinear Vector Autoregression Approach," Working Papers, University of Pretoria, Department of Economics, number 201202, Jan.
12. Sonali Das & Rangan Gupta & Patrick T. Kanda & Monique Reid & Christian K. Tipoy & Mulatu F. Zerihun, 2012, "Real Interest Rate Persistence in South Africa: Evidence and Implications," Working Papers, University of Pretoria, Department of Economics, number 201204, Jan.
    
    • Sonali Das & Rangan Gupta & Patrick Kanda & Monique Reid & Christian Tipoy & Mulatu Zerihun, 2014, "Real interest rate persistence in South Africa: evidence and implications," Economic Change and Restructuring, Springer, volume 47, issue 1, pages 41-62, February, DOI: 10.1007/s10644-012-9132-5.
    • Sonali Das & Rangan Gupta & Patrick T. Kanda & Monique Reid & Christian K. Tipoy & Mulatu F. Zerihun, 2012, "Real Interest Rate Persistence in South Africa: Evidence and Implications," Working Papers, Stellenbosch University, Department of Economics, number 17/2012.
13. Rangan Gupta & Roula Inglesi-Lotz, 2012, "Macro Shocks and Real US Stock Prices with Special Focus on the "Great Recession"," Working Papers, University of Pretoria, Department of Economics, number 201208, Feb.
    
    • Rangan GUPTA & Roula INGLESI-LOTZ, 2012, "Macro Shocks and Real US Stock Prices with Special Focus on the “Great Recession”," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 12, issue 2.
14. Goodness C. Aye & Rangan Gupta & Mampho P. Modise, 2012, "Structural Breaks and Predictive Regressions Models of South African Equity Premium," Working Papers, University of Pretoria, Department of Economics, number 201209, Mar.
15. Beatrice D. Simo-Kengne & Rangan Gupta & Manoel Bittencourt, 2012, "THE IMPACT OF HOUSE PRICES ON CONSUMPTION IN SOUTH AFRICA: EVIDENCE FROM PROVINCIAL-LEVEL PANEL VARs," Working Papers, University of Pretoria, Department of Economics, number 201211, Mar.
    
    • Beatrice D. Simo-Kengne & Rangan Gupta & Manoel Bittencourt, 2013, "The Impact of House Prices on Consumption in South Africa: Evidence from Provincial-Level Panel VARs," Housing Studies, Taylor & Francis Journals, volume 28, issue 8, pages 1133-1154, November, DOI: 10.1080/02673037.2013.804492.
16. Rangan Gupta & Monique Reid, 2012, "Macroeconomic Surprises and Stock Returns in South Africa," Working Papers, University of Pretoria, Department of Economics, number 201212, Apr.
    
    • Rangan Gupta & Monique Reid, 2013, "Macroeconomic surprises and stock returns in South Africa," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 30, issue 3, pages 266-282, July, DOI: 10.1108/SEF-Apr-2012-0049.
    • Rangan Gupta & Monique Reid, 2012, "Macroeconomic Surprises and Stock Returns in South Africa," Working Papers, Stellenbosch University, Department of Economics, number 05/2012.
17. Rangan Gupta, 2012, "Forecasting House Prices for the Four Census Regions and the Aggregate US Economy: The Role of a Data-Rich Environment," Working Papers, University of Pretoria, Department of Economics, number 201214, Apr.
18. Vittorio Peretti & Rangan Gupta & Roula Inglesi-Lotz, 2012, "Do House Prices Impact Consumption and Interest Rate in South Africa? Evidence from a Time-Varying Vector Autoregressive Model," Working Papers, University of Pretoria, Department of Economics, number 201216, May.
19. Goodness C. Aye & Samrat Goswami & Rangan Gupta, 2012, "Metropolitan House Prices In India: Do They Converge?," Working Papers, University of Pretoria, Department of Economics, number 201220, Jun.
20. Goodness C. Aye & Rangan Gupta & Mampho P. Modise, 2012, "Do Stock Prices Impact Consumption and Interest Rate in South Africa? Evidence from a Time-Varying Vector Autoregressive Model," Working Papers, University of Pretoria, Department of Economics, number 201224, Aug.
    
    • Goodness C. Aye & Rangan Gupta & Mampho P. Modise, 2015, "Do Stock Prices Impact Consumption and Interest Rate in South Africa? Evidence from a Time-varying Vector Autoregressive Model," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 14, issue 2, pages 176-196, August, DOI: 10.1177/0972652715584267.
21. Beatrice D. Simo-Kengne & Rangan Gupta & Goodness C. Aye, 2012, "House Prices And Balance Of Trade Dynamics In South Africa: Evidence From An Agnostic Identification Procedure," Working Papers, University of Pretoria, Department of Economics, number 201227, Aug.
    
    • Beatrice D. Simo-Kengne & Rangan Gupta & Goodness C. Aye, 2015, "House Prices and Balance of Trade Dynamics in South Africa: Evidence from an Agnostic Identification Procedure," Journal of Housing Research, Taylor & Francis Journals, volume 24, issue 1, pages 107-126, January, DOI: 10.1080/10835547.2015.12092094.
22. Renee van Eyden & Goodness C. Aye & Rangan Gupta, 2012, "Predictive Ability of Competing Models for South Africa’s Fixed Business Non- Residential Investment Spending," Working Papers, University of Pretoria, Department of Economics, number 201229, Oct.
23. Goodness C. Aye & Mehmet Balcilar & Rangan Gupta & Nicholas Kilimani & Amandine Nakumuryango & Siobhan Redford, 2012, "Predicting BRICS Stock Returns Using ARFIMA Models," Working Papers, University of Pretoria, Department of Economics, number 201235, Dec.
    
    • Goodness C. Aye & Mehmet Balcilar & Rangan Gupta & Nicholas Kilimani & Amandine Nakumuryango & Siobhan Redford, 2014, "Predicting BRICS stock returns using ARFIMA models," Applied Financial Economics, Taylor & Francis Journals, volume 24, issue 17, pages 1159-1166, September, DOI: 10.1080/09603107.2014.924297.
24. Shawkat Hammoudeh & Michael McAleer, 2012, "Risk Management and Financial Derivatives: An Overview," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2012-08, Apr.
    
    • Hammoudeh, Shawkat & McAleer, Michael, 2013, "Risk management and financial derivatives: An overview," The North American Journal of Economics and Finance, Elsevier, volume 25, issue C, pages 109-115, DOI: 10.1016/j.najef.2012.06.014.
    • Shawkat Hammoudeh & Michael McAleer, 2012, "Risk Management and Financial Derivatives: An Overview," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 12/10, Apr.
    • Hammoudeh, S.M. & McAleer, M.J., 2012, "Risk Management and Financial Derivatives: An Overview," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2012-14, Apr.
    • Michael McAleer & Shawkat Hammoudeh, 2012, "Risk Management and Financial Derivatives:An Overview," KIER Working Papers, Kyoto University, Institute of Economic Research, number 816, Apr.
25. Afonso, António & Jalles, João Tovar, 2012, "Revisiting fiscal sustainability: panel cointegration and structural breaks in OECD countries," Working Paper Series, European Central Bank, number 1465, Aug.
    
    • António Afonso & João Tovar Jalles, 2012, "Revisiting fiscal sustainability: panel cointegration and structural breaks in OECD countries," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2012/29, Sep.
26. António Afonso & João Tovar Jalles, 2012, "The Fiscal-Growth Nexus," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2012/01, Jan.
27. António Afonso & João Tovar Jalles, 2012, "Fiscal Volatility, Financial Crises and Growth," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2012/06, Jan.
    
    • António Afonso & João Tovar Jalles, 2012, "Fiscal volatility, financial crises and growth," Applied Economics Letters, Taylor & Francis Journals, volume 19, issue 18, pages 1821-1826, December, DOI: 10.1080/13504851.2012.667531.
28. António Afonso & João Tovar Jalles, 2012, "Do fiscal rules matter for growth?," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2012/07, Jan.
    
    • António Afonso & João Tovar Jalles, 2013, "Do fiscal rules matter for growth?," Applied Economics Letters, Taylor & Francis Journals, volume 20, issue 1, pages 34-40, January, DOI: 10.1080/13504851.2012.674198.
29. António Afonso & João Tovar Jalles, 2012, "The cyclicality of education, health, and social security government spending," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2012/30, Sep.
    
    • António Afonso & João Tovar Jalles, 2013, "The cyclicality of education, health, and social security government spending," Applied Economics Letters, Taylor & Francis Journals, volume 20, issue 7, pages 669-672, May, DOI: 10.1080/13504851.2012.730125.
30. Irfan Akbar Kazi & Hakimzadi Wagan & Farhan Akbar, 2012, "The changing international transmission of US monetary policy shocks: is there evidence of contagion effect on OECD countries," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2012-27.
    
    • Irfan akbar Kazi & Hakimzadi Wagan & Farhan Akbar, 2011, "The changing international transmission of us monetary policy shocks: is there evidence of contagion effect on oecd countries," Economics Bulletin, AccessEcon, volume 31, issue 4, pages 1-49.
    • Kazi, Irfan Akbar & Wagan, Hakimzadi & Akbar, Farhan, 2013, "The changing international transmission of U.S. monetary policy shocks: Is there evidence of contagion effect on OECD countries," Economic Modelling, Elsevier, volume 30, issue C, pages 90-116, DOI: 10.1016/j.econmod.2012.07.020.
31. Robert Becker & Stefano Bosi & Cuong Le Van & Thomas Seegmuller, 2012, "On Existence and Bubbles of Ramsey Equilibrium with Borrowing Constraints," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1231, Nov, revised 11 Nov 2012.
    
    • Robert Becker & Stefano Bosi & Cuong Van & Thomas Seegmuller, 2015, "On existence and bubbles of Ramsey equilibrium with borrowing constraints," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 58, issue 2, pages 329-353, February, DOI: 10.1007/s00199-014-0810-6.
    • Robert Becker & Stefano Bosi & Cuong Le Van & Thomas Seegmuller, 2013, "On Existence and Bubbles of Ramsey Equilibrium with Borrowing Constraints," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00793530, Nov, DOI: 10.1007/s00199-014-0810-6.
    • Robert Becker & Stefano Bosi & Cuong Le Van & Thomas Seegmuller, 2014, "On existence and bubbles of Ramsey equilibrium with borrowing constraints," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01020635, Mar.
    • Robert Becker & Stefano Bosi & Cuong Le Van & Thomas Seegmuller, 2014, "On existence and bubbles of Ramsey equilibrium with borrowing constraints," Post-Print, HAL, number halshs-01020635, Mar.
    • Robert Becker & Stefano Bosi & Cuong Le Van & Thomas Seegmuller, 2013, "On Existence and Bubbles of Ramsey Equilibrium with Borrowing Constraints," Working Papers, HAL, number halshs-00793530, Nov, DOI: 10.1007/s00199-014-0810-6.
    • Robert Becker & Stefano Bosi & Cuong Le Van & Thomas Seegmuller, 2014, "On existence and bubbles of Ramsey equilibrium with borrowing constraints," Working Papers, Department of Research, Ipag Business School, number 2014-105, Jan.
    • Robert Becker & Stefano Bosi & Cuong Le Van & Thomas Seegmuller, 2014, "On existence and bubbles of Ramsey equilibrium with borrowing constraints," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 14040, Mar, DOI: 10.1007/s00199-014-0810-6.
32. Aditya Goenka & Cuong Le Van & Manh-Hung Nguyen, 2012, "Existence of competitive equilibrium in an optimal growth model with heterogeneous agents and endogenous leisure," Working Papers, Development and Policies Research Center (DEPOCEN), Vietnam, number 121.
    
    • Goenka, Aditya & Le Van, Cuong & Nguyen, Manh-Hung, 2012, "Existence Of Competitive Equilibrium In An Optimal Growth Model With Heterogeneous Agents And Endogenous Leisure," Macroeconomic Dynamics, Cambridge University Press, volume 16, issue S1, pages 33-51, April.
    • Aditya Goenka & Cuong Le Van & Manh-Hung Nguyen, 2011, "Existence of competitive equilibrium in an optimal growth model with heterogeneous agents and endogenous leisure," Working Papers, Development and Policies Research Center (DEPOCEN), Vietnam, number 110.
    • Cuong Le Van & Manh-Hung Nguyen, 2008, "Existence of competitive equilibrium in an optimal growth model with heterogeneous agents and endogenous leisure," Working Papers, Development and Policies Research Center (DEPOCEN), Vietnam, number 45, Jun.
    • Aditya Goenka & Cuong Le Van & Manh-Hung Nguyen, 2011, "Existence of competitive equilibrium in an optimal growth model with heterogeneous agents and endogenous leisure," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00593945, Apr.
    • Aditya Goenka & Cuong Le Van & Manh-Hung Nguyen, 2011, "Existence of competitive equilibrium in an optimal growth model with heterogeneous agents and endogenous leisure," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00639739, Nov, DOI: 10.1017/S1365100511000587.
    • Aditya Goenka & Cuong Le Van & Manh-Hung Nguyen, 2011, "Existence of competitive equilibrium in an optimal growth model with heterogeneous agents and endogenous leisure," Post-Print, HAL, number halshs-00593945, Apr.
    • Aditya Goenka & Cuong Le Van & Manh-Hung Nguyen, 2011, "Existence of competitive equilibrium in an optimal growth model with heterogeneous agents and endogenous leisure," Post-Print, HAL, number halshs-00639739, Nov, DOI: 10.1017/S1365100511000587.
    • Aditya Goenka & Cuong Le Van & Manh-Hung Nguyen, 2011, "Existence of competitive equilibrium in an optimal growth model with heterogeneous agents and endogenous leisure," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-00639739, Nov, DOI: 10.1017/S1365100511000587.
    • LE VAN Cuong & NGUYEN Manh-Hung, 2008, "Existence of competitive equilibrium in an optimal growth model with heterogeneous agents and endogenous leisure," LERNA Working Papers, LERNA, University of Toulouse, number 08.24.268, Sep.
    • Goenka, Aditya & Le Van, Cuong & Nguyen, Manh-Hung, 2010, "Existence of competitive equilibrium in an optimal growth model with heterogeneous agents and endogenous leisure," LERNA Working Papers, LERNA, University of Toulouse, number 10-24-330, Dec.
    • Aditya Goenka & Cuong Le Van & Manh-Hung Nguyen, 2011, "Existence of competitive equilibrium in an optimal growth model with heterogeneous agents and endogenous leisure," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 11023, Apr, DOI: 10.1017/S1365100511000587.
    • Goenka, Aditya & Le Van, Quang & Nguyen, Manh-Hung, 2010, "Existence of competitive equilibrium in an optimal growth model with heterogeneous agents and endogenous leisure," TSE Working Papers, Toulouse School of Economics (TSE), number 10-211, Dec.
33. Lubica Hikkerova & Jean Paré & Jean Redis & Guillaume Marceau, 2012, "Caractéristiques des entrepreneurs et conception de leurs business plans : le cas des primés au concours du Réseau Entreprendre Paris," Post-Print, HAL, number hal-01763664, DOI: 10.3917/g2000.296.0015.
34. Annabelle Mourougane, 2012, "Promoting SME development in Indonesia," OECD Economics Department Working Papers, OECD Publishing, number 995, Oct, DOI: 10.1787/5k918xk464f7-en.
35. Quang Nguyen & Marie-Claire Villeval & Hui Xu, 2012, "Trust and Trustworthiness under the Prospect Theory: A field experiment in Vietnam," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Etienne (GATE Lyon St-Etienne), Université de Lyon, number 1226.
    
    • Quang Nguyen & Marie Claire Villeval & Hui Xu, 2012, "Trust and Trustworthiness under the Prospect Theory: A field experiment in Vietnam," Working Papers, HAL, number halshs-00730609, Sep.
    • Nguyen, Quang & Villeval, Marie Claire & Xu, Hui, 2012, "Trust and Trustworthiness under the Prospect Theory: A Field Experiment in Vietnam," IZA Discussion Papers, IZA Network @ LISER, number 6851, Sep.
36. Barrieu, Pauline & Bellamy, Nadine & Sahut, Jean-Michel, 2012, "Assessing the costs of protection in a context of switching stochastic regimes," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 42431.
    
    • Pauline Barrieu & Nadine Bellamy & Jean-Michel Sahut, 2012, "Assessing the Costs of Protection in a Context of Switching Stochastic Regimes," Applied Mathematical Finance, Taylor & Francis Journals, volume 19, issue 6, pages 495-511, December, DOI: 10.1080/1350486X.2011.642615.
37. Jacques Arlotto & Jean-Michel Sahut & Frédéric Teulon, 2012, "Comment les entrepreneurs perçoivent les structures d'accompagnement ?," Post-Print, HAL, number hal-00956932.
38. Mehmet Pinar & Thanasis Stengos & Nikolas Topaloglou, 2012, "Measuring human development: a stochastic dominance approach," Working Papers, University of Guelph, Department of Economics and Finance, number 1209.
    
    • Mehmet Pinar & Thanasis Stengos & Nikolas Topaloglou, 2013, "Measuring human development: a stochastic dominance approach," Journal of Economic Growth, Springer, volume 18, issue 1, pages 69-108, March, DOI: 10.1007/s10887-012-9083-8.
    • Mehmet Pinar & Thanasis Stengos & Nikolas Topaloglou, 2012, "Measuring Human Development: A Stochastic Dominance Approach," Working Paper series, Rimini Centre for Economic Analysis, number 42_12, Jun.
39. Ian Coxhead & Vu Hoang Linh & Le Dong Tam, 2012, "Global market shocks and poverty in Vietnam: the case of rice," Working Papers, Development and Policies Research Center (DEPOCEN), Vietnam, number 148.
    
    • Ian Coxhead & Vu Hoang Linh & Le Dong Tam, 2012, "Global market shocks and poverty in Vietnam: the case of rice," Agricultural Economics, International Association of Agricultural Economists, volume 43, issue 5, pages 575-592, September, DOI: j.1574-0862.2012.00604.x.
    • Coxhead, Ian A. & Linh, Vu Hoang & Tam, Le Dong, 2011, "Global Market Shocks and Poverty in Vietnam: The Case of Rice," Staff Papers, University of Wisconsin-Madison, Department of Agricultural and Applied Economics, number 116706, Jul, DOI: 10.22004/ag.econ.116706.
    • Coxhead, Ian & Linh, Vu Hoang & Le, Dong Tam, 2011, "Global Market Shocks and Poverty in Vietnam: The Case of Rice," Staff Paper Series, University of Wisconsin, Agricultural and Applied Economics, number 559, Jul.
40. Vu, Linh Hoang, 2012, "Vietnam’s Agricultural Productivity: A Malmquist Index Approach," MPRA Paper, University Library of Munich, Germany, number 94800.
41. Vu, Linh Hoang, 2012, "Poverty Impact Of The Food Crisis On Poverty In Cambodia," MPRA Paper, University Library of Munich, Germany, number 94799.
42. Vu, Linh Hoang, 2012, "Estimation Of Food Demand In Vietnam," MPRA Paper, University Library of Munich, Germany, number 94801.
43. Seong-Min Yoon & Sang Hoon Kang, 2012, "Modelling and forecasting the volatility of petroleum futures prices," EcoMod2012, EcoMod, number 3944, Jul.
    
    • Kang, Sang Hoon & Yoon, Seong-Min, 2013, "Modeling and forecasting the volatility of petroleum futures prices," Energy Economics, Elsevier, volume 36, issue C, pages 354-362, DOI: 10.1016/j.eneco.2012.09.010.

2011

1. Lesage, Cédric & Ben Ali, Chiraz, 2011, "ownership concentration and audit fees: do auditors matter most when investors are protected least ?," HEC Research Papers Series, HEC Paris, number 951, Jul.
   
   • Ben Ali Chiraz & Cédric Lesage, 2010, "Ownership concentration and audit fees: do auditors matter most when investors are protected least?," Post-Print, HAL, number hal-00476923, May.
2. Odile Chanut & Claire Capo & Dominique Bonet-Fernandez, 2011, "De La Mutualisation Verticale À La Mutualisation Horizontale : Les Enjeux Et Les Critères De Choix Logistiques Des Reseaux Selectifs Contractuels," Post-Print, HAL, number hal-01742062.
3. Fouzia Brahimi & Joëlle Morana & Dominique Bonet, 2011, "Compétences de la main-d'œuvre locale en Algérie et management de projets nationaux : Le cas de l'autoroute Est-ouest," Post-Print, HAL, number halshs-00563377, Mar.
   
   • Dominique BONET FERNANDEZ & Joëlle MORANA & Fouzia BRAHIMI & Frédéric TEULON, 2014, "Compétences de la main-d’oeuvre locale en Algérie et management de projets nationaux : Le cas de l’autoroute Est- Ouest," Working Papers, Department of Research, Ipag Business School, number 2014-247, Jan.
4. Joëlle Morana & Dominique Bonet Fernandez & Fouzia Brahimi, 2011, "La gestion des compétences en Algérie : Analyse du discours de professionnels et d'étudiants," Post-Print, HAL, number halshs-00733512.
5. Alain Chateauneuf & Thibault Gajdos Preuss & Jean-Yves Jaffray, 2011, "Regular updating," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00455779, Jul, DOI: 10.1007/s11238-010-9203-x.
   
   • Alain Chateauneuf & Thibault Gajdos & Jean-Yves Jaffray, 2011, "Regular updating," Theory and Decision, Springer, volume 71, issue 1, pages 111-128, July, DOI: 10.1007/s11238-010-9203-x.
   • Alain Chateauneuf & Thibault Gajdos Preuss & Jean-Yves Jaffray, 2011, "Regular updating," Post-Print, HAL, number hal-00455779, Jul, DOI: 10.1007/s11238-010-9203-x.
   • Alain Chateauneuf & Thibault Gajdos Preuss & Jean-Yves Jaffray, 2011, "Regular updating," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-00455779, Jul, DOI: 10.1007/s11238-010-9203-x.
6. Alain Chateauneuf & Caroline Ventura, 2011, "Partial probabilistic information," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00685404, Jan, DOI: 10.1016/j.jmateco.2010.09.007.
   
   • Chateauneuf, Alain & Ventura, Caroline, 2011, "Partial probabilistic information," Journal of Mathematical Economics, Elsevier, volume 47, issue 1, pages 22-28, January.
   • Alain Chateauneuf & Caroline Ventura, 2011, "Partial probabilistic information," Post-Print, HAL, number hal-00685404, Jan, DOI: 10.1016/j.jmateco.2010.09.007.
   • Alain Chateauneuf & Caroline Ventura, 2011, "Partial probabilistic information," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-00685404, Jan, DOI: 10.1016/j.jmateco.2010.09.007.
7. Marcello Basili & Alain Chateauneuf, 2011, "Extreme events and entropy: A multiple quantile utility model," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00685405, Nov, DOI: 10.1016/j.ijar.2011.05.005.
   
   • Marcello Basili & Alain Chateauneuf, 2011, "Extreme events and entropy: A multiple quantile utility model," Post-Print, HAL, number hal-00685405, Nov, DOI: 10.1016/j.ijar.2011.05.005.
   • Marcello Basili & Alain Chateauneuf, 2011, "Extreme events and entropy: A multiple quantile utility model," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-00685405, Nov, DOI: 10.1016/j.ijar.2011.05.005.
8. Luciano de Castro & Alain Chateauneuf, 2011, "Ambiguity aversion and trade," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00685408, Oct, DOI: 10.1007/s00199-011-0642-6.
   
   • Luciano Castro & Alain Chateauneuf, 2011, "Ambiguity aversion and trade," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 48, issue 2, pages 243-273, October, DOI: 10.1007/s00199-011-0642-6.
   • Luciano de Castro & Alain Chateauneuf, 2011, "Ambiguity aversion and trade," Post-Print, HAL, number hal-00685408, Oct, DOI: 10.1007/s00199-011-0642-6.
   • Luciano de Castro & Alain Chateauneuf, 2011, "Ambiguity aversion and trade," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-00685408, Oct, DOI: 10.1007/s00199-011-0642-6.
   • Alain Chateauneuf & Luciano I. de Castro, 2011, "Ambiguity Aversion and Trade," Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science, number 1526, Apr.
9. Michèle Cohen & Alain Chateauneuf & Eric Danan & Thibault Gajdos & Raphaël Giraud & Meglena Jeleva & Fabrice Philippe & Jean-Marc Tallon & Jean-Christophe Vergnaud, 2011, "Tribute to Jean-Yves Jaffray July 22, 1939 - February 26, 2009," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00664715, Jul, DOI: 10.1007/s11238-010-9210-y.
   
   • Michèle Cohen & Alain Chateauneuf & Eric Danan & Thibault Gajdos & Raphaël Giraud & Meglena Jeleva & Fabrice Philippe & Jean-Marc Tallon & Jean-Christophe Vergnaud, 2011, "Tribute to Jean-Yves Jaffray July 22, 1939 - February 26, 2009," Post-Print, HAL, number halshs-00664715, Jul, DOI: 10.1007/s11238-010-9210-y.
   • Michèle Cohen & Alain Chateauneuf & Eric Danan & Thibault Gajdos & Raphaël Giraud & Meglena Jeleva & Fabrice Philippe & Jean-Marc Tallon & Jean-Christophe Vergnaud, 2011, "Tribute to Jean-Yves Jaffray July 22, 1939 - February 26, 2009," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-00664715, Jul, DOI: 10.1007/s11238-010-9210-y.
10. Alain Chateauneuf & Luciano De Castro, 2011, "Ambiguity Aversion and Absence of Trade," Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science, number 1535, Apr.
11. Rangan Gupta & Alain Kabundi & Stephen M. Miller & Josine Uwilingiye, 2011, "Using Large Data Sets to Forecast Sectoral Employment," Working Papers, University of Nevada, Las Vegas , Department of Economics, number 1106, Mar.
    
    • Rangan Gupta & Alain Kabundi & Stephen Miller & Josine Uwilingiye, 2014, "Using large data sets to forecast sectoral employment," Statistical Methods & Applications, Springer;Società Italiana di Statistica, volume 23, issue 2, pages 229-264, June, DOI: 10.1007/s10260-013-0243-6.
    • Rangan Gupta & Alain Kabundi & Stephen M. Miller & Josine Uwilingiye, 2011, "Using Large Data Sets to Forecast Sectoral Employment," Working Papers, University of Pretoria, Department of Economics, number 201101, Jan.
    • Rangan Gupta & Alain Kabundi & Stephen M. Miller & Josine Uwilingiye, 2011, "Using Large Data Sets to Forecast Sectoral Employment," Working papers, University of Connecticut, Department of Economics, number 2011-02, Jan, revised Aug 2012.
12. Mehmet Balcilar & Abebe D. Beyene & Rangan Gupta & Monaheng Seleteng, 2011, ""Ripple" Effects in South African House Prices," Working Papers, University of Pretoria, Department of Economics, number 201102, Feb.
13. Rangan Gupta & Mampho P. Modise, 2011, "Macroeconomic Variables and South African Stock Return Predictability," Working Papers, University of Pretoria, Department of Economics, number 201107, Mar.
    
    • Gupta, Rangan & Modise, Mampho P., 2013, "Macroeconomic Variables and South African Stock Return Predictability," Economic Modelling, Elsevier, volume 30, issue C, pages 612-622, DOI: 10.1016/j.econmod.2012.10.015.
14. Rangan Gupta & Anandamayee Majumdar, 2011, "Reconsidering the Welfare Cost of Inflation in the US: A Nonparametric Estimation of the Nonlinear Long-Run Money Demand Equation using Projection Pursuit Regressions," Working Papers, University of Pretoria, Department of Economics, number 201114, Jun.
    
    • Rangan Gupta & Anandamayee Majumdar, 2014, "Reconsidering the welfare cost of inflation in the US: a nonparametric estimation of the nonlinear long-run money-demand equation using projection pursuit regressions," Empirical Economics, Springer, volume 46, issue 4, pages 1221-1240, June, DOI: 10.1007/s00181-013-0721-6.
15. Rangan Gupta & Faaiqa Hartley, 2011, "The Role of Asset Prices in Forecasting Inflation and Output in South Africa," Working Papers, University of Pretoria, Department of Economics, number 201115, Jul.
    
    • Rangan Gupta & Faaiqa Hartley, 2013, "The Role of Asset Prices in Forecasting Inflation and Output in South Africa," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 12, issue 3, pages 239-291, December, DOI: 10.1177/0972652713512913.
16. Beatrice D. Simo-Kengne & Manoel Bittencourt & Rangan Gupta, 2011, "House Prices and Economic Growth in South Africa: Evidence from Provincial-Level Data," Working Papers, University of Pretoria, Department of Economics, number 201116, Aug.
    
    • Beatrice Simo-Kengne & Manoel Bittencourt & Rangan Gupta, 2012, "House Prices and Economic Growth in South Africa: Evidence From Provincial-Level Data," Journal of Real Estate Literature, Taylor & Francis Journals, volume 20, issue 1, pages 97-117, January, DOI: 10.1080/10835547.2012.12090311.
17. Goodness C. Aye & Rangan Gupta, 2011, "The Effects of Monetary Policy On Real Farm Prices in South Africa," Working Papers, University of Pretoria, Department of Economics, number 201119, Oct.
    
    • Goodness C. AYE & Rangan GUPTA, 2012, "The Effects Of Monetary Policy On Real Farm Prices In South Africa," Regional and Sectoral Economic Studies, Euro-American Association of Economic Development, volume 12, issue 1, pages 147-158.
18. Rangan Gupta & Mampho P. Modise & Josine Uwilingiye, 2011, "Out-of-Sample Equity Premium Predictability in South Africa: Evidence from a Large Number of Predictors," Working Papers, University of Pretoria, Department of Economics, number 201122, Oct.
    
    • Rangan Gupta & Mampho P. Modise & Josine Uwilingiye, 2016, "Out-of-Sample Equity Premium Predictability in South Africa: Evidence from a Large Number of Predictors," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 52, issue 8, pages 1935-1955, August, DOI: 10.1080/1540496X.2015.1058075.
19. Roula Inglesi-Lotz & Rangan Gupta, 2011, "Relationship between House Prices and Inflation in South Africa: An ARDL Approach," Working Papers, University of Pretoria, Department of Economics, number 201130, Nov.
20. Mirriam Chitalu Chama-Chiliba & Rangan Gupta & Nonophile Nkambule & Naomi Tlotlego, 2011, "Forecasting Key Macroeconomic Variables of the South African Economy Using Bayesian Variable Selection," Working Papers, University of Pretoria, Department of Economics, number 201132, Dec.
21. Esti van Wyk de Vries & Rangan Gupta & Renee van Eyden, 2011, "Intertemporal portfolio allocation and hedging demand: An application to South Africa," Working Papers, University of Pretoria, Department of Economics, number 201133, Dec.
    
    • Esti Van Wyk de Vries & Rangan Gupta & Reneé Van Eyden, 2014, "Intertemporal portfolio allocation and hedging demand: an application to South Africa," Journal of Business Economics and Management, Taylor & Francis Journals, volume 15, issue 4, pages 744-775, September, DOI: 10.3846/16111699.2012.688855.
22. Riane de Bruyn & Rangan Gupta & Lardo stander, 2011, "Testing the Monetary Model for Exchange Rate Determination in South Africa: Evidence from 101 Years of Data," Working Papers, University of Pretoria, Department of Economics, number 201134, Dec.
    
    • Riané de Bruyn & Rangan Gupta & Lardo Stander, 2013, "Testing the Monetary Model for Exchange Rate Determination in South Africa: Evidence from 101 Years of Data," Contemporary Economics, Vizja University, volume 7, issue 1, March.
23. Rangan Gupta & Yuxiang Ye & Christopher Sako, 2011, "Financial Variables and the Out-of-Sample Forecastability of the Growth Rate of Indian Industrial Production," Working Papers, University of Pretoria, Department of Economics, number 201135, Dec.
24. Goodness C. Aye & Mehmet Balcilar & Rangan Gupta, 2011, "Long- and Short-Run Relationships between House and Stock Prices in South Africa: A Nonparametric Approach," Working Papers, University of Pretoria, Department of Economics, number 201136, Dec.
    
    • Goodness Aye & Mehmet Balcilar & Rangan Gupta, 2013, "Long- and Short-Run Relationships between House and Stock Prices in South Africa: A Nonparametric Approach," Journal of Housing Research, Taylor & Francis Journals, volume 22, issue 2, pages 203-219, January, DOI: 10.1080/10835547.2013.12092078.
25. Shawkat Hammoudeh & Soodabeh Sarafrazi & Chia-Lin Chang & Michael McAleer, 2011, "The Dynamics of Energy-Grain Prices with Open Interest," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 11/24, May.
    
    • Hammoudeh, S.M. & Sarafrazi, S. & Chang, C-L. & McAleer, M.J., 2011, "The Dynamics of Energy-Grain Prices with Open Interest," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2011-19, May.
    • Shawkat Hammoudeh & Soodabeh Sarafrazi & Chia-Lin Chang & Michael McAleer, 2011, "The Dynamics of Energy-Grain Prices with Open Interest," KIER Working Papers, Kyoto University, Institute of Economic Research, number 776, May.
    • Shawkat Hammoudeh & Soodabeh Sarafrazi & Chia-Lin Chang & Michael McAleer, 2011, "The Dynamics of Energy-Grain Prices with Open Interest," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2011-18.
26. Shawkat Hammoudeh & Tengdong Liu & Chia-Lin Chang & Michael McAleer, 2011, "Risk Spillovers in Oil-Related CDS, Stock and Credit Markets," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 11/17, Apr.
    
    • Hammoudeh, Shawkat & Liu, Tengdong & Chang, Chia-Lin & McAleer, Michael, 2013, "Risk spillovers in oil-related CDS, stock and credit markets," Energy Economics, Elsevier, volume 36, issue C, pages 526-535, DOI: 10.1016/j.eneco.2012.10.010.
    • Hammoudeh, S.M. & Liu, T. & Chang, C-L. & McAleer, M.J., 2011, "Risk Spillovers in Oil-Related CDS, Stock and Credit Markets," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2011-15, Apr.
    • Shawkat Hammoudeh & Tengdong Liu & Chia-Lin Chang & Michael McAleer, 2011, "Risk Spillovers in Oil-Related CDS, Stock and Credit Markets," KIER Working Papers, Kyoto University, Institute of Economic Research, number 772, Apr.
    • Shawkat Hammoudeh & Tengdong Liu & Chia-Lin Chang & Michael McAleer, 2011, "Risk Spillovers in Oil-Related CDS, Stock and Credit Markets," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2011-12.
27. Ramazan Sari & Shawkat Hammoudeh & Chia-Lin Chang & Michael McAleer, 2011, "Causality Between Market Liquidity and Depth for Energy and Grains," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 11/15, Apr.
    
    • Sari, Ramazan & Hammoudeh, Shawkat & Chang, Chia-Lin & McAleer, Michael, 2012, "Causality between market liquidity and depth for energy and grains," Energy Economics, Elsevier, volume 34, issue 5, pages 1683-1692, DOI: 10.1016/j.eneco.2012.02.006.
    • Sari, R. & Hammoudeh, S.M. & Chang, C-L. & McAleer, M.J., 2011, "Causality Between Market Liquidity and Depth for Energy and Grains," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2011-14, Apr.
    • Ramazan Sari & Shawkat Hammoudeh & Chia-Lin Chang & Michael McAleer, 2011, "Causality Between Market Liquidity and Depth for Energy and Grains," KIER Working Papers, Kyoto University, Institute of Economic Research, number 769, Apr.
    • Ramazan Sari & Shawkat Hammoudeh & Chia-Lin Chang & Michael McAleer, 2011, "Causality Between Market Liquidity and Depth for Energy and Grains," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2011-10.
28. Azam, Muhammad & Khan, Hashim & Hunjra, Ahmed Imran & Ahmad, H. Mushtaq & Chani, Muhammad Irfan, 2011, "Institutions, macroeconomic policy and foreign direct investment: South Asian countries case," MPRA Paper, University Library of Munich, Germany, number 32480, Jan.
29. Hunjra, Ahmed Imran & Niazi, Ghulam Shabbir Khan & Akbar, Syed Waqar & Rehman, Kashif-Ur-, 2011, "Application of finance techniques: an empirical analysis of pakistani corporate sector," MPRA Paper, University Library of Munich, Germany, number 40675.
30. Afonso, António & Jalles, João Tovar, 2011, "Economic performance and government size," Working Paper Series, European Central Bank, number 1399, Nov.
    
    • António Afonso & João Tovar-Valles, 2011, "Economic Performance and Government Size," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2011/21, Oct.
31. António Afonso & João Tovar Jalles, 2011, "Growth and Productivity: the role of Government Debt," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2011/13, Jul.
    
    • Afonso, António & Jalles, João Tovar, 2013, "Growth and productivity: The role of government debt," International Review of Economics & Finance, Elsevier, volume 25, issue C, pages 384-407, DOI: 10.1016/j.iref.2012.07.004.
32. António Afonso & João Tovar Jalles, 2011, "Assessing fiscal episodes," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2011/15, Aug.
    
    • Afonso, António & Jalles, João Tovar, 2014, "Assessing fiscal episodes," Economic Modelling, Elsevier, volume 37, issue C, pages 255-270, DOI: 10.1016/j.econmod.2013.10.035.
33. António Afonso & João Tovar Jalles, 2011, "Linking Investment and Fiscal Policies," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2011/16, Aug.
34. António Afonso & João Tovar Jalles, 2011, "A Longer-run Perspective on Fiscal Sustainability," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2011/17, Aug.
    
    • António Afonso & João Jalles, 2014, "A longer-run perspective on fiscal sustainability," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 41, issue 4, pages 821-847, November, DOI: 10.1007/s10663-013-9240-0.
35. João Valle e Azevedo & João Tovar Jalles, 2011, "Rational vs. Professional Forecasts," Working Papers, Banco de Portugal, Economics and Research Department, number w201114.
    
    • João Valle e Azevedo, 2011, "Rational vs. professional forecasts," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
36. Kazi, Irfan Akbar & Guesmi, Khaled & Kaabia, Olfa, 2011, "Contagion effect of financial crisis on OECD stock markets," Economics Discussion Papers, Kiel Institute for the World Economy, number 2011-15.
37. Kamel Laaradh & Nesrine Samet, 2011, "Existe-t-il un univers de benchmarks pour les Hedge Funds?," Working Papers CREGO, Université de Bourgogne - CREGO EA7317 Centre de recherches en gestion des organisations, number 1110701, Jul.
38. Cuong Le Van & Cagri Saglam & Selman Erol, 2011, "Existence, Optimality and Dynamics of Equilibria with Endogenous Time Preference," Working Papers, Development and Policies Research Center (DEPOCEN), Vietnam, number 94.
    
    • Erol, Selman & Le Van, Cuong & Saglam, Cagri, 2011, "Existence, optimality and dynamics of equilibria with endogenous time preference," Journal of Mathematical Economics, Elsevier, volume 47, issue 2, pages 170-179, March.
    • Cuong Le Van & Cagri Saglam & Selman Erol, 2011, "Existence, Optimality and Dynamics of Equilibria with Endogenous Time Preference," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00639731, Mar.
    • Cuong Le Van & Cagri Saglam & Selman Erol, 2011, "Existence, Optimality and Dynamics of Equilibria with Endogenous Time Preference," Post-Print, HAL, number halshs-00639731, Mar.
    • Cuong Le Van & Cagri Saglam & Selman Erol, 2011, "Existence, Optimality and Dynamics of Equilibria with Endogenous Time Preference," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-00639731, Mar.
39. Patrice Fontaine & Cuong Le Van, 2011, "Equilibrium on International Financial Assets and Goods Markets," Working Papers, Development and Policies Research Center (DEPOCEN), Vietnam, number 109.
40. Stefano Bosi & Cuong Le Van, 2011, "On the Existence of a Ramsey Equilibrium with Endogenous Labor Supply and Borrowing Constraints," Working Papers, Development and Policies Research Center (DEPOCEN), Vietnam, number 115.
    
    • Stefano Bosi & Cuong Le Van, 2011, "On the existence of a Ramsey equilibrium with endogenous labor supply and borrowing constraints," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00612131, Jul.
    • Stefano Bosi & Cuong Le Van, 2011, "On the existence of a Ramsey equilibrium with endogenous labor supply and borrowing constraints," Post-Print, HAL, number halshs-00612131, Jul.
    • Stefano Bosi & Cuong Le Van, 2011, "On the existence of a Ramsey equilibrium with endogenous labor supply and borrowing constraints," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 11045, Jul.
41. Ha-Huy, Thai & Le Van, Cuong & Nguyen, Manh-Hung, 2011, "Arbitrage and asset market equilibrium in infinite dimensional economies with risk-averse expected utilities," LERNA Working Papers, LERNA, University of Toulouse, number 11.12.346, Jun.
42. Thai-Ha Le & Youngho Chang, 2011, "Oil And Gold: Correlation Or Causation?," Working Papers, Development and Policies Research Center (DEPOCEN), Vietnam, number 113.
    
    • Thai-Ha Le & Youngho Chang, 2011, "Oil and gold: correlation or causation?," Economics Bulletin, AccessEcon, volume 31, issue 3, pages 1-31.
    • Le, Thai-Ha & Chang, Youngho, 2011, "Oil and gold: correlation or causation?," MPRA Paper, University Library of Munich, Germany, number 31795, Jun.
43. Thai-Ha Le & Youngho Chang, 2011, "The impact of oil price fluctuations on stock markets in developed and emerging economies," Working Papers, Development and Policies Research Center (DEPOCEN), Vietnam, number 114.
    
    • Thai-Ha LE & Youngho CHANG, 2011, "The Impact of Oil Price Fluctuations on Stock Markets in Developed and Emerging Economies," Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Social Sciences, Economic Growth Centre, number 1103, Mar.
    • Le, Thai-Ha & Chang, Youngho, 2011, "The impact of oil price fluctuations on stock markets in developed and emerging economies," MPRA Paper, University Library of Munich, Germany, number 31753, Jun.
44. Thai-Ha LE & Youngho CHANG, 2011, "Oil and Gold Prices: Correlation or Causation?," Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Social Sciences, Economic Growth Centre, number 1102, Feb.
45. Thai-Ha LE & Youngho CHANG, 2011, "Dynamics Between Strategic Commodities and Financial Variables," Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Social Sciences, Economic Growth Centre, number 1104, Apr.
46. Le, Thai-Ha & Chang, Youngho, 2011, "Dynamic relationships between the price of oil, gold and financial variables in Japan: a bounds testing approach," MPRA Paper, University Library of Munich, Germany, number 33030, Aug.
47. Annabelle Mourougane & Mauro Pisu, 2011, "Promoting Infrastructure Development in Brazil," OECD Economics Department Working Papers, OECD Publishing, number 898, Oct, DOI: 10.1787/5kg3krfnclr4-en.
48. Annabelle Mourougane, 2011, "Refining Macroeconomic Policies to Sustain Growth in Brazil," OECD Economics Department Working Papers, OECD Publishing, number 899, Oct, DOI: 10.1787/5kg3krfd8txv-en.
49. Annabelle Mourougane, 2011, "Explaining the Appreciation of the Brazilian real," OECD Economics Department Working Papers, OECD Publishing, number 901, Oct, DOI: 10.1787/5kg3krcwd27k-en.
50. Sofia Johan & Dorra Najar, 2011, "The Role of Law, Corruption and Culture in Investment Fund Manager Fees," Post-Print, HAL, number halshs-00639925, DOI: 10.1007/s10551-011-0852-7.
51. Anh Nguyen Ngoc & Nhat Nguyen Duc & Chuc Nguyen Dinh, 2011, "The Impact of the Economic Stimulus on Domestic, Private Enterprises," Working Papers, Development and Policies Research Center (DEPOCEN), Vietnam, number 96.
52. Nicola Jones & Anh Nguyen Ngoc & Elizabeth Presler-Marshall, 2011, "Mapping the reform process in the public delivery of Social protection services in Viet Nam," Working Papers, Development and Policies Research Center (DEPOCEN), Vietnam, number 111.
53. Andrea Attar & Eloisa Campioni & Gwenael Piaser, 2011, "Competing Mechanisms, Exclusive Clauses and the Revelation Principle," CEIS Research Paper, Tor Vergata University, CEIS, number 201, Jun, revised 30 Jun 2011.
54. Andrea Attar & Eloisa Campioni & Gwenael Piaser, 2011, "Information Revelation in Competing Mechanism Games," CEIS Research Paper, Tor Vergata University, CEIS, number 205, Jul, revised 04 Jul 2011.
55. Andrea Attar & Eloisa Campioni & Gwenael Piaser & Uday Rajan, 2011, "Competing Mechanism Games of Moral Hazard: Communication and Robustness," CEIS Research Paper, Tor Vergata University, CEIS, number 196, Jun, revised 10 Jun 2011.
    
    • Andrea Attar & Eloisa Campioni & Gwenaël Piaser & Uday Rajan, 2012, "Competing mechanism games of moral hazard: communication and robustness," Review of Economic Design, Springer;Society for Economic Design, volume 16, issue 4, pages 283-296, December, DOI: 10.1007/s10058-012-0116-8.
56. Jacques Arlotto & Jean-Michel Sahut & Frédéric Teulon, 2011, "What is the Performance of Incubators? The Point of View of Coached Entrepreneurs," Post-Print, HAL, number hal-00771825.
57. Amel Ben Rhouma & Marie-José Scotto, 2011, "Implications du principe de matérialité sur le contenu du reporting Développement Durable," Post-Print, HAL, number hal-00646525, May.
58. Guglielmo Maria Caporale & Christophe Rault & Robert Sova & Anamaria Sova, 2011, "Europe Agreements and Trade Balance: Evidence from Four New EU Members," CESifo Working Paper Series, CESifo, number 3340.
    
    • Caporale, Guglielmo Maria & Rault, Christophe & Sova, Robert & Sova, Anamaria, 2011, "Europe Agreements and Trade Balance: Evidence form Four New EU Members," IZA Discussion Papers, IZA Network @ LISER, number 5683, Apr.
59. Evans, Martin & Giang, Long & Nguyen, Cuong & Tran, Tam & Vu, Linh, 2011, "Social Assistance Policy in Vietnam: Issues In Design And Implementation, and Vision For Reforms," MPRA Paper, University Library of Munich, Germany, number 59837, Nov.

2010

1. Yehuda Baruch & Michael Dickmann & Yochanan Altman & Frank Bournois, 2010, "Exploring international work: Types and dimensions of global careers," Post-Print, HAL, number hal-00739956, Jun.
2. Dominique Bonet Fernandez & Odile Chanut & François Fulconis & Gilles Paché & Carole Poirel & Carolina Serrano-Archimi, 2010, "Capacité de réactivité des réseaux de franchise en contexte de crise. Rapport réalisé par pour le compte de la Fédération Française de la Franchise," Working Papers, HAL, number hal-01742083.
3. Alain Chateauneuf & Caroline Ventura, 2010, "The no-trade interval of Dow and Werlang: Some clarifications," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00634653, Jan, DOI: 10.1016/j.mathsocsci.2009.09.008.
   
   • Chateauneuf, Alain & Ventura, Caroline, 2010, "The no-trade interval of Dow and Werlang: Some clarifications," Mathematical Social Sciences, Elsevier, volume 59, issue 1, pages 1-14, January.
   • Alain Chateauneuf & Caroline Ventura, 2008, "The no-trade interval of Dow and Werlang : some clarifications," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00341174, Jul.
   • Alain Chateauneuf & Caroline Ventura, 2009, "The no-trade interval of Dow and Werlang : some clarifications," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00442861, Feb.
   • Alain Chateauneuf & Caroline Ventura, 2010, "The no-trade interval of Dow and Werlang: Some clarifications," Post-Print, HAL, number hal-00634653, Jan, DOI: 10.1016/j.mathsocsci.2009.09.008.
   • Alain Chateauneuf & Caroline Ventura, 2008, "The no-trade interval of Dow and Werlang : some clarifications," Post-Print, HAL, number halshs-00341174, Jul.
   • Alain Chateauneuf & Caroline Ventura, 2009, "The no-trade interval of Dow and Werlang : some clarifications," Post-Print, HAL, number halshs-00442861, Feb.
   • Alain Chateauneuf & Caroline Ventura, 2010, "The no-trade interval of Dow and Werlang: Some clarifications," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-00634653, Jan, DOI: 10.1016/j.mathsocsci.2009.09.008.
   • Alain Chateauneuf & Caroline Ventura, 2009, "The no-trade interval of Dow and Werlang: some clarifications," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 09083, Feb, DOI: 10.1016/j.mathsocsci.2009.09.008.
   • Alain Chateauneuf & Caroline Ventura, 2008, "The no-trade interval of Dow and Werlang: some clarifications," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number b08065, Jul, DOI: 10.1016/j.mathsocsci.2009.09.008.
4. Mehmet Balcilar & Rangan Gupta & Anandamayee Majumdar & Stephen Miller, 2010, "Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-01.
   
   • Mehmet Balcilar & Rangan Gupta & Anandamayee Majumdar & Stephen Miller, 2013, "Forecasting Nevada gross gaming revenue and taxable sales using coincident and leading employment indexes," Empirical Economics, Springer, volume 44, issue 2, pages 387-417, April, DOI: 10.1007/s00181-011-0536-2.
   • Mehmet Balcilar & Rangan Gupta & Anandamayee Majumdar & Stephen M. Miller, 2011, "Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes," Working Papers, University of Nevada, Las Vegas , Department of Economics, number 1103, Mar.
   • Mehmet Balcilar & Rangan Gupta & Anandamayee Majumdar & Stephen M. Miller, 2010, "Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes," Working Papers, University of Pretoria, Department of Economics, number 201018, Jul.
   • Mehmet Balcilar & Rangan Gupta & Anandamayee Majumdar & Stephen M. Miller, 2010, "Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes," Working papers, University of Connecticut, Department of Economics, number 2010-21, Jul.
5. Rangan Gupta & Alan Kabundi & Stephen M. Miller, 2010, "Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals," Working Papers, University of Nevada, Las Vegas , Department of Economics, number 1001, Dec.
   
   • Gupta, Rangan & Kabundi, Alain & Miller, Stephen M., 2011, "Forecasting the US real house price index: Structural and non-structural models with and without fundamentals," Economic Modelling, Elsevier, volume 28, issue 4, pages 2013-2021, July.
   • Rangan Gupta & Alain Kabundi & Stephen M. Miller, 2009, "Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals," Working Papers, University of Pretoria, Department of Economics, number 200927, Dec.
   • Rangan Gupta & Alain Kabundi & Stephen M. Miller, 2009, "Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals," Working papers, University of Connecticut, Department of Economics, number 2009-42, Dec.
6. Rangan Gupta & Cobus Vermeulen, 2010, "Private and Public Health Expenditures in an Endogenous Growth Model with Inflation Targeting," Working Papers, University of Pretoria, Department of Economics, number 201001, Feb.
   
   • Rangan Gupta & Cobus Vermeulen, 2010, "Private and Public Health Expenditures in an Endogenous Growth Model with Inflation Targeting," Annals of Economics and Finance, Society for AEF, volume 11, issue 1, pages 139-153, May.
7. Rangan Gupta & Josine Uwilingiye, 2010, "Evaluating the Welfare Cost of Inflation in a Monetary Endogenous Growth General Equilibrium Model: The Case of South Africa," Working Papers, University of Pretoria, Department of Economics, number 201002, Feb.
8. Mehmet Balcilar & Rangan Gupta & Zahra Shah, 2010, "An In-Sample and Out-of-Sample Empirical Investigation of the Nonlinearity in House Prices of South Africa," Working Papers, University of Pretoria, Department of Economics, number 201008, Mar.
   
   • Balcilar, Mehmet & Gupta, Rangan & Shah, Zahra B., 2011, "An in-sample and out-of-sample empirical investigation of the nonlinearity in house prices of South Africa," Economic Modelling, Elsevier, volume 28, issue 3, pages 891-899, May.
9. Rangan Gupta & Marius Jurgilas & Stephen M. Miller & Dylan van Wyk, 2010, "Financial Market Liberalization, Monetary Policy, and Housing Price Dynamics," Working Papers, University of Pretoria, Department of Economics, number 201009, Mar.
   
   • Rangan Gupta & Stephen M. Miller & Dylan van Wyk, 2010, "Financial Market Liberalization, Monetary Policy, and Housing Price Dynamics," Working papers, University of Connecticut, Department of Economics, number 2010-06, Mar.
10. Rangan Gupta & Mampho P. Modise, 2010, "Valuation Ratios and Stock Price Predictability in South Africa: Is it there?," Working Papers, University of Pretoria, Department of Economics, number 201016, Jul.
11. Sonali Das & Rangan Gupta & Patrick T Kanda, 2010, "Bubbles in South African House Prices and their Impact on Consumption," Working Papers, University of Pretoria, Department of Economics, number 201017, Jul.
12. Rangan Gupta & Rudi Steinbach, 2010, "Forecasting Key Macroeconomic Variables of the South African Economy: A Small Open Economy New Keynesian DSGE-VAR Model," Working Papers, University of Pretoria, Department of Economics, number 201019, Sep.
13. Rangan Gupta, 2010, "Production Lags and Growth Dynamics in an Overlapping Generations Endogenous Growth Model," Working Papers, University of Pretoria, Department of Economics, number 201024, Oct.
14. Rangan Gupta & Mampho P. Modise, 2010, "South African Stock Return Predictability in the Context of Data Mining: The Role of Financial Variables and International Stock Returns," Working Papers, University of Pretoria, Department of Economics, number 201027, Dec.
    
    • Gupta, Rangan & Modise, Mampho P., 2012, "South African stock return predictability in the context data mining: The role of financial variables and international stock returns," Economic Modelling, Elsevier, volume 29, issue 3, pages 908-916, DOI: 10.1016/j.econmod.2011.12.013.
15. Riona Arjoon & Mariette Botes & Laban K. Chesang & Rangan Gupta, 2010, "The Long-Run Relationship between Inflation and Real Stock Prices: Empirical Evidence from South Africa," Working Papers, University of Pretoria, Department of Economics, number 201028, Dec.
    
    • Riona Arjoon & Mariëtte Botes & Laban K. Chesang & Rangan Gupta, 2011, "The long-run relationship between inflation and real stock prices: empirical evidence from South Africa," Journal of Business Economics and Management, Taylor & Francis Journals, volume 13, issue 4, pages 600-613, July, DOI: 10.3846/16111699.2011.620162.
16. Kafayat Amusa & Rangan Gupta & Shaakira Karolia & Beatrice D. Simo Kengne, 2010, "The Long-Run Impact of Inflation in South Africa," Working Papers, University of Pretoria, Department of Economics, number 201029, Dec.
    
    • Amusa, Kafayat & Gupta, Rangan & Karolia, Shaakira & Simo-Kengne, Beatrice D., 2013, "The long-run impact of inflation in South Africa," Journal of Policy Modeling, Elsevier, volume 35, issue 5, pages 798-812, DOI: 10.1016/j.jpolmod.2011.05.001.
17. Ali Babikir & Rangan Gupta & Chance Mwabutwa & Emmanuel Owusu-Sekyere, 2010, "Structural Breaks and GARCH Models of Stock Return Volatility: The Case of South Africa," Working Papers, University of Pretoria, Department of Economics, number 201030, Dec.
    
    • Babikir, Ali & Gupta, Rangan & Mwabutwa, Chance & Owusu-Sekyere, Emmanuel, 2012, "Structural breaks and GARCH models of stock return volatility: The case of South Africa," Economic Modelling, Elsevier, volume 29, issue 6, pages 2435-2443, DOI: 10.1016/j.econmod.2012.06.038.
18. Shawkat Hammoudeh & Farooq Malik & Michael McAleer, 2010, "Risk Management of Precious Metals," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/37, May.
    
    • Hammoudeh, Shawkat & Malik, Farooq & McAleer, Michael, 2011, "Risk management of precious metals," The Quarterly Review of Economics and Finance, Elsevier, volume 51, issue 4, pages 435-441, DOI: 10.1016/j.qref.2011.07.002.
    • Hammoudeh, S.M. & Malik, F. & McAleer, M.J., 2010, "Risk management of precious metals," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-48, Jul.
    • Shawkat Hammoudeh & Farooq Malik & Michael McAleer, 2011, "Risk Management of Precious Metals," KIER Working Papers, Kyoto University, Institute of Economic Research, number 765, Mar.
    • Shawkat Hammoudeh & Farooq Malik & Michael McAleer, 2011, "Risk Management of Precious Metals," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2011-04.
19. Chia-Lin Chang & Li-Hsueh Chen & Shawkat Hammoudeh & Michael McAleer, 2010, "Asymmetric Adjustments in the Ethanol and Grains Markets," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/78, Dec.
    
    • Chang, Chia-Lin & Chen, Li-Hsueh & Hammoudeh, Shawkat & McAleer, Michael, 2012, "Asymmetric adjustments in the ethanol and grains markets," Energy Economics, Elsevier, volume 34, issue 6, pages 1990-2002, DOI: 10.1016/j.eneco.2012.07.026.
    • Chang, C-L. & Chen, L.H. & Hammoudeh, S.M. & McAleer, M.J., 2011, "Asymmetric Adjustment in the Ethanol and Grains Markets," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-78, Jan.
    • Chia-Lin Chang & Li-Hsueh Chen & Shawkat Hammoudeh & Michael McAleer, 2010, "Asymmetric Adjustments in the Ethanol and Grains Markets," KIER Working Papers, Kyoto University, Institute of Economic Research, number 752, Dec.
    • Chia-Lin Chang & Li-Hsueh Chen & Shawkat Hammoudeh & Michael McAleer, 2012, "Asymmetric Adjustments in the Ethanol and Grains Markets," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2012-11, revised Apr 2012.
20. Shawkat M. Hammoudeh & Yuan Yuan & Michael McAleer, 2010, "Exchange Rate and Industrial Commodity Volatility Transmissions, Asymmetries and Hedging Strategies," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-218, May.
    
    • Shawkat M.Hammoudeh & Yuan Yuan & Michael McAleer, 2010, "Exchange Rate and Industrial Commodity Volatility Transmissions, Asymmetries and Hedging Strategies," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/33, Apr.
    • Hammoudeh, S.M. & Yuan, Y. & McAleer, M.J., 2010, "Exchange Rate and Industrial Commodity Volatility Transmissions, Asymmetries and Hedging Strategies," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-35, May.
    • Shawkat M. Hammoudeh & Yuan Yuan & Michael McAleer, 2010, "Exchange Rate and Industrial Commodity Volatility Transmissions, Asymmetries and Hedging Strategies," KIER Working Papers, Kyoto University, Institute of Economic Research, number 751, Dec.
    • Shawkat M. Hammoudeh & Yuan Yuan & Michael McAleer, 2010, "Exchange Rate and Industrial Commodity Volatility Transmissions, Asymmetries and Hedging Strategies," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-741, May.
21. Butt, Babar Zaheer & Hunjra, Ahmed Imran & Rehman, Kashif-Ur-, 2010, "Financial management practices and their impact on organizational performance," MPRA Paper, University Library of Munich, Germany, number 32685.
22. Hunjra, Ahmed Imran & Azam, Muhammad & Niazi, Ghulam Shabbir Khan & Butt, Babar Zaheer & Rehman, Kashif-Ur- & Azam, Rauf i, 2010, "Risk and return relationship in stock market and commodity prices: a comprehensive study of Pakistani markets," MPRA Paper, University Library of Munich, Germany, number 40662.
23. Erol Dogan & Cuong Le Van & Cagri Saglam, 2010, "Optimal timing of regime switching in optimal growth models: A Sobolev space approach," Working Papers, Development and Policies Research Center (DEPOCEN), Vietnam, number 90.
    
    • Dogan, Erol & Le Van, Cuong & Saglam, Cagri, 2011, "Optimal timing of regime switching in optimal growth models: A Sobolev space approach," Mathematical Social Sciences, Elsevier, volume 61, issue 2, pages 97-103, March.
    • Cuong Le Van & Erol Dogan & Cagri Saglam, 2011, "Optimal timing of regime switching in optimal growth models: A Sobolev space approach," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00639729, Mar, DOI: 10.1016/j.mathsocsci.2010.11.005.
    • Cuong Le Van & Erol Dogan & Cagri Saglam, 2011, "Optimal timing of regime switching in optimal growth models: A Sobolev space approach," Post-Print, HAL, number halshs-00639729, Mar, DOI: 10.1016/j.mathsocsci.2010.11.005.
    • Cuong Le Van & Erol Dogan & Cagri Saglam, 2011, "Optimal timing of regime switching in optimal growth models: A Sobolev space approach," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-00639729, Mar, DOI: 10.1016/j.mathsocsci.2010.11.005.
24. Cuong Le Van & Tu-Anh Nguyen & Manh-Hung Nguyen & Thai Bao Luong, 2010, "New Technology, Human Capital and Growth in a Developing Country," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00470647, Dec, DOI: 10.1080/08898480.2010.514852.
    
    • Cuong Le Van & Tu-Anh Nguyen & Manh-Hung Nguyen & Thai Luong, 2010, "New Technology, Human Capital, and Growth in a Developing Country," Mathematical Population Studies, Taylor & Francis Journals, volume 17, issue 4, pages 215-241, DOI: 10.1080/08898480.2010.514852.
    • Cuong Le Van & Tu-Anh Nguyen & Manh-Hung Nguyen & Thai Bao Luong, 2010, "New Technology, Human Capital and Growth in a Developing Country," Post-Print, HAL, number halshs-00470647, Dec, DOI: 10.1080/08898480.2010.514852.
    • Cuong Le Van & Tu-Anh Nguyen & Manh-Hung Nguyen & Thai Bao Luong, 2010, "New Technology, Human Capital and Growth in a Developing Country," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-00470647, Dec, DOI: 10.1080/08898480.2010.514852.
25. Rose-Anne Dana & Cuong Le Van, 2010, "Overlapping risk adjusted sets of priors and the existence of efficient allocations and equilibria with short-selling," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00470670, Nov, DOI: 10.1016/j.jet.2010.08.002.
    
    • Dana, R.A. & Le Van, C., 2010, "Overlapping risk adjusted sets of priors and the existence of efficient allocations and equilibria with short-selling," Journal of Economic Theory, Elsevier, volume 145, issue 6, pages 2186-2202, November.
26. Patrice Fontaine & Cuong Le Van, 2010, "Equilibrium on International Assets and Goods Markets," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00523364, Jul.
    
    • Patrice Fontaine & Cuong Le Van, 2010, "Equilibrium on international assets and goods markets," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 10066, Jul.
27. Le Van, Cuong & Luong, Thai Bao & Nguyen, Manh-Hung & Nguyen, Tu-Anh, 2010, "New Technology, Human Capital and Growth for a Developing Country," LERNA Working Papers, LERNA, University of Toulouse, number 10.22.328, Dec.
    
    • Le Van, Cuong & Luong, Thai Bao & Nguyen, Manh-Hung & Nguyen, Tu Anh, 2010, "New Technology, Human Capital and Growth for a Developing Country," TSE Working Papers, Toulouse School of Economics (TSE), number 10-208, Nov.
28. Davide Furceri & Annabelle Mourougane, 2010, "Une lecture de la crise à la lumière des crises passées," Post-Print, HAL, number hal-05606304.
    
    • Davide Furceri & Annabelle Mourougane, 2010, "Une lecture de la crise à la lumière des crises passées," Économie et Statistique, Programme National Persée, volume 438, issue 1, pages 19-42, DOI: 10.3406/estat.2010.9589.
29. Mr. Michael Kumhof & Mr. Dirk V Muir & Carlos de Resende & Jan in ‘t Veld & René Lalonde & Davide Furceri & Annabelle Mourougane & John Roberts & Stephen Snudden & Mathias Trabandt & Günter Coenen & S, 2010, "Effects of Fiscal Stimulus in Structural Models," IMF Working Papers, International Monetary Fund, number 2010/073, Mar.
    
    • Günter Coenen & Christopher J. Erceg & Charles Freedman & Davide Furceri & Michael Kumhof & René Lalonde & Douglas Laxton & Jesper Lindé & Annabelle Mourougane & Dirk Muir & Susanna Mursula & Carlos d, 2012, "Effects of Fiscal Stimulus in Structural Models," American Economic Journal: Macroeconomics, American Economic Association, volume 4, issue 1, pages 22-68, January.
30. David Haugh & Annabelle Mourougane & Olivier Chatal, 2010, "The Automobile Industry in and Beyond the Crisis," OECD Economics Department Working Papers, OECD Publishing, number 745, Jan, DOI: 10.1787/5kmmp8wg6cmq-en.
31. Davide Furceri & Annabelle Mourougane, 2010, "The Effects of Fiscal Policy on Output: A DSGE Analysis," OECD Economics Department Working Papers, OECD Publishing, number 770, May, DOI: 10.1787/5kmfp4z3njg0-en.
32. Annabelle Mourougane, 2010, "Phasing Out Energy Subsidies in Indonesia," OECD Economics Department Working Papers, OECD Publishing, number 808, Oct, DOI: 10.1787/5km5xvc9c46k-en.
33. Anh Ngoc Nguyen & Nhat Duc Nguyen & Chuc Dinh Nguyen & Nguyen Thang, 2010, "The Global Crisis and Medium Term Growth Prospects for Developing Countries: the case of Vietnam," Working Papers, Development and Policies Research Center (DEPOCEN), Vietnam, number 82.
34. Nguyen, Anh & Nguyen, Nhat, 2010, "Vietnam Industrial Policy and Large Economic Groups: A discussion," MPRA Paper, University Library of Munich, Germany, number 63461.
35. Quang Nguyen & Colin Camerer & Tomomi Tanaka, 2010, "Risk and Time Preferences Linking Experimental and Household Data from Vietnam," Post-Print, HAL, number halshs-00547090.
36. Nathalie Janson & Jean-Michel Sahut, 2010, "Stabilité du secteur bancaire, des tests réellement utiles?," Post-Print, HAL, number hal-00839490, Jul.
37. Sandra Camus & Lubica Hikkerova & Jean-Michel Sahut, 2010, "Tourisme durable: une approche systémique," Post-Print, HAL, number hal-00565503, Apr.
38. Guglielmo Caporale & Christophe Rault & Robert Sova & Anamaria Sova, 2010, "Environmental Regulation and Competitiveness: Evidence from Romania," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp995, Jun.
    
    • Arouri, Mohamed El Hedi & Caporale, Guglielmo Maria & Rault, Christophe & Sova, Robert & Sova, Anamaria, 2012, "Environmental Regulation and Competitiveness: Evidence from Romania," Ecological Economics, Elsevier, volume 81, issue C, pages 130-139, DOI: 10.1016/j.ecolecon.2012.07.001.
    • Mohamed El Hedi Arouri & Guglielmo Maria Caporale & Christophe Rault & Robert Sova & Anamaria Sova, 2012, "Environmental Regulation and Competitiveness: Evidence from Romania," CESifo Working Paper Series, CESifo, number 3916.
    • Caporale, Guglielmo Maria & Rault, Christophe & Sova, Robert & Sova, Anamaria, 2010, "Environmental Regulation and Competitiveness: Evidence from Romania," IZA Discussion Papers, IZA Network @ LISER, number 5029, Jun.
39. Caporale, Guglielmo Maria & Rault, Christophe & Sova, Robert & Sova, Anamaria, 2010, "Pollution Abatement and Control Expenditure in Romania: A Multilevel Analysis," IZA Discussion Papers, IZA Network @ LISER, number 5041, Jul.
    
    • Guglielmo Caporale & Christophe Rault & Robert Sova & Anamaria Sova, 2010, "Pollution Abatement And Control Expenditure In Romania: A Multilevel Analysis," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp994, Jun.
40. Guglielmo Maria Caporale & Christophe Rault & Robert Sova & Anamaria Sova, 2010, "Determinants of Pollution Abatement and Control Expenditure in Romania: A Multilevel Analysis," CESifo Working Paper Series, CESifo, number 3255.
41. Hervé Tiffon, 2010, "L'homme et l'organisation, l'articulation singulier - pluriel dans les organisations," Post-Print, HAL, number hal-03539413.
42. Nguyen Viet, Cuong & Vu Hoang, Linh & Nguyen, Thang, 2010, "Urban Poverty in Vietnam: Determinants and Policy Implications," MPRA Paper, University Library of Munich, Germany, number 40767, Dec.
    
    • Cuong Nguyen & Vu Linh & Thang Nguyen, 2013, "Urban poverty in Vietnam: determinants and policy implications," International Journal of Development Issues, Emerald Group Publishing Limited, volume 12, issue 2, pages 110-139, June, DOI: 10.1108/IJDI-08-2012-0049.

2009

1. Ben Ali Chiraz, 2009, "Disclosure and minority expropriation: A study of French listed firms," Post-Print, HAL, number halshs-00460161, May.
2. Alain Chateauneuf & José Heleno Faro, 2009, "Ambiguity through confidence functions," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00634651, Sep, DOI: 10.1016/j.jmateco.2009.05.001.
   
   • Chateauneuf, Alain & Faro, José Heleno, 2009, "Ambiguity through confidence functions," Journal of Mathematical Economics, Elsevier, volume 45, issue 9-10, pages 535-558, September.
   • Alain Chateauneuf & José Heleno Faro, 2009, "Ambiguity through confidence functions," Post-Print, HAL, number hal-00634651, Sep, DOI: 10.1016/j.jmateco.2009.05.001.
   • Alain Chateauneuf & José Heleno Faro, 2009, "Ambiguity through confidence functions," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-00634651, Sep, DOI: 10.1016/j.jmateco.2009.05.001.
3. Zaier Aouani & Alain Chateauneuf, 2009, "Continuity properties of totally monotone capacities on polish spaces and impatience," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00634847, Sep.
   
   • Zaier Aouani & Alain Chateauneuf, 2009, "Continuity properties of totally monotone capacities on polish spaces and impatience," Post-Print, HAL, number hal-00634847, Sep.
4. Alain Chateauneuf & Michèle Cohen & Jean-Marc Tallon, 2009, "Decision under Risk: The Classical Expected Utility Model," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00671289, DOI: 10.1002/9780470611876.ch8.
   
   • Alain Chateauneuf & Michèle Cohen & Jean-Marc Tallon, 2008, "Decision under risk : The classical Expected Utility model," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00348814, Dec.
   • Alain Chateauneuf & Michèle Cohen & Jean-Marc Tallon, 2009, "Decision under Risk: The Classical Expected Utility Model," Post-Print, HAL, number hal-00671289, DOI: 10.1002/9780470611876.ch8.
   • Alain Chateauneuf & Michèle Cohen & Jean-Marc Tallon, 2008, "Decision under risk : The classical Expected Utility model," Post-Print, HAL, number halshs-00348814, Dec.
   • Alain Chateauneuf & Michèle Cohen & Jean-Marc Tallon, 2009, "Decision under Risk: The Classical Expected Utility Model," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-00671289, DOI: 10.1002/9780470611876.ch8.
   • Alain Chateauneuf & Mich le Cohen & Jean-Marc Tallon, 2008, "Decision under risk: The classical Expected Utility model," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number v08085, Dec, DOI: 10.1002/9780470611876.ch8.
5. Alain Chateauneuf & Michèle Cohen & Jean-Yves Jaffray, 2009, "Decision under Uncertainty: The Classical Models," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00671295, DOI: 10.1002/9780470611876.ch9.
   
   • Alain Chateauneuf & Michèle Cohen & Jean-Yves Jaffray, 2008, "Decision under Uncertainty: the Classical Models," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00348818, Dec.
   • Alain Chateauneuf & Michèle Cohen & Jean-Yves Jaffray, 2009, "Decision under Uncertainty: The Classical Models," Post-Print, HAL, number hal-00671295, DOI: 10.1002/9780470611876.ch9.
   • Alain Chateauneuf & Michèle Cohen & Jean-Yves Jaffray, 2008, "Decision under Uncertainty: the Classical Models," Post-Print, HAL, number halshs-00348818, Dec.
   • Alain Chateauneuf & Michèle Cohen & Jean-Yves Jaffray, 2009, "Decision under Uncertainty: The Classical Models," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-00671295, DOI: 10.1002/9780470611876.ch9.
   • Alain Chateauneuf & Mich le Cohen & Jean-Yves Jaffray, 2008, "Decision under uncertainty: the classical models," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number v08086, Dec, DOI: 10.1002/9780470611876.ch9.
6. Alain Chateauneuf & Michèle Cohen, 2009, "Cardinal Extensions of the EU Model Based on the Choquet Integral," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00671302, DOI: 10.1002/9780470611876.ch10.
   
   • Alain Chateauneuf & Michèle Cohen, 2008, "Cardinal extensions of EU model based on the Choquet integral," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00348822, Dec.
   • Alain Chateauneuf & Michèle Cohen, 2009, "Cardinal Extensions of the EU Model Based on the Choquet Integral," Post-Print, HAL, number hal-00671302, DOI: 10.1002/9780470611876.ch10.
   • Alain Chateauneuf & Michèle Cohen, 2008, "Cardinal extensions of EU model based on the Choquet integral," Post-Print, HAL, number halshs-00348822, Dec.
   • Alain Chateauneuf & Michèle Cohen, 2009, "Cardinal Extensions of the EU Model Based on the Choquet Integral," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-00671302, DOI: 10.1002/9780470611876.ch10.
   • Alain Chateauneuf & Michèle Cohen, 2008, "Cardinal extensions of EU model based on the Choquet integral," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number v08087, Dec, DOI: 10.1002/9780470611876.ch10.
7. Alain Chateauneuf & Caroline Ventura, 2009, "G-continuity, impatience and G-cores of exact games," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00442855, Jul.
   
   • Alain Chateauneuf & Caroline Ventura, 2009, "G-continuity, impatience and G-cores of exact games," Post-Print, HAL, number halshs-00442855, Jul.
   • Alain Chateauneuf & Caroline Ventura, 2009, "G-continuity, impatience and G-cores of exact games," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 09081, Jul.
8. Alain Chateauneuf & Caroline Ventura, 2009, "About partial probabilistic information," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00442859, Jul.
   
   • Alain Chateauneuf & Caroline Ventura, 2009, "About partial probabilistic information," Post-Print, HAL, number halshs-00442859, Jul.
   • Alain Chateauneuf & Caroline Ventura, 2009, "About partial probabilistic information," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 09082, Jul.
9. Alain KABUNDI & Rangan GUPTA, 2009, "The Effect of Monetary Policy on House Price Inflation: A Factor Augmented Vector Autoregression (FAVAR) Approach," EcoMod2009, EcoMod, number 21500048, Jun.
   
   • Rangan Gupta & Alain Kabundi, 2009, "The Effect Of Monetary Policy On House Price Inflation: A Factor Augmented Vector Autoregression (Favar) Approach," Working Papers, University of Pretoria, Department of Economics, number 200903, Jan.
10. Rangan Gupta & Stephen M. Miller, 2009, ""Ripple Effects” and Forecasting Home Prices in Los Angeles, Las Vegas, and Phoenix," Working Papers, University of Nevada, Las Vegas , Department of Economics, number 0902, Jan.
    
    • Rangan Gupta & Stephen Miller, 2012, "“Ripple effects” and forecasting home prices in Los Angeles, Las Vegas, and Phoenix," The Annals of Regional Science, Springer;Western Regional Science Association, volume 48, issue 3, pages 763-782, June, DOI: 10.1007/s00168-010-0416-2.
    • Rangan Gupta & Stephen M. Miller, 2009, "“Ripple Effects” and Forecasting Home Prices In Los Angeles, Las Vegas, and Phoenix," Working Papers, University of Pretoria, Department of Economics, number 200901, Jan.
    • Rangan Gupta & Stephen M. Miller, 2009, ""Ripple Effects" and Forecasting Home Prices in Los Angeles, Las Vegas, and Phoenix," Working papers, University of Connecticut, Department of Economics, number 2009-05, Jan, revised Jun 2009.
11. Rangan Gupta & Stephen M. Miller, 2009, "The Time-Series Properties of House Prices: A Case Study of the Southern California Market," Working Papers, University of Nevada, Las Vegas , Department of Economics, number 0912, Mar, revised Dec 2009.
    
    • Rangan Gupta & Stephen Miller, 2012, "The Time-Series Properties of House Prices: A Case Study of the Southern California Market," The Journal of Real Estate Finance and Economics, Springer, volume 44, issue 3, pages 339-361, April, DOI: 10.1007/s11146-010-9234-7.
12. Rangan Gupta & Alain Kabundi & Stephen M. Miller, 2009, "Using Large Data Sets to Forecast Housing Prices: A Case Study of Twenty US States," Working Papers, University of Nevada, Las Vegas , Department of Economics, number 0916, May.
    
    • Rangan Gupta & Alain Kabundi & Stephen M. Miller, 2009, "Using Large Data Sets to Forecast Housing Prices: A Case Study of Twenty US States," Working Papers, University of Pretoria, Department of Economics, number 200912, May.
    • Rangan Gupta & Alain Kabundi & Stephen M. Miller, 2009, "Using Large Data Sets to Forecast Housing Prices: A Case Study of Twenty US States," Working papers, University of Connecticut, Department of Economics, number 2009-13.
13. Rangan Gupta & Marius Jurgilas & Alan Kabundi & Stephen M. Miller, 2009, "Monetary Policy and Housing Sector Dynamics in a Large-Scale Bayesian Vector Autoregressive Mode," Working Papers, University of Nevada, Las Vegas , Department of Economics, number 0919, Jun.
    
    • Rangan Gupta & Marius Jurgilas & Alain Kabundi & Stephen M. Miller, 2009, "Monetary Policy and Housing Sector Dynamics in a Large-Scale Bayesian Vector Autoregressive Model," Working Papers, University of Pretoria, Department of Economics, number 200913, Jun.
    • Rangan Gupta & Marius Jurgilas & Alain Kabundi & Stephen M. Miller, 2009, "Monetary Policy and Housing Sector Dynamics in a Large-Scale Bayesian Vector Autoregressive Model," Working papers, University of Connecticut, Department of Economics, number 2009-19, Jun.
14. Sonali Das & Rangan Gupta & Alain Kabundi, 2009, "The Blessing Of Dimensionality In Forecasting Real House Price Growth In The Nine Census Divisions Of The Us," Working Papers, University of Pretoria, Department of Economics, number 200902, Jan.
    
    • Sonali Das & Rangan Gupta & Alain Kabundi, 2010, "The Blessing of Dimensionality in Forecasting Real House Price Growth in the Nine Census Divisions of the U.S," Journal of Housing Research, Taylor & Francis Journals, volume 19, issue 1, pages 89-109, January, DOI: 10.1080/10835547.2010.12092016.
15. Ruthira Naraidoo & Rangan Gupta, 2009, "Modelling monetary policy in South Africa: Focus on inflation targeting era using a simple learning rule," Working Papers, University of Pretoria, Department of Economics, number 200904, Jan.
16. Rangan Gupta & Marius Jurgilas & Alain Kabundi, 2009, "The Effect Of Monetary Policy On Real House Price Growth In South Africa: A Factor Augmented Vector Autoregression (Favar) Approach," Working Papers, University of Pretoria, Department of Economics, number 200905, Jan.
    
    • Gupta, Rangan & Jurgilas, Marius & Kabundi, Alain, 2010, "The effect of monetary policy on real house price growth in South Africa: A factor-augmented vector autoregression (FAVAR) approach," Economic Modelling, Elsevier, volume 27, issue 1, pages 315-323, January.
17. Rangan Gupta & Josine Uwilingiye, 2009, "Comparing South African Inflation Volatility Across Monetary Policy Regimes: An Application Of Saphe Cracking," Working Papers, University of Pretoria, Department of Economics, number 200906, Feb.
    
    • Rangan Gupta & Josine Uwilingiye, 2012, "Comparing South African Inflation Volatility Across Monetary Policy Regimes: An Application of Saphe Cracking," Journal of Developing Areas, Tennessee State University, College of Business, volume 46, issue 1, pages 45-54, January-J.
18. Rangan Gupta & Alain Kabundi, 2009, "Forecasting Real Us House Price: Principal Components Versus Bayesian Regressions," Working Papers, University of Pretoria, Department of Economics, number 200907, Feb.
19. Rangan Gupta & Stephen M. Miller, 2009, "The Time-Series Properties of Housing Prices: A Case Study of the Southern California Market," Working Papers, University of Pretoria, Department of Economics, number 200908, Feb.
    
    • Rangan Gupta & Stephen M. Miller, 2009, "The Time-Series Properties on Housing Prices: A Case Study of the Southern California Market," Working papers, University of Connecticut, Department of Economics, number 2009-10, Mar, revised Dec 2009.
20. Rangan Gupta & Emmanuel Ziramba, 2009, "Is the Permanent Income Hypothesis Really Well-Suited for Forecasting?," Working Papers, University of Pretoria, Department of Economics, number 200909, Mar.
21. Rangan Gupta & Alain Kabundi & Emmanuel Ziramba, 2009, "The Effect Of Defense Spending On Us Output: A Factor Augmented Vector Autoregression (Favar) Approach," Working Papers, University of Pretoria, Department of Economics, number 200911, Mar.
    
    • Rangan Gupta & Alain Kabundi & Emmanuel Ziramba, 2010, "The Effect Of Defense Spending On Us Output: A Factor Augmented Vector Autoregression (Favar) Approach," Defence and Peace Economics, Taylor & Francis Journals, volume 21, issue 2, pages 135-147, DOI: 10.1080/10242690903569056.
22. Rangan Gupta & Josine Uwilingiye, 2009, "Some Benefits of Reducing Inflation in South Africa," Working Papers, University of Pretoria, Department of Economics, number 200915, Jul.
23. Sonali Das & Rangan Gupta & Patrick Agu Kaya, 2009, "Convergence of Metropolitan House Prices in South Africa: A Re-Examination Using Efficient Unit Root Tests," Working Papers, University of Pretoria, Department of Economics, number 200922, Oct.
    
    • Sonali DAS , Rangan GUPTA & Patrick A. KAYA, 2010, "Convergence Of Metropolitan House Prices In South Africa: A Re-Examination Using Efficient Unit Root Tests," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 10, issue 1.
24. Rangan Gupta & Alain Kabundi & Mampho P. Modise, 2009, "Has the SARB Become More Effective Post Inflation Targeting?," Working Papers, University of Pretoria, Department of Economics, number 200925, Nov.
    
    • Rangan Gupta & Alain Kabundi & Mampho Modise, 2010, "Has the SARB become more effective post inflation targeting?," Economic Change and Restructuring, Springer, volume 43, issue 3, pages 187-204, August, DOI: 10.1007/s10644-009-9083-7.
25. Rangan Gupta & Christian K. Tipoy & Sonali Das, 2009, "Could We Have Predicted the Recent Downturn in Home Sales of the Four US Census Regions?," Working Papers, University of Pretoria, Department of Economics, number 200926, Dec.
    
    • Rangan Gupta & Christian Tipoy & Sonali Das, 2010, "Could We Have Predicted the Recent Downturn in Home Sales in the Four U.S. Census Regions?," Journal of Housing Research, Taylor & Francis Journals, volume 19, issue 2, pages 111-128, January, DOI: 10.1080/10835547.2010.12092026.
26. Shawkat Hammoudeh & Yuan Yuan & Michael McAleer & Mark A. Thompson, 2009, "Precious Metals-Exchange Rate Volatility Transmissions and Hedging Strategies," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-187, Oct.
    
    • Hammoudeh, Shawkat M. & Yuan, Yuan & McAleer, Michael & Thompson, Mark A., 2010, "Precious metals-exchange rate volatility transmissions and hedging strategies," International Review of Economics & Finance, Elsevier, volume 19, issue 4, pages 633-647, October.
    • Hammoudeh, S.M. & Yuan, Y. & McAleer, M.J. & Thompson, M.A., 2009, "Precious Metals-Exchange Rate Volatility Transmissions and Hedging Strategies," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2009-38, Nov.
    • Shawkat Hammoudeh & Yuan Yuan & Michael McAleer & Mark A. Thompson, 2009, "Precious Metals-Exchange Rate Volatility Transmissions and Hedging Strategies," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-684, Oct.
27. Shawkat M. Hammoudeh & Yuan Yuan & Michael McAleer, 2009, "Exchange Rate and Industrial Commodity Volatility Transmissions and Hedging Strategies," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-668, Sep.
    
    • Shawkat M. Hammoudeh & Yuan Yuan & Michael McAleer, 2009, "Exchange Rate and Industrial Commodity Volatility Transmissions and Hedging Strategies," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-172, Sep.
28. Shawkat M. Hammoudeh & Yuan Yuan & Michael McAleer, 2009, "Modeling Exchange Rate and Industrial Commodity Volatility Transmissions," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0096, Feb.
29. Joao Tovar Jalles, 2009, "Structural time series models and the Kalman filter: a concise review," Nova SBE Working Paper Series, Universidade Nova de Lisboa, Nova School of Business and Economics, number wp541.
30. Cuong Le Van & Tu-Anh Nguyen, 2009, "Total Factor Productivity, Saving Rate and Learning-by-Doing in Growth Process," Working Papers, Development and Policies Research Center (DEPOCEN), Vietnam, number 60, Jan.
31. Rose-Anne Dana & Cuong Le Van, 2009, "No-arbitrage, overlapping sets of priors and the existence of efficient allocations and equilibria in the presence of risk and ambiguity," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00281582, Nov.
    
    • Rose-Anne Dana & Cuong Le Van, 2008, "No-arbitrage, overlapping sets of priors and the existence of efficient allocations and equilibria in the presence of risk and ambiguity," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number b08039, May, revised Nov 2009.
32. Davide Furceri & Annabelle Mourougane, 2009, "Financial Crises: Past Lessons and Policy Implications," OECD Economics Department Working Papers, OECD Publishing, number 668, Feb, DOI: 10.1787/226777318564.
33. Davide Furceri & Annabelle Mourougane, 2009, "Taking Stock of Existing Structural Policy and Outcome Indicators," OECD Economics Department Working Papers, OECD Publishing, number 676, Feb, DOI: 10.1787/226415705182.
34. Davide Furceri & Annabelle Mourougane, 2009, "The Effect of Financial Crises on Potential Output: New Empirical Evidence from OECD Countries," OECD Economics Department Working Papers, OECD Publishing, number 699, May, DOI: 10.1787/224126122024.
    
    • Furceri, Davide & Mourougane, Annabelle, 2012, "The effect of financial crises on potential output: New empirical evidence from OECD countries," Journal of Macroeconomics, Elsevier, volume 34, issue 3, pages 822-832, DOI: 10.1016/j.jmacro.2012.05.010.
35. Davide Furceri & Annabelle Mourougane, 2009, "How do Institutions Affect Structural Unemployment in Times of Crises?," OECD Economics Department Working Papers, OECD Publishing, number 730, Nov, DOI: 10.1787/220734255421.
    
    • Davide Furceri & Annabelle Mourougane, 2012, "How Do Institutions Affect Structural Unemployment in Times of Crises?," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 59, issue 4, pages 393-419.
36. Bui Trinh & Anh Ngoc Nguyen, 2009, "Updating a Vietnam SAM 2005: A hybrid approach," Working Papers, Development and Policies Research Center (DEPOCEN), Vietnam, number 68.
37. Anh Ngoc Nguyen & Nicola Jones & Nhat Duc Nguyen & Chuc Dinh Nguyen, 2009, "Capitalising on Innovation for Exports by the SME Sector," Working Papers, Development and Policies Research Center (DEPOCEN), Vietnam, number 67.
38. Colin Camerer & Quang Nguyen & Tomomi Tanaka, 2009, "Measuring norms of redistributive transfers: Trust experiments and survey data from Vietnam," Post-Print, HAL, number halshs-00588759, Jun.
    
    • Tanaka, Tomomi & Camerer, Colin & Nguyen, Quang, 2009, "Measuring Norms of Redistributive Transfers: Trust Experiments and Survey Data from Vietnam," MPRA Paper, University Library of Munich, Germany, number 16119, Jul.
39. Quang Nguyen, 2009, "Present biased and Rosca participation : Evidence from field experiment and household survey data in Vietnam," Post-Print, HAL, number halshs-00588762, Oct.
40. Nguyen, Quang, 2009, "choice of remuneration regime in fisheries: the case of Hawaii’s longline fisheries," MPRA Paper, University Library of Munich, Germany, number 13792, Mar.
    
    • Nguyen, Quang & Leung, PingSun, 2009, "Choice of Remuneration Regime in Fisheries: The Case of Hawaii’s Longline Fisheries," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, volume 34, issue 3, pages 1-20, December, DOI: 10.22004/ag.econ.57625.
41. Nguyen, Quang & Leung, PinngSun, 2009, "Revenue Targeting in Fisheries: The Case of Hawaii Longline Fishery," MPRA Paper, University Library of Munich, Germany, number 13846, Mar.
    
    • Nguyen, Quang & Leung, PinngSun, 2009, "Revenue Targeting in Fisheries: The Case of Hawaii Longline Fishery," MPRA Paper, University Library of Munich, Germany, number 17119, Sep.
42. Nguyen, Quang, 2009, "Do fishermen have different preferences?: Insights from an experimental study and household data," MPRA Paper, University Library of Munich, Germany, number 16012, Jul.
43. Guglielmo Maria Caporale & Christophe Rault & Robert Sova & Anamaria Sova, 2009, "Trade Specialisation and Economic Convergence: Evidence from Two Eastern European Countries," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 875.
    
    • Guglielmo Maria Caporale & Christophe Rault & Robert Sova & Anamaria Sova, 2011, "Trade Specialisation and Economic Convergence: Evidence from two Eastern European Countries," DEGIT Conference Papers, DEGIT, Dynamics, Economic Growth, and International Trade, number c016_071, Sep.
    • Christophe Rault & Guglielmo Maria Caporale & Robert Sova & Anamaria Sova, 2009, "Trade Specialisation And Economic Convergence: Evidence From Two Eastern European Countries," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp959, Jun.
44. Guglielmo Maria Caporale & Christophe Rault & Robert Sova & Anamaria Sova, 2009, "Financial Development and Economic Growth: Evidence from Ten New EU Members," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 940.
    
    • Caporale, Guglielmo Maria & Rault, Christophe & Sova, Robert & Sova, Anamaria, 2014, "Financial Development and Economic Growth: Evidence from Ten New EU Members," IZA Discussion Papers, IZA Network @ LISER, number 8397, Aug.
45. Sova, Robert & Stancu, Ion & Sova, Anamaria & Fratila, Lauretiu & Sava, Valentin, 2009, "Framework for understanding environmental policy in Romania," MPRA Paper, University Library of Munich, Germany, number 20630, Dec.
46. Olson, Kent D. & Vu, Linh, 2009, "Productivity Growth, Technical Efficiency and Technical Change on Minnesota Farms," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin, Agricultural and Applied Economics Association, number 49204, DOI: 10.22004/ag.econ.49204.
47. Linh Vu Hoang, 2009, "Analysis of Calorie and Micronutrient Consumption in Vietnam," Working Papers, Development and Policies Research Center (DEPOCEN), Vietnam, number 66.
48. Linh Vu Hoang, 2009, "Estimation of Food Demand from Household Survey Data in Vietnam," Working Papers, Development and Policies Research Center (DEPOCEN), Vietnam, number 64.
49. Linh Vu Hoang & Paul Glewwe, 2009, "Impacts of Rising Food Prices on Poverty and Welfare in Vietnam," Working Papers, Development and Policies Research Center (DEPOCEN), Vietnam, number 65.
    
    • Vu, Linh & Glewwe, Paul, 2011, "Impacts of Rising Food Prices on Poverty and Welfare in Vietnam," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, volume 36, issue 01, pages 1-14, April, DOI: 10.22004/ag.econ.105512.

2008

1. Isabelle Aimé-Garnier & Chantal Lai, 2008, "Le changement de nom de marque : clarification du concept et proposition d'une typologie," Post-Print, HAL, number hal-00568843, Mar.
2. Isabelle Aimé-Garnier & Chantal Lai, 2008, "Le changement de nom de marque : définition, clarification et proposition d’une typologie," Post-Print, HAL, number halshs-02914414, Jan, DOI: 10.7193/DM.049.33.46.
3. Chiraz Ben Ali, 2008, "Disclosure quality and corporate governance: Evidence from the French Stock Market," Post-Print, HAL, number halshs-00522350, May.
4. Tristan Boyer & Elena Chane-Alune, 2008, "IFRS and the Need for Non-Financial Information," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 08-06.
   
   • Tristan Boyer & Elena Chane-Alune, 2014, "IFRS and the need for non-financial information," Working Papers, Department of Research, Ipag Business School, number 2014-340, Jan.
5. Alain Chateauneuf & Jean-Philippe Lefort, 2008, "Some Fubini theorems on product sigma-algebras for non-additive measures," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00271357, Aug, DOI: 10.1016/j.ijar.2007.02.007.
   
   • Alain Chateauneuf & Jean-Philippe Lefort, 2006, "Some Fubini theorems on product sigma-algebras for non-additive measures," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00130444, Dec.
   • Alain Chateauneuf & Jean-Philippe Lefort, 2008, "Some Fubini theorems on product sigma-algebras for non-additive measures," Post-Print, HAL, number hal-00271357, Aug, DOI: 10.1016/j.ijar.2007.02.007.
   • Alain Chateauneuf & Jean-Philippe Lefort, 2006, "Some Fubini theorems on product sigma-algebras for non-additive measures," Post-Print, HAL, number halshs-00130444, Dec.
6. Zaier Aouani & Alain Chateauneuf, 2008, "Exact Capacities and Star-Shaped Distorted Probabilities," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00271367, Sep, DOI: 10.1016/j.mathsocsci.2008.01.006.
   
   • Aouani, Zaier & Chateauneuf, Alain, 2008, "Exact capacities and star-shaped distorted probabilities," Mathematical Social Sciences, Elsevier, volume 56, issue 2, pages 185-194, September.
   • Zaier Aouani & Alain Chateauneuf, 2008, "Exact Capacities and Star-Shaped Distorted Probabilities," Post-Print, HAL, number hal-00271367, Sep, DOI: 10.1016/j.mathsocsci.2008.01.006.
   • Zaier Aouani, 2004, "Exact capacities and star shaped distorted probabilities," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1), number b04117, Dec.
7. Marcello Basili & Alain Chateauneuf & Fulvio Fontini, 2008, "Precautionary principle as a rule of choice with optimism on windfall gains and pessimism on catatrophic losses," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00273211, Oct, DOI: 10.1016/j.ecolecon.2007.12.030.
   
   • Basili, Marcello & Chateauneuf, Alain & Fontini, Fulvio, 2008, "Precautionary principle as a rule of choice with optimism on windfall gains and pessimism on catastrophic losses," Ecological Economics, Elsevier, volume 67, issue 3, pages 485-491, October.
   • Marcello Basili & Alain Chateauneuf & Fulvio Fontini, 2008, "Precautionary principle as a rule of choice with optimism on windfall gains and pessimism on catatrophic losses," Post-Print, HAL, number hal-00273211, Oct, DOI: 10.1016/j.ecolecon.2007.12.030.
8. Alain Chateauneuf & Jean-Yves Jaffray, 2008, "Some Characterizations of Lower Probabilities and Other Monotone Capacities through the Use of Mobius Inversion," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00649208, DOI: 10.1007/978-3-540-44792-4_19.
   
   • Chateauneuf, Alain & Jaffray, Jean-Yves, 1989, "Some characterizations of lower probabilities and other monotone capacities through the use of Mobius inversion," Mathematical Social Sciences, Elsevier, volume 17, issue 3, pages 263-283, June.
   • Alain Chateauneuf & Jean-Yves Jaffray, 2008, "Some Characterizations of Lower Probabilities and Other Monotone Capacities through the Use of Mobius Inversion," Post-Print, HAL, number hal-00649208, DOI: 10.1007/978-3-540-44792-4_19.
   • Alain Chateauneuf & Jean-Yves Jaffray, 2008, "Some Characterizations of Lower Probabilities and Other Monotone Capacities through the Use of Mobius Inversion," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-00649208, DOI: 10.1007/978-3-540-44792-4_19.
9. Alain Chateauneuf & Michel Grabisch & Agnès Rico, 2008, "Modeling attitudes toward uncertainty through the use of the Sugeno integral," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00327700, Dec, DOI: 10.1016/j.jmateco.2007.09.003.
   
   • Chateauneuf, A. & Grabisch, M. & Rico, A., 2008, "Modeling attitudes toward uncertainty through the use of the Sugeno integral," Journal of Mathematical Economics, Elsevier, volume 44, issue 11, pages 1084-1099, December.
   • Alain Chateauneuf & Michel Grabisch & Agnès Rico, 2008, "Modeling attitudes toward uncertainty through the use of the Sugeno integral," Post-Print, HAL, number halshs-00327700, Dec, DOI: 10.1016/j.jmateco.2007.09.003.
10. Widad Guechtouli, 2008, "How Do Communication Structures Shape The Process Of Knowledge Transfer? - An Agent-Based Model," Working Papers, HAL, number halshs-00349033, Dec.
    
    • Widad Guechtouli, 2014, "How do communication structures shape the process of knowledge transfer? An agent-based model," Working Papers, Department of Research, Ipag Business School, number 2014-177, Jan.
11. Rangan Gupta & Kibii Komen, 2008, "Time Aggregation and the Contradictions with Causal Relationships: Can Economic Theory Come to the Rescue?," Working Papers, University of Pretoria, Department of Economics, number 200802, Feb.
    
    • R Gupta & K Komen, 2009, "Time Aggregation and the Contradictions with Causal Relationships: Can Economic Theory Come to the Rescue?," Studies in Economics and Econometrics, Taylor & Francis Journals, volume 33, issue 1, pages 16-27, April, DOI: 10.1080/10800379.2009.12106460.
12. Kasai Ndahiriwe & Rangan Gupta, 2008, "Financial Liberalisation and the Effectiveness of Monetary Policy on House Prices in South Africa," Working Papers, University of Pretoria, Department of Economics, number 200803, Mar.
13. Rangan Gupta & Josine Uwilingiye, 2008, "Measuring the Welfare Cost of Inflation in South Africa," Working Papers, University of Pretoria, Department of Economics, number 200804, Mar.
    
    • Rangan Gupta & Josine Uwilingiye, 2008, "Measuring The Welfare Cost Of Inflation In South Africa," South African Journal of Economics, Economic Society of South Africa, volume 76, issue 1, pages 16-25, March, DOI: 10.1111/j.1813-6982.2008.00159.x.
    • Josine Uwilingiye & Rangan Gupta, 2008, "Measuring the welfare cost of inflation in South Africa," ERSA Working Paper Series, Economic Research Southern Africa, number 068, Feb.
14. Guangling (Dave) Liu & Rangan Gupta & Eric Schaling, 2008, "A New-Keynesian DSGE Model for Forecasting the South African Economy," Working Papers, University of Pretoria, Department of Economics, number 200805, Apr.
    
    • Guangling 'Dave' Liu & Rangan Gupta & Eric Schaling, 2009, "A New-Keynesian DSGE model for forecasting the South African economy," Journal of Forecasting, John Wiley & Sons, Ltd., volume 28, issue 5, pages 387-404, DOI: 10.1002/for.1103.
15. Rangan Gupta, 2008, "Currency Substitution and Financial Repression," Working Papers, University of Pretoria, Department of Economics, number 200806, Apr.
    
    • Rangan Gupta, 2011, "Currency Substitution and Financial Repression," International Economic Journal, Taylor & Francis Journals, volume 25, issue 1, pages 47-61, DOI: 10.1080/10168731003753875.
    • Rangan Gupta, 2008, "Currency Substitution and Financial Repression," ERSA Working Paper Series, Economic Research Southern Africa, number 070, Feb.
16. Rangan Gupta & Emmanuel Ziramba, 2008, "Tax Evasion and Financial Repression: A Reconsideration Using Endogenous Growth Models," Working Papers, University of Pretoria, Department of Economics, number 200808, May.
    
    • Rangan Gupta & Emmanuel Ziramba, 2009, "Tax evasion and financial repression: a reconsideration using endogenous growth models," Journal of Economic Studies, Emerald Group Publishing Limited, volume 36, issue 6, pages 660-674, October, DOI: 10.1108/01443580911001788.
    • Emmanuel Ziramba & Rangan Gupta, 2008, "Tax evasion and financial repression: A reconsideration using endogenous growth models," ERSA Working Paper Series, Economic Research Southern Africa, number 081, May.
17. Rangan Gupta & Josine Uwilingiye, 2008, "Measuring the Welfare Cost of Inflation in South Africa: A Reconsideration," Working Papers, University of Pretoria, Department of Economics, number 200809, Jun.
18. Thabo Mokoena & Rangan Gupta & Renee Van Eyden, 2008, "Market Microstructure Approach to the Exchange Rate Determination Puzzle," Working Papers, University of Pretoria, Department of Economics, number 200810, Jun.
19. Thabo Mokoena & Rangan Gupta & Renee Van Eyden, 2008, "Testing for Fractional Integration in SADC Real Exchange Rates," Working Papers, University of Pretoria, Department of Economics, number 200811, Jun.
20. Rangan Gupta & Sonali Das, 2008, "Spatial Bayesian Methods of Forecasting House Prices in Six Metropolitan Areas of South Africa," Working Papers, University of Pretoria, Department of Economics, number 200813, Jun.
    
    • Rangan Gupta & Sonali Das, 2008, "Spatial Bayesian Methods Of Forecasting House Prices In Six Metropolitan Areas Of South Africa," South African Journal of Economics, Economic Society of South Africa, volume 76, issue 2, pages 298-313, June, DOI: 10.1111/j.1813-6982.2008.00191.x.
21. Sonali Das & Rangan Gupta & Alain Kabundi, 2008, "Is a DFM Well-Suited in Forecasting Regional House Price Inflation?," Working Papers, University of Pretoria, Department of Economics, number 200814, Jun.
22. Rangan Gupta & Alain Kabundi, 2008, "A Dynamic Factor Model for Forecasting Macroeconomic Variables in South Africa," Working Papers, University of Pretoria, Department of Economics, number 200815, Jun.
23. Rangan Gupta & Alain Kabundi, 2008, "Forecasting Macroeconomic Variables Using Large Datasets: Dynamic Factor Model versus Large-Scale BVARs," Working Papers, University of Pretoria, Department of Economics, number 200816, Jun.
    
    • Rangan Gupta & Alain Kabundi, 2011, "Forecasting Macroeconomic Variables Using Large Datasets: Dynamic Factor Model versus Large-Scale BVARs," Indian Economic Review, Department of Economics, Delhi School of Economics, volume 46, issue 1, pages 23-40.
24. Rangan Gupta & Emmanuel Ziramba, 2008, "Openness, Bureaucratic Corruption and Public Policy in an Endogenous Growth Model," Working Papers, University of Pretoria, Department of Economics, number 200817, Jun.
25. Rangan Gupta & Emmanuel Ziramba, 2008, "Costly Tax Enforcement and Financial Repression," Working Papers, University of Pretoria, Department of Economics, number 200818, Jun.
    
    • Rangan Gupta & Emmanuel Ziramba, 2008, "Costly Tax Enforcement and Financial Repression," Economic Notes, Banca Monte dei Paschi di Siena SpA, volume 37, issue 2, pages 141-154, July, DOI: 10.1111/j.1468-0300.2008.00194.x.
    • Emmanuel Ziramba & Rangan Gupta, 2008, "Costly tax enforcement and financial repression," ERSA Working Paper Series, Economic Research Southern Africa, number 099, Oct.
26. Rangan Gupta & Emmanuel Ziramba, 2008, "Misalignment in the Growth-Maximizing Policies under Alternative Assumptions of Tax Evasion," Working Papers, University of Pretoria, Department of Economics, number 200819, Jun.
27. Rangan Gupta & Emmanuel Ziramba, 2008, "Costly Tax Enforcement and Financial Repression: A Reconsideration Using an Endogenous Growth Model," Working Papers, University of Pretoria, Department of Economics, number 200820, Jun.
28. Rangan Gupta & Sonali Das, 2008, "Predicting Downturns in the US Housing Market: A Bayesian Approach," Working Papers, University of Pretoria, Department of Economics, number 200821, Jun.
    
    • Rangan Gupta & Sonali Das, 2010, "Predicting Downturns in the US Housing Market: A Bayesian Approach," The Journal of Real Estate Finance and Economics, Springer, volume 41, issue 3, pages 294-319, October, DOI: 10.1007/s11146-008-9163-x.
29. Thabo Mokoena & Rangan Gupta & Renee van Eyden, 2008, "Testing for PPP Using SADC Real Exchange Rates," Working Papers, University of Pretoria, Department of Economics, number 200822, Jun.
    
    • Thabo M. Mokoena & Rangan Gupta & Reneé Van Eyden, 2009, "Testing For Ppp Using Sadc Real Exchange Rates," South African Journal of Economics, Economic Society of South Africa, volume 77, issue 3, pages 351-362, September, DOI: 10.1111/j.1813-6982.2009.01220.x.
30. Thabo Mokoena & Rangan Gupta & Renee van Eyden, 2008, "Half-Life Deviations from PPP in the SADC," Working Papers, University of Pretoria, Department of Economics, number 200823, Jul.
31. Rangan Gupta & Josine Uwilingiye, 2008, "Time Aggregation, Long-Run Money Demand and the Welfare Cost of Inflation," Working Papers, University of Pretoria, Department of Economics, number 200825, Jul.
    
    • R Gupta & J Uwilingiye, 2009, "Time Aggregation, Long-Run Money Demand and the Welfare Cost of Inflation," Studies in Economics and Econometrics, Taylor & Francis Journals, volume 33, issue 3, pages 95-109, December, DOI: 10.1080/10800379.2009.12106474.
32. Albert H. De Wet & Renee Van Eyden & Rangan Gupta, 2008, "Conditional Loss Estimation Using a South African Global Error Correcting Macroeconometric Model," Working Papers, University of Pretoria, Department of Economics, number 200826, Jul.
33. Thabo Mokoena & Rangan Gupta & Renee van Eyden, 2008, "Exchange Rate Puzzles: A Review of the Recent Theoretical and Empirical Developments," Working Papers, University of Pretoria, Department of Economics, number 200827, Jul.
34. Rangan Gupta & Emmanuel Ziramba, 2008, "Optimal Public Policy with Endogenous Mortality," Working Papers, University of Pretoria, Department of Economics, number 200829, Aug.
    
    • Rangan Gupta & Emmanuel Ziramba, 2010, "Optimal public policy with endogenous mortality," Journal of Economic Policy Reform, Taylor and Francis Journals, volume 13, issue 3, pages 241-249, DOI: 10.1080/17487870.2010.503085.
35. Rangan Gupta & Alain Kabundi, 2008, "Forecasting Macroeconomic Variables in a Small Open Economy: A Comparison between Small- and Large-Scale Models," Working Papers, University of Pretoria, Department of Economics, number 200830, Sep.
    
    • Rangan Gupta & Alain Kabundi, 2010, "Forecasting macroeconomic variables in a small open economy: a comparison between small- and large-scale models," Journal of Forecasting, John Wiley & Sons, Ltd., volume 29, issue 1-2, pages 168-185, DOI: 10.1002/for.1143.
36. Sonali Das & Rangan Gupta & Alain Kabundi, 2008, "Could We Have Predicted The Recent Downturn In The South African Housing Market?," Working Papers, University of Pretoria, Department of Economics, number 200831, Oct.
    
    • Das, Sonali & Gupta, Rangan & Kabundi, Alain, 2009, "Could we have predicted the recent downturn in the South African housing market?," Journal of Housing Economics, Elsevier, volume 18, issue 4, pages 325-335, December.
37. Rangan Gupta & Josine Uwilingiye, 2008, "Should the SARB Have Stayed Time Inconsistent?," Working Papers, University of Pretoria, Department of Economics, number 200833, Oct.
38. Alain Kabundi & Rangan Gupta & Sonali Das, 2008, "Is a DFM well suited for forecasting regional house price inflation?," ERSA Working Paper Series, Economic Research Southern Africa, number 085, Jul.
39. Eisa A. Aleisa & Shawkat Hammoudeh & Yuan Yuan, 2008, "External and Regional Shocks in the GCC Region: Implications for a Common Exchange Rate Regime," Working Papers, Economic Research Forum, number 426, Jan, revised 06 Jan 2008.
40. Hammoudeh, Shawkat & Sari, Ramazan & Alesia, Eisa, 2008, "Do Oil-Rich GCC Countries Finance US Current Account Deficit?," Proceedings of the German Development Economics Conference, Zurich 2008, Verein für Socialpolitik, Research Committee Development Economics, number 38.
41. Hammoudeh, S.M. & Yuan, Y. & McAleer, M.J., 2008, "Shock and volatility spillovers among equity sectors of the Gulf Arab stock markets," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2008-29, Nov.
    
    • Hammoudeh, Shawkat M. & Yuan, Yuan & McAleer, Michael, 2009, "Shock and volatility spillovers among equity sectors of the Gulf Arab stock markets," The Quarterly Review of Economics and Finance, Elsevier, volume 49, issue 3, pages 829-842, August.
42. Joao Tovar Jalles & Joao Cotter Salvado, 2008, "Baumol revisitado: que futuro para o peso do sector da sa de em portugal?," Nova SBE Working Paper Series, Universidade Nova de Lisboa, Nova School of Business and Economics, number wp533.
43. N. M. Hung & Cuong Le Van & P. Michel, 2008, "Non-convex Aggregate Technology and Optimal Economic Growth," Working Papers, Development and Policies Research Center (DEPOCEN), Vietnam, number 23.
    
    • N. Hung & C. Le Van & P. Michel, 2009, "Non-convex aggregate technology and optimal economic growth," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 40, issue 3, pages 457-471, September, DOI: 10.1007/s00199-008-0376-2.
    • Manh Nguyen Hung & Cuong Le Van & Philippe Michel, 2005, "Non-convex aggregative technology and optimal economic growth," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00197556, Dec.
    • Nguyen Manh Hung & Cuong Le Van & Philippe Michel, 2009, "Non-convex Aggregate Technology and Optimal Economic Growth," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00267100, Sep.
    • Manh Nguyen Hung & Cuong Le Van & Philippe Michel, 2005, "Non-convex aggregative technology and optimal economic growth," Post-Print, HAL, number halshs-00197556, Dec.
    • Nguyen Manh Hung & Cuong Le Van & Philippe Michel, 2009, "Non-convex Aggregate Technology and Optimal Economic Growth," Post-Print, HAL, number halshs-00267100, Sep.
    • Nguyen Manh Hung & Cuong Le Van & Philippe Michel, 2009, "Non-convex Aggregate Technology and Optimal Economic Growth," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-00267100, Sep.
    • N.M. Hung & C. Le Van & P. Michel, 2006, "Non-Convex Aggregate Technology and Optimal Economic Growth," Cahiers de recherche, Université Laval - Département d'économique, number 0603.
    • Manh Hung Nguyen & Cuong Le Van & Philippe Michel, 2005, "Non-convex aggregative technology and optimal economic growth," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1), number b05095, Dec.
44. Nizar Allouch & Cuong Le Van, 2008, "Walras and dividends equilibrium with possibly satiated consumers," Working Papers, Development and Policies Research Center (DEPOCEN), Vietnam, number 26, Jan.
    
    • Allouch, Nizar & Le Van, Cuong, 2008, "Walras and dividends equilibrium with possibly satiated consumers," Journal of Mathematical Economics, Elsevier, volume 44, issue 9-10, pages 907-918, September.
    • Nizar Allouch & Cuong Le Van, 2008, "Walras and dividends equilibrium with possibly satiated consumers," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00101189, Sep, DOI: 10.1016/j.jmateco.2006.09.005.
    • Nizar Allouch & Cuong Le Van, 2008, "Walras and dividends equilibrium with possibly satiated consumers," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00241543, Jan.
    • Nizar Allouch & Cuong Le Van, 2008, "Walras and dividends equilibrium with possibly satiated consumers," Post-Print, HAL, number halshs-00101189, Sep, DOI: 10.1016/j.jmateco.2006.09.005.
    • Nizar Allouch & Cuong Le Van, 2008, "Walras and dividends equilibrium with possibly satiated consumers," Post-Print, HAL, number halshs-00241543, Jan.
    • Nizar Allouch & Cuong Le Van, 2008, "Walras and dividends equilibrium with possibly satiated consumers," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number b08010, Jan, DOI: 10.1016/j.jmateco.2006.09.005.
    • Nizar Allouch & Cuong Le Van, 2006, "Walras and Dividends Equilibrium with Possibly Satiated Consumers," Working Papers, Queen Mary University of London, School of Economics and Finance, number 555, Mar.
45. Olivier Bruno & Cuong Le Van & Benoît Masquin, 2008, "When Does a Developing Country Use New Technologies?," Working Papers, Development and Policies Research Center (DEPOCEN), Vietnam, number 30, Feb.
    
    • Olivier Bruno & Cuong Van & Benoît Masquin, 2009, "When does a developing country use new technologies?," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 40, issue 2, pages 275-300, August, DOI: 10.1007/s00199-008-0370-8.
    • Olivier Bruno & Cuong Le Van & Benoît Masquin, 2009, "When Does a Developing Country Use New Technologies?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00101361, Aug, DOI: 10.1007/s00199-008-0370-8.
    • Olivier Bruno & Cuong Le Van & Benoît Masquin, 2005, "When does a developing country use new technologies?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00197539, Jul.
    • Olivier Bruno & Cuong Le Van & Benoît Masquin, 2009, "When Does a Developing Country Use New Technologies?," Post-Print, HAL, number halshs-00101361, Aug, DOI: 10.1007/s00199-008-0370-8.
    • Olivier Bruno & Cuong Le Van & Benoît Masquin, 2005, "When does a developing country use new technologies?," Post-Print, HAL, number halshs-00197539, Jul.
    • Olivier Bruno & Cuong Le Van & Benoît Masquin, 2009, "When Does a Developing Country Use New Technologies?," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-00101361, Aug, DOI: 10.1007/s00199-008-0370-8.
    • Olivier Bruno & Cuong Le Van & Beno t Masquin, 2005, "When does a developing country use new technologies?," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1), number b05093, Jul, DOI: 10.1007/s00199-008-0370-8.
46. Alain Ayong Le Kama & Cuong Le Van & Katheline Schubert, 2008, "A Non-dictatorial Criterion for Optimal Growth Models," Working Papers, Development and Policies Research Center (DEPOCEN), Vietnam, number 32, Mar.
    
    • Alain Ayong Le Kama & Cuong Le Van & Katheline Schubert, 2008, "A non-dictatorial criterion for optimal growth models," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00275758, Apr.
    • Alain Ayong Le Kama & Cuong Le Van & Katheline Schubert, 2008, "A non-dictatorial criterion for optimal growth models," Post-Print, HAL, number halshs-00275758, Apr.
    • Alain Ayong Le Kama & Cuong Le Van & Katheline Schubert, 2008, "A non-dictatorial criterion for optimal growth models," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number v08030, Apr.
47. Thai Ha Huy & Cuong Le Van & Manh Hung Nguyen, 2008, "No arbitrage condition and existence of equilibrium in infinite or finite dimension with expected risk averse utilities," Working Papers, Development and Policies Research Center (DEPOCEN), Vietnam, number 38, Jul.
    
    • Thai Ha Huy & Cuong Le Van & Manh Hung NGUYEN, 2008, "No arbitrage condition and existence of equilibrium in infinite or finite dimension with expected risk averse utilities," LERNA Working Papers, LERNA, University of Toulouse, number 08.27.271, Oct.
48. Cuong Le Van & Tu-Anh Nguyen, 2008, "New Technology, Human Capital, Total Factor Productivity and Growth Process for Developing," Working Papers, Development and Policies Research Center (DEPOCEN), Vietnam, number 44, Aug.
49. Cuong Le Van & Manh-Hung Nguyen & Thai Bao Luong & Tu Anh Nguyen, 2008, "New Technology, Human Capital and Growth for European Transitional Economies," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2008-07.
50. Cuong Le Van & Lisa Morhaim & Yiannis Vailakis, 2008, "Monotone concave operators: An application to the existence and uniqueness of solutions to the Bellman equation," Discussion Papers, University of Exeter, Department of Economics, number 0803.
    
    • Cuong Le Van & Lisa Morhaim & Yiannis Vailakis, 2008, "Monotone Concave Operators: An application to the existence and uniqueness of solutions to the Bellman equation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00294828, Jul.
51. Hippolyte d'Albis & Pascal Gourdel & Cuong Le Van, 2008, "Existence of Solutions in Continuous-time Optimal Growth Models," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00177269, Nov, DOI: 10.1007/s00199-007-0294-8.
    
    • Hippolyte d’Albis & Pascal Gourdel & Cuong Le Van, 2008, "Existence of solutions in continuous-time optimal growth models," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 37, issue 2, pages 321-333, November, DOI: 10.1007/s00199-007-0294-8.
    • Hippolyte d'Albis & Pascal Gourdel & Cuong Le Van, 2004, "Existence of Solutions in Continuous-time Optimal Growth Models," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-03330885, Jun.
    • Hippolyte d'Albis & Pascal Gourdel & Cuong Le Van, 2008, "Existence of Solutions in Continuous-time Optimal Growth Models," Post-Print, HAL, number halshs-00177269, Nov, DOI: 10.1007/s00199-007-0294-8.
    • Hippolyte d'Albis & Pascal Gourdel & Cuong Le Van, 2004, "Existence of Solutions in Continuous-time Optimal Growth Models," Post-Print, HAL, number halshs-03330885, Jun.
    • D'ALBIS Hippolyte & GOURDEL Pascal & LE VAN Cuong, 2007, "Existence of Solutions in Continuous-time Optimal Growth Models," LERNA Working Papers, LERNA, University of Toulouse, number 07.11.232, Aug.
    • Hippolyte d'Albis & Pascal Gourdel & Cuong Le Van, 2004, "Existence of solutions in continuous-time optimal growth models," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1), number b04063, Jun.
52. Annabelle Mourougane, 2008, "Achieving Sustainability of the Energy Sector in Canada," OECD Economics Department Working Papers, OECD Publishing, number 618, Jun, DOI: 10.1787/241263284264.
53. Annabelle Mourougane & Lukas Vogel, 2008, "Speed of Adjustment to Selected Labour Market and Tax Reforms," OECD Economics Department Working Papers, OECD Publishing, number 647, Oct, DOI: 10.1787/234217500715.
    
    • Annabelle Mourougane & Lukas Vogel, 2009, "Speed of Adjustment to Selected Labour Market and Tax Reforms," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, volume 51, issue 4, pages 500-519, December.
54. Annabelle Mourougane & Lukas Vogel, 2008, "Short-Term Distributional Effects of Structural Reforms: Selected Simulations in a DGSE Framework," OECD Economics Department Working Papers, OECD Publishing, number 648, Oct, DOI: 10.1787/234214803027.
55. S. S. M. Sadrul Huda & Ahmed Taneem Muzaffar & Jashim Uddin Ahmed, 2008, "The Perception on Food Quality among Urban People," AIUB Bus Econ Working Paper Series, American International University-Bangladesh (AIUB), Office of Research and Publications (ORP), number AIUB-BUS-ECON-2008-17, May, revised May 2008.
56. Md. Abid Hossain Khan & Ahmed Taneem Muzaffar & Abdul Kader Nazmul, 2008, "Corporate Financial Reporting on Internet: Global Developments and an Appraisal of Practices in Bangladesh," AIUB Bus Econ Working Paper Series, American International University-Bangladesh (AIUB), Office of Research and Publications (ORP), number AIUB-BUS-ECON-2008-25, Jun, revised Jun 2008.
57. N. Ngoc Thang & N. Van Thu & D. Buyens, 2008, "The impact of training on firm performance: Case of Vietnam," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 08/538, Sep.
58. Thang, N. & Buyens, D., 2008, "What we know about relationship between training and firm performance: a review of literature," Vlerick Leuven Gent Management School Working Paper Series, Vlerick Leuven Gent Management School, number 2009-01, Dec.
59. N. Ngoc Thang & D. Buyens, 2008, "Training, organizational strategy, and firm performance," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 08/541, Nov.
60. Nguyen, Anh Ngoc & Nguyen, Thang & Le, Dang Trung & Pham, Quang Ngoc & Nguyen, Dinh Chuc & Nguyen, Duc Nhat, 2008, "Foreign direct investment in Vietnam: Is there any evidence of technological spillover effects," MPRA Paper, University Library of Munich, Germany, number 7273, Jan.
    
    • Anh Ngoc Nguyen & Nguyen Thang & Le Dang Trung & Ngoc Quang Pham & Chuc Dinh Nguyen & Nhat Duc Nguyen, 2008, "Foreign Direct Investment in Vietnam: Is There Any Evidence Of Technological Spillover Effects," Working Papers, Development and Policies Research Center (DEPOCEN), Vietnam, number 36, Jan.
61. Chuc Dinh Nguyen & Gary Simpson & David Saal & Anh Ngoc Nguyen & Ngoc Quang Pham, 2008, "FDI Horizontal and Vertical Effects on Local Firm Technical Efficiency," Working Papers, Development and Policies Research Center (DEPOCEN), Vietnam, number 35.
62. Jean-Michel Sahut & Sandrine Boulerne, 2008, "Les normes IFRS ont-elles améliorées le contenu informationnel des immatériels ? : le cas des entreprises françaises cotées," Post-Print, HAL, number halshs-00525967, May.
    
    • Sandrine Boulerne & Jean-Michel Sahut, 2014, "Les normes IFRS ont-elles amélioré le contenu informationnel des immatériels? Le cas des entreprises françaises cotées," Working Papers, Department of Research, Ipag Business School, number 2014-262, Jan.
63. Catherine Bruneau & Nadia Sghaier, 2008, "Les cycles de souscription de l’assurance non vie en France," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2008-6.
64. Guglielmo Maria Caporale & Christophe Rault & Robert Sova & Ana Maria Sova, 2008, "On the Bilateral Trade Effects of Free Trade Agreements between the EU-15 and the CEEC-4 Countries," CESifo Working Paper Series, CESifo, number 2419.
    
    • Guglielmo Caporale & Christophe Rault & Robert Sova & Anamaria Sova, 2009, "On the bilateral trade effects of free trade agreements between the EU-15 and the CEEC-4 countries," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 145, issue 2, pages 189-206, July, DOI: 10.1007/s10290-009-0011-8.
    • Guglielmo Caporale & Christophe Rault & Robert Sova & Anamaria Sova, 2009, "On the bilateral trade effects of free trade agreements between the EU-15 and the CEEC-4 countries," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 145, issue 3, pages 573-573, October, DOI: 10.1007/s10290-009-0020-7.
    • Guglielmo Maria Caporale & Christophe Rault & Ana Maria Sova & Robert Sova, 2008, "On the Bilateral Trade Effects of Free Trade Agreements between the EU-15 and the CEEC-4 Countries," Post-Print, HAL, number halshs-00363693, Jul.
    • Caporale, Guglielmo Maria & Rault, Christophe & Sova, Anamaria & Sova, Robert, 2008, "On the Bilateral Trade Effects of Free Trade Agreements between the EU-15 and the CEEC-4 Countries," IZA Discussion Papers, IZA Network @ LISER, number 3782, Oct.
65. Christophe Rault & Robert Sova & Ana Maria Sova, 2008, "Modeling International Trade Flows between CEEC and OECD Countries," CESifo Working Paper Series, CESifo, number 2282.
    
    • Christophe Rault & Robert Sova & Ana Maria Sova, 2009, "Modelling international trade flows between CEEC and OECD countries," Applied Economics Letters, Taylor & Francis Journals, volume 16, issue 15, pages 1547-1554, DOI: 10.1080/13504850701564330.
    • Christophe Rault & Ana Maria Sova & Robert Sova, 2008, "Modeling International Trade Flows Between CEEC and OECD Countries," Post-Print, HAL, number halshs-00202794.
66. Caporale, Guglielmo Maria & Rault, Christophe & Sova, Anamaria & Sova, Robert, 2008, "Determinants of Pollution Abatement and Control Expenditure: Evidence from Romania," IZA Discussion Papers, IZA Network @ LISER, number 3787, Oct.
    
    • Guglielmo Caporale & Christophe Rault & Robert Sova & Anamaria Sova, 2009, "Determinants Of Pollution Abatement And Control Expenditure: Evidence From Romania," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp945, Jan.
67. Guglielmo Maria CAPORALE, & Christophe Rault & Robert SOVA & Ana Maria SOVA, 2008, "On The Trade Balance Effects Of Free Trade Agreements Between The Eu-15 And The Ceec-4 Countries," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp912, Mar.
    
    • Guglielmo Maria Caporale & Christophe Rault & Ana Maria Sova & Robert Sova, 2008, "On the Trade Balance Effects of Free Trade Agreements between the EU-15 and the CEEC-4 Countries," Post-Print, HAL, number halshs-00363699, Jul.
    • Guglielmo Maria Caporale & Christophe Rault & Ana Maria Sova & Robert Sova, 2008, "On the Trade Balance Effects of Free Trade Agreements between the EU-15 and the CEEC-4 Countries," Post-Print, HAL, number halshs-00364570.
68. Matthias Paul & Hans-Jörg von Mettenheim & Prof. Dr. Michael H. Breitner, 2008, "Akzeptanz von Sicherheitsmaßnahmen: Modellierung, Numerische Simulation und Optimierung," IWI Discussion Paper Series, Institut für Wirtschaftsinformatik, Universität Hannover, number 28, Oct.

2007

1. Achabou, Mohamed Akli & Tozanli, Selma, 2007, "Mise en application de l'accord d'association UE- Algerie : les conséquences sur l’industrie sucrière algérienne," 103rd Seminar, April 23-25, 2007, Barcelona, Spain, European Association of Agricultural Economists, number 9408, DOI: 10.22004/ag.econ.9408.
2. Chiraz Ben Ali, 2007, "Qualite De Publication Financiere Et Gouvernance : Cas Du Sbf 120," Post-Print, HAL, number halshs-00543099, May.
3. Tristan Boyer, 2007, "Do shareholders really own the firm?," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 07-05.
   
   • Tristan BOYER, 2014, "Do shareholders really own the firm?," Working Papers, Department of Research, Ipag Business School, number 2014-341, Jan.
4. Tristan Boyer & Elena CHANE-ALUNE, 2007, "Les IFRS et les besoins en informations non financières," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 07-06.
5. Alain Chateauneuf & Ghizlane Lakhnati, 2007, "From sure to strong diversification," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00271265, Sep, DOI: 10.1007/s00199-006-0126-2.
   
   • Alain Chateauneuf & Ghizlane Lakhnati, 2007, "From sure to strong diversification," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 32, issue 3, pages 511-522, September, DOI: 10.1007/s00199-006-0126-2.
   • Alain Chateauneuf & Ghizlane Lakhnati, 2005, "From sure to strong diversification," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00194670, Apr.
   • Alain Chateauneuf & Ghizlane Lakhnati, 2007, "From sure to strong diversification," Post-Print, HAL, number hal-00271265, Sep, DOI: 10.1007/s00199-006-0126-2.
   • Alain Chateauneuf & Ghizlane Lakhnati, 2005, "From sure to strong diversification," Post-Print, HAL, number halshs-00194670, Apr.
   • Alain Chateauneuf & Ghizlane Lakhnati, 2005, "From sure to strong diversification," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1), number b05035, Apr, DOI: 10.1007/s00199-006-0126-2.
6. Rose-Anne Dana & Cuong Le Van, 2007, "Overlapping sets of priors and the existence of efficient allocations and equilibria for risk measures," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00188761, Jul.
   
   • Rose-Anne Dana & Cuong Le Van, 2010, "Overlapping sets of priors and the existence of efficient allocations and equilibria for risk measures," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00308530, Jul, DOI: 10.1111/j.1467-9965.2010.00402.x.
   • Rose-Anne Dana & Cuong Le Van, 2007, "Overlapping sets of priors and the existence of efficient allocations and equilibria for risk measures," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number b07068, Jul, DOI: 10.1111/j.1467-9965.2010.00402.x.
7. Rangan Gupta, 2007, "Forecasting the South African Economy with Gibbs Sampled BVECMs," Working Papers, University of Pretoria, Department of Economics, number 200701, Jan.
   
   • Rangan Gupta, 2007, "FORECASTING THE SOUTH AFRICAN ECONOMY WITH GIBBS SAMPLED BVECMs," South African Journal of Economics, Economic Society of South Africa, volume 75, issue 4, pages 631-643, December, DOI: 10.1111/j.1813-6982.2007.00141.x.
8. Samuel Zita & Rangan Gupta, 2007, "Modelling and Forecasting the Metical-Rand Exchange Rate," Working Papers, University of Pretoria, Department of Economics, number 200702, Feb.
9. Rangan Gupta, 2007, "Bayesian Methods of Forecasting Inventory Investment in South Africa," Working Papers, University of Pretoria, Department of Economics, number 200704, Feb.
10. Elizabeth M. Ueckermann & James N. Blignaut & Rangan Gupta & J Raubenheimer, 2007, "Modelling Preferences of South African Grain Farmers for Adopting Derivative Contracts Using Discrete Choice Models," Working Papers, University of Pretoria, Department of Economics, number 200705, Mar.
11. Elizabeth M. Ueckermann & James N. Blignaut & Rangan Gupta, 2007, "A Panel Bargaining Model within the Regional Boundaries of the South African Grain Industry," Working Papers, University of Pretoria, Department of Economics, number 200706, Mar.
12. Josine Uwilingiye & Rangan Gupta, 2007, "Temporal Causality between Budget Deficit and Interest Rate: The Case of South Africa," Working Papers, University of Pretoria, Department of Economics, number 200708, Jun.
13. Kasai Ndahiriwe & Rangan Gupta, 2007, "Temporal Causality between Taxes and Public Expenditures: The Case of South Africa," Working Papers, University of Pretoria, Department of Economics, number 200709, Jul.
14. Albert H. De Wet & Renee´ Van Eyden & Rangan Gupta, 2007, "Linking Global Economic Dynamics to a South African-Specific Credit Risk Correlation Model," Working Papers, University of Pretoria, Department of Economics, number 200719, Sep.
    
    • de Wet, Albertus H. & van Eyden, Reneé & Gupta, Rangan, 2009, "Linking global economic dynamics to a South African-specific credit risk correlation model," Economic Modelling, Elsevier, volume 26, issue 5, pages 1000-1011, September.
15. Guangling (Dave) Liu & Rangan Gupta & Eric Schaling, 2007, "Forecasting the South African Economy: A DSGE-VAR Approach," Working Papers, University of Pretoria, Department of Economics, number 200724, Jul.
    
    • Eric Schaling & Guangling Dave Liu & Rangan Gupta, 2007, "Forecasting the South African Economy: A DSGE-VAR Approach," ERSA Working Paper Series, Economic Research Southern Africa, number 051, Jul.
    • Liu, G. & Gupta, R. & Schaling, E., 2008, "Forecasting the South African Economy : A DSGE-VAR Approach," Discussion Paper, Tilburg University, Center for Economic Research, number 2008-32.
    • Liu, G. & Gupta, R. & Schaling, E., 2008, "Forecasting the South African Economy : A DSGE-VAR Approach," Other publications TiSEM, Tilburg University, School of Economics and Management, number adfaca2d-b9dd-4548-93d0-3.
16. Jo o Tovar Jalles, 2007, "Empirical applications of neoclassical growth models the "FIT" of the Solow augmented growth model," Nova SBE Working Paper Series, Universidade Nova de Lisboa, Nova School of Business and Economics, number wp520.
17. Jo o Tovar Jalles, 2007, "EU competition policy: some real case applications," Nova SBE Working Paper Series, Universidade Nova de Lisboa, Nova School of Business and Economics, number wp521.
18. Jo o Tovar Jalles, 2007, "Endogenous growth models: Jones vs Romer the path to a fully-fledged dynamic analysis," Nova SBE Working Paper Series, Universidade Nova de Lisboa, Nova School of Business and Economics, number wp522.
19. Kamel Laaradh, 2007, "« Investir Sur Le Marche Inernational Des Actions A-T-Il Plus D'Effet Sur La Persistance De La Performance Des Fonds ? Illustration Britannique »," Post-Print, HAL, number halshs-00544930, May.
20. Cuong Le Van & Tu-Anh Nguyen & Manh-Hung Nguyen & Thai Bao Luong, 2007, "New Technology, Human Capital and Growth for Developing Countries," Working Papers, Development and Policies Research Center (DEPOCEN), Vietnam, number 01, Aug, revised Jan 2009.
    
    • Cuong Le Van & Manh-Hung Nguyen & Thai Bao Luong, 2006, "New technology, Human Capital and Growth for Developing Countries," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00118979, Oct.
    • Cuong Le Van & Manh-Hung Nguyen & Laurent Thai Bao Luong, 2006, "New technology, human capital and growth for developing countries," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1), number b06065, Oct.
21. Cuong Le Van & Katheline Schubert & Tu Anh Nguyen, 2007, "With Exhaustible Resources, Can A Developing Country Escape From The Poverty Trap?," Working Papers, Development and Policies Research Center (DEPOCEN), Vietnam, number 15, Jul.
    
    • Le Van, Cuong & Schubert, Katheline & Nguyen, Tu Anh, 2010, "With exhaustible resources, can a developing country escape from the poverty trap?," Journal of Economic Theory, Elsevier, volume 145, issue 6, pages 2435-2447, November.
    • Cuong Le Van & Katheline Schubert & Tu-Anh Nguyen, 2007, "With exhaustible resources, can a developing country escape from the poverty trap?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00203180, Jul.
    • Cuong Le Van & Katheline Schubert & Tu-Anh Nguyen, 2010, "With Exhaustible Resources, Can A Developing Country Escape From The Poverty Trap?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00470655, Nov, DOI: 10.1016/j.jet.2010.07.005.
    • Cuong Le Van & Katheline Schubert & Tu-Anh Nguyen, 2007, "With exhaustible resources, can a developing country escape from the poverty trap?," Post-Print, HAL, number halshs-00203180, Jul.
    • Cuong Le Van & Katheline Schubert & Tu-Anh Nguyen, 2010, "With Exhaustible Resources, Can A Developing Country Escape From The Poverty Trap?," Post-Print, HAL, number halshs-00470655, Nov, DOI: 10.1016/j.jet.2010.07.005.
    • Cuong Le Van & Katheline Schubert & Tu-Anh Nguyen, 2010, "With Exhaustible Resources, Can A Developing Country Escape From The Poverty Trap?," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-00470655, Nov, DOI: 10.1016/j.jet.2010.07.005.
    • Cuong Le Van & Katheline Schubert & Tu Anh Nguyen, 2007, "With exhaustible resources, can a developing country escape from the poverty trap?," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number v07075, Jul, DOI: 10.1016/j.jet.2010.07.005.
22. Cuong Le Van & John Stachurski, 2007, "Parametric continuity of stationary distributions," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00101157, Nov, DOI: 10.1007/s00199-006-0144-0.
    
    • Cuong Van & John Stachurski, 2007, "Parametric continuity of stationary distributions," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 33, issue 2, pages 333-348, November, DOI: 10.1007/s00199-006-0144-0.
    • Cuong Le Van & John Stachurski, 2006, "Parametric Continuity of Stationary Distributions," KIER Working Papers, Kyoto University, Institute of Economic Research, number 616, Apr.
    • Cuong Le Van & John Stachurski, 2004, "Parametric Continuity of Stationary Distributions," Department of Economics - Working Papers Series, The University of Melbourne, number 899.
    • John Stachurski & Cuong Le Van, 2004, "Parametric continuity of stationary distributions," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1), number b04059, Jun.
23. Cuong Le Van & Manh-Hung Nguyen & Yiannis Vailakis, 2007, "Equilibrium dynamics in an aggregative model of capital accumulation with heterogeneous agents and elastic labor," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00101237, Apr, DOI: 10.1016/j.jmateco.2006.06.003.
    
    • Le Van, Cuong & Nguyen, Manh-Hung & Vailakis, Yiannis, 2007, "Equilibrium dynamics in an aggregative model of capital accumulation with heterogeneous agents and elastic labor," Journal of Mathematical Economics, Elsevier, volume 43, issue 3-4, pages 287-317, April.
    • Cuong Le Van & Manh-Hung Nguyen & Yiannis Vailakis, 2005, "Equilibrium dynamics in an aggregative model of capital accumulation with heterogeneous agents and elastic labor," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00197560, Dec.
    • Cuong Le Van & Manh-Hung Nguyen & Yiannis Vailakis, 2007, "Equilibrium dynamics in an aggregative model of capital accumulation with heterogeneous agents and elastic labor," Post-Print, HAL, number halshs-00101237, Apr, DOI: 10.1016/j.jmateco.2006.06.003.
    • Cuong Le Van & Manh-Hung Nguyen & Yiannis Vailakis, 2005, "Equilibrium dynamics in an aggregative model of capital accumulation with heterogeneous agents and elastic labor," Post-Print, HAL, number halshs-00197560, Dec.
    • Cuong Le Van & Manh Hung Nguyen & Yiannis Vailakis, 2005, "Equilibrium dynamics in an aggregative model of capital accumulation with heterogeneous agents and elastic labor," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1), number b05096, Dec, DOI: 10.1016/j.jmateco.2006.06.003.
24. Cuong Le Van & Frank H. Page & Myrna H. Wooders, 2007, "Risky Arbitrage, Asset Prices, and Externalities," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00102698, Dec, DOI: 10.1007/s00199-006-0151-1.
    
    • Cuong Van & Frank Page & Myrna Wooders, 2007, "Risky arbitrage, asset prices, and externalities," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 33, issue 3, pages 475-491, December, DOI: 10.1007/s00199-006-0151-1.
    • Cuong Le Van & Frank H. Page & Myrna H. Wooders, 2007, "Risky Arbitrage, Asset Prices, and Externalities," Post-Print, HAL, number halshs-00102698, Dec, DOI: 10.1007/s00199-006-0151-1.
    • Cuong Le Van & Frank H. Page, Jr. & Myrna Wooders, 2005, "Risky Arbitage, Asset Prices, and Externalities," Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics, number 0524, Sep.
25. Annabelle Mourougane, 2007, "Toward a More Efficient Taxation System in New Zealand," OECD Economics Department Working Papers, OECD Publishing, number 557, Jun, DOI: 10.1787/176055857625.
26. Nguyen, Ngoc Anh & Pham, Quang Ngoc & Nguyen, Dinh Chuc & Nguyen, Duc Nhat, 2007, "Innovation and Export of Vietnam’s SME Sector," MPRA Paper, University Library of Munich, Germany, number 3256, May.
    
    • Anh Ngoc Nguyen & Ngoc Quang Pham & Chuc Dinh Nguyen & Nhat Duc Nguyen, 2008, "Innovation and Export of Vietnam's SME Sector," Working Papers, Development and Policies Research Center (DEPOCEN), Vietnam, number 27, Mar.
27. Nguyen, Ngoc Anh & Nguyen, Thang, 2007, "Foreign direct investment in Vietnam: An overview and analysis the determinants of spatial distribution across provinces," MPRA Paper, University Library of Munich, Germany, number 1921, Jun.
28. Jones, Nicola & Nguyen, Ngoc Anh & Nguyen, Thu Hang, 2007, "Trade liberalisation and intra-household poverty in Vietnam: a q2 social impact analysis," MPRA Paper, University Library of Munich, Germany, number 4206, Jul.
29. Haile, Getinet & Nguyen, Ngoc Anh, 2007, "Determinants of Academic Attainment in the US: a Quantile regression analysis of test scores," MPRA Paper, University Library of Munich, Germany, number 4626.
    
    • Getinet Astatike Haile & Anh Ngoc Nguyen, 2007, "Determinants of Academic Attainment in the US: a Quantile regression analysis of test scores," Working Papers, Development and Policies Research Center (DEPOCEN), Vietnam, number 07.
30. Piaser, Gwenaël, 2007, "Direct Mechanisms, Menus and Latent Contracts," MPRA Paper, University Library of Munich, Germany, number 7049, Jul.
31. Jean-Michel Sahut & Kamel Touhami, 2007, "Le contenu informatif additionnel des accruals discrétionnaires : Cas des firmes Françaises et Tunisiennes," Post-Print, HAL, number halshs-00522286, May.
32. Jean-Michel Sahut & Mohamed Naceur Souissi, 2007, "L'impact des normes IFRS sur la performance et le risque des compagnies d'assurance," Post-Print, HAL, number halshs-00544958, May.
33. Rault, Christophe & Sova, Robert & Sova, Anamaria, 2007, "The Role of Association Agreements within European Union Enlargement to Central and Eastern European Countries," IZA Discussion Papers, IZA Network @ LISER, number 2769, Apr.
    
    • Christophe Rault & Robert Sova & Ana Maria Sova, 2008, "The Role of Association Agreements within European Union Enlargement to Central and Eastern European Countries," Aussenwirtschaft, University of St. Gallen, School of Economics and Political Science, Swiss Institute for International Economics and Applied Economics Research, volume 63, issue 03, pages 309-328, September.
    • Christophe Rault & Ana Maria Sova & Robert Sova, 2008, "The Role of Association Agreements within European Union Enlargement to Central and Eastern European Countries," Post-Print, HAL, number halshs-00202790.
34. Sova, Robert & Sova, Anamaria, 2007, "A fast, easy, and efficient estimator for the trade flux between heterogeneous economies," MPRA Paper, University Library of Munich, Germany, number 3457, Mar.
35. Rault, Christophe & Sova, Robert & Sova, Anamaria, 2007, "Modeling International Trade Flows Between Eastern European Countries and OECD Countries," IZA Discussion Papers, IZA Network @ LISER, number 2851, Jun.
36. Christophe RAULT & Ana Maria SOVA & Robert SOVA, 2007, "The Endogeneity of Association Agreements and their Impact on Trade for Eastern Countries: Empirical Evidence for Romania," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp868, Apr.
37. Olson, Kent D. & Vu, Linh, 2007, "Economic Efficiency and Factors Explaining Differences Between Minnesota Farm Households," 2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association), number 9827, DOI: 10.22004/ag.econ.9827.

2006

1. Chiraz Ben Ali & Mireille Gettler Summa, 2006, "La communication financière et la structure de propriété : Le cas français," Post-Print, HAL, number halshs-00558380, May.
   
   • Chiraz Ben Ali & Mireille Gettler Summa, 2006, "La communication financière et la structure de propriété : Le cas français," Post-Print, HAL, number halshs-00558437, May.
2. Alain Chateauneuf & Patrick Moyes, 2006, "A non-welfarist approach to inequality measurement," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00156413.
   
   • Alain Chateauneuf & Patrick Moyes, 2003, "Non-welfarist approaches to inequality measurement," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00156479, May.
   • Alain Chateauneuf & Patrick Moyes, 2002, "Non-welfarist approaches to inequality measurement," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00156671, Jul.
   • Alain Chateauneuf & Patrick Moyes, 2002, "Non-welfarist approaches to inequality measurement," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00156676, Aug.
   • Alain Chateauneuf & Patrick Moyes, 2006, "A non-welfarist approach to inequality measurement," Post-Print, HAL, number hal-00156413.
   • Alain Chateauneuf & Patrick Moyes, 2003, "Non-welfarist approaches to inequality measurement," Post-Print, HAL, number hal-00156479, May.
   • Alain Chateauneuf & Patrick Moyes, 2002, "Non-welfarist approaches to inequality measurement," Post-Print, HAL, number hal-00156671, Jul.
   • Alain Chateauneuf & Patrick Moyes, 2002, "Non-welfarist approaches to inequality measurement," Post-Print, HAL, number hal-00156676, Aug.
3. Alain Chateauneuf & Michèle Cohen & Jean-Marc Tallon, 2006, "Décision dans le risque : Mesure du risque, Aversion pour le risque, Modèle classique d'Utilité espérée, Paradoxe d'Allais, Modèles a niveaux de sécurité et de potentiel," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00211921, Jun.
   
   • Alain Chateauneuf & Michèle Cohen & Jean-Marc Tallon, 2006, "Décision dans le risque : Mesure du risque, Aversion pour le risque, Modèle classique d'Utilité espérée, Paradoxe d'Allais, Modèles a niveaux de sécurité et de potentiel," Post-Print, HAL, number halshs-00211921, Jun.
4. Alain Chateauneuf & Michèle Cohen & Jean-Yves Jaffray, 2006, "Décision dans l'incertain : les modèles classiques," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00212020, Jun.
   
   • Alain Chateauneuf & Michèle Cohen & Jean-Yves Jaffray, 2006, "Décision dans l'incertain : les modèles classiques," Post-Print, HAL, number halshs-00212020, Jun.
5. Alain Chateauneuf & Michèle Cohen, 2006, "Extensions cardinales du modèle EU basées surl'intégrale de Choquet," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00212026, Jun.
   
   • Alain Chateauneuf & Michèle Cohen, 2006, "Extensions cardinales du modèle EU basées surl'intégrale de Choquet," Post-Print, HAL, number halshs-00212026, Jun.
6. Alain Chateauneuf & Jean-Philippe Lefort, 2006, "Some Fubini theorems on sigma-algebras for non additive measures," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1), number b06086, Dec, DOI: 10.1016/j.ijar.2007.02.007.
7. Slim Chaouachi & Fredj Jawadi, 2006, "Coûts de transaction et dynamique non-linéaire des prix des actifs financiers : une note théorique," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2006-20.
   
   • Fredj Jawadi & Slim Chaouachi, 2006, "Coûts de transaction et dynamique non-linéaire des prix des actifs financiers : une note théorique," Working Papers, HAL, number hal-04138865.
8. Widad Guechtouli, 2006, "Learning in a community of practice : Complete vs. incomplete information," Working Papers, HAL, number halshs-00410764.
   
   • Widad Guechtouli, 2014, "Learning in a community of practice: Complete vs. incomplete information," Working Papers, Department of Research, Ipag Business School, number 2014-176, Jan.
9. Rangan Gupta, 2006, "Financial Liberalization with Productive Public Expenditure and A Curb Market," Working Papers, University of Pretoria, Department of Economics, number 200601, Jan.
10. Rangan Gupta, 2006, "Growth-Effects of Inflation Targeting: The Role of Financial Sector Development," Working Papers, University of Pretoria, Department of Economics, number 200610, Mar.
    
    • Rangan Gupta, 2011, "Growth-Effects of Inflation Targeting: The Role of Financial Sector Development," Annals of Economics and Finance, Society for AEF, volume 12, issue 1, pages 65-87, May.
11. Rangan Gupta & Moses M. Sichei, 2006, "A BVAR Model for the South African Economy," Working Papers, University of Pretoria, Department of Economics, number 200612, Jun.
    
    • Rangan Gupta & Moses M. Sichei, 2006, "A Bvar Model For The South African Economy," South African Journal of Economics, Economic Society of South Africa, volume 74, issue 3, pages 391-409, September, DOI: 10.1111/j.1813-6982.2006.00077.x.
12. Samrat Goswami & Rangan Gupta, 2006, "An Endogenous Growth Model of a Financially Repressed Small Open Economy," Working Papers, University of Pretoria, Department of Economics, number 200616, Jul.
    
    • Samrat Goswami & Rangan Gupta, 2009, "An Endogenous Growth Model of a Financially Repressed Small Open Economy," International Economic Journal, Taylor & Francis Journals, volume 23, issue 1, pages 143-161, DOI: 10.1080/10168730802696772.
13. Rangan Gupta, 2006, "Financial Liberalization and a Possible Growth-Inflation Trade-Off," Working Papers, University of Pretoria, Department of Economics, number 200617, Aug.
    
    • Rangan Gupta, 2009, "Financial Liberalization and a Possible Growth-Inflation Trade-Off," Indian Economic Review, Department of Economics, Delhi School of Economics, volume 44, issue 1, pages 1-19, July.
14. Rangan Gupta, 2006, "Forecasting the South African Economy with VARs and VECMs," Working Papers, University of Pretoria, Department of Economics, number 200618, Aug.
    
    • Rangan Gupta, 2006, "FORECASTING THE SOUTH AFRICAN ECONOMY WITH VARs AND VECMs," South African Journal of Economics, Economic Society of South Africa, volume 74, issue 4, pages 611-628, December, DOI: 10.1111/j.1813-6982.2006.00090.x.
15. Rangan Gupta & Charlotte du Toit, 2006, "Active versus Passive Policies of Unemployment: Growth and Public Finance Perspectives," Working Papers, University of Pretoria, Department of Economics, number 200620, Oct.
16. Guangling (Dave) Liu & Rangan Gupta, 2006, "A Small-Scale DSGE Model for Forecasting the South African Economy," Working Papers, University of Pretoria, Department of Economics, number 200621, Oct.
    
    • Guangling (dave Liu & Rangan Gupta, 2007, "A Small‐Scale Dsge Model For Forecasting The South African Economy," South African Journal of Economics, Economic Society of South Africa, volume 75, issue 2, pages 179-193, June, DOI: 10.1111/j.1813-6982.2007.00118.x.
17. Pei-Pei Chen & Rangan Gupta, 2006, "An Investigation of Openness and Economic Growth Using Panel Estimation," Working Papers, University of Pretoria, Department of Economics, number 200622, Nov.
18. Pei-Pei Chen & Rangan Gupta, 2006, "R&D, Openness, and Growth," Working Papers, University of Pretoria, Department of Economics, number 200623, Dec.
19. Kamel Laaradh, 2006, "Les marchés des investisseurs institutionnels sont-ils efficients : cas des fonds de pension et des unit trusts britanniques," Working Papers, HAL, number halshs-00009117, Feb.
20. Cuong Le Van & Lisa Morhaim, 2006, "On optimal growth models when the discount factor is near 1 or equal to 1," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00096034, Mar, DOI: 10.1111/j.1365-2966.2006.0024.x.
    
    • Cuong Le Van & Lisa Morhaim, 2006, "On optimal growth models when the discount factor is near 1 or equal to 1," International Journal of Economic Theory, The International Society for Economic Theory, volume 2, issue 1, pages 55-76, March, DOI: 10.1111/j.1365-2966.2006.0024.x.
21. Nizar Allouch & Cuong Le Van & Frank H. Page, 2006, "Arbitrage and equilibrium in unbounded exchange economies with satiation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00096040, Sep, DOI: 10.1016/j.jmateco.2006.03.001.
    
    • Allouch, Nizar & Le Van, Cuong & Page, Frank Jr., 2006, "Arbitrage and equilibrium in unbounded exchange economies with satiation," Journal of Mathematical Economics, Elsevier, volume 42, issue 6, pages 661-674, September.
    • Nizar Allouch & Cuong Le Van & Frank H. Page, 2006, "Arbitrage and equilibrium in unbounded exchange economies with satiation," Post-Print, HAL, number halshs-00096040, Sep, DOI: 10.1016/j.jmateco.2006.03.001.
22. Hippolyte d'Albis & Cuong Le Van, 2006, "Existence of a competitive equilibrium in the Lucas (1988) model without physical capital," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00101208, Feb, DOI: 10.1016/j.jmateco.2005.04.001.
    
    • d'Albis, Hippolyte & Le Van, Cuong, 2006, "Existence of a competitive equilibrium in the Lucas (1988) model without physical capital," Journal of Mathematical Economics, Elsevier, volume 42, issue 1, pages 46-55, February.
    • Hippolyte d'Albis & Cuong Le Van, 2006, "Existence of a competitive equilibrium in the Lucas (1988) model without physical capital," Post-Print, HAL, number halshs-00101208, Feb, DOI: 10.1016/j.jmateco.2005.04.001.
23. Rose-Anne Dana & Cuong Le Van & Tapan Mitra & Kazuo Nishimura, 2006, "Handbook on optimal growth (volume 1)," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00101345, May.
    
    • Rose-Anne Dana & Cuong Le Van & Tapan Mitra & Kazuo Nishimura, 2006, "Handbook on optimal growth (volume 1)," Post-Print, HAL, number halshs-00101345, May.
24. Rose-Anne Dana & Cuong Le Van, 2006, "Optimal growth without discounting," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00101355.
25. Cuong Le Van, 2006, "Optimal growth models with discounted returns," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00101358.
26. Cuong Le Van & Mathilde Maurel, 2006, "Education, corruption and growth in developing countries," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00129754, Dec.
    
    • Cuong Le Van & Mathilde Maurel, 2006, "Education, corruption and growth in developing countries," Post-Print, HAL, number halshs-00129754, Dec.
    • Cuong Le Van & Mathilde Maurel, 2006, "Education, corruption and growth in developing countries," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1), number v06080, Dec.
27. Annabelle Mourougane, 2006, "Forecasting Monthly GDP for Canada," OECD Economics Department Working Papers, OECD Publishing, number 515, Sep, DOI: 10.1787/421416670553.
28. Nguyen, Anh & Jones, Nicola, 2006, "Vietnam’s Trade Liberalisation: Potential Impacts on Child Well-being," MPRA Paper, University Library of Munich, Germany, number 1385.
29. Agar Brugiavini & Gwena�l Piaser, 2006, "Non-exclusivity and adverse selection: An application to the annuity market," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2006_39.
    
    • Agar Brugiavini & Gwenaël Piaser, 2006, "Nonexclusivity and adverse selection: An application to the annuity market," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 06-03.
30. Attar Andrea & Gwen�el Piaser & Nicolas Porteiro, 2006, "Common Agency Games with Separable Preferences," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2006_28.
    
    • ATTAR, Andrea & MAJUMDAR, Dipjyoti & PIASER, Gwenaêl & PORTEIRO, Nicolàs, 2003, "Common agency games with separable preferences," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2003102, Dec.
31. Andrea Attar & Eloisa Campioni & Gwena�l Piaser & Uday Rajan, 2006, "On multiple agent models of moral hazard," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2006_32.
32. Cyril Hariton & Gwena�l Piaser, 2006, "Efficiency defense: Possible mitigating effects in presence of imperfect redistribution tools," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2006_31.
33. Andrea Attar & Nicolas Porteiro & Gwena�l Piaser, 2006, "A note on Common Agency models of moral hazard," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2006_36.
    
    • Attar, Andrea & Piaser, Gwenael & Porteiro, Nicolas, 2007, "A note on Common Agency models of moral hazard," Economics Letters, Elsevier, volume 95, issue 2, pages 278-284, May.
34. Cyril Hariton & Gwen�el Piaser & Gwena�l Piaser, 2006, "When Redistribution Leads to Regressive Taxation," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2006_30.
    
    • Cyril Hariton & Gwenaël Piaser, 2007, "When Redistribution Leads to Regressive Taxation," Journal of Public Economic Theory, Association for Public Economic Theory, volume 9, issue 4, pages 589-606, August, DOI: 10.1111/j.1467-9779.2007.00321.x.
    • HARITON, Cyril & PIASER, Gwenaël, 2004, "When redistribution leads to regressive taxation," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2004020, Apr.
35. Hercules Vladimirou & Nikolas Topaloglou & Stavros A. Zenios, 2006, "A Stochastic Programming Framework for International PortfolioManagement," Computing in Economics and Finance 2006, Society for Computational Economics, number 404, Jul.

2005

1. Agnès Rico & Michel Grabisch & Christophe Labreuche & Alain Chateauneuf, 2005, "Preference modelling on totally ordered sets by the Sugeno integral," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00268984, Apr, DOI: 10.1016/j.dam.2004.06.025.
   
   • Agnès Rico & Michel Grabisch & Christophe Labreuche & Alain Chateauneuf, 2005, "Preference modelling on totally ordered sets by the Sugeno integral," Post-Print, HAL, number hal-00268984, Apr, DOI: 10.1016/j.dam.2004.06.025.
2. Marcello Basili & Alain Chateauneuf & Fulvio Fontini, 2005, "Choices under ambiguity with familiar and unfamilar outcomes," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00271349, Mar, DOI: 10.1007/s11238-005-5682-6.
   
   • Marcello Basili & Alain Chateauneuf & Fulvio Fontini, 2005, "Choices Under Ambiguity With Familiar And Unfamiliar Outcomes," Theory and Decision, Springer, volume 58, issue 2, pages 195-207, March, DOI: 10.1007/s11238-005-5682-6.
   • Marcello Basili & Alain Chateauneuf & Fulvio Fontini, 2005, "Choices under ambiguity with familiar and unfamilar outcomes," Post-Print, HAL, number hal-00271349, Mar, DOI: 10.1007/s11238-005-5682-6.
   • Marcello Basili & Alain Chateauneuf & Fulvio Fontini, 2004, "Choices under ambiguity with familiar and unfamiliar outcomes," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1), number b04115, Oct.
3. Alain Chateauneuf & Fabio Macheronni & Massimo Marinacci & Jean-Marc Tallon, 2005, "Monotone continuous multiple priors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00177057, DOI: 10.1007/s00199-004-0540-2.
   
   • Alain Chateauneuf & Fabio Maccheroni & Massimo Marinacci & Jean-Marc Tallon, 2005, "Monotone continuous multiple priors," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 26, issue 4, pages 973-982, November, DOI: 10.1007/s00199-004-0540-2.
   • Alain Chateauneuf & Fabio Macheronni & Massimo Marinacci & Jean-Marc Tallon, 2005, "Monotone continuous multiple priors," Post-Print, HAL, number halshs-00177057, DOI: 10.1007/s00199-004-0540-2.
   • Massimo Marinacci & Fabio Maccheroni & Alain Chateauneuf & Jean-Marc Tallon, 2003, "Monotone Continuous Multiple Priors," ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research, number 30-2003, Jun.
4. Alain Chateauneuf & Ghizlane Lakhnati & Eric Langlais, 2005, "On the precautionary motive for savings and prudence, in an EU and a NEU framework," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00194667, Apr.
   
   • Alain Chateauneuf & Ghizlane Lakhnati & Eric Langlais, 2005, "On the precautionary motive for savings and prudence, in an EU and a NEU framework," Post-Print, HAL, number halshs-00194667, Apr.
   • Alain Chateauneuf & Ghizlane Lakhnati & Eric Langlais, 2005, "On the precautionary motive for savings and prudence, in an EU and a NEU framework," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1), number b05034, Apr.
5. Rangan Gupta, 2005, "Revisiting the Temporal Causality between Money and Income," Working Papers, University of Pretoria, Department of Economics, number 200501, Aug.
6. Rangan Gupta & Basab Dasgupta, 2005, "The Macroeconomic Reform and the Demand for Money in India," Working Papers, University of Pretoria, Department of Economics, number 200502, Aug.
7. Rangan Gupta, 2005, "Effect of High Yielding Variety of Seeds in the State of West Bengal: An Empirical Quest," Working Papers, University of Pretoria, Department of Economics, number 200503, Sep.
8. Rangan Gupta, 2005, "Financial Liberalization and the Dynamics of Inflation, the Nominal Exchange Rate and the Terms of Trade," Working Papers, University of Pretoria, Department of Economics, number 200504, Sep.
   
   • Rangan Gupta, 2007, "Financial Liberalization and the Dynamics of Inflation, Nominal Exchange Rate, and Terms of Trade," Indian Economic Review, Department of Economics, Delhi School of Economics, volume 42, issue 2, pages 165-176, December.
9. Rangan Gupta & Andreas G. Karapatakis, 2005, "Financial Liberalization: A Myth or a Miracle Cure?," Working Papers, University of Pretoria, Department of Economics, number 200505, Oct.
10. Rangan Gupta, 2005, "Financial Liberalization and Inflationary Dynamics in the Context of a Small Open Economy," Working Papers, University of Pretoria, Department of Economics, number 200506, Oct.
    
    • Rangan Gupta, 2005, "Financial Liberalization and Inflationary Dynamics in the Context of a Small Open Economy," Working papers, University of Connecticut, Department of Economics, number 2005-39, Jul.
11. Rangan Gupta, 2005, "Rational Expectations and the Effects of Financial Liberalization on Price Level and Output," Working Papers, University of Pretoria, Department of Economics, number 200507, Nov.
12. Rangan Gupta, 2005, "Revisiting the Inflation-Repression Relationship," Working Papers, University of Pretoria, Department of Economics, number 200508, Nov.
13. Rangan Gupta, 2005, "Endogenous Tax Evasion and Reserve Requirements: A Comparative Study in the Context of European Economies," Computing in Economics and Finance 2005, Society for Computational Economics, number 328, Nov.
14. Rangan Gupta, 2005, "A Generic Model of Financial Repression," Working papers, University of Connecticut, Department of Economics, number 2005-20, Jun, revised Jul 2005.
15. Rangan Gupta, 2005, "Financial Liberalization and Inflationary Dynamics," Working papers, University of Connecticut, Department of Economics, number 2005-31, Jul.
16. Rangan Gupta, 2005, "Financial Liberalization and Inflationary Dynamics: An Open Economy Analysis," Working papers, University of Connecticut, Department of Economics, number 2005-32, Jul.
    
    • Rangan Gupta, 2007, "Financial Liberalization and Inflationary Dynamics: An Open Economy Analysis," International Economic Journal, Taylor & Francis Journals, volume 21, issue 3, pages 335-360, DOI: 10.1080/10168730701541228.
17. Rangan Gupta, 2005, "Asymmetric Information, Tax Evasion and Alternative Instruments of Government Revenue," Working papers, University of Connecticut, Department of Economics, number 2005-33, Jul.
18. Rangan Gupta, 2005, "Tax Evasion and Financial Repression," Working papers, University of Connecticut, Department of Economics, number 2005-34, Jul, revised Jun 2007.
    
    • Gupta, Rangan, 2008, "Tax evasion and financial repression," Journal of Economics and Business, Elsevier, volume 60, issue 6, pages 517-535.
19. Cuong Le Van & François Magnien, 2005, "No-arbitrage condition and existence of equilibrium in asset markets with a continuum of traders," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00101351, Mar, DOI: 10.1111/j.1742-7363.2005.00004.x.
    
    • Cuong Le Van & François Magnien, 2005, "No‐arbitrage condition and existence of equilibrium in asset markets with a continuum of traders," International Journal of Economic Theory, The International Society for Economic Theory, volume 1, issue 1, pages 43-55, March, DOI: 10.1111/j.1742-7363.2005.00004.x.
20. Cuong Le Van & Manh-Hung Nguyen, 2005, "Existence of competitive equilibrium in a single-sector growth model with heterogeneous agents and endogenous leisure," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00197533, Oct.
    
    • Cuong Le Van & Manh-Hung Nguyen, 2005, "Existence of competitive equilibrium in a single-sector growth model with heterogeneous agents and endogenous leisure," Post-Print, HAL, number halshs-00197533, Oct.
    • Cuong Le Van & Manh Hung Nguyen, 2005, "Existence of competitive equilibrium in a single-sector growth model with heterogeneous agents and endogenous leisure," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1), number b05092, Oct.
21. Annabelle Mourougane & Michael Wise, 2005, "Product Market Competition and Economic Performance in New Zealand," OECD Economics Department Working Papers, OECD Publishing, number 437, Jul, DOI: 10.1787/838318004758.
22. Nigel Pain & Annabelle Mourougane & Franck Sédillot & Laurence Le Fouler, 2005, "The New OECD International Trade Model," OECD Economics Department Working Papers, OECD Publishing, number 440, Aug, DOI: 10.1787/680050777016.
23. Parker, Steve & Phan, Vinh Quang & Nguyen, Ngoc Anh, 2005, "Has the U.S.-Vietnam Bilateral Trade Agreement Led to Higher FDI into Vietnam?," MPRA Paper, University Library of Munich, Germany, number 1384.
24. A N Nguyen & J Taylor, 2005, "From school to first job: a longitudinal analysis," Working Papers, Lancaster University Management School, Economics Department, number 565907.
25. A N Nguyen & J Taylor & S Bradley, 2005, "The estimated effect of Catholic schooling on educational outcomes using propensity score matching," Working Papers, Lancaster University Management School, Economics Department, number 565730.
    
    • Anh Ngoc Nguyen & Jim Taylor & Steve Bradley, 2006, "The Estimated Effect Of Catholic Schooling On Educational Outcomes Using Propensity Score Matching," Bulletin of Economic Research, Wiley Blackwell, volume 58, issue 4, pages 285-307, October, DOI: 10.1111/j.0307-3378.2006.00245.x.
26. Andrea, ATTAR & Eloisa, CAMPIONI & Gwenaël, PIASER, 2005, "Multiple Lending and Constrained Efficiency in the Credit Market," Discussion Papers (ECON - Département des Sciences Economiques), Université catholique de Louvain, Département des Sciences Economiques, number 2005024, Mar.
    
    • Attar Andrea & Campioni Eloisa & Piaser Gwenael, 2006, "Multiple Lending and Constrained Efficiency in the Credit Market," The B.E. Journal of Theoretical Economics, De Gruyter, volume 6, issue 1, pages 1-37, October, DOI: 10.2202/1534-5971.1253.
    • ATTAR, Andrea & CAMPIONI, Eloisa & PIASER, Gwenaël, 2005, "Multiple lending and constrained efficiency in the credit market," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2005031, 00.
    • Andrea Attar & Eloisa Campioni & Gwen�el Piaser, 2006, "Multiple Lending and Constrained Efficiency in the Credit Market," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2006_29.
27. Olivier Scaillet & Nikolas Topaloglou, 2005, "Testing for Stochastic Dominance Efficiency," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp154, Jul.
    
    • Scaillet, Olivier & Topaloglou, Nikolas, 2010, "Testing for Stochastic Dominance Efficiency," Journal of Business & Economic Statistics, American Statistical Association, volume 28, issue 1, pages 169-180.
    • Nikolas Topaloglou & Olivier Scaillet & University of Geneva, 2006, "Testing foe Stochastic Dominance Efficiency," Computing in Economics and Finance 2006, Society for Computational Economics, number 74, Jul.
28. Seong-Min Yoon & Kyungsik Kim, 2005, "Dynamical Minority Games in Futures Exchange Markets," Papers, arXiv.org, number physics/0503016, Mar.
29. Gyuchang Lim & Soo Yong Kim & Junyuan Zhou & Seong-Min Yoon & Kyungsik Kim, 2005, "Dynamical Stochastic Processes of Returns in Financial Markets," Papers, arXiv.org, number physics/0512216, Dec.
    
    • Lim, Gyuchang & Kim, SooYong & Yoon, Seong-Min & Jung, Jae-Won & Kim, Kyungsik, 2007, "Dynamical stochastic processes of returns in financial markets," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 376, issue C, pages 517-524, DOI: 10.1016/j.physa.2006.10.051.
30. Kyungsik Kim & Seong-Min Yoon & Soo Yong Kim & Ki-Ho Chang & Yup Kim, 2005, "Dynamical Structures of High-Frequency Financial Data," Papers, arXiv.org, number physics/0512225, Dec.
    
    • Kim, Kyungsik & Yoon, Seong-Min & Kim, SooYong & Chang, Ki-Ho & Kim, Yup & Hoon Kang, Sang, 2007, "Dynamical structures of high-frequency financial data," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 376, issue C, pages 525-531, DOI: 10.1016/j.physa.2006.10.054.

2004

1. Alain Chateauneuf & Patrick Moyes, 2004, "Lorenz non-consistent welfare and inequality measurement," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00156441.
   
   • Alain Chateauneuf & Patrick Moyes, 2004, "Lorenz non-consistent welfare and inequality measurement," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, volume 2, issue 2, pages 61-87, August, DOI: 10.1007/s10888-004-4383-7.
   • Alain Chateauneuf & Patrick Moyes, 2005, "Lorenz non-consistent welfare and inequality measurement," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, volume 2, issue 2, pages 61-87, January, DOI: 10.1007/s10888-005-4383-2.
   • Alain Chateauneuf & Patrick Moyes, 2004, "Lorenz non-consistent welfare and inequality measurement," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00160177.
   • Alain Chateauneuf & Patrick Moyes, 2004, "Lorenz non-consistent welfare and inequality measurement," Post-Print, HAL, number hal-00156441.
   • Alain Chateauneuf & Patrick Moyes, 2004, "Lorenz non-consistent welfare and inequality measurement," Post-Print, HAL, number hal-00160177.
   • Alain Chateauneuf & Patrick Moyes, 2004, "Lorenz Non-Consistent Welfare and Inequality Measurement," IDEP Working Papers, Institut d'economie publique (IDEP), Marseille, France, number 0406, May, revised May 2004.
2. Alain Chateauneuf & Patrick Moyes, 2004, "Inequality reducing transfers, dominance and the generalized Gini social welfare function," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00156482, Aug.
   
   • Alain Chateauneuf & Patrick Moyes, 2004, "Inequality reducing transfers, dominance and the generalized Gini social welfare function," Post-Print, HAL, number hal-00156482, Aug.
3. Alain Chateauneuf & Michèle Cohen & Isaac Meilijson, 2004, "Four notions of mean preserving increase in risk, risk attitudes and applications to the Rank-Dependent Expected Utility model," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00212281, DOI: 10.1016/S0304-4068(03)00044-2.
   
   • Chateauneuf, Alain & Cohen, Michele & Meilijson, Isaac, 2004, "Four notions of mean-preserving increase in risk, risk attitudes and applications to the rank-dependent expected utility model," Journal of Mathematical Economics, Elsevier, volume 40, issue 5, pages 547-571, August.
   • Alain Chateauneuf & Michèle Cohen & Isaac Meilijson, 2004, "Four notions of mean preserving increase in risk, risk attitudes and applications to the Rank-Dependent Expected Utility model," Post-Print, HAL, number halshs-00212281, DOI: 10.1016/S0304-4068(03)00044-2.
4. Rangan Gupta, 2004, "Costly State Monitoring and Reserve Requirements," Working papers, University of Connecticut, Department of Economics, number 2004-33, Oct, revised Jul 2005.
   
   • Rangan Gupta, 2005, "Costly State Monitoring and Reserve Requirements," Annals of Economics and Finance, Society for AEF, volume 6, issue 2, pages 263-288, November.
5. LE VAN, Cuong & COUHARDE, Cecile & LUONG, Thai Bao, 2004, "The determination of the equilibrium exchange rate in a simple general equilibrium model," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2004026, May.
   
   • Cuong Le Van & Cécile Couharde & Thai Bao Luong, 2006, "The Determination of the Equilibrium Exchange Rate in a Simple General Equilibrium Model," Review of Development Economics, Wiley Blackwell, volume 10, issue 3, pages 506-517, August, DOI: 10.1111/j.1467-9361.2006.00349.x.
   • Cuong Le Van & Cécile Couharde & Thai Bao Luong, 2006, "The Determination of the Equilibrium Exchange Rate in a Simple General Equilibrium Model," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00119099, Aug, DOI: 10.1111/j.1467-9361.2006.00349.x.
   • Cuong Le Van & Cécile Couharde & Thai Bao Luong, 2004, "The Determination of the Equilibrium Exchange Rate in a Simple General Equilibrium Model," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-03331130, May.
   • Cuong Le Van & Cécile Couharde & Thai Bao Luong, 2006, "The Determination of the Equilibrium Exchange Rate in a Simple General Equilibrium Model," Post-Print, HAL, number halshs-00119099, Aug, DOI: 10.1111/j.1467-9361.2006.00349.x.
   • Cuong Le Van & Cécile Couharde & Thai Bao Luong, 2004, "The Determination of the Equilibrium Exchange Rate in a Simple General Equilibrium Model," Post-Print, HAL, number halshs-03331130, May.
   • Cuong Le Van & Cécile Couharde & Thai Bao Luong, 2004, "The determination of the equilibrium exchange rate in a simple general equilibrium model," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1), number b04060, May.
6. LE VAN, Cuong & BA MINH, Nguyen, 2004, "No-arbitrage condition and existence of equilibrium with dividends," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2004034, Jun.
   
   • Le Van, Cuong & Minh, Nguyen Ba, 2007, "No-arbitrage condition and existence of equilibrium with dividends," Journal of Mathematical Economics, Elsevier, volume 43, issue 2, pages 135-152, February.
   • Cuong Le Van & Nguyen Ba Minh, 2007, "No-arbitrage condition and existence of equilibrium with dividends," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00101177, Feb, DOI: 10.1016/j.jmateco.2006.05.010.
   • Cuong Le Van & Nguyen Ba Minh, 2004, "No-arbitrage condition and existence of equilibrium with dividends," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1), number b04058, Jun.
7. LE VAN, Cuong & BOUCEKKINE, Raouf & SAGLAM, Cagri, 2004, "Optimal control in infinite horizon problems: A Sobolev space approach," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2004089, Dec.
   
   • Cuong Van & Raouf Boucekkine & Cagri Saglam, 2007, "Optimal Control in Infinite Horizon Problems: A Sobolev Space Approach," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 32, issue 3, pages 497-509, September, DOI: 10.1007/s00199-006-0118-2.
   • LE VAN, CUONG & BOUCEKKINE, Raouf & SAGLAM, Cagri, 2007, "Optimal control in infinite horizon problems: A Sobolev space approach," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1956, Jan, DOI: 10.1007/s00199-006-0118-2.
   • Cuong Le Van & Raouf Boucekkine & Cagri Saglam, 2007, "Optimal control in infinite horizon problems: a Sobolev spaces approach," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00101140, Sep, DOI: 10.1007/s00199-006-0118-2.
   • Cuong Le Van & Raouf Boucekkine & Cagri Saglam, 2005, "Optimal control in infinite horizon problems: a Sobolev space approach," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00197546, Sep.
   • Cuong Le Van & Raouf Boucekkine & Cagri Saglam, 2007, "Optimal control in infinite horizon problems: a Sobolev spaces approach," Post-Print, HAL, number halshs-00101140, Sep, DOI: 10.1007/s00199-006-0118-2.
   • Cuong Le Van & Raouf Boucekkine & Cagri Saglam, 2005, "Optimal control in infinite horizon problems: a Sobolev space approach," Post-Print, HAL, number halshs-00197546, Sep.
   • Cuong Le Van & Raouf Boucekkine & Cagri Saglam, 2005, "Optimal control in infinite horizon problems: a Sobolev space approach," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1), number b05094, Sep, DOI: 10.1007%2Fs00199-006-0118-2.
8. GOURDEL, Pascal & NGOC, Liem Hoang & LE VAN, Cuong & MAZAMBA, Tédié, 2004, "Equilibrium and competitive equilibrium in a discrete-time Lucas model," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1742, Jan, DOI: 10.1080/1023619042000193658.
   
   • Pascal Gourdel & Liem Hoang Ngoc & Cuong Le Van & Tédié Mazamba, 2004, "Equilibrium and Competitive Equilibrium in a Discrete-Time Lucas Model," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00119011, Apr, DOI: 10.1080/1023619042000193658.
9. LE VAN, Cuong & SAGLAM, H. Cagri, 2004, "Quality of knowledge technology, returns to production technology, and economic development," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1747, Jan, DOI: 10.1017/S1365100503030086.
   
   • Le Van, Cuong & Saglam, H. Cagri, 2004, "Quality Of Knowledge Technology, Returns To Production Technology, And Economic Development," Macroeconomic Dynamics, Cambridge University Press, volume 8, issue 2, pages 147-161, April.
   • Cuong LE VAN & H. Cagri SAGLAM, 2001, "Quality of Knowledge Technology, Returns to Production Technology and Economic Development," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2002004, Nov.
   • Cuong Le Van & H. Cagri Saglam, 2004, "Quality of Knowledge Technology, Returns to Production Technology and Economic Development," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00118994, Apr, DOI: 10.1017/S1365100503030086.
10. Pascal Gourdel & Liem Hoang-Ngoc & Cuong Le Van & Tédié Mazamba, 2004, "Health Care and Economic Growth," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00119022.
    
    • Pascal Gourdel & Liem Hoang Ngoc & Cuong Le Van & Tédie Mazamba, 2004, "Health care and Economic Growth," Annals of Economics and Statistics, GENES, issue 75-76, pages 257-272.
11. Cuong Le Van & John Stachurski, 2004, "Equivalent Conditions for Irreducibility of Discrete Time Markov Chains," Department of Economics - Working Papers Series, The University of Melbourne, number 900.
    
    • Cuong Le Van & John Stachurski, 2004, "Equivalent conditions for irreducibility of discrete time Markov chains," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1), number b04061, Jun.
12. Cuong Le Van & Yiannis Vailakis, 2004, "Existence of competitive equilibrium in a single-sector growth model with elastic labour," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1), number b04123, Dec.
13. Annabelle Mourougane & Hideyuki Ibaragi, 2004, "Is There a Change in the Trade-Off Between Output and Inflation at Low or Stable Inflation Rates?: Some Evidence in the Case of Japan," OECD Economics Department Working Papers, OECD Publishing, number 379, Feb, DOI: 10.1787/685810855735.
14. Gwenael Piaser, 2004, "The Biais-Martimort-Rochet equilibrium with direct mechanisms," Game Theory and Information, University Library of Munich, Germany, number 0412007, Dec.
    
    • Gwena�l Piaser, 2006, "The Biais-Martimort-Rochet equilibrium with direct mechanisms," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2006_33.
15. EECKHOUDT, Louis & MARCHAND, Maurice & PESTIEAU, Pierre & PIASER, Gwenael, 2004, "Are differential co-payment rates appropriate in the health sector ?," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2004070, Oct.
16. MARCHAND, Maurice & PESTIEAU, Pierre & PIASER, Gwenaël, 2004, "PAYG pension systems with capital mobility," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2004031, May.
    
    • Pierre Pestieau & Gwanaël Piaser & Motohiro Sato, 2006, "PAYG pension systems with capital mobility," International Tax and Public Finance, Springer;International Institute of Public Finance, volume 13, issue 5, pages 587-599, September, DOI: 10.1007/s10797-006-6079-3.
    • Pierre Pestieau & Gwanaël Piaser & Motohiro Sato, 2006, "PAYG pension systems with capital mobility," Post-Print, HAL, number halshs-00754127, Oct, DOI: 10.1007/s10797-006-6079-3.
17. ATTAR, Andrea & CAMPIONI, Eloisa & PIASER, Gwenaël & RAJAN, Uday, 2004, "Pure strategy and no-externalities with multiple agents : a comment," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2004050, Jul.
18. Kyungsik Kim & Seong-Min Yoon, 2004, "Power Law Distributions in Korean Household Incomes," Papers, arXiv.org, number cond-mat/0403161, Mar.
19. Kyungsik Kim & Seong-Min Yoon & J. S. Choi & Hideki Takayasu, 2004, "Herd Behaviors in Financial Markets," Papers, arXiv.org, number cond-mat/0405172, May.
20. Kyungsik Kim & Seong-Min Yoon & Jum-Soo Choi, 2004, "Multifractal Measures for the Yen-Dollar Exchange Rate," Papers, arXiv.org, number cond-mat/0405173, May.
21. Kyungsik Kim & S. -M. Yoon & C. Christopher Lee & K. H. Chang, 2004, "Zipf's Law Distributions for Korean Stock Prices," Papers, arXiv.org, number cond-mat/0405390, May.
22. Kyungsik Kim & Seong-Min Yoon, 2004, "Phase Transition of Dynamical Herd Behaviors in Financial Markets," Papers, arXiv.org, number cond-mat/0408625, Aug.
23. Kyungsik Kim & Seong-Min Yoon & C. Christopher Lee & Myung-Kul Yum, 2004, "Dynamical Volatilities for Yen-Dollar Exchange Rates," Papers, arXiv.org, number cond-mat/0409097, Sep.
    
    • Yoon, Seong-Min & Choi, J.S. & Christopher Lee, C. & Yum, Myung-Kul & Kim, Kyungsik, 2006, "Dynamical volatilities for yen–dollar exchange rates," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 359, issue C, pages 569-575, DOI: 10.1016/j.physa.2005.05.089.
24. Kyungsik Kim & S. -M. Yoon & K. H. Chang, 2004, "Power Law Distributions for Stock Prices in Financial Markets," Papers, arXiv.org, number cond-mat/0412014, Dec.

2003

1. Alain Chateauneuf & Patrick Moyes, 2003, "Does the Lorenz curve really measure inequality?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00156712, May.
   
   • Patrick Moyes & Alain Chateauneuf, 2005, ""Does the Lorenz curve really measure inequality?"," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00157352.
   • Alain Chateauneuf & Patrick Moyes, 2003, "Does the Lorenz curve really measure inequality?," Post-Print, HAL, number hal-00156712, May.
   • Patrick Moyes & Alain Chateauneuf, 2005, ""Does the Lorenz curve really measure inequality?"," Post-Print, HAL, number hal-00157352.
2. Slim CHAOUACHI & Gilles DUFRENOT & Val=E9rie MIGNON, 2003, "Modelling the misalignments of the Dollar-Sterling real exchange rate: a nonlinear cointegration perspective," International Finance, University Library of Munich, Germany, number 0309002, Sep.
   
   • Valerie Mignon & Gilles Dufrenot & Slim Chaouachi, 2004, "Modelling the misalignments of the Dollar-Sterling real exchange rate: A nonlinear cointegration perspective," Economics Bulletin, AccessEcon, volume 3, issue 19, pages 1-11.
   • S. Chaouachi & G. Dufrenot & V.Mignon, 2003, "Modelling the misalignement of the Dollar-Sterling real exchange rate: A nonlinear cointegration perspective," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2003-03.
3. LE VAN, Cuong & SAGLAM, Cagri, 2003, "Optimal growth models and the Lagrange multiplier," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2003083, Nov.
   
   • Le Van, Cuong & Cagri Saglam, H., 2004, "Optimal growth models and the Lagrange multiplier," Journal of Mathematical Economics, Elsevier, volume 40, issue 3-4, pages 393-410, June.
   • LE VAN, Cuong & SAGLAM, H. Cagri, 2004, "Optimal growth models and the Lagrange multiplier," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1748, Jan, DOI: 10.1016/j.jmateco.2003.10.002.
   • Cuong Le Van & H. Cagri Saglam, 2004, "Optimal growth models and the Lagrange multiplier," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00118996, DOI: 10.1016/j.jmateco.2003.10.002.
   • Cuong Le Van & H. Cagri Saglam, 2004, "Optimal growth models and the Lagrange multiplier," Post-Print, HAL, number halshs-00118996, DOI: 10.1016/j.jmateco.2003.10.002.
4. LE VAN, Cuong & VAILAKIS, Yiannis, 2003, "Existence of a competitive equilibrium in a one sector growth model with heterogeneous agents and irreversible investment," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1762, Jan, DOI: 10.1007/s00199-002-0355-y.
   
   • Cuong Le Van & Yiannis Vailakis, 2003, "Existence of a competitive equilibrium in a one sector growth model with heterogeneous agents and irreversible investment," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 22, issue 4, pages 743-771, November, DOI: 10.1007/s00199-002-0355-y.
   • Cuong LE VAN & Yiannis VALAKIS, 2001, "Existence of a competitive equilibrium in one sector growth model with heterogeneous agents and irreversible investment," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2001018, Sep.
   • Cuong Le Van & Yiannis Vailakis, 2003, "Existence of a competitive equilibrium in a one sector growth model with heterogeneous agents and irreversible investment," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00119095, Nov, DOI: 10.1007/s00199-002-0355-y.
5. Cuong Le Van & Rose-Anne Dana, 2003, "Dynamic Programming in Economics," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00119098.
6. Nguyen, Anh & Getinet, Haile, 2003, "Intergenerational mobility in educational and occupational status: evidence from the U.S," MPRA Paper, University Library of Munich, Germany, number 1383, Jul.
7. Nguyen, Anh & Taylor, Jim & Bradley, Steve, 2003, "Relative pay and job satisfaction: some new evidence," MPRA Paper, University Library of Munich, Germany, number 1382, May.
   
   • J Taylor & S Bradley & A N Nguyen, 2003, "Relative pay and job satisfaction: some new evidence," Working Papers, Lancaster University Management School, Economics Department, number 541451.
8. J Taylor & A N Nguyen, 2003, "Transition from school to first job: the influence of educational attainment," Working Papers, Lancaster University Management School, Economics Department, number 540112.
9. J Taylor & S Bradley & A N Nguyen, 2003, "Job autonomy and job satisfaction: new evidence," Working Papers, Lancaster University Management School, Economics Department, number 541528.
10. Gwenael Piaser, 2003, "Labor Mobility and Income Tax Competition," Public Economics, University Library of Munich, Germany, number 0302002, Feb.
    
    • PIASER, Gwenaël, 2003, "Labor mobility and income tax competition," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2003006, Jan.
11. Stéphan Bourcieu & Jacques Arlotto & Jean-Michel Sahut, 2003, "Le rôle des pépinières d'entreprises au sein du développement économique régional : des pays industrialisés aux pays émergents. Propositions pour une meilleure efficience," Post-Print, HAL, number hal-00790268, Feb.
12. Kyungsik Kim & Seong-Min Yoon & Yup Kim, 2003, "Herd Behavior of Returns in the Futures Exchange Market," Papers, arXiv.org, number cond-mat/0304143, Apr, revised Apr 2003.
13. Kyungsik Kim & Seong-Min Yoon & Yup Kim, 2003, "Herd Behaviors in the Stock and Foreign Exchange Markets," Papers, arXiv.org, number cond-mat/0304451, Apr.
    
    • Kim, Kyungsik & Yoon, Seong-Min & Kim, Yup, 2004, "Herd behaviors in the stock and foreign exchange markets," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 341, issue C, pages 526-532, DOI: 10.1016/j.physa.2004.05.052.
14. Kyungsik Kim & Seong-Min Yoon, 2003, "Multifractal Features in the Foreign Exchange and Stock Markets," Papers, arXiv.org, number cond-mat/0305270, May.
15. Kyungsik Kim & Seong-Min Yoon & Jum Soo Choi, 2003, "Volatility and Returns in Korean Futures Exchange Markets," Papers, arXiv.org, number cond-mat/0311155, Nov.

2002

1. Boyer, Tristan, 2002, "Gouvernement d'entreprise et décisions d'emploi
   [Corporate Governance and employment decisions]," MPRA Paper, University Library of Munich, Germany, number 10287.
2. Grant, Simon & Chateauneuf, Alain & Eichberger, Jurgen, 2002, "A Simple Axiomatization and Constructive Representation Proof for Choquet Expected Utility," Working Papers, Rice University, Department of Economics, number 2002-09, Nov.
   
   • Alain Chateauneuf & Jürgen Eichberger & Simon Grant, 2003, "A simple axiomatization and constructive representation proof for choquet expected utility," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 22, issue 4, pages 907-915, November, DOI: 10.1007/s00199-002-0345-0.
   • Chateauneuf, Alain & Eichberger, Jürgen & Grant, Simon, 2003, "A simple axiomatization and constructive representation proof for Choquet Expexted Utility," Papers, Sonderforschungsbreich 504, number 03-26.
   • Chateauneuf, Alain & Eichberger, Jürgen & Grant, Simon, 2003, "A Simple Axiomatization and Constructive Representation Proof for Choquet Expected Utility," Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim, number 03-26, Oct.
3. Grant, Simon & Chateauneuf, A. & Eichberger, J., 2002, "Choice under Uncertainty with the Best and Worst in Mind: Neo-additive Capacities," Working Papers, Rice University, Department of Economics, number 2002-10, Sep.
   
   • Chateauneuf, Alain & Eichberger, Jurgen & Grant, Simon, 2007, "Choice under uncertainty with the best and worst in mind: Neo-additive capacities," Journal of Economic Theory, Elsevier, volume 137, issue 1, pages 538-567, November.
   • Alain Chateauneuf & Jürgen Eichberger & Simon Grant, 2007, "Choice under uncertainty with the best and worst in mind: neo-additive capacities," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00271279, DOI: 10.1016/j.jet.2007.01.017.
   • Alain Chateauneuf & Jürgen Eichberger & Simon Grant, 2007, "Choice under uncertainty with the best and worst in mind: neo-additive capacities," Post-Print, HAL, number hal-00271279, DOI: 10.1016/j.jet.2007.01.017.
   • Chateauneuf, Alain & Eichberger, Jürgen & Grant, Simon, 2003, "Choice under uncertainty with the best and worst in mind : neo-additive capacities," Papers, Sonderforschungsbreich 504, number 03-10.
   • Chateauneuf, Alain & Eichberger, Jürgen & Grant, Simon, 2003, "Choice under Uncertainty with the Best and Worst in Mind: Neo-additive Capacities," Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim, number 03-10, Jun.
4. Alain Chateauneuf & Patrick Moyes, 2002, "Measuring inequality without the Pigou-Dalton condition," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00156475, May.
   
   • Alain Chateauneuf & Patrick Moyes, 2005, "Measuring inequality without the Pigou-Dalton condition," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00160178, Feb.
   • Alain Chateauneuf & Patrick Moyes, 2002, "Measuring inequality without the Pigou-Dalton condition," Post-Print, HAL, number hal-00156475, May.
   • Alain Chateauneuf & Patrick Moyes, 2005, "Measuring inequality without the Pigou-Dalton condition," Post-Print, HAL, number hal-00160178, Feb.
   • Alain Chateauneuf & Patrick Moyes, 2005, "Measuring Inequality Without the Pigou-Dalton Condition," WIDER Working Paper Series, World Institute for Development Economic Research (UNU-WIDER), number RP2005-02.
5. Antoine Billot & Alain Chateauneuf & Itzhak Gilboa & Jean-Marc Tallon, 2002, "Sharing beliefs and the absence of betting in the Choquet expected utility model," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00481307, DOI: 10.1007/s00362-001-0090-7.
   
   • Antoine Billot & Alain Chateauneuf & Itzhak Gilboa & Jean-Marc Tallou, 2002, "Sharing beliefs and the absence of betting in the Choquet expected utility model," Statistical Papers, Springer, volume 43, issue 1, pages 127-136, January, DOI: 10.1007/s00362-001-0090-7.
   • Antoine Billot & Alain Chateauneuf & Itzhak Gilboa & Jean-Marc Tallon, 2002, "Sharing beliefs and the absence of betting in the Choquet expected utility model," Post-Print, HAL, number hal-00481307, DOI: 10.1007/s00362-001-0090-7.
6. Alain Chateauneuf & Rose Anne Dana & Jean-Marc Tallon, 2002, "Diversification, convex preferences and non-empty core in the Choquet expected utility model," Post-Print, HAL, number halshs-00174770.
   
   • Jean-Marc Tallon & Alain Chateauneuf, 2002, "Diversification, convex preferences and non-empty core in the Choquet expected utility model," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 19, issue 3, pages 509-523.
   • Alain Chateauneuf & Rose Anne Dana & Jean-Marc Tallon, 2002, "Diversification, convex preferences and non-empty core in the Choquet expected utility model," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00174770.
7. LE VAN, Cuong & VAILAKIS, Yiannis, 2002, "Recursive utility and optimal growth with bounded or unbounded returns," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2002055, Oct.
   
   • Le Van, Cuong & Vailakis, Yiannis, 2005, "Recursive utility and optimal growth with bounded or unbounded returns," Journal of Economic Theory, Elsevier, volume 123, issue 2, pages 187-209, August.
   • Cuong Le Van & Yiannis Vailakis, 2005, "Recursive utility and optimal growth with bounded or unbounded returns," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00101201, Aug, DOI: 10.1016/j.jet.2004.06.007.
8. Mourougane, Annabelle & Roma, Moreno, 2002, "Can confidence indicators be useful to predict short term real GDP growth?," Working Paper Series, European Central Bank, number 133, Mar.
   
   • Annabelle Mourougane & Moreno Roma, 2003, "Can confidence indicators be useful to predict short term real GDP growth?," Applied Economics Letters, Taylor & Francis Journals, volume 10, issue 8, pages 519-522, DOI: 10.1080/1350485032000100305.
9. Kyungsik Kim & Seong-Min Yoon, 2002, "Dynamical Behavior of Continuous Tick Data in Futures Exchange Market," Papers, arXiv.org, number cond-mat/0212393, Dec.

2001

1. Billot, A. & Chateauneuf, A. & Gilboa, I. & Tallon, J.-M., 2001, "Bargaining Over an Uncertain Outcome: The Role of Beliefs," Papers, Tel Aviv, number 2001-21.
   
   • Billot, A. & Gilboa, I., 2000, "Bargaining Over an Uncertain Outcome : The Role of Beliefs," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 2000.73.
   • Antoine Billot & Alain Chateauneuf & Itzhak Gilboa & Jean-Marc Tallon, 2002, "Bargaining over an uncertain outcome: the role of beliefs," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00481313, May, DOI: 10.1007/s102030200002.
   • Antoine Billot & Alain Chateauneuf & Itzhak Gilboa & Jean-Marc Tallon, 2002, "Bargaining over an uncertain outcome: the role of beliefs," Post-Print, HAL, number hal-00481313, May, DOI: 10.1007/s102030200002.
2. LE VAN, Cuong & MORHAIM, Lisa, 2001, "Optimal growth models with bounded or unbounded returns: a unifying approach," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2001034, Aug.
   
   • Le Van, Cuong & Morhaim, Lisa, 2002, "Optimal Growth Models with Bounded or Unbounded Returns: A Unifying Approach," Journal of Economic Theory, Elsevier, volume 105, issue 1, pages 158-187, July.
   • Le Van, C. & Morhaim, L., 2000, "Optimal Growth Models with Bounded or Unbounded Returns : a Unifying Approach," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 2000.64.
3. Le Van, C. & Page, F.H.Jr. & Wooders, M., 2001, "Arbitrage and Equilibrium in Economies with Externalities," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 588.
   
   • Le Van, Cuong & Page, Frank H., Jr. & Wooders, Myrna H., undated, "Arbitrage and Equilibrium in Economies with Externalities," Economic Research Papers, University of Warwick - Department of Economics, number 269359, DOI: 10.22004/ag.econ.269359.
4. Allouch, Nizar & Le Van, Cuong & Page, Jr. Frank H., 2001, "The geometry of arbitrage and the existence of competitive equilibrium," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 598.
   
   • Allouch, Nizar & Le Van, Cuong & Page, Frank Jr., 2002, "The geometry of arbitrage and the existence of competitive equilibrium," Journal of Mathematical Economics, Elsevier, volume 38, issue 4, pages 373-391, December.
   • Allouch, Nizar & Le Van, Cuong & Page, Frank H., Jr., undated, "The Geometry of Arbitrage and the Existence of Competitive Equilibrium," Economic Research Papers, University of Warwick - Department of Economics, number 269368, DOI: 10.22004/ag.econ.269368.
5. Morgan, Julian & Mourougane, Annabelle, 2001, "What can changes in structural factors tell us about unemployment in Europe?," Working Paper Series, European Central Bank, number 81, Oct.
   
   • Julian Morgan & Annabelle Mourougane, 2005, "What Can Changes In Structural Factors Tell Us About Unemployment In Europe?," Scottish Journal of Political Economy, Scottish Economic Society, volume 52, issue 1, pages 75-104, February, DOI: 10.1111/j.0036-9292.2005.00336.x.

2000

1. Alain Chateauneuf & Jean-Marc Tallon, 2000, "Diversification, Convex Preferences and Non-Empty Core," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 0751, Aug.
   
   • Jean-Marc Tallon & Alain Chateauneuf, 2002, "Diversification, convex preferences and non-empty core in the Choquet expected utility model," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 19, issue 3, pages 509-523.
   • Tallon, J.-M. & Chateauneuf, A., 1998, "Diversification, Convex Preferences and Non-Empty Core," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 98.32.
   • Alain Chateauneuf & Rose Anne Dana & Jean-Marc Tallon, 2002, "Diversification, convex preferences and non-empty core in the Choquet expected utility model," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00174770.
2. Alain Chateauneuf & Jean-Christophe Vergnaud, 2000, "Ambiguity reduction through new statistical data," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00150069, May, DOI: 10.1016/S0888-613X(00)00040-2.
   
   • Alain Chateauneuf & Jean-Christophe Vergnaud, 2000, "Ambiguity reduction through new statistical data," Post-Print, HAL, number halshs-00150069, May, DOI: 10.1016/S0888-613X(00)00040-2.
3. Alain Chateauneuf & Rose Anne Dana & Jean-Marc Tallon, 2000, "Optimal risk-sharing rules and equilibria with Choquet-expected-utility," Post-Print, HAL, number halshs-00451997, DOI: 10.1016/S0304-4068(00)00041-0.
   
   • Chateauneuf, Alain & Dana, Rose-Anne & Tallon, Jean-Marc, 2000, "Optimal risk-sharing rules and equilibria with Choquet-expected-utility," Journal of Mathematical Economics, Elsevier, volume 34, issue 2, pages 191-214, October.
   • Alain Chateauneuf & Rose Anne Dana & Jean-Marc Tallon, 2000, "Optimal risk-sharing rules and equilibria with Choquet-expected-utility," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00451997, DOI: 10.1016/S0304-4068(00)00041-0.
4. DURAN, Jorge & LE VAN, Cuong, 2000, "A simple proof of existence of equilibrium in a one sector growth model with bounded or unbounded returns from below," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2000050, Oct.
   
   • Durán, Jorge & Le Van, Cuong, 2003, "Simple Proof Of Existence Of Equilibrium In A One-Sector Growth Model With Bounded Or Unbounded Returns From Below," Macroeconomic Dynamics, Cambridge University Press, volume 7, issue 3, pages 317-332, June.
   • Duran, Jorge & Le Van, Cuong, 2000, "A simple proof of existence of equilibrium in a one sector growth modelp with bounded or unbounded returns from below," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2000025, Oct.
   • Jorge Duran & Cuong Le Van, 2003, "Simple Proof of Existence of Equilibrium in a One-Sector Growth Model with Bounded or Unbounded Returns from below," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00119082, DOI: 10.1017/S1365100502020047.
   • Jorge Duran & Cuong Le Van, 2003, "Simple Proof of Existence of Equilibrium in a One-Sector Growth Model with Bounded or Unbounded Returns from below," Post-Print, HAL, number halshs-00119082, DOI: 10.1017/S1365100502020047.
5. Sand-Zantman, A. & Brillet, J.L. & Le Van, C. & Mazier, J., 2000, "Modelling Transition and International Opening in Asia: The Case of Vietnam with a Comparison with China and the "Asian Tigers"," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 2000.31.
   
   • Alain Sand-Zantman & Jean Louis Brillet & Cuong Le Van & Jacques Mazier, 2000, "Modelling Transition And International Opening In Asia: The Case Of Vietnam With A Comparison With China And The “Asian Tigers”," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, volume 42, issue 4, pages 93-130, December.
   • Alain Sand-Zantman & Jean-Louis Brillet & Cuong Le Van & Jacques Mazier, 2000, "Modelling Transition And International Opening In Asia: The Case Of Vietnam With A Comparison With China And The "Asian Tigers"," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00372748, DOI: 10.1057/ces.2000.25.
6. Erhel, C. & Le Van C., 2000, "Long terme et dynamique d'une maquette de modele macroeconomique," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 2000.62.
7. Le Van, C. & Morhaim, L. & Dimaria, C.-H., 2000, "The Discrete Time Version of the Romer Model," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 2000.63.
   
   • Lisa Morhaim & Charles-Henri Dimaria & Cuong Le Van, 2002, "The discrete time version of the Romer model," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 20, issue 1, pages 133-158.
8. Gwenael Piaser & Denis Raynaud, 2000, "Optimal Taxation and In-Kind Redistribution," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 1346, Aug.

1999

1. Chateauneuf, A. & Wilthien, P.-H., 1999, "Inverse Stochastic Dominance and Yaari's Model," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 1999-95.
2. Chateauneuf, A. & Gajdos, T. & Wilthien, P.-H., 1999, "The Principle of Strong Kiminishing Transfer," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 1999-96.
   
   • Chateauneuf, Alain & Gajdos, Thibault & Wilthien, Pierre-Henry, 2002, "The Principle of Strong Diminishing Transfer," Journal of Economic Theory, Elsevier, volume 103, issue 2, pages 311-333, April.
   • Alain Chateauneuf & Thibault Gajdos Preuss & Pierre-Henry Wilthien, 2002, "The Principle of Strong Diminishing Transfer," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00085936.
   • Alain Chateauneuf & Thibault Gajdos Preuss & Pierre-Henry Wilthien, 2002, "The Principle of Strong Diminishing Transfer," Post-Print, HAL, number halshs-00085936.
3. Abouda, M. & Chateauneuf, A., 1999, "Positive of Bib-Ask Apreads and Asymmetrical Monotone Risk Aversion," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 1999.86.
4. Abouda, M. & Chateauneuf, A., 1999, "A Characterization of the Symmetrical Monotone Risk Aversion in the RDEU Model," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 1999.87.
   
   • Abouda, Moez & Chateauneuf, Alain, 2002, "Characterization of symmetrical monotone risk aversion in the RDEU model," Mathematical Social Sciences, Elsevier, volume 44, issue 1, pages 1-15, September.

1998

1. Billot, A. & Chateauneuf, A. & Gilboa, I. & Tallon, J.-M., 1998, "Sharing Beliefs: Between Agreeing and Disagreeing," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 98.30.
   
   • Antoine Billot & Alain Chateauneuf & Itzhak Gilboa & Jean-Marc Tallon, 2000, "Sharing Beliefs: Between Agreeing and Disagreeing," Econometrica, Econometric Society, volume 68, issue 3, pages 685-694, May.
   • Itzhak Gilboa & Antoine Billot & Alain Chateauneuf & Jean-Marc Tallon, 2000, "Sharing Beliefs: between Agreeing and Disagreeing," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00753122, May, DOI: 10.1111/1468-0262.00127.
   • Antoine Billot & Alain Chateauneuf & Itzhak Gilboa & Jean-Marc Tallon, 2000, "Sharing beliefs: between agreeing and disagreeing," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00174553.
   • Itzhak Gilboa & Antoine Billot & Alain Chateauneuf & Jean-Marc Tallon, 2000, "Sharing Beliefs: between Agreeing and Disagreeing," Post-Print, HAL, number hal-00753122, May, DOI: 10.1111/1468-0262.00127.
   • Antoine Billot & Alain Chateauneuf & Itzhak Gilboa & Jean-Marc Tallon, 2000, "Sharing beliefs: between agreeing and disagreeing," Post-Print, HAL, number halshs-00174553.
2. Chateauneuf, A. & Wakker, P., 1998, "An Axiomatization of Cumulative Prospect Theory for Decision Under Risk," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 98.51.
   
   • Chateauneuf, Alain & Wakker, Peter, 1999, "An Axiomatization of Cumulative Prospect Theory for Decision under Risk," Journal of Risk and Uncertainty, Springer, volume 18, issue 2, pages 137-145, August.
3. Dimaria, Charles-Henri & Le Van, Cuong, 1998, "Debt, corruption, R&D and growth in developing countries," CEPREMAP Working Papers (Couverture Orange), CEPREMAP, number 9817.
   
   • Dimaria, C.H. & Le Van, C., 1999, "Debt, Corruption, R&D and Growth in Developing Countries," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 1999.36.

1997

1. Chateauneuf, A. & Cohen, M. & Meilijson, I., 1997, "More Pessimism than Greediness: A Characterization of Monotone Risk Aversion in the Rank-Dependant Expected Utility Model," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 97.53.
   
   • Alain Chateauneuf & Michéle Cohen & Isaac Meilijson, 2005, "More pessimism than greediness: a characterization of monotone risk aversion in the rank-dependent expected utility model," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 25, issue 3, pages 649-667, April, DOI: 10.1007/s00199-003-0451-7.
   • Alain Chateauneuf & Michèle Cohen & Isaac Meilijson, 2005, "More pessimism than greediness: a characterization of monotone risk aversion in the Rank-Dependent Expected Utility model," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00211906, DOI: 10.1007/s00199-003-0451-7.
   • Alain Chateauneuf & Michèle Cohen & Isaac Meilijson, 2005, "More pessimism than greediness: a characterization of monotone risk aversion in the Rank-Dependent Expected Utility model," Post-Print, HAL, number halshs-00211906, DOI: 10.1007/s00199-003-0451-7.
2. Chateauneuf, A. & Dana, R.-A, & Tallon, J.-M., 1997, "Optimal Risk-Sharing Rules and Equilibria With Non-Additive Expected Utility," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 97.54.
   
   • Chateauneuf, Alain & Dana, Rose-Anne & Tallon, Jean-Marc, 2000, "Optimal risk-sharing rules and equilibria with Choquet-expected-utility," Journal of Mathematical Economics, Elsevier, volume 34, issue 2, pages 191-214, October.
   • Alain Chateauneuf & Rose Anne Dana & Jean-Marc Tallon, 2000, "Optimal risk-sharing rules and equilibria with Choquet-expected-utility," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00451997, DOI: 10.1016/S0304-4068(00)00041-0.
3. Chateauneuf, A. & Cohen, M. & Meilijson, I., 1997, "New Tools to Better Model Behavior Under Risk and UNcertainty: An Oevrview," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 97.55.
   
   • Alain Chateauneuf & Michèle Cohen & Isaac Meilijson, 1997, "New tools to better model behavior under risk and uncertainty: an overview
     [Nouveaux outils pour une meilleure modélisation des comportements dans le risque et dans l'incertain : une synthèse]," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-04406025, Oct.
   • Alain Chateauneuf & Michèle Cohen & Isaac Meilijson, 1997, "New tools to better model behavior under risk and uncertainty: an overview
     [Nouveaux outils pour une meilleure modélisation des comportements dans le risque et dans l'incertain : une synthèse]," Post-Print, HAL, number halshs-04406025, Oct.
4. Alain Chateauneuf & Michèle Cohen & Robert Kast, 1997, "Comonotone random variables in economics: A review of some results," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1), number 97032, Feb.
5. Askenazy, Philippe & Le Van, 1997, "A model of optimal growth strategy," CEPREMAP Working Papers (Couverture Orange), CEPREMAP, number 9707.
   
   • Askenazy, Philippe & Le Van, Cuong, 1999, "A Model of Optimal Growth Strategy," Journal of Economic Theory, Elsevier, volume 85, issue 1, pages 24-51, March.
   • Askenazy, P. & Le Van, C., 1997, "A Model of Optimal Growth Strategy," DELTA Working Papers, DELTA (Ecole normale supérieure), number 97-27.
6. Nguyen, Anh, 1997, "Japanese manufacturing investment in the UK 1972-1996: an econometric analysis," MPRA Paper, University Library of Munich, Germany, number 1920.

1996

1. Dana, Rose-Anne & Le Van, Cuong & Magnien, François, 1996, "On the different notions of arbitrage and existence of equilibrium," CEPREMAP Working Papers (Couverture Orange), CEPREMAP, number 9616.
   
   • Dana, Rose-Anne & Le Van, Cuong & Magnien, Francois, 1999, "On the Different Notions of Arbitrage and Existence of Equilibrium," Journal of Economic Theory, Elsevier, volume 87, issue 1, pages 169-193, July.
   • Dana, R.-A. & Le Van, C. & Magnien, F., 1999, "On the Different Notions of Arbitrage and Existence of Equilibrium," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 1999.34.
2. Dana, Rose-Anne & Le Van, Cuong, 1996, "Arbitrage, duality and asset equilibria," CEPREMAP Working Papers (Couverture Orange), CEPREMAP, number 9613.
   
   • Dana, Rose-Anne & Le Van, Cuong, 2000, "Arbitrage, duality and asset equilibria," Journal of Mathematical Economics, Elsevier, volume 34, issue 3, pages 397-413, November.
3. Boucekkine, Raouf & Le Van, Cuong & Schubert, Katheline, 1996, "How to get the Blanchard-Kahn form from a general linear rational expectations model," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 3974, Apr.
   
   • Raouf Boucekkine & Cuong Le Van & Katheline Schubert, undated, "How to Get the Blanchard-Kahn Form from a General Linear Rational Expectations Model," Computing in Economics and Finance 1996, Society for Computational Economics, number _035.
4. Dana, R.A. & Le Van, C., 1996, "Asset Equilibria in "L" Spaces with Complete Markets: A Duality Approach," Papers, Toulouse - GREMAQ, number 95.388.
   
   • Dana, R. A. & Le Van, C., 1996, "Asset Equilibria in Lp spaces with complete markets: A duality approach," Journal of Mathematical Economics, Elsevier, volume 25, issue 3, pages 263-280.
5. Jean-Marc Bonnisseau & Cuong Le Van, 1996, "On the subdifferential of the value function in economic optimization problems," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00187221, DOI: 10.1016/0304-4068(95)00717-2.
   
   • Bonnisseau, Jean-Marc & Le Van, Cuong, 1996, "On the subdifferential of the value function in economic optimization problems," Journal of Mathematical Economics, Elsevier, volume 25, issue 1, pages 55-73.
   • Jean-Marc Bonnisseau & Cuong Le Van, 1996, "On the subdifferential of the value function in economic optimization problems," Post-Print, HAL, number hal-00187221, DOI: 10.1016/0304-4068(95)00717-2.

1994

1. Evalde Mutabazi & Yochanan Altman & Audrey Klesta & Philippe Poirson, 1994, "Management des ressources humaines à l'international : Filiales, fusions, acquisitions, alliances, coopérations," Post-Print, HAL, number hal-02297958, Jan.
2. Dana, R.A. & Le Van, C. & Magnien, F., 1994, "General equilibrium in asset markets with or without short-selling," Discussion Paper, Tilburg University, Center for Economic Research, number 1994-92.
   
   • Dana, R.A. & Le Van, C. & Magnien, F., 1994, "General Equilibrium in Asset Markets with or without Short-Selling," Papers, Tilburg - Center for Economic Research, number 9492.

1993

1. Chateauneuf, A., 1993, "Modeling Attitudes Towards Uncertainty and Risk Through the Use of Choquet Integral," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 93.06.

1992

1. Chateauneuf, A. & Kast, R. & Lapier, A., 1992, "Pricing in Slack Market," G.R.E.Q.A.M., Universite Aix-Marseille III, number 92a05.
2. Chateauneuf, A. & Kast, R. & Lapied, A., 1992, "Choquet Pricing for Financial Markets with Frictions," G.R.E.Q.A.M., Universite Aix-Marseille III, number 92a11.
3. Chateauneuf, A., 1992, "Combination of Compatible Belief Functions and Relations of Specificity," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 92.59.
4. Chateauneuf, A. & Jaffray, J.Y., 1992, "Local-Mobius Transforms of Monotone Capacities," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 92.60.

1991

1. Hadji Ismail & Le Van Cuong, 1991, "Existence de l'équilibre et turnpike dans un modèle d'équilibre général intertemporel : une approche par la programmation dynamique," CEPREMAP Working Papers (Couverture Orange), CEPREMAP, number 9137.

1988

1. Le Van Cuong & Dana Rose-anne, 1988, "Note on the bellman equation of the overtaking criterion (a)," CEPREMAP Working Papers (Couverture Orange), CEPREMAP, number 8820.
2. Dana Rose-anne & Florenzano Monique & Le Van Cuong & Levy Dominique, 1988, "Asymptotic properties of a leontief economy," CEPREMAP Working Papers (Couverture Orange), CEPREMAP, number 8814.
   
   • Dana, Rose-Anne & Florenzano, Monique & Levan, Cuong & Levy, Dominique, 1989, "Asymptotic properties of a Leontief economy," Journal of Economic Dynamics and Control, Elsevier, volume 13, issue 4, pages 553-568, October.

1987

1. Dana Rose-anne & Le Van Cuong, 1987, "On the structure of pareto-optima in an infinite horizon economy where agents have recursive preferences," CEPREMAP Working Papers (Couverture Orange), CEPREMAP, number 8711.
2. Dana Rose-anne & Le Van Cuong, 1987, "Optimal growth and pareto-optimality," CEPREMAP Working Papers (Couverture Orange), CEPREMAP, number 8723.
   
   • Dana, Rose-Anne & Van, Cuong Le, 1991, "Optimal growth and Pareto optimality," Journal of Mathematical Economics, Elsevier, volume 20, issue 2, pages 155-180.
3. Deleau Michel & Le Van Cuong & Malgrange Pierre, 1987, "Long terme des modèles macroéconométriques (le)," CEPREMAP Working Papers (Couverture Orange), CEPREMAP, number 8729.
4. Florenzano Monique & Dana Rose-anne & Le Van Cuong & Levy Dominique, 1987, "Production prices and general equilibrium prices : a long-run property of a leontief economy with an unlimited supply of labour," CEPREMAP Working Papers (Couverture Orange), CEPREMAP, number 8734.

1986

1. Florenzano Monique & Le Van Cuong, 1986, "Gale-nikaido-debreu lemma and the existence of general equilibrium (the)," CEPREMAP Working Papers (Couverture Orange), CEPREMAP, number 8603.
2. Le Van Cuong & Malgrange Pierre, 1986, "Hiérarchie temporelle dans un modèle macroéconomique. application à une maquette du modèle metric," CEPREMAP Working Papers (Couverture Orange), CEPREMAP, number 8625.

1985

1. Le Van Cuong, 1985, "Frontières d'incertitude, sous information parfaite dans les modèles macroéconométriques," CEPREMAP Working Papers (Couverture Orange), CEPREMAP, number 8504.
2. Le Van Cuong, 1985, "Stationary uncertainty frontiers in macroeconometric models and existence, unicity of solutions of matrix riccati equations," CEPREMAP Working Papers (Couverture Orange), CEPREMAP, number 8511.

1984

1. Dana, Rose-Anne & Florenzano, Monique & Le Van, Cuong & Lévy, Dominique, 1984, "Production prices and general equilibrium prices," CEPREMAP Working Papers (Couverture Orange), CEPREMAP, number 8422.

1983

1. Deleau Michel & Le Van Cuong & Malgrange Pierre, 1983, "Uncertainty frontier as a global approach to the efficient stabilization of eco. systems (the). an experimentation with the micro-dms model," CEPREMAP Working Papers (Couverture Orange), CEPREMAP, number 8318.

1981

1. Dana Rose-anne & Malgrange Pierre, 1981, "On a discrete version of kaldor's 1940 cycle model," CEPREMAP Working Papers (Couverture Orange), CEPREMAP, number 8113.

---

Journal articles

2026

1. Sahbi Farhani & Naif Alsagr, 2026, "Turbulence and Transformation: When Global Shocks Drive Major Emerging Economies' Climate Progress," Sustainable Development, John Wiley & Sons, Ltd., volume 34, issue 2, pages 2869-2892, April, DOI: 10.1002/sd.70480.
2. Elie Bouri & Matteo Foglia & Sayar Karmakar & Rangan Gupta, 2026, "Return‐Volatility Nexus in the Digital Asset Class: A Dynamic Multilayer Connectedness Analysis," Bulletin of Economic Research, Wiley Blackwell, volume 78, issue 2, pages 498-512, April, DOI: 10.1111/boer.70035.
   
   • Elie Bouri & Matteo Foglia & Sayar Karmakar & Rangan Gupta, 2024, "Return-Volatility Nexus in the Digital Asset Class: A Dynamic Multilayer Connectedness Analysis," Working Papers, University of Pretoria, Department of Economics, number 202432, Jul.
3. Oguzhan Cepni & Riza Demirer & Rangan Gupta & Christian Pierdzioch, 2026, "Political Geography and Stock Market Volatility: The Role of Political Alignment Across Sentiment Regimes," Scottish Journal of Political Economy, Scottish Economic Society, volume 73, issue 1, February, DOI: 10.1111/sjpe.70028.
   
   • Oguzhan Cepni & Riza Demirer & Rangan Gupta & Christian Pierdzioch, 2024, "Political Geography and Stock Market Volatility: The Role of Political Alignment across Sentiment Regimes," Working Papers, University of Pretoria, Department of Economics, number 202414, Mar.
4. Xin Sheng & Rangan Gupta & Wenting Liao & Oguzhan Cepni, 2026, "The Effects of Uncertainty on Economic Conditions Across US States: The Role of Climate Risks," Scottish Journal of Political Economy, Scottish Economic Society, volume 73, issue 1, February, DOI: 10.1111/sjpe.70035.
   
   • Xin Sheng & Rangan Gupta & Wenting Liao & Oguzhan Cepni, 2024, "The Effects of Uncertainty on Economic Conditions across US States: The Role of Climate Risks," Working Papers, University of Pretoria, Department of Economics, number 202410, Mar.
5. Bonaccolto, Giovanni & Karmakar, Sayar & Bouri, Elie & Gupta, Rangan, 2026, "Spillover and predictability of volatility of 50 major cryptocurrencies: Evidence from a LASSO-regularized Quantile VAR," The North American Journal of Economics and Finance, Elsevier, volume 85, issue C, DOI: 10.1016/j.najef.2026.102668.
   
   • Giovanni Bonaccolto & Sayar Karmakar & Elie Bouri & Rangan Gupta, 2025, "Spillover and Predictability of Volatility of 50 Major Cryptocurrencies: Evidence from a LASSO-Regularized Quantile VAR," Working Papers, University of Pretoria, Department of Economics, number 202538, Sep.
6. Bonato, Matteo & Gupta, Rangan & Pierdzioch, Christian, 2026, "Do shortages forecast aggregate and sectoral U.S. stock market realized variance? Evidence from a century of data," Journal of Empirical Finance, Elsevier, volume 86, issue C, DOI: 10.1016/j.jempfin.2026.101726.
   
   • Matteo Bonato & Rangan Gupta & Christian Pierdzioch, 2024, "Do Shortages Forecast Aggregate and Sectoral U.S. Stock Market Realized Variance? Evidence from a Century of Data," Working Papers, University of Pretoria, Department of Economics, number 202450, Nov.
7. Sheng, Xin & Cepni, Oguzhan & Gupta, Rangan & Markovski, Minko, 2026, "Mixed frequency machine learning forecasting of the growth of real gross fixed capital formation in the United States: the role of extreme weather conditions," Finance Research Letters, Elsevier, volume 106, issue C, DOI: 10.1016/j.frl.2026.110271.
   
   • Xin Sheng & Oguzhan Cepni & Rangan Gupta & Minko Markovski, 2025, "Mixed Frequency Machine Learning Forecasting of the Growth of Real Gross Fixed Capital Formation in the United States: The Role of Extreme Weather Conditions," Working Papers, University of Pretoria, Department of Economics, number 202520, May.
8. Bonato, Matteo & Cepni, Oguzhan & Gupta, Rangan & Pierdzioch, Christian, 2026, "Credit standards: A new predictor of U.S. stock market realized volatility," Finance Research Letters, Elsevier, volume 106, issue C, DOI: 10.1016/j.frl.2026.110298.
   
   • Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2026, "Credit Standards: A New Predictor of U.S. Stock Market Realized Volatility," Working Papers, University of Pretoria, Department of Economics, number 202607, Mar.
9. Foglia, Matteo & Gupta, Rangan & Caraiani, Petre & Pacelli, Vincenzo, 2026, "Time-varying spillover of multi-scale positive and negative bubbles in stock and oil markets," Finance Research Letters, Elsevier, volume 88, issue C, DOI: 10.1016/j.frl.2025.109179.
   
   • Matteo Foglia & Rangan Gupta & Petre Caraiani & Vincenzo Pacelli, 2025, "Time-Varying Spillover of Multi-Scale Positive and Negative Bubbles in Stock and Oil Markets," Working Papers, University of Pretoria, Department of Economics, number 202534, Sep.
10. Charfeddine, Lanouar & Ben Khediri, Karim & Aye, Goodness C. & Gupta, Rangan, 2026, "Addendum to “Time-varying efficiency of developed and emerging bond markets: Evidence from long-spans of historical data” [Phys. A: Stat. Mech. Appl. 505 (2018) 632–647]," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 690, issue C, DOI: 10.1016/j.physa.2026.131455.
11. Bonato, Matteo & Demirer, Riza & Gupta, Rangan & Olaniran, Abeeb, 2026, "Does mining activity drive crash risks in bitcoin?," The Quarterly Review of Economics and Finance, Elsevier, volume 105, issue C, DOI: 10.1016/j.qref.2025.102082.
12. Salisu, Afees A. & Gupta, Rangan & Cepni, Oguzhan, 2026, "Housing market variables and predictability of state-level stock market volatility of the United States: Fundamentals versus sentiments in a mixed-frequency framework," The Quarterly Review of Economics and Finance, Elsevier, volume 105, issue C, DOI: 10.1016/j.qref.2025.102087.
13. Caporin, Massimiliano & Cepni, Oguzhan & Gupta, Rangan & Maillet, Bertrand B., 2026, "Dynamic connectedness across U.S. state-level regional equity markets: The role of time-varying common and idiosyncratic factors," The Quarterly Review of Economics and Finance, Elsevier, volume 107, issue C, DOI: 10.1016/j.qref.2026.102141.
14. Bouri, Elie & Can, Ufuk & Cepni, Oguzhan & Gupta, Rangan, 2026, "Oil price shocks and stock market bubble-risk indicators," The Quarterly Review of Economics and Finance, Elsevier, volume 108, issue C, DOI: 10.1016/j.qref.2026.102178.
15. Caporin, Massimiliano & Gupta, Rangan & Subramaniam, Sowmya & Torrent, Hudson S., 2026, "Supply Constraints and Conditional Distribution Predictability of Inflation and its Volatility: A Nonparametric Mixed-Frequency Causality-in-Quantiles Approach," Research in Economics, Elsevier, volume 80, issue 2, DOI: 10.1016/j.rie.2026.101128.
    
    • Massimiliano Caporin & Rangan Gupta & Sowmya Subramaniam & Hudson S. Torrent, 2025, "Supply Constraints and Conditional Distribution Predictability of Inflation and its Volatility: A Non-parametric Mixed-Frequency Causality-in-Quantiles Approach," Working Papers, University of Pretoria, Department of Economics, number 202526, Aug.
16. Cepni, Oguzhan & Gupta, Rangan & Karahan, Cenk C. & Lucey, Brian, 2026, "Retraction notice to “Oil price shocks and yield curve dynamics in emerging markets” [International Review of Economics and Finance 80 (2022) 613–623]," International Review of Economics & Finance, Elsevier, volume 105, issue C, DOI: 10.1016/j.iref.2026.104888.
    
    • Cepni, Oguzhan & Gupta, Rangan & Karahan, Cenk C. & Lucey, Brian, 2022, "Oil price shocks and yield curve dynamics in emerging markets," International Review of Economics & Finance, Elsevier, volume 80, issue C, pages 613-623, DOI: 10.1016/j.iref.2022.02.065.
17. Caraiani, Petre & Polat, Onur & Gupta, Rangan & Bouri, Elie, 2026, "Physical and transition climate risks and financial risk predictability in the US banking sector," International Review of Economics & Finance, Elsevier, volume 107, issue C, DOI: 10.1016/j.iref.2026.105099.
18. Xuewei Zhou & Zisheng Ouyang & Rangan Gupta & Qiang Ji, 2026, "Time-varying multilayer networks analysis of frequency connectedness in commodity futures markets," Empirical Economics, Springer, volume 70, issue 2, pages 1-41, February, DOI: 10.1007/s00181-026-02886-6.
    
    • Xuewei Zhou & Zisheng Ouyang & Rangan Gupta & Qiang Ji, 2024, "Time-Varying Multilayer Networks Analysis of Frequency Connectedness in Commodity Futures Markets," Working Papers, University of Pretoria, Department of Economics, number 202422, Jun.
19. Afees A. Salisu & Ahamuefula E. Ogbonna & Rangan Gupta & Oguzhan Cepni, 2026, "The Role of Energy Market Uncertainties in Forecasting US State-Level Stock Market Volatility: A GARCH-MIDAS Approach," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 12, issue 1, pages 1-40, December, DOI: 10.1186/s40854-026-00959-0.
20. Onur Polat & Rangan Gupta & Elie Bouri & Mariem Brahim, 2026, "Climate risks and predictability of the conditional distributions of rare earth stock returns and volatility," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 50, issue 1, pages 1-26, December, DOI: 10.1007/s12197-026-09750-4.
    
    • Onur Polat & Rangan Gupta & Elie Bouri & Mariem Brahim, 2025, "Climate Risks and Predictability of the Conditional Distributions of Rare Earth Stock Returns and Volatility," Working Papers, University of Pretoria, Department of Economics, number 202517, Apr.
21. Elie Bouri & Rangan Gupta & Asingamaanda Liphadzi & Christian Pierdzioch, 2026, "Forecasting the volatility of stock returns in the G7 countries over centuries: the role of climate risks," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 50, issue 1, pages 1-32, December, DOI: 10.1007/s12197-026-09751-3.
22. Ruipeng Liu & Mawuli Segnon & Oguzhan Cepni & Rangan Gupta, 2026, "Forecasting Volatility of Commodity, Currency, and Stock Markets: Evidence From Markov‐Switching Multifractal Models," Journal of Forecasting, John Wiley & Sons, Ltd., volume 45, issue 6, pages 2905-2941, September, DOI: 10.1002/for.70145.
    
    • Ruipeng Liu & Mawuli Segnon & Oguzhan Cepni & Rangan Gupta, 2023, "Forecasting Volatility of Commodity, Currency, and Stock Markets: Evidence from Markov Switching Multifractal Models," Working Papers, University of Pretoria, Department of Economics, number 202340, Dec.
23. Afees A. Salisu & Ahamuefula E. Ogbonna & Rangan Gupta & Onur Polat, 2026, "Forecasting Natural Gas Futures Price Volatility of the United States: National Versus State‐Level Climate Concern Indexes," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 46, issue 7, pages 1275-1297, July, DOI: 10.1002/fut.70108.
    
    • Afees A. Salisu & Ahamuefula E. Ogbonna & Rangan Gupta & Onur Polat, 2025, "Forecasting Natural Gas Futures Price Volatility of the United States: National versus State-Level Climate Concern Indexes," Working Papers, University of Pretoria, Department of Economics, number 202541, Nov.
24. Hunjra, Ahmed Imran, 2026, "Navigating uncertainty and performance: How financial decision-making bridges the gap," Finance Research Letters, Elsevier, volume 89, issue C, DOI: 10.1016/j.frl.2025.109206.
25. Qadeer, Abdul & Hunjra, Ahmed Imran & Sami, Mina & Gan, Christopher E.C., 2026, "Climate policy uncertainty and realized volatility across tranquil and economic stress regimes," Journal of Economics and Business, Elsevier, volume 140, issue C, DOI: 10.1016/j.jeconbus.2025.106278.
26. Zhu, Zhimeng & Hunjra, Ahmed Imran & Sami, Mina & Zhao, Shikuan, 2026, "From bytes to green: The impact of digital transformation on carbon performance," International Review of Economics & Finance, Elsevier, volume 106, issue C, DOI: 10.1016/j.iref.2026.104999.
27. Guo, Hongyu & Rahmoune, Mbarek & Hunjra, Ahmed Imran & Xu, Xiaoli, 2026, "Leveraging digital-green finance synergies to accelerate biodiversity conservation and sustainability," Research in International Business and Finance, Elsevier, volume 83, issue C, DOI: 10.1016/j.ribaf.2026.103282.
28. Zheng, Zhiyong & Hunjra, Ahmed Imran & Alawi, Suha Mahmoud & Yang, Xiaodong, 2026, "The impact of leverage volatility on risk: A tug-of-war between amplification and attenuation effects," Research in International Business and Finance, Elsevier, volume 87, issue C, DOI: 10.1016/j.ribaf.2026.103424.
29. Ahmed Imran Hunjra & Mohammad Kabir Hassan & Mahnoor Hanif & Mamdouh Abdulaziz Saleh Al-Faryan, 2026, "Impact of CSR and risk of expropriation on accounting quality," International Journal of Business Governance and Ethics, Inderscience Enterprises Ltd, volume 20, issue 3/4, pages 273-290.
30. Imen Ayadi & Ahmed Imran Hunjra, 2026, "Firms in Times of Economic Uncertainty: Digital Integration to Counter Information Asymmetry and ESG Controversies," Business Ethics, the Environment & Responsibility, John Wiley & Sons, Ltd., volume 35, issue 1, pages 99-116, January, DOI: 10.1111/beer.12779.
31. Miklesh Prasad Yadav & Maria Giuseppina Bruna & Ahmed Imran Hunjra & Vandana Arya, 2026, "Forecasting the Quantile Connectedness: Insight From Global CSR and Sustainability Indices," Journal of Forecasting, John Wiley & Sons, Ltd., volume 45, issue 4, pages 1601-1616, July, DOI: 10.1002/for.70106.
32. João Tovar Jalles, 2026, "Reforming Tax Systems: The Interplay of Governance, Informality, and Institutional Strength in Developing Countries," Review of Development Economics, Wiley Blackwell, volume 30, issue 1, pages 211-225, February, DOI: 10.1111/rode.13261.
33. António Afonso & José Alves & João Jalles & Sofia Monteiro, 2026, "The Pressure Is on: How Geopolitical Tensions Impact Institutional Fiscal and External Stability Responses," Scottish Journal of Political Economy, Scottish Economic Society, volume 73, issue 3, July, DOI: 10.1111/sjpe.70059.
    
    • António Afonso & José Alves & Sofia Monteiro, 2024, "The Pressure Is On: How Geopolitical Tensions Impact Institutional Fiscal and External Stability Responses," CESifo Working Paper Series, CESifo, number 11067.
    • António Afonso & José Alves & Sofia Monteiro, 2024, "The pressure is on: how geopolitical tensions impact institutional fiscal and external stability responses," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2024/0318, Apr.
34. Jalles, João Tovar, 2026, "Population decline, capital deepening, and productivity: cross-country evidence," Economics Letters, Elsevier, volume 267, issue C, DOI: 10.1016/j.econlet.2026.113071.
35. Jalles, João Tovar, 2026, "Financial frictions, depreciation, and capital return transmission," Finance Research Letters, Elsevier, volume 101, issue C, DOI: 10.1016/j.frl.2026.109981.
36. Afonso, António & Alves, José & Jalles, João & Monteiro, Sofia, 2026, "Inflation tales: the heterogeneous price effects from current account dynamics," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 108, issue C, DOI: 10.1016/j.intfin.2026.102287.
    
    • António Afonso & José Alves & João Jalles & Sofia Monteiro, 2024, "Inflation Tales: The Heterogenous Price Effects from Current Account Dynamics," CESifo Working Paper Series, CESifo, number 11512.
    • António Afonso & José Alves & João Jalles & Sofia Monteiro, 2024, "Inflation Tales: the Heterogenous Price Effects from Current Account Dynamics," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2024/0359, Nov.
37. Jalles, João & Beirne, John & Park, Donghyun & Uddin, Gazi Salah, 2026, "Public spending, private gains: the gendered impact of exogenous fiscal policy shocks," Journal of International Money and Finance, Elsevier, volume 162, issue C, DOI: 10.1016/j.jimonfin.2026.103527.
    
    • João Jalles & John Beirne & Donghyun Park & Gazi Salah Uddin, 2025, "Public Spending, Private Gains: The Gendered Impact of Exogenous Fiscal Policy Shocks," ADB Economics Working Paper Series, Asian Development Bank, number 816, Nov.
38. Jalles, João Tovar & Karras, Georgios, 2026, "Sailing through uncertainty: Inspecting mechanisms in advanced and developing economies," Journal of Macroeconomics, Elsevier, volume 88, issue C, DOI: 10.1016/j.jmacro.2026.103741.
39. João Tovar Jalles & Georgios Karras, 2026, "Rethinking tax progressivity: a new look at its role in OECD economic growth," International Tax and Public Finance, Springer;International Institute of Public Finance, volume 33, issue 1, pages 280-306, February, DOI: 10.1007/s10797-025-09902-y.
40. João Jalles & Luiz de Mello, 2026, "Parable of the Talents: Is differentiated decentralisation associated with stronger regional performance?," The Annals of Regional Science, Springer;Western Regional Science Association, volume 75, issue 3, pages 1-27, September, DOI: 10.1007/s00168-026-01532-4.
41. João Tovar Jalles & Donghyun Park & Irfan Qureshi & Shu Tian, 2026, "Rethinking nonlinear fiscal multipliers in Asia: efficiency, infrastructure, and institutions," Applied Economics Letters, Taylor & Francis Journals, volume 33, issue 12, pages 2147-2153, July, DOI: 10.1080/13504851.2025.2466743.
42. Luiz de Mello & João Tovar Jalles, 2026, "Local government and environmental policy: empirical evidence on the link between spending and regulation1," Applied Economics, Taylor & Francis Journals, volume 58, issue 5, pages 988-1004, January, DOI: 10.1080/00036846.2025.2461813.
43. Rudolfs Bojars & João Tovar Jalles, 2026, "Booms, busts, and the shift to renewables," Journal of Environmental Economics and Policy, Taylor & Francis Journals, volume 15, issue 1, pages 42-72, January, DOI: 10.1080/21606544.2026.2623407.
44. Julia Schmidt & Graham Pilgrim & Annabelle Mourougane, 2026, "Mapping Labor Demand for Data‐Intensive Work in the United Kingdom, Canada, and the United States," Review of Income and Wealth, International Association for Research in Income and Wealth, volume 72, issue 1, February, DOI: 10.1111/roiw.70047.
45. Argyro Kofina & Ioannis Psaradellis & Nikolas Topaloglou, 2026, "Revisiting Markowitz stochastic dominance in international markets," The European Journal of Finance, Taylor & Francis Journals, volume 32, issue 4-6, pages 648-671, April, DOI: 10.1080/1351847X.2025.2553044.

2025

1. Afees A. Salisu & Ahamuefula E. Ogbonna & Rangan Gupta & Sisa Shiba, 2025, "Energy Market Uncertainties and Gold Return Volatility: A GARCH–MIDAS Approach," Australian Economic Papers, Wiley Blackwell, volume 64, issue 3, pages 320-329, September, DOI: 10.1111/1467-8454.12396.
   
   • Afees A. Salisu & Ahamuefula E. Ogbonna & Rangan Gupta & Sisa Shiba, 2024, "Energy Market Uncertainties and Gold Return Volatility: A GARCH-MIDAS Approach," Working Papers, University of Pretoria, Department of Economics, number 202431, Jul.
2. Yuvana Jaichand & Reneé van Eyden & Rangan Gupta, 2025, "Presidential Approval Ratings and Stock Market Performance in Latin America," Scottish Journal of Political Economy, Scottish Economic Society, volume 72, issue 4, September, DOI: 10.1111/sjpe.70011.
   
   • Yuvana Jaichand & Renee van Eyden & Rangan Gupta, 2024, "Presidential Approval Ratings and Stock Market Performance in Latin America," Working Papers, University of Pretoria, Department of Economics, number 202411, Mar.
3. Gupta Rangan & Sun Xiaojin, 2025, "Time-Varying Parameter Four-Equation DSGE Model," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 29, issue 2, pages 235-246, DOI: 10.1515/snde-2023-0010.
   
   • Rangan Gupta & Xiaojin Sun, 2022, "Time-Varying Parameter Four-Equation DSGE Model," Working Papers, University of Pretoria, Department of Economics, number 202234, Aug.
4. Gupta, Rangan & Nel, Jacobus & Nielsen, Joshua & Pierdzioch, Christian, 2025, "Stock market volatility and multi-scale positive and negative bubbles," The North American Journal of Economics and Finance, Elsevier, volume 75, issue PA, DOI: 10.1016/j.najef.2024.102300.
   
   • Rangan Gupta & Jacobus Nel & Joshua Nielsen & Christian Pierdzioch, 2023, "Stock Market Volatility and Multi-Scale Positive and Negative Bubbles," Working Papers, University of Pretoria, Department of Economics, number 202310, May.
5. Bouri, Elie & Cepni, Oguzhan & Gupta, Rangan & Liu, Ruipeng, 2025, "Supply chain constraints and the predictability of the conditional distribution of international stock market returns and volatility," Economics Letters, Elsevier, volume 247, issue C, DOI: 10.1016/j.econlet.2025.112176.
   
   • Elie Bouri & Oguzhan Cepni & Rangan Gupta & Ruipeng Liu, 2024, "Supply Chain Constraints and the Predictability of the Conditional Distribution of International Stock Market Returns and Volatility," Working Papers, University of Pretoria, Department of Economics, number 202440, Sep.
6. Gupta, Rangan & Ma, Wei, 2025, "Investment adjustment costs and growth dynamics," Economics Letters, Elsevier, volume 257, issue C, DOI: 10.1016/j.econlet.2025.112726.
   
   • Rangan Gupta & Wei Ma, 2025, "Investment Adjustment Costs and Growth Dynamics," Working Papers, University of Pretoria, Department of Economics, number 202537, Sep.
7. Luo, Jiawen & Cepni, Oguzhan & Demirer, Riza & Gupta, Rangan, 2025, "Forecasting multivariate volatilities with exogenous predictors: An application to industry diversification strategies," Journal of Empirical Finance, Elsevier, volume 81, issue C, DOI: 10.1016/j.jempfin.2025.101595.
   
   • Jiawen Luo & Oguzhan Cepni & Riza Demirer & Rangan Gupta, 2022, "Forecasting Multivariate Volatilities with Exogenous Predictors: An Application to Industry Diversification Strategies," Working Papers, University of Pretoria, Department of Economics, number 202258, Dec.
8. Polat, Onur & Cunado, Juncal & Cepni, Oguzhan & Gupta, Rangan, 2025, "Oil price shocks and the connectedness of US state-level financial markets," Energy Economics, Elsevier, volume 141, issue C, DOI: 10.1016/j.eneco.2024.108128.
   
   • Onur Polat & Juncal Cunado & Oguzhan Cepni & Rangan Gupta, 2024, "Oil Price Shocks and the Connectedness of US State-Level Financial Markets," Working Papers, University of Pretoria, Department of Economics, number 202438, Sep.
9. Polat, Onur & Somani, Dhanashree & Gupta, Rangan & Karmakar, Sayar, 2025, "Shortages and machine-learning forecasting of oil returns volatility: 1900–2024," Finance Research Letters, Elsevier, volume 79, issue C, DOI: 10.1016/j.frl.2025.107334.
   
   • Onur Polat & Dhanashree Somani & Rangan Gupta & Sayar Karmakar, 2025, "Shortages and Machine-Learning Forecasting of Oil Returns Volatility: 1900-2024," Working Papers, University of Pretoria, Department of Economics, number 202503, Feb.
10. Somani, Dhanashree & Gupta, Rangan & Karmakar, Sayar & Plakandaras, Vasilios, 2025, "Supply bottlenecks and machine learning forecasting of international stock market volatility," Finance Research Letters, Elsevier, volume 86, issue PG, DOI: 10.1016/j.frl.2025.108931.
    
    • Dhanashree Somani & Rangan Gupta & Sayar Karmakar & Vasilios Plakandaras, 2025, "Supply Bottlenecks and Machine Learning Forecasting of International Stock Market Volatility," Working Papers, University of Pretoria, Department of Economics, number 202521, Jun.
11. Nandnaba, Sarah & Hailemariam, Abebe & Gupta, Rangan & Sheng, Xin, 2025, "Oil consumption and growth: Is there a threshold effect of greenhouse gases emissions," Innovation and Green Development, Elsevier, volume 4, issue 3, DOI: 10.1016/j.igd.2025.100240.
12. Caporin, Massimiliano & Caraiani, Petre & Cepni, Oguzhan & Gupta, Rangan, 2025, "Predicting the conditional distribution of US stock market systemic Stress: The role of climate risks," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 101, issue C, DOI: 10.1016/j.intfin.2025.102156.
    
    • Massimiliano Caporin & Petre Caraiani & Oguzhan Cepni & Rangan Gupta, 2024, "Predicting the Conditional Distribution of US Stock Market Systemic Stress: The Role of Climate Risks," Working Papers, University of Pretoria, Department of Economics, number 202407, Mar.
13. Cepni, Oguzhan & Gil-Alana, Luis A. & Gupta, Rangan & Polat, Onur, 2025, "Time-variation in the persistence of carbon price uncertainty: The role of carbon policy uncertainty," The Quarterly Review of Economics and Finance, Elsevier, volume 102, issue C, DOI: 10.1016/j.qref.2025.102004.
    
    • Oguzhan Cepni & Luis A. Gil-Alana & Rangan Gupta & Onur Polat, 2024, "Time-Variation in the Persistence of Carbon Price Uncertainty: The Role of Carbon Policy Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 202446, Oct.
14. Babalos, Vassilios & Bouri, Elie & Gupta, Rangan, 2025, "Does the introduction of US spot Bitcoin ETFs affect spot returns and volatility of major cryptocurrencies?," The Quarterly Review of Economics and Finance, Elsevier, volume 102, issue C, DOI: 10.1016/j.qref.2025.102006.
15. Foglia, Matteo & Plakandaras, Vasilios & Gupta, Rangan & Bouri, Elie, 2025, "Rare disasters and multilayer spillovers between volatility and skewness in international stock markets over a century of data: The role of geopolitical risk," International Review of Economics & Finance, Elsevier, volume 101, issue C, DOI: 10.1016/j.iref.2025.104183.
16. Foglia, Matteo & Plakandaras, Vasilios & Gupta, Rangan & Ji, Qiang, 2025, "Long-span multi-layer spillovers between moments of advanced equity markets: The role of climate risks," Research in International Business and Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.ribaf.2024.102667.
    
    • Matteo Foglia & Vasilios Plakandaras & Rangan Gupta & Qiang Ji, 2024, "Long-Span Multi-Layer Spillovers between Moments of Advanced Equity Markets: The Role of Climate Risks," Working Papers, University of Pretoria, Department of Economics, number 202415, Apr.
17. Salisu, Afees A. & Ogbonna, Ahamuefula E. & Gupta, Rangan & Bouri, Elie, 2025, "Forecasting spot and futures price volatility of agricultural commodities: The role of climate-related migration uncertainty," Research in International Business and Finance, Elsevier, volume 80, issue C, DOI: 10.1016/j.ribaf.2025.103133.
    
    • Afees A. Salisu & Ahamuefula E. Ogbonna & Rangan Gupta & Elie Bouri, 2025, "Forecasting Spot and Futures Price Volatility of Agricultural Commodities: The Role of Climate-Related Migration Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 202516, Apr.
18. Reneé van Eyden & Rangan Gupta & Xin Sheng & Joshua Nielsen, 2025, "Predicting Multi-Scale Positive and Negative Stock Market Bubbles in a Panel of G7 Countries: The Role of Oil Price Uncertainty," Economies, MDPI, volume 13, issue 2, pages 1-25, January.
    
    • Renee van Eyden & Rangan Gupta & Xin Sheng & Joshua Nielsen, 2023, "Predicting Multi-Scale Positive and Negative Stock Market Bubbles in a Panel of G7 Countries: The Role of Oil Price Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 202332, Oct.
19. Afees A. Salisu & Rangan Gupta, 2025, "Commodity Risk and Forecastability of International Stock Returns: The Role of Oil Returns Skewness," Risks, MDPI, volume 13, issue 3, pages 1-20, March.
20. Bruno Tag Sales & Hudson S. Torrent & Rangan Gupta, 2025, "Forecasting real housing price returns of the USA using machine learning: the role of climate risks," International Journal of Computational Economics and Econometrics, Inderscience Enterprises Ltd, volume 15, issue 3, pages 225-246.
21. Shixuan Wang & Rangan Gupta & Matteo Bonato & Oğuzhan Çepni, 2025, "The Effects of Conventional and Unconventional Monetary Policy Shocks on US REITs Moments: Evidence from VARs with Functional Shocks," The Journal of Real Estate Finance and Economics, Springer, volume 71, issue 4, pages 642-702, November, DOI: 10.1007/s11146-024-09978-z.
    
    • Shixuan Wang & Rangan Gupta & Matteo Bonato & Oguzhan Cepni, 2022, "The Effects of Conventional and Unconventional Monetary Policy Shocks on US REITs Moments: Evidence from VARs with Functional Shocks," Working Papers, University of Pretoria, Department of Economics, number 202219, Apr.
22. Oguzhan Cepni & Hardik A. Marfatia & Rangan Gupta, 2025, "The time-varying impact of uncertainty shocks on the co-movement of regional housing prices of the United Kingdom," Humanities and Social Sciences Communications, Palgrave Macmillan, volume 12, issue 1, pages 1-22, December, DOI: 10.1057/s41599-025-04494-8.
    
    • Oguzhan Cepni & Hardik A. Marfatia & Rangan Gupta, 2021, "The Time-Varying Impact of Uncertainty Shocks on the Comovement of Regional Housing Prices of the United Kingdom," Working Papers, University of Pretoria, Department of Economics, number 202168, Oct.
23. Oguzhan Cepni & Rangan Gupta & Jacobus Nel & Joshua Nielsen, 2025, "Monetary policy shocks and multi-scale positive and negative bubbles in an emerging country: the case of India," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 11, issue 1, pages 1-25, December, DOI: 10.1186/s40854-024-00692-6.
    
    • Oguzhan Cepni & Rangan Gupta & Jacobus Nel & Joshua Nielsen, 2023, "Monetary Policy Shocks and Multi-Scale Positive and Negative Bubbles in an Emerging Country: The Case of India," Working Papers, University of Pretoria, Department of Economics, number 202305, Mar.
24. Juncal Cunado & David Gabauer & Rangan Gupta & Chien-Chiang Lee, 2025, "On the propagation mechanism of international real interest rate spillovers: evidence from more than 200 years of data," Applied Economics, Taylor & Francis Journals, volume 57, issue 7, pages 790-804, February, DOI: 10.1080/00036846.2024.2309458.
    
    • Juncal Cunado & David Gabauer & Rangan Gupta & Chien-Chiang Lee, 2022, "On the Propagation Mechanism of International Real Interest Rate Spillovers: Evidence from More than 200 Years of Data," Working Papers, University of Pretoria, Department of Economics, number 202212, Feb.
25. Afees A. S alisu & Wenting Liao & Rangan Gupta & Oguzhan Cepni, 2025, "Economic Conditions and Predictability of US Stock Returns Volatility: Local Factor Versus National Factor in a GARCH‐MIDAS Model," Journal of Forecasting, John Wiley & Sons, Ltd., volume 44, issue 4, pages 1441-1466, July, DOI: 10.1002/for.3251.
    
    • Afees A. Salisu & Wenting Liao & Rangan Gupta & Oguzhan Cepni, 2023, "Economic Conditions and Predictability of US Stock Returns Volatility: Local Factor versus National Factor in a GARCH-MIDAS Model," Working Papers, University of Pretoria, Department of Economics, number 202323, Aug.
26. Kejin Wu & Sayar Karmakar & Rangan Gupta, 2025, "GARCHX‐NoVaS: A Bootstrap‐Based Approach of Forecasting for GARCHX Models," Journal of Forecasting, John Wiley & Sons, Ltd., volume 44, issue 7, pages 2151-2169, November, DOI: 10.1002/for.3286.
27. Elie Bouri & Rangan Gupta & Hardik A. Marfatia & Jacobus Nel, 2025, "Do Climate Risks Predict US Housing Returns and Volatility? Evidence from a Quantiles-Based Approach," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 20, issue 01, pages 1-21, March, DOI: 10.1142/S2010495225500046.
    
    • Elie Bouri & Rangan Gupta & Hardik A. Marfatia & Jacobus Nel, 2022, "Do Climate Risks Predict US Housing Returns and Volatility? Evidence from a Quantiles-Based Approach," Working Papers, University of Pretoria, Department of Economics, number 202240, Sep.
28. Le, Ha Trang & Nguyen, Thao & Hunjra, Ahmed Imran & Truong, Cameron & Ntim, Collins, 2025, "CEO characteristics and capital structure dynamics: Evidence from a transitional economy," Emerging Markets Review, Elsevier, volume 64, issue C, DOI: 10.1016/j.ememar.2024.101231.
29. Zhao, Shikuan & Boubaker, Sabri & Hunjra, Ahmed Imran & Yang, Ping, 2025, "Impact of energy restructuring on green technology innovation in the context of climate policy uncertainty," Emerging Markets Review, Elsevier, volume 69, issue C, DOI: 10.1016/j.ememar.2025.101377.
30. Zhu, Zhimeng & Hunjra, Ahmed Imran & Alharbi, Samar S. & Zhao, Shikuan, 2025, "Global energy transition under geopolitical risks: An empirical investigation," Energy Economics, Elsevier, volume 145, issue C, DOI: 10.1016/j.eneco.2025.108495.
31. Zhao, Shikuan & Hunjra, Ahmed Imran & Battisti, Enrico & Zhu, Zhimeng, 2025, "Technology lock-in or innovation breakthrough: Global energy mix transformation driven by technological innovation," Energy Economics, Elsevier, volume 149, issue C, DOI: 10.1016/j.eneco.2025.108817.
32. Hao, Pu & Alharbi, Samar S. & Hunjra, Ahmed Imran & Zhao, Shikuan, 2025, "How do ESG ratings promote digital technology innovation?," International Review of Financial Analysis, Elsevier, volume 97, issue C, DOI: 10.1016/j.irfa.2024.103886.
33. Qadeer, Abdul & Hunjra, Ahmed Imran & Sami, Mina & De Moor, Lieven, 2025, "Portfolio investment analysis and asymmetric shock transmission among green investment, fixed income, and commodity markets," The Journal of Economic Asymmetries, Elsevier, volume 32, issue C, DOI: 10.1016/j.jeca.2025.e00432.
34. Maihaiti, Guzailinuer & Hunjra, Ahmed Imran & Alharbi, Samar S. & Zhao, Shikuan, 2025, "Climate-resilient cities for green innovation in enterprises: New perspective based on Fintech," International Review of Economics & Finance, Elsevier, volume 101, issue C, DOI: 10.1016/j.iref.2025.104251.
35. Bagh, Tanveer & Hunjra, Ahmed Imran & Corbet, Shaen, 2025, "The impact of corporate governance on firm value: Understanding the role of strategic change," International Review of Economics & Finance, Elsevier, volume 103, issue C, DOI: 10.1016/j.iref.2025.104472.
36. Hunjra, Ahmed Imran & Azam, Muhammad & Wellalage, Nirosha Hewa & Mishra, Tapas, 2025, "Inflation bites: The dynamic interdependence between financial market volatility and energy consumption during pandemic," International Review of Economics & Finance, Elsevier, volume 104, issue C, DOI: 10.1016/j.iref.2025.104651.
37. Bagh, Tanveer & Hunjra, Ahmed Imran & Ntim, Collins G. & Naseer, Mirza Muhammad, 2025, "Capitalizing on risk: How corporate financial flexibility, investment efficiency, and institutional ownership shape risk-taking dynamics," International Review of Economics & Finance, Elsevier, volume 99, issue C, DOI: 10.1016/j.iref.2025.104068.
38. Naseer, Mirza Muhammad & Hunjra, Ahmed Imran & Palma, Alessia & Bagh, Tanveer, 2025, "Sustainable development goals and environmental performance: Exploring the contribution of governance, energy, and growth," Research in International Business and Finance, Elsevier, volume 73, issue PB, DOI: 10.1016/j.ribaf.2024.102646.
39. Yang, Xiaodong & Hunjra, Ahmed Imran & Alharbi, Samar S. & Zhao, Shikuan, 2025, "Towards more inclusive finance: Exploring the mystery of low carbon green technological innovation," Research in International Business and Finance, Elsevier, volume 78, issue C, DOI: 10.1016/j.ribaf.2025.102991.
40. Fan, Min & Shira, Ruba Khalid & Hunjra, Ahmed Imran & Zhao, Shikuan, 2025, "Climate governance actions, financing constraints, and green transformation of energy-intensive firms," Research in International Business and Finance, Elsevier, volume 79, issue C, DOI: 10.1016/j.ribaf.2025.103041.
41. Ahmad, Muhammad Ishfaq & Battisti, Enrico & Hunjra, Ahmed Imran & Damilano, Marina, 2025, "Corporate philanthropy and corporate governance: The moderating role of CSR committee," Research in International Business and Finance, Elsevier, volume 79, issue C, DOI: 10.1016/j.ribaf.2025.103061.
42. Ahmed Imran Hunjra & Fitim Deari & Rashid Mehmood & Mamdouh Abdulaziz Saleh Al-Faryan, 2025, "Do board and audit characteristics affect earnings management in times of Covid-19?," International Journal of Accounting, Auditing and Performance Evaluation, Inderscience Enterprises Ltd, volume 21, issue 1/2, pages 18-41.
43. Mirza Muhammad Naseer & Ahmed Imran Hunjra & Foued Mattoussi & Mohammad Nurul Amin, 2025, "Unlocking the effect of corporate environmental practices in driving firms’ financial performance," Environmental Economics and Policy Studies, Springer;Society for Environmental Economics and Policy Studies - SEEPS, volume 27, issue 4, pages 529-552, October, DOI: 10.1007/s10018-023-00385-x.
44. Yang Xu & Ahmed Imran Hunjra & Tapas Mishra & Shikuan Zhao, 2025, "Carbon neutrality and synergy between industrial and innovation chains: green finance perspective," International Journal of Production Research, Taylor & Francis Journals, volume 63, issue 22, pages 8295-8319, November, DOI: 10.1080/00207543.2024.2447535.
45. Tanveer Bagh & Ahmed Imran Hunjra & Yongsheng Guo & Elie Bouri, 2025, "Corporate capital structure in BRICS economies: An integrated analysis of ESG, firm, industry, and macroeconomic determinants," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 30, issue 3, pages 2682-2704, July, DOI: 10.1002/ijfe.3036.
46. Serhan Cevik & João Tovar Jalles, 2025, "Corruption Kills: Global Evidence From Natural Disasters," Scottish Journal of Political Economy, Scottish Economic Society, volume 72, issue 5, November, DOI: 10.1111/sjpe.70024.
    
    • Mr. Serhan Cevik & João Tovar Jalles, 2023, "Corruption Kills: Global Evidence from Natural Disasters," IMF Working Papers, International Monetary Fund, number 2023/220, Oct.
47. Wiese, Rasmus & Jalles, João Tovar & de Haan, Jakob, 2025, "The impact of increasing labour market rigidity on employment growth in OECD countries," Economic Analysis and Policy, Elsevier, volume 85, issue C, pages 2265-2275, DOI: 10.1016/j.eap.2025.03.010.
48. Alves, José & Jalles, João Tovar & Menescal, Lucas, 2025, "When austerity pays off: fiscal consolidations and public sector efficiency in emerging markets," Journal of International Money and Finance, Elsevier, volume 157, issue C, DOI: 10.1016/j.jimonfin.2025.103380.
49. Jalles, João Tovar & Pessino, Carola, 2025, "Fiscal consolidations in developing countries with a Latin America focus: The role of inequality, informality and corruption," Journal of Macroeconomics, Elsevier, volume 84, issue C, DOI: 10.1016/j.jmacro.2025.103675.
50. Afonso, António & Alves, José & Jalles, João & Monteiro, Sofia, 2025, "Energy price dynamics in the face of uncertainty shocks and the role of exchange rate regimes: A global cross-country analysis," The Journal of Economic Asymmetries, Elsevier, volume 32, issue C, DOI: 10.1016/j.jeca.2025.e00425.
    
    • António Afonso & José Alves & João Jalles & Sofia Monteiro & João Tovar Jalles, 2024, "Energy Price Dynamics in the Face of Uncertainty Shocks and the Role of Exchange Rate Regimes: A Global Cross-Country Analysis," CESifo Working Paper Series, CESifo, number 11384.
    • António Afonso & José Alves & João Jalles & Sofia Monteiro, 2024, "Energy Price Dynamics in the Face of Uncertainty Shocks and the role of Exchange Rate Regimes: A Global Cross-Country Analysis," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2024/0344, Sep.
51. Clements, Benedict & Gupta, Sanjeev & Jalles, Joao Tovar & Mylonas, Victor, 2025, "Why do governments cut their deficits?," European Journal of Political Economy, Elsevier, volume 90, issue PA, DOI: 10.1016/j.ejpoleco.2023.102498.
52. Luca Bettarelli & omain Duval & Davide Furceri & João Jalles, 2025, "Labor market reforms and unemployment fluctuations," Oxford Economic Papers, Oxford University Press, volume 77, issue 4, pages 919-937.
    
    • Bettarelli, Luca & Duval, Romain & Furceri, Davide & Jalles, Joao Tovar, 2024, "Labor Market Reforms and Unemployment Fluctuations," CEPR Discussion Papers, Centre for Economic Policy Research, number 18965, Apr.
53. Benedict Clements & Sanjeev Gupta & João Tovar Jalles, 2025, "Public Spending and Inclusive Growth in Developing Asiaâ€," Public Finance Review, , volume 53, issue 2, pages 139-168, March, DOI: 10.1177/10911421241296203.
54. Luiz de Mello & João Tovar Jalles, 2025, "Natural disasters and intergovernmental relations: more or less decentralisation?," Regional Studies, Taylor & Francis Journals, volume 59, issue 1, pages 2310116-231, December, DOI: 10.1080/00343404.2024.2310116.
55. Long Hai Vo & Thai-Ha Le & Donghyun Park, 2025, "Digital Divide Decoded: Can E-Commerce and Remote Workforce Enhance Enterprise Resilience in the Covid-19 Era?," Journal of Economic Development, The Economic Research Institute, Chung-Ang University, volume 50, issue 4, pages 25-57, December, DOI: 10.35866/caujed.2024.50.4.002.
    
    • Long Hai Vo & Thai-Ha Le & Donghyun Park, 2022, "Digital Divide Decoded: Can E-Commerce and Remote Workforce Enhance Enterprise Resilience in the COVID-19 Era?," ADB Economics Working Paper Series, Asian Development Bank, number 667, Aug.
56. Thai-Ha Le & Youngho Chang & Long Hai Vo & Manh-Tien Bui & Ha-Chi Le, 2025, "Uncovering the dynamic relationship between oil prices and external trade in OECD countries," The Journal of International Trade & Economic Development, Taylor & Francis Journals, volume 34, issue 4, pages 869-893, May, DOI: 10.1080/09638199.2024.2338396.
57. Zheng Fang & Thai‐Ha Le & Jiang Yu & Manyi Fan, 2025, "Evaluating Causal Effects of Increasing Block Pricing Policy on Residential Electricity Consumption in China," Managerial and Decision Economics, John Wiley & Sons, Ltd., volume 46, issue 3, pages 1661-1676, April, DOI: 10.1002/mde.4466.
58. Annabelle Mourougane & Polina Knutsson & Rodrigo Pazos & Julia Schmidt & Francesco Palermo, 2025, "Tracking developments in global supply chains in real time," Economic Systems Research, Taylor & Francis Journals, volume 37, issue 4, pages 601-619, October, DOI: 10.1080/09535314.2025.2559027.
59. Lorne N. Switzer & Mashal Dhamani, 2025, "Inflation differentials and the diversification benefits of small cap equities in emerging markets for US investors," Annals of Operations Research, Springer, volume 346, issue 1, pages 585-622, March, DOI: 10.1007/s10479-024-06356-z.

2024

1. Chateauneuf, Alain & Faro, José Heleno & Tallon, Jean-Marc & Vergopoulos, Vassili, 2024, "Alpha-maxmin as an aggregation of two selves," Journal of Mathematical Economics, Elsevier, volume 113, issue C, DOI: 10.1016/j.jmateco.2024.103006.
   
   • Alain Chateauneuf & José Heleno Faro & Jean-Marc Tallon & Vassili Vergopoulos, 2024, "Alpha-maxmin as an aggregation of two selves," Post-Print, HAL, number halshs-04632051, Aug, DOI: 10.1016/j.jmateco.2024.103006.
   • Alain Chateauneuf & José Heleno Faro & Jean-Marc Tallon & Vassili Vergopoulos, 2024, "Alpha-maxmin as an aggregation of two selves," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-04632051, Aug, DOI: 10.1016/j.jmateco.2024.103006.
   • Alain Chateauneuf & José Heleno Faro & Jean-Marc Tallon & Vassili Vergopoulos, 2024, "Alpha-maxmin as an aggregation of two selves," PSE Working Papers, HAL, number halshs-04589094, May.
   • Alain Chateauneuf & José Heleno Faro & Jean-Marc Tallon & Vassili Vergopoulos, 2024, "Alpha-maxmin as an aggregation of two selves," Working Papers, HAL, number halshs-04589094, May.
2. Chateauneuf, Alain & Qu, Xiangyu & Ventura, Caroline & Vergopoulos, Vassili, 2024, "Robust α-maxmin representations," Journal of Mathematical Economics, Elsevier, volume 114, issue C, DOI: 10.1016/j.jmateco.2024.103045.
3. Bastianello, Lorenzo & Chateauneuf, Alain & Cornet, Bernard, 2024, "Gain–loss hedging and cumulative prospect theory," Mathematical Social Sciences, Elsevier, volume 131, issue C, pages 40-47, DOI: 10.1016/j.mathsocsci.2024.07.003.
   
   • Lorenzo Bastianello & Alain Chateauneuf & Bernard Cornet, 2023, "Gain-Loss Hedging and Cumulative Prospect Theory," Papers, arXiv.org, number 2304.14843, Apr.
   • Lorenzo Bastianello & Alain Chateauneuf & Bernard Cornet, 2025, "Gain-Loss Hedging and Cumulative Prospect Theory," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202511, Apr.
4. Alain Chateauneuf & Freddy Delbaen & Caroline Ventura, 2024, "A solution to a conjecture of David Schmeidler," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), volume 12, issue 2, pages 183-189, December, DOI: 10.1007/s40505-024-00271-z.
5. Oguzhan Cepni & Rangan Gupta & Wenting Liao & Jun Ma, 2024, "Climate risks and forecastability of the weekly state‐level economic conditions of the United States," International Review of Finance, International Review of Finance Ltd., volume 24, issue 1, pages 154-162, March, DOI: 10.1111/irfi.12431.
   
   • Oguzhan Cepni & Rangan Gupta & Wenting Liao & Jun Ma, 2022, "Climate Risks and Forecastability of the Weekly State-Level Economic Conditions of the United States," Working Papers, University of Pretoria, Department of Economics, number 202251, Oct.
6. Liao, Wenting & Sheng, Xin & Gupta, Rangan & Karmakar, Sayar, 2024, "Extreme weather shocks and state-level inflation of the United States," Economics Letters, Elsevier, volume 238, issue C, DOI: 10.1016/j.econlet.2024.111714.
   
   • Wenting Liao & Xin Sheng & Rangan Gupta & Sayar Karmakar, 2024, "Extreme Weather Shocks and State-Level Inflation of the United States," Working Papers, University of Pretoria, Department of Economics, number 202402, Jan.
7. André, Christophe & Christou, Christina & Gupta, Rangan, 2024, "Revisiting international house price convergence using house price level data," Economic Systems, Elsevier, volume 48, issue 2, DOI: 10.1016/j.ecosys.2024.101181.
   
   • Christophe Andre & Christina Christou & Rangan Gupta, 2022, "Revisiting International House Price Convergence Using House Price Level Data," Working Papers, University of Pretoria, Department of Economics, number 202226, May.
8. Salisu, Afees A. & Demirer, Riza & Gupta, Rangan, 2024, "Technological shocks and stock market volatility over a century," Journal of Empirical Finance, Elsevier, volume 79, issue C, DOI: 10.1016/j.jempfin.2024.101561.
9. Gupta, Rangan & Nielsen, Joshua & Pierdzioch, Christian, 2024, "Stock market bubbles and the realized volatility of oil price returns," Energy Economics, Elsevier, volume 132, issue C, DOI: 10.1016/j.eneco.2024.107432.
   
   • Rangan Gupta & Joshua Nielsen & Christian Pierdzioch, 2023, "Stock Market Bubbles and the Realized Volatility of Oil Price Returns," Working Papers, University of Pretoria, Department of Economics, number 202325, Aug.
10. Zhang, Yunhan & Gabauer, David & Gupta, Rangan & Ji, Qiang, 2024, "How connected is the oil-bank network? Firm-level and high-frequency evidence," Energy Economics, Elsevier, volume 136, issue C, DOI: 10.1016/j.eneco.2024.107684.
    
    • Yunhan Zhang & Qiang Ji & David Gabauer & Rangan Gupta, 2024, "How Connected is the Oil-Bank Network? Firm-Level and High-Frequency Evidence," Working Papers, University of Pretoria, Department of Economics, number 202405, Feb.
11. Çekin, Semih Emre & Ivashchenko, Sergey & Gupta, Rangan & Lee, Chien-Chiang, 2024, "Real-time forecast of DSGE models with time-varying volatility in GARCH form," International Review of Financial Analysis, Elsevier, volume 93, issue C, DOI: 10.1016/j.irfa.2024.103175.
    
    • Sergey Ivashchenko & Semih Emre Cekin & Rangan Gupta & Chien-Chiang Lee, 2022, "Real-Time Forecast of DSGE Models with Time-Varying Volatility in GARCH Form," Working Papers, University of Pretoria, Department of Economics, number 202204, Jan.
12. Salisu, Afees A. & Ogbonna, Ahamuefula E. & Gupta, Rangan & Ji, Qiang, 2024, "Energy market uncertainties and exchange rate volatility: A GARCH-MIDAS approach," Finance Research Letters, Elsevier, volume 67, issue PB, DOI: 10.1016/j.frl.2024.105847.
    
    • Afees A. Salisu & Ahamuefula E. Ogbonna & Rangan Gupta & Qiang Ji, 2024, "Energy Market Uncertainties and Exchange Rate Volatility: A GARCH-MIDAS Approach," Working Papers, University of Pretoria, Department of Economics, number 202418, Apr.
13. Polat, Onur & Gupta, Rangan & Cepni, Oguzhan & Ji, Qiang, 2024, "Can municipal bonds hedge US state-level climate risks?," Finance Research Letters, Elsevier, volume 67, issue PB, DOI: 10.1016/j.frl.2024.105915.
    
    • Onur Polat & Rangan Gupta & Oguzhan Cepni & Qiang Ji, 2024, "Can Municipal Bonds Hedge US State-Level Climate Risks?," Working Papers, University of Pretoria, Department of Economics, number 202419, Apr.
14. Bouri, Elie & Gupta, Rangan & Pierdzioch, Christian & Polat, Onur, 2024, "Forecasting U.S. recessions using over 150 years of data: Stock-market moments versus oil-market moments," Finance Research Letters, Elsevier, volume 69, issue PB, DOI: 10.1016/j.frl.2024.106179.
    
    • Elie Bouri & Rangan Gupta & Christian Pierdzioch & Onur Polat, 2024, "Forecasting U.S. Recessions Using Over 150 Years of Data: Stock-Market Moments versus Oil-Market Moments," Working Papers, University of Pretoria, Department of Economics, number 202435, Aug.
15. Sheng, Xin & Gupta, Rangan & Cepni, Oguzhan, 2024, "Time-Varying effects of extreme weather shocks on output growth of the United States," Finance Research Letters, Elsevier, volume 70, issue C, DOI: 10.1016/j.frl.2024.106318.
    
    • Xin Sheng & Rangan Gupta & Oguzhan Cepni, 2023, "Time-Varying Effects of Extreme Weather Shocks on Output Growth of the United States," Working Papers, University of Pretoria, Department of Economics, number 202324, Aug.
16. Fava, Santino Del & Gupta, Rangan & Pierdzioch, Christian & Rognone, Lavinia, 2024, "Forecasting international financial stress: The role of climate risks," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 92, issue C, DOI: 10.1016/j.intfin.2024.101975.
    
    • Santino Del Fava & Rangan Gupta & Christian Pierdzioch & Lavinia Rognone, 2023, "Forecasting International Financial Stress: The Role of Climate Risks," Working Papers, University of Pretoria, Department of Economics, number 202329, Sep.
17. Segnon, Mawuli & Gupta, Rangan & Wilfling, Bernd, 2024, "Forecasting stock market volatility with regime-switching GARCH-MIDAS: The role of geopolitical risks," International Journal of Forecasting, Elsevier, volume 40, issue 1, pages 29-43, DOI: 10.1016/j.ijforecast.2022.11.007.
    
    • Mawuli Segnon & Rangan Gupta & Bernd Wilfling, 2022, "Forecasting Stock Market Volatility with Regime-Switching GARCH-MIDAS: The Role of Geopolitical Risks," Working Papers, University of Pretoria, Department of Economics, number 202203, Jan.
18. Demirer, Riza & Gabauer, David & Gupta, Rangan & Nielsen, Joshua, 2024, "Gold, platinum and the predictability of bubbles in global stock markets," Resources Policy, Elsevier, volume 90, issue C, DOI: 10.1016/j.resourpol.2024.104808.
19. Bouri, Elie & Gupta, Rangan & Pierdzioch, Christian, 2024, "Modeling the presidential approval ratings of the United States using machine-learning: Does climate policy uncertainty matter?," European Journal of Political Economy, Elsevier, volume 85, issue C, DOI: 10.1016/j.ejpoleco.2024.102602.
    
    • Elie Bouri & Rangan Gupta & Christian Pierdzioch, 2024, "Modeling the Presidential Approval Ratings of the United States using Machine-Learning: Does Climate Policy Uncertainty Matter?," Working Papers, University of Pretoria, Department of Economics, number 202406, Feb.
20. Salisu, Afees A. & Ogbonna, Ahamuefula E. & Gupta, Rangan & Bouri, Elie, 2024, "Energy-related uncertainty and international stock market volatility," The Quarterly Review of Economics and Finance, Elsevier, volume 95, issue C, pages 280-293, DOI: 10.1016/j.qref.2024.04.005.
    
    • Afees A. Salisu & Ahamuefula E. Ogbonna & Rangan Gupta & Elie Bouri, 2023, "Energy-Related Uncertainty and International Stock Market Volatility," Working Papers, University of Pretoria, Department of Economics, number 202336, Dec.
21. Gabauer, David & Gupta, Rangan & Marfatia, Hardik A. & Miller, Stephen M., 2024, "Estimating U.S. housing price network connectedness: Evidence from dynamic Elastic Net, Lasso, and ridge vector autoregressive models," International Review of Economics & Finance, Elsevier, volume 89, issue PB, pages 349-362, DOI: 10.1016/j.iref.2023.10.013.
    
    • David Gabauer & Rangan Gupta & Hardik A. Marfatia & Stephen M. Miller, 2020, "Estimating U.S. Housing Price Network Connectedness: Evidence from Dynamic Elastic Net, Lasso, and Ridge Vector Autoregressive Models," Working Papers, University of Pretoria, Department of Economics, number 202065, Jul.
    • David Gabauer & Rangan Gupta & Hardik A. Marfatia & Stephen M. Miller, 2020, "Estimating U.S. Housing Price Network Connectedness: Evidence from Dynamic Elastic Net, Lasso, and Ridge Vector Autoregressive Models," Working papers, University of Connecticut, Department of Economics, number 2020-08, Aug.
22. Lesame, Keagile & Ngene, Geoffrey & Gupta, Rangan & Bouri, Elie, 2024, "Herding in international REITs markets around the COVID-19 pandemic," Research in International Business and Finance, Elsevier, volume 67, issue PB, DOI: 10.1016/j.ribaf.2023.102147.
    
    • Keagile Lesame & Geoffrey Ngene & Rangan Gupta & Elie Bouri, 2022, "Herding in International REITs Markets around the COVID-19 Pandemic," Working Papers, University of Pretoria, Department of Economics, number 202218, Apr.
23. Plastun, Alex & Sibande, Xolani & Gupta, Rangan & Ji, Qiang, 2024, "Price effects after one-day abnormal returns and crises in the stock markets," Research in International Business and Finance, Elsevier, volume 70, issue PA, DOI: 10.1016/j.ribaf.2024.102308.
    
    • Alex Plastun & Xolani Sibande & Rangan Gupta & Qiang Ji, 2022, "Price Effects After One-Day Abnormal Returns and Crises in the Stock Markets," Working Papers, University of Pretoria, Department of Economics, number 202222, May.
24. Bonato, Matteo & Cepni, Oguzhan & Gupta, Rangan & Pierdzioch, Christian, 2024, "Financial stress and realized volatility: The case of agricultural commodities," Research in International Business and Finance, Elsevier, volume 71, issue C, DOI: 10.1016/j.ribaf.2024.102442.
    
    • Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2023, "Financial Stress and Realized Volatility: The Case of Agricultural Commodities," Working Papers, University of Pretoria, Department of Economics, number 202320, Jul.
25. Edmond Berisha & Rangan Gupta & Orkideh Gharehgozli, 2024, "Inflation–inequality puzzle: is it still apparent?," Journal of Economic Studies, Emerald Group Publishing Limited, volume 51, issue 7, pages 1461-1480, January, DOI: 10.1108/JES-09-2023-0477.
    
    • Edmond Berisha & Orkideh Gharehgozli & Rangan Gupta, 2022, "Inflation-Inequality Puzzle: Is it Still Apparent?," Working Papers, University of Pretoria, Department of Economics, number 202206, Jan.
26. Prosper E. Edoja & Goodness C. Aye & Rangan Gupta, 2024, "Effects of Energy Consumption, Agricultural Trade, and Productivity on Carbon Emissions in Nigeria: A Quantile Regression Approach," Commodities, MDPI, volume 3, issue 4, pages 1-18, December.
    
    • Prosper E. Edoja & Goodness C. Aye & Rangan Gupta, 2024, "Effects of Energy Consumption, Agricultural Trade and Productivity on Carbon Emissions in Nigeria: A Quantile Regression Approach," Working Papers, University of Pretoria, Department of Economics, number 202445, Oct.
27. O-Chia Chuang & Rangan Gupta & Christian Pierdzioch & Buliao Shu, 2024, "Financial Uncertainty and Gold Market Volatility: Evidence from a Generalized Autoregressive Conditional Heteroskedasticity Variant of the Mixed-Data Sampling (GARCH-MIDAS) Approach with Variable Selection," Econometrics, MDPI, volume 12, issue 4, pages 1-17, December.
28. Rangan Gupta & Anandamayee Majumdar & Christian Pierdzioch & Onur Polat, 2024, "Climate Risks and Real Gold Returns over 750 Years," Forecasting, MDPI, volume 6, issue 4, pages 1-16, October.
    
    • Rangan Gupta & Anandamayee Majumdar & Christian Pierdzioch & Onur Polat, 2024, "Climate Risks and Real Gold Returns over 750 Years," Working Papers, University of Pretoria, Department of Economics, number 202436, Aug.
29. Rangan Gupta & Christian Pierdzioch, 2024, "Multi-Task Forecasting of the Realized Volatilities of Agricultural Commodity Prices," Mathematics, MDPI, volume 12, issue 18, pages 1-26, September.
    
    • Rangan Gupta & Christian Pierdzioch, 2024, "Multi-Task Forecasting of the Realized Volatilities of Agricultural Commodity Prices," Working Papers, University of Pretoria, Department of Economics, number 202423, Jun.
30. Rangan Gupta & Sayar Karmakar & Christian Pierdzioch, 2024, "Safe Havens, Machine Learning, and the Sources of Geopolitical Risk: A Forecasting Analysis Using Over a Century of Data," Computational Economics, Springer;Society for Computational Economics, volume 64, issue 1, pages 487-513, July, DOI: 10.1007/s10614-023-10452-w.
    
    • Rangan Gupta & Sayar Karmakar & Christian Pierdzioch, 2022, "Safe Havens, Machine Learning, and the Sources of Geopolitical Risk: A Forecasting Analysis Using Over a Century of Data," Working Papers, University of Pretoria, Department of Economics, number 202201, Jan.
31. Goodness C. Aye & Christina Christou & Rangan Gupta & Christis Hassapis, 2024, "High-Frequency Contagion between Aggregate and Regional Housing Markets of the United States with Financial Assets: Evidence from Multichannel Tests," The Journal of Real Estate Finance and Economics, Springer, volume 69, issue 2, pages 253-276, August, DOI: 10.1007/s11146-022-09919-8.
    
    • Goodness C. Aye & Christina Christou & Rangan Gupta & Christis Hassapis, 2021, "High-Frequency Contagion between Aggregate and Regional Housing Markets of the United States with Financial Assets: Evidence from Multichannel Tests," Working Papers, University of Pretoria, Department of Economics, number 202159, Aug.
32. Afees A. Salisu & Rangan Gupta & Oguzhan Cepni & Petre Caraiani, 2024, "Oil shocks and state-level stock market volatility of the United States: a GARCH-MIDAS approach," Review of Quantitative Finance and Accounting, Springer, volume 63, issue 4, pages 1473-1510, November, DOI: 10.1007/s11156-024-01295-z.
    
    • Afees A. Salisu & Rangan Gupta & Oguzhan Cepni & Petre Caraiani, 2023, "Oil Shocks and State-Level Stock Market Volatility of the United States: A GARCH-MIDAS Approach," Working Papers, University of Pretoria, Department of Economics, number 202327, Sep.
33. Carolyn Chisadza & Matthew Clance & Rangan Gupta & Mark E. Wohar, 2024, "Giant oil discoveries and conflicts," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, volume 26, issue 6, pages 15681-15710, June, DOI: 10.1007/s10668-023-03270-5.
    
    • Carolyn Chisadza & Matthew Clance & Rangan Gupta & Mark E. Wohar, 2019, "Giant Oil Discoveries and Conflicts," Working Papers, University of Pretoria, Department of Economics, number 201964, Aug.
34. Juncal Cunado & David Gabauer & Rangan Gupta, 2024, "Realized volatility spillovers between energy and metal markets: a time-varying connectedness approach," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 10, issue 1, pages 1-17, December, DOI: 10.1186/s40854-023-00554-7.
    
    • Juncal Cunado & David Gabauer & Rangan Gupta, 2021, "Realized Volatility Spillovers between Energy and Metal Markets: A Time-Varying Connectedness Approach," Working Papers, University of Pretoria, Department of Economics, number 202180, Nov.
35. Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2024, "Business applications and state‐level stock market realized volatility: A forecasting experiment," Journal of Forecasting, John Wiley & Sons, Ltd., volume 43, issue 2, pages 456-472, March, DOI: 10.1002/for.3042.
    
    • Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2022, "Business Applications and State-Level Stock Market Realized Volatility: A Forecasting Experiment," Working Papers, University of Pretoria, Department of Economics, number 202247, Oct.
36. Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2024, "Forecasting the realized volatility of agricultural commodity prices: Does sentiment matter?," Journal of Forecasting, John Wiley & Sons, Ltd., volume 43, issue 6, pages 2088-2125, September, DOI: 10.1002/for.3106.
    
    • Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2023, "Forecasting the Realized Volatility of Agricultural Commodity Prices: Does Sentiment Matter?," Working Papers, University of Pretoria, Department of Economics, number 202316, May.
37. Rangan Gupta & Savanah Hall & Christian Pierdzioch, 2024, "Realized Stock Market Volatility of the United States: The Role of Employee Sentiment," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 19, issue 02, pages 1-21, June, DOI: 10.1142/S2010495224500064.
    
    • Rangan Gupta & Savanah Hall & Christian Pierdzioch, 2023, "Realized Stock Market Volatility of the United States: The Role of Employee Sentiment," Working Papers, University of Pretoria, Department of Economics, number 202319, Jul.
38. Jacobus Nel & Rangan Gupta & Mark E. Wohar & Christian Pierdzioch, 2024, "Climate Risks And Predictability Of Commodity Returns And Volatility: Evidence From Over 750 Years Of Data," Climate Change Economics (CCE), World Scientific Publishing Co. Pte. Ltd., volume 15, issue 04, pages 1-40, November, DOI: 10.1142/S2010007824500039.
    
    • Jacobus Nel & Rangan Gupta & Mark E. Wohar & Christian Pierdzioch, 2022, "Climate Risks and Predictability of Commodity Returns and Volatility: Evidence from Over 750 Years of Data," Working Papers, University of Pretoria, Department of Economics, number 202242, Sep.
39. Hunjra, Ahmed Imran & Arunachalam, Murugesh & Verhoeven, Peter & Colombage, Sisira & Bouri, Elie, 2024, "The interplay of CSR, stakeholder interest management, capital budgeting, and firm performance," Journal of Behavioral and Experimental Finance, Elsevier, volume 43, issue C, DOI: 10.1016/j.jbef.2024.100967.
40. Aslam, Faheem & Hunjra, Ahmed Imran & Memon, Bilal Ahmed & Zhang, Mingda, 2024, "Interplay of multifractal dynamics between shadow policy rates and energy markets," The North American Journal of Economics and Finance, Elsevier, volume 71, issue C, DOI: 10.1016/j.najef.2024.102085.
41. Rai, Varun Kumar & Bruna, Maria Giuseppina & Hunjra, Ahmed Imran & Pandey, Dharen Kumar & Lal, Madan, 2024, "COVID-19 literature in Elsevier finance journal ecosystem," Economics Letters, Elsevier, volume 243, issue C, DOI: 10.1016/j.econlet.2024.111905.
42. Hunjra, Ahmed Imran & Bagh, Tanveer & Palma, Alessia & Goodell, John W., 2024, "Is enterprise risk-taking less sensitive to financial flexibility post COVID-19? Evidence from non-linear patterns," International Review of Financial Analysis, Elsevier, volume 95, issue PB, DOI: 10.1016/j.irfa.2024.103432.
43. Hunjra, Ahmed Imran & Zhao, Shikuan & Goodell, John W. & Liu, Xiaoqian, 2024, "Digital economy policy and corporate low-carbon innovation: Evidence from a quasi-natural experiment in China," Finance Research Letters, Elsevier, volume 60, issue C, DOI: 10.1016/j.frl.2023.104910.
44. Pan, Junyu & Hunjra, Ahmed Imran & Bruna, Maria Giuseppina & Zhao, Shikuan & Bouri, Elie, 2024, "Shaping sustainability: How corporate reputation can be enhanced under climate change conditions," Finance Research Letters, Elsevier, volume 62, issue PA, DOI: 10.1016/j.frl.2024.105174.
45. Zhao, Shikuan & Abbassi, Wajih & Hunjra, Ahmed Imran & Zhang, Han, 2024, "How do government R&D subsidies affect corporate green innovation choices? Perspectives from strategic and substantive innovation," International Review of Economics & Finance, Elsevier, volume 93, issue PA, pages 1378-1396, DOI: 10.1016/j.iref.2024.04.014.
46. Hunjra, Ahmed Imran & Jebabli, Ikram & Thrikawala, Sujani Sudhara & Alawi, Suha Mahmoud & Mehmood, Rashid, 2024, "How do corporate governance and corporate social responsibility affect credit risk?," Research in International Business and Finance, Elsevier, volume 67, issue PA, DOI: 10.1016/j.ribaf.2023.102139.
47. Hunjra, Ahmed Imran & Bouri, Elie & Azam, Muhammad & Azam, Rauf I & Dai, Jiapeng, 2024, "Economic growth and environmental sustainability in developing economies," Research in International Business and Finance, Elsevier, volume 70, issue PA, DOI: 10.1016/j.ribaf.2024.102341.
48. Zhang, Han & Zheng, Jinhui & Hunjra, Ahmed Imran & Zhao, Shikuan & Bouri, Elie, 2024, "How does urban land use efficiency improve resource and environment carrying capacity?," Socio-Economic Planning Sciences, Elsevier, volume 91, issue C, DOI: 10.1016/j.seps.2023.101760.
49. Ahmed Imran Hunjra & Muhammad Azam & Mamdouh Abdulaziz Saleh Al‐Faryan, 2024, "The nexus between climate change risk and financial policy uncertainty," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 29, issue 2, pages 1401-1416, April, DOI: 10.1002/ijfe.2739.
50. Muhammad Arslan & Ahmed Imran Hunjra & Wajid Shakeel Ahmed & Younes Ben Zaied, 2024, "Forecasting multi‐frequency intraday exchange rates using deep learning models," Journal of Forecasting, John Wiley & Sons, Ltd., volume 43, issue 5, pages 1338-1355, August, DOI: 10.1002/for.3082.
51. João Tovar Jalles, 2024, "Total factor productivity and structural reforms: Evidence from advanced economies sector‐level data," Manchester School, University of Manchester, volume 92, issue 2, pages 122-147, March, DOI: 10.1111/manc.12463.
52. Serhan Cevik & João Tovar Jalles, 2024, "Restructuring reforms for green growth," Scottish Journal of Political Economy, Scottish Economic Society, volume 71, issue 4, pages 515-541, September, DOI: 10.1111/sjpe.12377.
    
    • Mr. Serhan Cevik & João Tovar Jalles, 2023, "Restructuring Reforms for Green Growth," IMF Working Papers, International Monetary Fund, number 2023/120, Jun.
53. Jalles, João Tovar & Karras, Georgios, 2024, "Tax progressivity and output in the US," Economics Letters, Elsevier, volume 235, issue C, DOI: 10.1016/j.econlet.2024.111545.
54. Jalles, João Tovar & Karras, Georgios, 2024, "Tax progressivity and income inequality in the US," Economics Letters, Elsevier, volume 238, issue C, DOI: 10.1016/j.econlet.2024.111715.
55. Jalles, João Tovar & Medas, Paulo, 2024, "The economic aftermath of surges in public and private debt: Initial conditions and channels," Economic Systems, Elsevier, volume 48, issue 3, DOI: 10.1016/j.ecosys.2024.101194.
56. de Mello, Luiz & Jalles, João Tovar, 2024, "Decentralization and attitudes towards the environment: Survey-based evidence," Energy Economics, Elsevier, volume 139, issue C, DOI: 10.1016/j.eneco.2024.107923.
57. Afonso, António & Alves, José & Jalles, João Tovar & Monteiro, Sofia, 2024, "Beyond the centre: Tracing Decentralization's influence on time-varying fiscal sustainability," International Review of Economics & Finance, Elsevier, volume 96, issue PA, DOI: 10.1016/j.iref.2024.103662.
    
    • António Afonso & José Alves & João Tovar Jalles & Sofia Monteiro, 2024, "Beyond the Centre: Tracing Decentralization’s Influence on Time-varying Fiscal Sustainability," CESifo Working Paper Series, CESifo, number 11132.
    • António Afonso & José Alves & João Tovar Jalles & Sofia Monteiro, 2024, "Beyond the Centre: Tracing Decentralization’s Influence on Time-varying Fiscal Sustainability," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2024/0324, May.
58. João Tovar Jalles & Bryn Battersby & Rachel Lee, 2024, "Effectiveness of Fiscal Announcements: Early Evidence from COVID-19," Open Economies Review, Springer, volume 35, issue 3, pages 623-658, July, DOI: 10.1007/s11079-023-09735-4.
59. António Afonso & João Tovar Jalles & Ana Venâncio, 2024, "A tale of government spending efficiency and trust in the state," Public Choice, Springer, volume 200, issue 1, pages 89-118, July, DOI: 10.1007/s11127-024-01144-6.
    
    • António Afonso & João Tovar Jalles & Ana Venâncio, 2022, "A Tale of Government Spending Efficiency and Trust in the State," CESifo Working Paper Series, CESifo, number 10075.
    • António Afonso & João Tovar Jalles & Ana Venâncio, 2022, "A Tale of Government Spending Efficiency and Trust in the State," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2022/0253, Dec.
60. Cevik Serhan & Jalles Joao, 2024, "Eye of the Storm: The Impact of Climate Shocks on Inflation and Growth," Review of Economics, De Gruyter, volume 75, issue 2, pages 109-138, DOI: 10.1515/roe-2024-0005.
    
    • Mr. Serhan Cevik & João Tovar Jalles, 2023, "Eye of the Storm: The Impact of Climate Shocks on Inflation and Growth," IMF Working Papers, International Monetary Fund, number 2023/087, Apr.
61. Sanjeev Gupta & João Tovar Jalles, 2024, "Politics in Reforming Taxes: Evidence from Developing Countries," FinanzArchiv: Public Finance Analysis, Mohr Siebeck, Tübingen, volume 80, issue 3, pages 303-331, DOI: 10.1628/fa-2024-0013.
62. Rasmus Wiese & João Tovar Jalles & Jakob de Haan, 2024, "Structural reforms and income distribution: new evidence for OECD countries," Oxford Economic Papers, Oxford University Press, volume 76, issue 4, pages 1071-1088.
    
    • Rasmus Wiese & João Tovar Jalles & Jakob de Haan, 2023, "Structural Reforms and Income Distribution: New Evidence for OECD Countries," CESifo Working Paper Series, CESifo, number 10214.
    • Rasmus Wiese & João Jalles & Jakob de Haan, 2023, "Structural Reforms and Income Distribution: New Evidence for OECD countries," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2023/0256, Jan.
63. João Tovar Jalles, 2024, "Financial Crises and Climate Change," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, volume 66, issue 1, pages 166-190, March, DOI: 10.1057/s41294-023-00209-7.
    
    • João Tovar Jalles, 2020, "Financial Crises and Climate Change," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2020/0131, May.
64. João Tovar Jalles & Youssouf Kiendrebeogo & Raphael Lam & Roberto Piazza, 2024, "Revisiting the countercyclicality of fiscal policy," Empirical Economics, Springer, volume 67, issue 3, pages 877-914, September, DOI: 10.1007/s00181-024-02586-z.
    
    • João Tovar Jalles & Mr. Youssouf Kiendrebeogo & Mr. Waikei Raphael Lam & Mr. Roberto Piazza, 2023, "Revisiting the Countercyclicality of Fiscal Policy," IMF Working Papers, International Monetary Fund, number 2023/089, Apr.
65. Luiz de Mello & João Tovar Jalles, 2024, "Decentralization and the environment: cross-country evidence," Applied Economics, Taylor & Francis Journals, volume 56, issue 57, pages 7960-7970, December, DOI: 10.1080/00036846.2024.2313607.
66. Thai-Ha Le & Canh Phuc Nguyen, 2024, "Dynamics of Bilateral Trade Under Economic Policy Uncertainty," Journal of Economic Development, The Economic Research Institute, Chung-Ang University, volume 49, issue 3, pages 83-105.
67. Thai-Ha Le & Dao Le Van, 2024, "A Fresh Look at the Decomposition of Total Factor Productivity Growth: New Evidence Using the Färe-Primont Productivity Index," Journal of Economic Development, The Economic Research Institute, Chung-Ang University, volume 49, issue 4, pages 43-69.
68. Thai-Ha Le & Canh Phuc Nguyen, 2024, "Determinants Of Greenhouse Gas Emissions Revisited: A Global Perspective," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 69, issue 01, pages 141-167, March, DOI: 10.1142/S0217590820500514.
69. Balázs ÉGERT & Annabelle MOUROUGANE, 2024, "The labour market and tax policy drivers of self‐employment: New evidence from Europe," International Labour Review, International Labour Organization, volume 163, issue 2, pages 295-323, June, DOI: 10.1111/ilr.12422.
70. Alexander Jaax & Annabelle Mourougane & Frederic Gonzales, 2024, "Nowcasting services trade for the G7 economies," The World Economy, Wiley Blackwell, volume 47, issue 4, pages 1336-1386, April, DOI: 10.1111/twec.13477.
71. Switzer, Lorne N. & Wang, Jun & Jiang, Yuehao, 2024, "The impact of corporate governance and state ownership on the default probabilities of Chinese firms," Emerging Markets Review, Elsevier, volume 60, issue C, DOI: 10.1016/j.ememar.2024.101142.
72. Switzer, Lorne N. & Tu, Qiao, 2024, "The impact of position limits on options trading," Finance Research Letters, Elsevier, volume 61, issue C, DOI: 10.1016/j.frl.2023.104969.
73. Stelios Arvanitis & Olivier Scaillet & Nikolas Topaloglou, 2024, "Spanning Analysis of Stock Market Anomalies Under Prospect Stochastic Dominance," Management Science, INFORMS, volume 70, issue 9, pages 6002-6025, September, DOI: 10.1287/mnsc.2023.4953.
    
    • Stelios Arvanitis & Olivier Scaillet & Nikolas Topaloglou, 2020, "Spanning analysis of stock market anomalies under Prospect Stochastic Dominance," Papers, arXiv.org, number 2004.02670, Apr.
    • Stelios Arvanitis & O. Scaillet & Nikolas Topaloglou, 2020, "Spanning analysis of stock market anomalies under Prospect Stochastic Dominance," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-18, Apr.
    • Arvanitis, Stelios & Scaillet, Olivier & Topaloglou, Nikolas, 2020, "Spanning analysis of stock market anomalies under prospect stochastic dominance," Working Papers, University of Geneva, Geneva School of Economics and Management, number unige:134101.
74. Ellie Papavassiliou & Nikolas Topaloglou & Stavros A. Zenios, 2024, "GDP-linked bonds as a new asset class," Quantitative Finance, Taylor & Francis Journals, volume 24, issue 8, pages 1177-1195, August, DOI: 10.1080/14697688.2024.2386323.
75. Xiong, Youlin & Shen, Jun & Yoon, Seong-Min & Dong, Xiyong, 2024, "Macroeconomic determinants of the long-term correlation between stock and exchange rate markets in China: A DCC-MIDAS-X approach considering structural breaks," Finance Research Letters, Elsevier, volume 61, issue C, DOI: 10.1016/j.frl.2024.105020.
76. Mensi, Walid & Lee, Yeonjeong & Al-Kharusi, Sami & Yoon, Seong-Min, 2024, "Switching spillovers and connectedness between Sukuk and international Islamic stock markets," Pacific-Basin Finance Journal, Elsevier, volume 84, issue C, DOI: 10.1016/j.pacfin.2024.102318.
77. Hanif, Waqas & Arreola Hernandez, Jose & Kang, Sang Hoon & Boako, Gideon & Yoon, Seong-Min, 2024, "Interdependence and spillovers between big oil companies and regional and global energy equity markets," International Review of Economics & Finance, Elsevier, volume 92, issue C, pages 451-469, DOI: 10.1016/j.iref.2024.02.043.
78. Jiang, Zhuhua & Yoon, Seong-Min, 2024, "Interdependence between foreign exchange rate and international reserves: Fresh evidence from China," Research in International Business and Finance, Elsevier, volume 69, issue C, DOI: 10.1016/j.ribaf.2024.102255.
79. Muneer M. Alshater & Onur Polat & Rim El Khoury & Seong-Min Yoon, 2024, "Dynamic connectedness among regional FinTech indices in times of turbulences," Applied Economics Letters, Taylor & Francis Journals, volume 31, issue 7, pages 670-675, April, DOI: 10.1080/13504851.2022.2141443.
80. Aviral Kumar Tiwari & Sangram Keshari Jena & Emmanuel Joel Aikins Abakah & Seong-Min Yoon, 2024, "Does the dynamics between government bond and equity markets validate the adaptive market hypothesis? evidence from transfer entropy," Applied Economics, Taylor & Francis Journals, volume 56, issue 2, pages 186-201, January, DOI: 10.1080/00036846.2023.2166896.

2023

1. Bich, Philippe & Chateauneuf, Alain & Ventura, Caroline, 2023, "Social tension order: A new approach to inequality reduction," Journal of Mathematical Economics, Elsevier, volume 108, issue C, DOI: 10.1016/j.jmateco.2023.102886.
   
   • Philippe Bich & Alain Chateauneuf & Caroline Ventura, 2023, "Social tension order: A new approach to inequality reduction," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-04353027, Oct, DOI: 10.1016/j.jmateco.2023.102886.
   • Philippe Bich & Alain Chateauneuf & Caroline Ventura, 2023, "Social tension order: A new approach to inequality reduction," Post-Print, HAL, number halshs-04353027, Oct, DOI: 10.1016/j.jmateco.2023.102886.
   • Philippe Bich & Alain Chateauneuf & Caroline Ventura, 2023, "Social tension order: A new approach to inequality reduction," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-04353027, Oct, DOI: 10.1016/j.jmateco.2023.102886.
2. Marcello Basili & Alain Chateauneuf & Giuliano Curatola & Giuseppe Scianna, 2023, "A Representation Of Keynes’S Long-Term Expectation In Financial Markets," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., volume 26, issue 06n07, pages 1-20, November, DOI: 10.1142/S0219024923500255.
3. Afees A. Salisu & Christian Pierdzioch & Rangan Gupta & Reneé van Eyden, 2023, "Climate risks and U.S. stock‐market tail risks: A forecasting experiment using over a century of data," International Review of Finance, International Review of Finance Ltd., volume 23, issue 2, pages 228-244, June, DOI: 10.1111/irfi.12397.
   
   • Afees A. Salisu & Christian Pierdzioch & Rangan Gupta & Renee van Eyden, 2021, "Climate Risks and U.S. Stock-Market Tail Risks: A Forecasting Experiment Using over a Century of Data," Working Papers, University of Pretoria, Department of Economics, number 202165, Sep.
4. Gkillas Konstantinos & Gupta Rangan & Vortelinos Dimitrios I., 2023, "Uncertainty and realized jumps in the pound-dollar exchange rate: evidence from over one century of data," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 27, issue 1, pages 25-47, February, DOI: 10.1515/snde-2020-0083.
5. Gupta, Rangan & Ma, Jun & Theodoridis, Konstantinos & Wohar, Mark E., 2023, "Is there a national housing market bubble brewing in the United States?," Macroeconomic Dynamics, Cambridge University Press, volume 27, issue 8, pages 2191-2228, December.
   
   • Gupta, Rangan & Ma, Jun & Theodoridis, Konstantinos & Wohar, Mark E, 2020, "Is there a National Housing Market Bubble Brewing in the United States?," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2020/3, Apr.
   • Rangan Gupta & Jun Ma & Konstantinos Theodoridis & Mark E. Wohar, 2020, "Is there a National Housing Market Bubble Brewing in the United States?," Working Papers, University of Pretoria, Department of Economics, number 202023, Mar.
6. van Eyden, Reneé & Gupta, Rangan & Nielsen, Joshua & Bouri, Elie, 2023, "Investor sentiment and multi-scale positive and negative stock market bubbles in a panel of G7 countries," Journal of Behavioral and Experimental Finance, Elsevier, volume 38, issue C, DOI: 10.1016/j.jbef.2023.100804.
   
   • Renee van Eyden & Rangan Gupta & Joshua Nielsen & Elie Bouri, 2022, "Investor Sentiment and Multi-Scale Positive and Negative Stock Market Bubbles in a Panel of G7 Countries," Working Papers, University of Pretoria, Department of Economics, number 202256, Nov.
7. Caraiani, Petre & Gupta, Rangan & Nel, Jacobus & Nielsen, Joshua, 2023, "Monetary policy and bubbles in G7 economies using a panel VAR approach: Implications for sustainable development," Economic Analysis and Policy, Elsevier, volume 78, issue C, pages 133-155, DOI: 10.1016/j.eap.2023.02.006.
8. Yousaf, Imran & Plakandaras, Vasilios & Bouri, Elie & Gupta, Rangan, 2023, "Hedge and safe-haven properties of FAANA against gold, US Treasury, bitcoin, and US Dollar/CHF during the pandemic period," The North American Journal of Economics and Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.najef.2022.101844.
9. Cepni, Oguzhan & Christou, Christina & Gupta, Rangan, 2023, "Forecasting national recessions of the United States with state-level climate risks: Evidence from model averaging in Markov-switching models," Economics Letters, Elsevier, volume 227, issue C, DOI: 10.1016/j.econlet.2023.111121.
   
   • Oguzhan Cepni & Christina Christou & Rangan Gupta, 2022, "Forecasting National Recessions of the United States with State-Level Climate Risks: Evidence from Model Averaging in Markov-Switching Models," Working Papers, University of Pretoria, Department of Economics, number 202252, Oct.
10. Gupta, Rangan & Nel, Jacobus & Nielsen, Joshua, 2023, "US monetary policy and BRICS stock market bubbles," Finance Research Letters, Elsevier, volume 51, issue C, DOI: 10.1016/j.frl.2022.103435.
    
    • Rangan Gupta & Jacobus Nel & Joshua Nielsen, 2022, "US Monetary Policy and BRICS Stock Market Bubbles," Working Papers, University of Pretoria, Department of Economics, number 202243, Sep.
11. Gupta, Rangan & Nel, Jacobus & Salisu, Afees A. & Ji, Qiang, 2023, "Predictability of economic slowdowns in advanced countries over eight centuries: The role of climate risks," Finance Research Letters, Elsevier, volume 54, issue C, DOI: 10.1016/j.frl.2023.103795.
    
    • Rangan Gupta & Jacobus Nel & Afees A. Salisu & Qiang Ji, 2022, "Predictability of Economic Slowdowns in Advanced Countries over Eight Centuries: The Role of Climate Risks," Working Papers, University of Pretoria, Department of Economics, number 202237, Aug.
12. Gupta, Rangan & Ji, Qiang & Pierdzioch, Christian & Plakandaras, Vasilios, 2023, "Forecasting the conditional distribution of realized volatility of oil price returns: The role of skewness over 1859 to 2023," Finance Research Letters, Elsevier, volume 58, issue PC, DOI: 10.1016/j.frl.2023.104501.
    
    • Rangan Gupta & Qiang Ji & Christian Pierdzioch & Vasilios Plakandaras, 2023, "Forecasting the Conditional Distribution of Realized Volatility of Oil Price Returns: The Role of Skewness over 1859 to 2023," Working Papers, University of Pretoria, Department of Economics, number 202318, Jun.
13. André, Christophe & Caraiani, Petre & Gupta, Rangan, 2023, "Fiscal policy and stock markets at the effective lower bound," Finance Research Letters, Elsevier, volume 58, issue PC, DOI: 10.1016/j.frl.2023.104564.
    
    • Christophe Andre & Petre Caraiani & Rangan Gupta, 2023, "Fiscal Policy and Stock Markets at the Effective Lower Bound," Working Papers, University of Pretoria, Department of Economics, number 202309, May.
14. Bonato, Matteo & Cepni, Oguzhan & Gupta, Rangan & Pierdzioch, Christian, 2023, "Climate risks and realized volatility of major commodity currency exchange rates," Journal of Financial Markets, Elsevier, volume 62, issue C, DOI: 10.1016/j.finmar.2022.100760.
    
    • Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2022, "Climate Risks and Realized Volatility of Major Commodity Currency Exchange Rates," Working Papers, University of Pretoria, Department of Economics, number 202210, Feb.
15. Bonato, Matteo & Cepni, Oguzhan & Gupta, Rangan & Pierdzioch, Christian, 2023, "Climate risks and state-level stock market realized volatility," Journal of Financial Markets, Elsevier, volume 66, issue C, DOI: 10.1016/j.finmar.2023.100854.
    
    • Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2022, "Climate Risks and State-Level Stock-Market Realized Volatility," Working Papers, University of Pretoria, Department of Economics, number 202246, Sep.
16. Karmakar, Sayar & Gupta, Rangan & Cepni, Oguzhan & Rognone, Lavinia, 2023, "Climate risks and predictability of the trading volume of gold: Evidence from an INGARCH model," Resources Policy, Elsevier, volume 82, issue C, DOI: 10.1016/j.resourpol.2023.103438.
    
    • Sayar Karmakar & Rangan Gupta & Oguzhan Cepni & Lavinia Rognone, 2022, "Climate Risks and Predictability of the Trading Volume of Gold: Evidence from an INGARCH Model," Working Papers, University of Pretoria, Department of Economics, number 202241, Sep.
17. Chatziantoniou, Ioannis & Gabauer, David & Gupta, Rangan, 2023, "Integration and risk transmission in the market for crude oil: New evidence from a time-varying parameter frequency connectedness approach," Resources Policy, Elsevier, volume 84, issue C, DOI: 10.1016/j.resourpol.2023.103729.
18. Sibande, Xolani & Demirer, Riza & Balcilar, Mehmet & Gupta, Rangan, 2023, "On the pricing effects of bitcoin mining in the fossil fuel market: The case of coal," Resources Policy, Elsevier, volume 85, issue PB, DOI: 10.1016/j.resourpol.2023.103539.
    
    • Xolani Sibande & Riza Demirer & Mehmet Balcilar & Rangan Gupta, 2022, "On the Pricing Effects of Bitcoin Mining in the Fossil Fuel Market: The Case of Coal," Working Papers, University of Pretoria, Department of Economics, number 202239, Sep.
19. Demirer, Riza & Gupta, Rangan & Salisu, Afees A. & van Eyden, Reneé, 2023, "Firm-level business uncertainty and the predictability of the aggregate U.S. stock market volatility during the COVID-19 pandemic," The Quarterly Review of Economics and Finance, Elsevier, volume 88, issue C, pages 295-302, DOI: 10.1016/j.qref.2023.02.002.
    
    • Riza Demirer & Rangan Gupta & Afees A. Salisu & Renee van Eyden, 2021, "Firm-level Business Uncertainty and the Predictability of the Aggregate U.S. Stock Market Volatility during the COVID-19 Pandemic," Working Papers, University of Pretoria, Department of Economics, number 202157, Aug.
20. Salisu, Afees A. & Gupta, Rangan & Bouri, Elie, 2023, "Testing the forecasting power of global economic conditions for the volatility of international REITs using a GARCH-MIDAS approach," The Quarterly Review of Economics and Finance, Elsevier, volume 88, issue C, pages 303-314, DOI: 10.1016/j.qref.2023.02.004.
    
    • Afees A. Salisu & Rangan Gupta & Elie Bouri, 2022, "Testing the Forecasting Power of Global Economic Conditions for the Volatility of International REITs using a GARCH-MIDAS Approach," Working Papers, University of Pretoria, Department of Economics, number 202211, Feb.
21. Berisha, Edmond & Meszaros, John & Gupta, Rangan, 2023, "Income inequality and house prices across US states," The Quarterly Review of Economics and Finance, Elsevier, volume 91, issue C, pages 192-197, DOI: 10.1016/j.qref.2022.11.004.
    
    • Edmond Berisha & John Meszaros & Rangan Gupta, 2021, "Income Inequality and House Prices across US States," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2021_018, May.
    • Edmond Berisha & John Meszaros & Rangan Gupta, 2021, "Income Inequality and House Prices across US States," Working Papers, University of Pretoria, Department of Economics, number 202134, May.
22. Sheng, Xin & Kim, Won Joong & Gupta, Rangan & Ji, Qiang, 2023, "The impacts of oil price volatility on financial stress: Is the COVID-19 period different?," International Review of Economics & Finance, Elsevier, volume 85, issue C, pages 520-532, DOI: 10.1016/j.iref.2023.02.006.
    
    • Xin Sheng & Won Joong Kim & Rangan Gupta & Qiang Ji, 2021, "The Impacts of Oil Price Volatility on Financial Stress: Is the COVID-19 Period Different?," Working Papers, University of Pretoria, Department of Economics, number 202184, Dec.
23. Sheng, Xin & Marfatia, Hardik A. & Gupta, Rangan & Ji, Qiang, 2023, "The non-linear response of US state-level tradable and non-tradable inflation to oil shocks: The role of oil-dependence," Research in International Business and Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.ribaf.2022.101830.
    
    • Xin Sheng & Hardik A. Marfatia & Rangan Gupta & Qiang Ji, 2021, "The Non-Linear Response of US State-Level Tradable and Non-Tradable Inflation to Oil Shocks: The Role of Oil-Dependence," Working Papers, University of Pretoria, Department of Economics, number 202174, Oct.
24. Bouras, Christos & Christou, Christina & Gupta, Rangan & Lesame, Keagile, 2023, "Forecasting state- and MSA-level housing returns of the US: The role of mortgage default risks," Research in International Business and Finance, Elsevier, volume 65, issue C, DOI: 10.1016/j.ribaf.2023.101952.
    
    • Christos Bouras & Christina Christou & Rangan Gupta & Keagile Lesame, 2020, "Forecasting State- and MSA-Level Housing Returns of the US: The Role of Mortgage Default Risks," Working Papers, University of Pretoria, Department of Economics, number 202037, May.
25. Plakandaras, Vasilios & Gupta, Rangan & Karmakar, Sayar & Wohar, Mark E., 2023, "Are real interest rates a monetary phenomenon? Evidence from 700 years of data," Research in International Business and Finance, Elsevier, volume 66, issue C, DOI: 10.1016/j.ribaf.2023.102010.
26. Bouri, Elie & Gabauer, David & Gupta, Rangan & Kinateder, Harald, 2023, "Global geopolitical risk and inflation spillovers across European and North American economies," Research in International Business and Finance, Elsevier, volume 66, issue C, DOI: 10.1016/j.ribaf.2023.102048.
27. Rangan Gupta & Yuvana Jaichand & Christian Pierdzioch & Reneé van Eyden, 2023, "Realized Stock-Market Volatility of the United States and the Presidential Approval Rating," Mathematics, MDPI, volume 11, issue 13, pages 1-27, July.
    
    • Rangan Gupta & Yuvana Jaichand & Christian Pierdzioch & Renee van Eyden, 2023, "Realized Stock-Market Volatility of the United States and the Presidential Approval Rating," Working Papers, University of Pretoria, Department of Economics, number 202311, May.
28. Rangan Gupta & Jacobus Nel & Christian Pierdzioch, 2023, "Drivers of Realized Volatility for Emerging Countries with a Focus on South Africa: Fundamentals versus Sentiment," Mathematics, MDPI, volume 11, issue 6, pages 1-26, March.
29. Mehmet Balcilar & David Gabauer & Rangan Gupta & Christian Pierdzioch, 2023, "Climate Risks and Forecasting Stock Market Returns in Advanced Economies over a Century," Mathematics, MDPI, volume 11, issue 9, pages 1-21, April.
    
    • Mehmet Balcilar & David Gabauer & Rangan Gupta & Christian Pierdzioch, 2021, "Climate Risks and Forecasting Stock-Market Returns in Advanced Economies Over a Century," Working Papers, University of Pretoria, Department of Economics, number 202183, Nov.
30. Xin Sheng & Rangan Gupta & Qiang Ji, 2023, "The Effects of Disaggregate Oil Shocks on the Aggregate Expected Skewness of the United States," Risks, MDPI, volume 11, issue 11, pages 1-9, October.
    
    • Xin Sheng & Rangan Gupta & Qiang Ji, 2023, "The Effects of Disaggregate Oil Shocks on Aggregate Expected Skewness of the United States," Working Papers, University of Pretoria, Department of Economics, number 202302, Jan.
31. Carolyn Chisadza & Matthew Clance & Xin Sheng & Rangan Gupta, 2023, "Climate Change and Inequality: Evidence from the United States," Sustainability, MDPI, volume 15, issue 6, pages 1-11, March.
32. OÄŸuzhan Çepni & David Gabauer & Rangan Gupta & Khuliso Ramabulana, 2023, "Time-Varying Spillover of US Trade War on the Growth of Emerging Economies," Journal of Developing Areas, Tennessee State University, College of Business, volume 57, issue 1, pages 167-181, Januaryâ€.
    
    • Oguzhan Cepni & David Gabauer & Rangan Gupta & Khuliso Ramabulana, 2020, "Time-Varying Spillover of US Trade War on the Growth of Emerging Economies," Working Papers, University of Pretoria, Department of Economics, number 202002, Jan.
33. Heni Boubaker & Giorgio Canarella & Rangan Gupta & Stephen M. Miller, 2023, "A Hybrid ARFIMA Wavelet Artificial Neural Network Model for DJIA Index Forecasting," Computational Economics, Springer;Society for Computational Economics, volume 62, issue 4, pages 1801-1843, December, DOI: 10.1007/s10614-022-10320-z.
    
    • Heni Boubaker & Giorgio Canarella & Rangan Gupta & Stephen M. Miller, 2020, "Hybrid ARFIMA Wavelet Artificial Neural Network Model for DJIA Index Forecasting," Working Papers, University of Pretoria, Department of Economics, number 202056, Jun.
    • Heni Boubaker & Giorgio Canarella & Rangan Gupta & Stephen M. Miller, 2020, "Hybrid ARFIMA Wavelet Artificial Neural Network Model for DJIA Index Forecasting," Working papers, University of Connecticut, Department of Economics, number 2020-10, Aug.
34. Bruno Ćorić & Rangan Gupta, 2023, "Economic disasters and inequality: a note," Economic Change and Restructuring, Springer, volume 56, issue 5, pages 3527-3543, October, DOI: 10.1007/s10644-023-09543-3.
35. Afees A. Salisu & Rangan Gupta & Idris A. Adediran, 2023, "The Effect of US Uncertainty Shock on International Equity Markets: The Role of the Global Financial Cycle," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, volume 15, issue 2, pages 139-159, June, DOI: https://doi.org/10.15353/rea.v15i2..
    
    • Afees A. Salisu & Rangan Gupta & Idris A. Adediran, 2021, "The Effect of US Uncertainty Shock on International Equity Markets: The Role of the Global Financial Cycle," Working Papers, University of Pretoria, Department of Economics, number 202136, May.
36. Nicholas Apergis & Konstantinos Gavriilidis & Rangan Gupta, 2023, "Does climate policy uncertainty affect tourism demand? Evidence from time-varying causality tests," Tourism Economics, , volume 29, issue 6, pages 1484-1498, September, DOI: 10.1177/13548166221110540.
    
    • Nicholas Apergis & Konstantinos Gavriilidis & Rangan Gupta, 2021, "Does Climate Policy Uncertainty Affect Tourism Demand? Evidence from Time-Varying Causality Tests," Working Papers, University of Pretoria, Department of Economics, number 202186, Dec.
37. Luis A. Gil-Alana & Sakiru Adebola Solarin & Mehmet Balcilar & Rangan Gupta, 2023, "Productivity and GDP: international evidence of persistence and trends over 130 years of data," Empirical Economics, Springer, volume 64, issue 3, pages 1219-1246, March, DOI: 10.1007/s00181-022-02281-x.
    
    • Luis A. Gil-Alana & Sakiru Adebola Solarin & Rangan Gupta, 2021, "Productivity and GDP: International Evidence of Persistence and Trends Over 130 Years of Data," Working Papers, University of Pretoria, Department of Economics, number 202170, Oct.
38. Rangan Gupta & Christian Pierdzioch, 2023, "Do U.S. economic conditions at the state level predict the realized volatility of oil-price returns? A quantile machine-learning approach," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 9, issue 1, pages 1-22, December, DOI: 10.1186/s40854-022-00435-5.
39. Elie Bouri & Afees A. Salisu & Rangan Gupta, 2023, "The predictive power of Bitcoin prices for the realized volatility of US stock sector returns," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 9, issue 1, pages 1-22, December, DOI: 10.1186/s40854-023-00464-8.
40. Yue-Jun Zhang & Han Zhang & Rangan Gupta, 2023, "A new hybrid method with data-characteristic-driven analysis for artificial intelligence and robotics index return forecasting," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 9, issue 1, pages 1-23, December, DOI: 10.1186/s40854-023-00483-5.
41. Riza Demirer & Rangan Gupta & He Li & Yu You, 2023, "A note on financial vulnerability and volatility in emerging stock markets: evidence from GARCH-MIDAS models," Applied Economics Letters, Taylor & Francis Journals, volume 30, issue 1, pages 37-42, January, DOI: 10.1080/13504851.2021.1971613.
42. Afees A. Salisu & Rangan Gupta & Abeeb Olaniran, 2023, "The effect of oil uncertainty shock on real GDP of 33 countries: a global VAR approach," Applied Economics Letters, Taylor & Francis Journals, volume 30, issue 3, pages 269-274, February, DOI: 10.1080/13504851.2021.1983134.
    
    • Afees A. Salisu & Rangan Gupta & Abeeb Olaniran, 2021, "The Effect of Oil Uncertainty Shock on Real GDP of 33 Countries: A Global VAR Approach," Working Papers, University of Pretoria, Department of Economics, number 202153, Jul.
43. Jiqian Wang & Rangan Gupta & Oğuzhan Çepni & Feng Ma, 2023, "Forecasting international REITs volatility: the role of oil-price uncertainty," The European Journal of Finance, Taylor & Francis Journals, volume 29, issue 14, pages 1579-1597, September, DOI: 10.1080/1351847X.2022.2137422.
    
    • Jiqian Wang & Rangan Gupta & Oguzhan Cepni & Feng Ma, 2021, "Forecasting International REITs Volatility: The Role of Oil-Price Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 202173, Oct.
44. Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna, 2023, "Tail risks and forecastability of stock returns of advanced economies: evidence from centuries of data," The European Journal of Finance, Taylor & Francis Journals, volume 29, issue 4, pages 466-481, March, DOI: 10.1080/1351847X.2022.2097883.
    
    • Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna, 2021, "Tail Risks and Forecastability of Stock Returns of Advanced Economies: Evidence from Centuries of Data," Working Papers, University of Pretoria, Department of Economics, number 202117, Feb.
45. Rangan Gupta & Jacobus Nel & Christian Pierdzioch, 2023, "Investor Confidence and Forecastability of US Stock Market Realized Volatility: Evidence from Machine Learning," Journal of Behavioral Finance, Taylor & Francis Journals, volume 24, issue 1, pages 111-122, January, DOI: 10.1080/15427560.2021.1949719.
    
    • Rangan Gupta & Jacobus Nel & Christian Pierdzioch, 2021, "Investor Confidence and Forecastability of US Stock Market Realized Volatility : Evidence from Machine Learning," Working Papers, University of Pretoria, Department of Economics, number 202118, Feb.
46. Xolani Sibande & Rangan Gupta & Riza Demirer & Elie Bouri, 2023, "Investor Sentiment and (Anti) Herding in the Currency Market: Evidence from Twitter Feed Data," Journal of Behavioral Finance, Taylor & Francis Journals, volume 24, issue 1, pages 56-72, January, DOI: 10.1080/15427560.2021.1917579.
    
    • Xolani Sibande & Rangan Gupta & Riza Demirer & Elie Bouri, 2020, "Investor Sentiment and (Anti-)Herding in the Currency Market: Evidence from Twitter Feed Data," Working Papers, University of Pretoria, Department of Economics, number 202088, Sep.
47. Oguzhan Cepni & Rangan Gupta & Qiang Ji, 2023, "Sentiment Regimes and Reaction of Stock Markets to Conventional and Unconventional Monetary Policies: Evidence from OECD Countries," Journal of Behavioral Finance, Taylor & Francis Journals, volume 24, issue 3, pages 365-381, July, DOI: 10.1080/15427560.2021.1983576.
    
    • Oguzhan Cepni & Rangan Gupta & Qiang Ji, 2021, "Sentiment Regimes and Reaction of Stock Markets to Conventional and Unconventional Monetary Policies: Evidence from OECD Countries," Working Papers, University of Pretoria, Department of Economics, number 202126, Apr.
48. Rangan Gupta & Syed Jawad Hussain Shahzad & Xin Sheng & Sowmya Subramaniam, 2023, "The role of oil and risk shocks in the high‐frequency movements of the term structure of interest rates: Evidence from the U.S. Treasury market," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 28, issue 2, pages 1845-1857, April, DOI: 10.1002/ijfe.2511.
49. Semei Coronado & Rangan Gupta & Saban Nazlioglu & Omar Rojas, 2023, "Time‐varying causality between bond and oil markets of the United States: Evidence from over one and half centuries of data," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 28, issue 3, pages 2239-2247, July, DOI: 10.1002/ijfe.2534.
    
    • Semei Coronado & Rangan Gupta & Saban Nazlioglu & Omar Rojas, 2020, "Time-Varying Causality between Bond and Oil Markets of the United States: Evidence from Over One and Half Centuries of Data," Working Papers, University of Pretoria, Department of Economics, number 202006, Jan.
50. Rangan Gupta & Lardo Stander & Andrea Vaona, 2023, "Openness and growth: Is the relationship non‐linear?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 28, issue 3, pages 3071-3099, July, DOI: 10.1002/ijfe.2584.
    
    • Rangan Gupta & Lardo Stander & Andrea Vaona, 2017, "Openness and Growth: Is the Relationship Non-Linear?," Working Papers, University of Pretoria, Department of Economics, number 201703, Jan.
51. Woraphon Yamaka & Rangan Gupta & Sukrit Thongkairat & Paravee Maneejuk, 2023, "Structural and predictive analyses with a mixed copula‐based vector autoregression model," Journal of Forecasting, John Wiley & Sons, Ltd., volume 42, issue 2, pages 223-239, March, DOI: 10.1002/for.2902.
    
    • Woraphon Yamaka & Rangan Gupta & Sukrit Thongkairat & Paravee Maneejuk, 2021, "Structural and Predictive Analyses with a Mixed Copula-Based Vector Autoregression Model," Working Papers, University of Pretoria, Department of Economics, number 202108, Jan.
52. Matteo Bonato & Oğuzhan Çepni & Rangan Gupta & Christian Pierdzioch, 2023, "El Niño, La Niña, and forecastability of the realized variance of agricultural commodity prices: Evidence from a machine learning approach," Journal of Forecasting, John Wiley & Sons, Ltd., volume 42, issue 4, pages 785-801, July, DOI: 10.1002/for.2914.
    
    • Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2021, "El Nino, La Nina, and Forecastability of the Realized Variance of Agricultural Commodity Prices: Evidence from a Machine Learning Approach," Working Papers, University of Pretoria, Department of Economics, number 202179, Nov.
53. Mohammad Reza Yeganegi & Hossein Hassani & Rangan Gupta, 2023, "The ENSO cycle and forecastability of global inflation and output growth: Evidence from standard and mixed‐frequency multivariate singular spectrum analyses," Journal of Forecasting, John Wiley & Sons, Ltd., volume 42, issue 7, pages 1690-1707, November, DOI: 10.1002/for.2982.
    
    • Hossein Hassani & Mohammad Reza Yeganegi & Rangan Gupta, 2021, "The ENSO Cycle and Forecastability of Global Inflation and Output Growth: Evidence from Standard and Mixed-Frequency Multivariate Singular Spectrum Analyses," Working Papers, University of Pretoria, Department of Economics, number 202169, Oct.
54. Afees A. Salisu & Riza Demirer & Rangan Gupta, 2023, "Policy uncertainty and stock market volatility revisited: The predictive role of signal quality," Journal of Forecasting, John Wiley & Sons, Ltd., volume 42, issue 8, pages 2307-2321, December, DOI: 10.1002/for.3016.
    
    • Afees A. Salisu & Riza Demirer & Rangan Gupta, 2022, "Policy Uncertainty and Stock Market Volatility Revisited: The Predictive Role of Signal Quality," Working Papers, University of Pretoria, Department of Economics, number 202232, Jun.
55. Sisa Shiba & Juncal Cunado & Rangan Gupta & Samrat Goswami, 2023, "Infectious Diseases-Related Uncertainty and the Predictability of Foreign Exchange and Bitcoin Futures Realized Volatility," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 18, issue 02, pages 1-14, June, DOI: 10.1142/S2010495222300010.
    
    • Sisa Shiba & Juncal Cunado & Rangan Gupta & Samrat Goswami, 2022, "Infectious Diseases-Related Uncertainty and the Predictability of Foreign Exchange and Bitcoin Futures Realised Volatility," Working Papers, University of Pretoria, Department of Economics, number 202225, May.
56. Duppati, Geeta & Kijkasiwat, Ploypailin & Hunjra, Ahmed Imran & Liew, Chee Yoong, 2023, "Do institutional ownership and innovation influence idiosyncratic risk?," Global Finance Journal, Elsevier, volume 56, issue C, DOI: 10.1016/j.gfj.2022.100770.
57. Aslam, Faheem & Memon, Bilal Ahmed & Hunjra, Ahmed Imran & Bouri, Elie, 2023, "The dynamics of market efficiency of major cryptocurrencies," Global Finance Journal, Elsevier, volume 58, issue C, DOI: 10.1016/j.gfj.2023.100899.
58. Hunjra, Ahmed Imran & Azam, Muhammad & Bruna, Maria Giuseppina & Bouri, Elie, 2023, "A cross-regional investigation of institutional quality and sustainable development," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 84, issue C, DOI: 10.1016/j.intfin.2023.101758.
59. Duppati, Geeta & Younes, Ben Zaied & Tiwari, Aviral Kumar & Hunjra, Ahmed Imran, 2023, "Time-varying effects of fuel prices on stock market returns during COVID-19 outbreak," Resources Policy, Elsevier, volume 81, issue C, DOI: 10.1016/j.resourpol.2023.103317.
60. Hunjra, Ahmed Imran & Hassan, M. Kabir & Zaied, Younes Ben & Managi, Shunsuke, 2023, "Nexus between green finance, environmental degradation, and sustainable development: Evidence from developing countries," Resources Policy, Elsevier, volume 81, issue C, DOI: 10.1016/j.resourpol.2023.103371.
61. Azam, Muhammad & Hunjra, Ahmed Imran & Taskin, Dilvin & Al-Faryan, Mamdouh Abdulaziz Saleh, 2023, "Role of ethnic conflicts, regularization and natural resource abundance in sustainable development," Resources Policy, Elsevier, volume 85, issue PB, DOI: 10.1016/j.resourpol.2023.103936.
62. Pandey, Dharen Kumar & Hunjra, Ahmed Imran & Bhaskar, Ratikant & Al-Faryan, Mamdouh Abdulaziz Saleh, 2023, "Artificial intelligence, machine learning and big data in natural resources management: A comprehensive bibliometric review of literature spanning 1975–2022," Resources Policy, Elsevier, volume 86, issue PA, DOI: 10.1016/j.resourpol.2023.104250.
63. Yousaf, Imran & Hunjra, Ahmed Imran & Alshater, Muneer M. & Bouri, Elie & Li, Yanshuang, 2023, "Multidimensional connectedness among the volatility of global financial markets around the Russian-Ukrainian conflict," Pacific-Basin Finance Journal, Elsevier, volume 82, issue C, DOI: 10.1016/j.pacfin.2023.102163.
64. Ahmad, Muhammad Munir & Hunjra, Ahmed Imran & Taskin, Dilvin, 2023, "Do asymmetric information and leverage affect investment decisions?," The Quarterly Review of Economics and Finance, Elsevier, volume 87, issue C, pages 337-345, DOI: 10.1016/j.qref.2021.05.001.
65. Zhao, Shikuan & Cao, Yuequn & Hunjra, Ahmed Imran & Tan, Yan, 2023, "How does environmentally induced R&D affect carbon productivity? A government support perspective," International Review of Economics & Finance, Elsevier, volume 88, issue C, pages 942-961, DOI: 10.1016/j.iref.2023.07.022.
66. Pandey, Dharen Kumar & Hunjra, Ahmed Imran & Hassan, M. Kabir & Rai, Varun Kumar, 2023, "Venture capital financing during crises: A bibliometric review," Research in International Business and Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.ribaf.2022.101856.
67. Muhammad Akram & Ahmed Imran Hunjra & Imran Riaz Malik & Mamdouh Abdulaziz Saleh Al-Faryan, 2023, "Dynamic connectedness among Pakistani stock markets and its major trading partners," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 19, issue 11, pages 3513-3560, March, DOI: 10.1108/IJOEM-04-2022-0629.
68. Haithem Awijen & Younes Ben Zaied & Ahmed Imran Hunjra, 2023, "Systematic and Unsystematic Determinants of Sectoral Risk Default Interconnectedness," Computational Economics, Springer;Society for Computational Economics, volume 62, issue 2, pages 561-587, August, DOI: 10.1007/s10614-022-10336-5.
69. Muhammad Farooq & Ahmed Imran Hunjra & Saif Ullah & Mamdouh Abdulaziz Saleh Al-Faryan, 2023, "The determinants of financial distress cost: A case of emerging market," Cogent Economics & Finance, Taylor & Francis Journals, volume 11, issue 1, pages 2186038-218, December, DOI: 10.1080/23322039.2023.2186038.
70. Serhan Cevik & João Tovar Jalles, 2023, "Feeling the Heat: Climate Shocks and Credit Ratings," Review of Development Finance Journal, Chartered Institute of Development Finance, volume 13, issue 2, pages 21-34.
    
    • Mr. Serhan Cevik & João Tovar Jalles, 2020, "Feeling the Heat: Climate Shocks and Credit Ratings," IMF Working Papers, International Monetary Fund, number 2020/286, Dec.
71. Jalles, João Tovar & Karras, Georgios, 2023, "Macroeconomic volatility and the current account: Extending the evidence," Economic Modelling, Elsevier, volume 125, issue C, DOI: 10.1016/j.econmod.2023.106334.
72. Cevik, Serhan & Jalles, João Tovar, 2023, "For whom the bell tolls: Climate change and income inequality," Energy Policy, Elsevier, volume 174, issue C, DOI: 10.1016/j.enpol.2023.113475.
73. João Tovar Jalles, 2023, "Governments' accounts and pandemics," Journal of Economics and Development, Emerald Group Publishing Limited, volume 25, issue 3, pages 244-265, March, DOI: 10.1108/JED-07-2022-0125.
74. João Tovar Jalles & Georgios Karras, 2023, "Pandemics and Trade in the 21st Century: Evidence from five Pre-Covid Pandemics," Open Economies Review, Springer, volume 34, issue 4, pages 895-918, September, DOI: 10.1007/s11079-022-09687-1.
75. Victor Barros & Joao Tovar Jalles & Joaquim Miranda Sarmento, 2023, "Drivers of the Tax Effort: Evidence from a Large Panel," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, volume 65, issue 1, pages 96-136, March, DOI: 10.1057/s41294-022-00187-2.
    
    • Victor Barros & João Tovar Jalles & Joaquim Miranda Sarmento, 2021, "Drivers of the Tax Effort: Evidence from a Large Panel," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2021/0169, Apr.
76. Emmanouil Kitsios & João Tovar Jalles & Geneviève Verdier, 2023, "Tax evasion from cross-border fraud: does digitalization make a difference?," Applied Economics Letters, Taylor & Francis Journals, volume 30, issue 10, pages 1400-1406, June, DOI: 10.1080/13504851.2022.2056566.
    
    • Emmanouil Kitsios & João Tovar Jalles & Ms. Geneviève Verdier, 2020, "Tax Evasion from Cross-Border Fraud: Does Digitalization Make a Difference?," IMF Working Papers, International Monetary Fund, number 2020/245, Nov.
77. Afonso António & Jalles João Tovar & Venter Zoe, 2023, "Minimum wage and collective bargaining shocks: a narrative database for advanced economies," IZA Journal of Labor Policy, Paradigm & Forschungsinstitut zur Zukunft der Arbeit GmbH (IZA), volume 13, issue 1, pages 1-18, January, DOI: 10.2478/izajolp-2023-0001.
78. Sanjeev Gupta & Joãƒo Tovar Jalles, 2023, "Priorities for Strengthening Key Revenue Sources in Asia," Asian Development Review (ADR), World Scientific Publishing Co. Pte. Ltd., volume 40, issue 02, pages 271-303, September, DOI: 10.1142/S0116110523500178.
    
    • Sanjeev Gupta & João Tovar Jalles, 2022, "Priorities for Strengthening Key Revenue Sources in Asia," Working Papers, Center for Global Development, number 612, Apr.
79. Le, Thai-Ha & Boubaker, Sabri & Bui, Manh Tien & Park, Donghyun, 2023, "On the volatility of WTI crude oil prices: A time-varying approach with stochastic volatility," Energy Economics, Elsevier, volume 117, issue C, DOI: 10.1016/j.eneco.2022.106474.
    
    • T.-H. Le & Sabri Boubaker & M.T. Bui & D. Park, 2023, "On the Volatility of WTI Crude Oil Prices: A Time-Varying Approach with Stochastic Volatility," Post-Print, HAL, number hal-04433059, DOI: 10.1016/j.eneco.2022.106474.
80. Le, Thai-Ha & Han, Phoumin & Le, Ha-Chi & Bui, Manh-Tien, 2023, "Electricity market development in Vietnam: Historical trends and future outlooks," Utilities Policy, Elsevier, volume 81, issue C, DOI: 10.1016/j.jup.2023.101510.
81. Lam Do & Thai-Ha Le, 2023, "On the welfare effect of retail electricity subsidy in Vietnam," Journal of Economics and Development, Emerald Group Publishing Limited, volume 25, issue 4, pages 286-301, August, DOI: 10.1108/JED-02-2023-0034.
82. Thai-Ha Le & Canh Phuc Nguyen & Manh-Tien Bui, 2023, "Is Entrepreneurship the Key to Achieving Environmental Sustainability? A Data-Driven Analysis from the Asia-Pacific Region," Sustainability, MDPI, volume 15, issue 19, pages 1-19, October.
83. Thien Ly Dao & Thai-Ha Le & Binh Tran-Nam, 2023, "Impacts of Loan Support Policy on Farm Income in Vietnam," Journal of Economic Development, The Economic Research Institute, Chung-Ang University, volume 48, issue 2, pages 53-81.
84. Anh Tu Le & Thai-Ha Le & Wai-Man Liu & Kingsley Y. Fong, 2023, "Dynamic limit order placement activities and their effects on stock market quality," Annals of Operations Research, Springer, volume 330, issue 1, pages 155-175, November, DOI: 10.1007/s10479-021-04282-y.
85. Ha-Chi Le & Thai-Ha Le, 2023, "Effects of economic, social, and political globalization on environmental quality: international evidence," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, volume 25, issue 5, pages 4269-4299, May, DOI: 10.1007/s10668-022-02243-4.
86. Manh‐Tien Bui & Thai‐Ha Le & Donghyun Park, 2023, "Impacts of fiscal decentralization on local development in Vietnam: A disaggregated analysis," Economics of Transition and Institutional Change, John Wiley & Sons, volume 31, issue 1, pages 3-31, January, DOI: 10.1111/ecot.12323.
87. Sahut, Jean Michel & Lissillour, Raphael, 2023, "The adoption of remote work platforms after the Covid-19 lockdown: New approach, new evidence," Journal of Business Research, Elsevier, volume 154, issue C, DOI: 10.1016/j.jbusres.2022.113345.
88. Raphael Lissillour & Jean Michel Sahut, 2023, "Uses of Information Systems to Develop Trust in Family Firms," Business & Information Systems Engineering: The International Journal of WIRTSCHAFTSINFORMATIK, Springer;Gesellschaft für Informatik e.V. (GI), volume 65, issue 2, pages 127-141, April, DOI: 10.1007/s12599-022-00776-6.
89. Switzer, Lorne N., 2023, "Circumventing SEC Rule 201 short sale restrictions with options," Finance Research Letters, Elsevier, volume 55, issue PB, DOI: 10.1016/j.frl.2023.103991.
90. Pollock, Susan & Switzer, Lorne N. & Wang, Jun, 2023, "The dynamics of CEO equity vs. inside debt and firm performance," Research in International Business and Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.ribaf.2023.101891.
91. Mensi, Walid & Hanif, Waqas & Vo, Xuan Vinh & Choi, Ki-Hong & Yoon, Seong-Min, 2023, "Upside/Downside spillovers between oil and Chinese stock sectors: From the global financial crisis to global pandemic," The North American Journal of Economics and Finance, Elsevier, volume 67, issue C, DOI: 10.1016/j.najef.2023.101925.
92. Dong, Xiyong & Yoon, Seong-Min, 2023, "Effect of weather and environmental attentions on financial system risks: Evidence from Chinese high- and low-carbon assets," Energy Economics, Elsevier, volume 121, issue C, DOI: 10.1016/j.eneco.2023.106680.
93. Dong, Xiyong & Xiong, Youlin & Nie, Siyue & Yoon, Seong-Min, 2023, "Can bonds hedge stock market risks? Green bonds vs conventional bonds," Finance Research Letters, Elsevier, volume 52, issue C, DOI: 10.1016/j.frl.2022.103367.
94. Kang, Sang Hoon & Arreola Hernandez, Jose & Rehman, Mobeen Ur & Shahzad, Syed Jawad Hussain & Yoon, Seong-Min, 2023, "Spillovers and hedging between US equity sectors and gold, oil, islamic stocks and implied volatilities," Resources Policy, Elsevier, volume 81, issue C, DOI: 10.1016/j.resourpol.2022.103286.
95. Zhuhua Jiang & Walid Mensi & Seong-Min Yoon, 2023, "Risks in Major Cryptocurrency Markets: Modeling the Dual Long Memory Property and Structural Breaks," Sustainability, MDPI, volume 15, issue 3, pages 1-15, January.

2022

1. Di Vaio, Assunta & Hassan, Rohail & Alavoine, Claude, 2022, "Data intelligence and analytics: A bibliometric analysis of human–Artificial intelligence in public sector decision-making effectiveness," Technological Forecasting and Social Change, Elsevier, volume 174, issue C, DOI: 10.1016/j.techfore.2021.121201.
2. Alain Chateauneuf & Michèle Cohen & Mina Mostoufi, 2022, "Optimality of deductible: a characterization, with application to Yaari’s dual theory," Theory and Decision, Springer, volume 92, issue 3, pages 569-580, April, DOI: 10.1007/s11238-022-09880-1.
   
   • Alain Chateauneuf & Michèle Cohen & Mina Mostoufi, 2022, "Correction to: Optimality of deductible: a characterization, with application to Yaari’s dual theory," Theory and Decision, Springer, volume 92, issue 3, pages 581-581, April, DOI: 10.1007/s11238-022-09888-7.
   • Alain Chateauneuf & Michèle Cohen & Mina Mostoufi, 2022, "Optimality of deductible: a characterization, with application to Yaari’s dual theory," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-03722936, Apr, DOI: 10.1007/s11238-022-09880-1.
   • Alain Chateauneuf & Michèle Cohen & Mina Mostoufi, 2022, "Optimality of deductible: a characterization, with application to Yaari’s dual theory," Post-Print, HAL, number hal-03722936, Apr, DOI: 10.1007/s11238-022-09880-1.
   • Alain Chateauneuf & Michèle Cohen & Mina Mostoufi, 2022, "Optimality of deductible: a characterization, with application to Yaari’s dual theory," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-03722936, Apr, DOI: 10.1007/s11238-022-09880-1.
3. Alain Chateauneuf & Bernard Cornet, 2022, "The risk-neutral non-additive probability with market frictions," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), volume 10, issue 1, pages 13-25, May, DOI: 10.1007/s40505-022-00216-4.
   
   • Alain Chateauneuf & Bernard Cornet, 2022, "The risk-neutral non-additive probability with market frictions," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-03722945, DOI: 10.1007/s40505-022-00216-4.
   • Alain Chateauneuf & Bernard Cornet, 2022, "The risk-neutral non-additive probability with market frictions," Post-Print, HAL, number hal-03722945, DOI: 10.1007/s40505-022-00216-4.
4. Alain Chateauneuf & Bernard Cornet, 2022, "Submodular financial markets with frictions," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 73, issue 2, pages 721-744, April, DOI: 10.1007/s00199-022-01415-7.
   
   • Alain Chateauneuf & Bernard Cornet, 2022, "Correction to: Submodular financial markets with frictions," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 73, issue 2, pages 745-746, April, DOI: 10.1007/s00199-022-01430-8.
   • Alain Chateauneuf & Bernard Cornet, 2022, "Submodular financial markets with frictions," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-03722920, DOI: 10.1007/s00199-022-01415-7.
   • Alain Chateauneuf & Bernard Cornet, 2022, "Submodular financial markets with frictions," Post-Print, HAL, number hal-03722920, DOI: 10.1007/s00199-022-01415-7.
5. Giorgio Canarella & Luis A. Gil‐Alana & Rangan Gupta & Stephen M. Miller, 2022, "The behaviour of real interest rates: New evidence from a 'suprasecular' perspective," International Finance, Wiley Blackwell, volume 25, issue 1, pages 46-64, April, DOI: 10.1111/infi.12402.
6. Afees A. Salisu & Rangan Gupta & Riza Demirer, 2022, "The financial US uncertainty spillover multiplier: Evidence from a GVAR model," International Finance, Wiley Blackwell, volume 25, issue 3, pages 313-340, December, DOI: 10.1111/infi.12414.
   
   • Afees A. Salisu & Rangan Gupta & Riza Demirer, 2021, "The Financial US Uncertainty Spillover Multiplier: Evidence from a GVAR Model," Working Papers, University of Pretoria, Department of Economics, number 202145, Jun.
7. Matteo Bonato & Oğuzhan Çepni & Rangan Gupta & Christian Pierdzioch, 2022, "Uncertainty due to infectious diseases and forecastability of the realized variance of United States real estate investment trusts: A note," International Review of Finance, International Review of Finance Ltd., volume 22, issue 3, pages 540-550, September, DOI: 10.1111/irfi.12357.
8. Syed Jawad Hussain Shahzad & Rangan Gupta & Riza Demirer & Christian Pierdzioch, 2022, "Oil shocks and directional predictability of macroeconomic uncertainties of developed economies: Evidence from high‐frequency data†," Scottish Journal of Political Economy, Scottish Economic Society, volume 69, issue 2, pages 169-185, May, DOI: 10.1111/sjpe.12280.
9. Segnon Mawuli & Lau Chi Keung & Wilfling Bernd & Gupta Rangan, 2022, "Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 26, issue 1, pages 73-98, February, DOI: 10.1515/snde-2019-0009.
   
   • Mawuli Segnon & Chi Keung Lau & Bernd Wilfling & Rangan Gupta, 2017, "Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 6117, May.
   • Mawuli Segnon & Chi Keung Lau & Bernd Wilfling & Rangan Gupta, 2017, "Are Multifractal Processes Suited to Forecasting Electricity Price Volatility? Evidence from Australian Intraday Data," Working Papers, University of Pretoria, Department of Economics, number 201739, May.
10. André, Christophe & Caraiani, Petre & Călin, Adrian Cantemir & Gupta, Rangan, 2022, "Can monetary policy lean against housing bubbles?," Economic Modelling, Elsevier, volume 110, issue C, DOI: 10.1016/j.econmod.2022.105801.
    
    • Christophe André & Petre Caraiani & Adrian Cantemir Čalin & Rangan Gupta, 2018, "Can Monetary Policy Lean against Housing Bubbles?," Working Papers, University of Pretoria, Department of Economics, number 201877, Nov.
11. Plastun, Alex & Bouri, Elie & Gupta, Rangan & Ji, Qiang, 2022, "Price effects after one-day abnormal returns in developed and emerging markets: ESG versus traditional indices," The North American Journal of Economics and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.najef.2021.101572.
    
    • Alex Plastun & Elie Bouri & Rangan Gupta & Qiang Ji, 2021, "Price Effects after One-Day Abnormal Returns in Developed and Emerging Markets: ESG versus Traditional Indices," Working Papers, University of Pretoria, Department of Economics, number 202119, Mar.
12. Salisu, Afees A. & Gupta, Rangan & Pierdzioch, Christian, 2022, "Predictability of tail risks of Canada and the U.S. Over a Century: The role of spillovers and oil tail Risks☆," The North American Journal of Economics and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.najef.2021.101620.
13. Plakandaras, Vasilios & Gupta, Rangan & Balcilar, Mehmet & Ji, Qiang, 2022, "Evolving United States stock market volatility: The role of conventional and unconventional monetary policies," The North American Journal of Economics and Finance, Elsevier, volume 60, issue C, DOI: 10.1016/j.najef.2022.101666.
    
    • Vasilios Plakandaras & Rangan Gupta & Mehmet Balcilar & Qiang Ji, 2021, "Evolving United States Stock Market Volatility: The Role of Conventional and Unconventional Monetary Policies," Working Papers, University of Pretoria, Department of Economics, number 202113, Feb.
14. Sheng, Xin & Gupta, Rangan & Çepni, Oğuzhan, 2022, "The effects of climate risks on economic activity in a panel of US states: The role of uncertainty," Economics Letters, Elsevier, volume 213, issue C, DOI: 10.1016/j.econlet.2022.110374.
    
    • Xin Sheng & Rangan Gupta & Oguzhan Cepni, 2022, "The Effects of Climate Risks on Economic Activity in a Panel of US States: The Role of Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 202207, Jan.
15. Sheng, Xin & Gupta, Rangan & Cepni, Oguzhan, 2022, "Persistence of state-level uncertainty of the United States: The role of climate risks," Economics Letters, Elsevier, volume 215, issue C, DOI: 10.1016/j.econlet.2022.110500.
    
    • Xin Sheng & Rangan Gupta & Oguzhan Cepni, 2022, "Persistence of State-Level Uncertainty of the United States: The Role of Climate Risks," Working Papers, University of Pretoria, Department of Economics, number 202208, Feb.
16. Ozturk, Serda Selin & Demirer, Riza & Gupta, Rangan, 2022, "Climate uncertainty and carbon emissions prices: The relative roles of transition and physical climate risks," Economics Letters, Elsevier, volume 217, issue C, DOI: 10.1016/j.econlet.2022.110687.
    
    • Serda Selin Ozturk & Riza Demirer & Rangan Gupta, 2022, "Climate Uncertainty and Carbon Emissions Prices: The Relative Roles of Transition and Physical Climate Risks," Working Papers, University of Pretoria, Department of Economics, number 202215, Feb.
17. Bittencourt, Manoel & Gupta, Rangan & Makena, Philton & Stander, Lardo, 2022, "Socio-political instability and growth dynamics," Economic Systems, Elsevier, volume 46, issue 4, DOI: 10.1016/j.ecosys.2022.101005.
    
    • Manoel Bittencourt & Rangan Gupta & Philton Makena & Lardo Stander, 2018, "Socio-Political Instability and Growth Dynamics," Working Papers, University of Pretoria, Department of Economics, number 201855, Aug.
18. Luo, Jiawen & Demirer, Riza & Gupta, Rangan & Ji, Qiang, 2022, "Forecasting oil and gold volatilities with sentiment indicators under structural breaks," Energy Economics, Elsevier, volume 105, issue C, DOI: 10.1016/j.eneco.2021.105751.
    
    • Jiawen Luo & Riza Demirer & Rangan Gupta & Qiang Ji, 2021, "Forecasting Oil and Gold Volatilities with Sentiment Indicators Under Structural Breaks," Working Papers, University of Pretoria, Department of Economics, number 202130, Apr.
19. Salisu, Afees A. & Gupta, Rangan & Demirer, Riza, 2022, "Global financial cycle and the predictability of oil market volatility: Evidence from a GARCH-MIDAS model," Energy Economics, Elsevier, volume 108, issue C, DOI: 10.1016/j.eneco.2022.105934.
    
    • Afees A. Salisu & Rangan Gupta & Riza Demirer, 2021, "Global Financial Cycle and the Predictability of Oil Market Volatility: Evidence from a GARCH-MIDAS Model," Working Papers, University of Pretoria, Department of Economics, number 202121, Mar.
20. Çepni, Oğuzhan & Gupta, Rangan & Pienaar, Daniel & Pierdzioch, Christian, 2022, "Forecasting the realized variance of oil-price returns using machine learning: Is there a role for U.S. state-level uncertainty?," Energy Economics, Elsevier, volume 114, issue C, DOI: 10.1016/j.eneco.2022.106229.
    
    • Oguzhan Cepni & Rangan Gupta & Daniel Pienaar & Christian Pierdzioch, 2022, "Forecasting the Realized Variance of Oil-Price Returns Using Machine-Learning: Is there a Role for U.S. State-Level Uncertainty?," Working Papers, University of Pretoria, Department of Economics, number 202205, Jan.
21. Salisu, Afees A. & Pierdzioch, Christian & Gupta, Rangan & Gabauer, David, 2022, "Forecasting stock-market tail risk and connectedness in advanced economies over a century: The role of gold-to-silver and gold-to-platinum price ratios," International Review of Financial Analysis, Elsevier, volume 83, issue C, DOI: 10.1016/j.irfa.2022.102300.
    
    • Afees A. Salisu & Christian Pierdzioch & Rangan Gupta & David Gabauer, 2021, "Forecasting Stock-Market Tail Risk and Connectedness in Advanced Economies Over a Century: The Role of Gold-to-Silver and Gold-to-Platinum Price Ratios," Working Papers, University of Pretoria, Department of Economics, number 202161, Sep.
22. Bouri, Elie & Demirer, Riza & Gabauer, David & Gupta, Rangan, 2022, "Financial market connectedness: The role of investors’ happiness," Finance Research Letters, Elsevier, volume 44, issue C, DOI: 10.1016/j.frl.2021.102075.
23. Sheng, Xin & Gupta, Rangan & Salisu, Afees A. & Bouri, Elie, 2022, "OPEC News and Exchange Rate Forecasting Using Dynamic Bayesian Learning," Finance Research Letters, Elsevier, volume 45, issue C, DOI: 10.1016/j.frl.2021.102125.
    
    • Xin Sheng & Rangan Gupta & Afees A. Salisu & Elie Bouri, 2021, "OPEC News and Exchange Rate Forecasting Using Dynamic Bayesian Learning," Working Papers, University of Pretoria, Department of Economics, number 202101, Jan.
24. Salisu, Afees A. & Pierdzioch, Christian & Gupta, Rangan, 2022, "Oil tail risks and the forecastability of the realized variance of oil-price: Evidence from over 150 years of data," Finance Research Letters, Elsevier, volume 46, issue PB, DOI: 10.1016/j.frl.2021.102378.
    
    • Afees A. Salisu & Christian Pierdzioch & Rangan Gupta, 2021, "Oil Tail Risks and the Forecastability of the Realized Variance of Oil-Price: Evidence from Over 150 Years of Data," Working Papers, University of Pretoria, Department of Economics, number 202146, Jun.
25. Salisu, Afees A. & Ayinde, Taofeek O. & Gupta, Rangan & Wohar, Mark E., 2022, "Global evidence of the COVID-19 shock on real equity prices and real exchange rates: A counterfactual analysis with a threshold-augmented GVAR model," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2021.102519.
    
    • Afees A. Salisu & Taofeek O. Ayinde & Rangan Gupta & Mark E. Wohar, 2021, "Global Evidence of the COVID-19 Shock on Real Equity Prices and Real Exchange Rates: A Counterfactual Analysis with a Threshold-Augmented GVAR Model," Working Papers, University of Pretoria, Department of Economics, number 202154, Aug.
26. Bouri, Elie & Christou, Christina & Gupta, Rangan, 2022, "Forecasting returns of major cryptocurrencies: Evidence from regime-switching factor models," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103193.
    
    • Elie Bouri & Christina Christou & Rangan Gupta, 2022, "Forecasting Returns of Major Cryptocurrencies: Evidence from Regime-Switching Factor Models," Working Papers, University of Pretoria, Department of Economics, number 202213, Feb.
27. Bouri, Elie & Gupta, Rangan & Nel, Jacobus & Shiba, Sisa, 2022, "Contagious diseases and gold: Over 700 years of evidence from quantile regressions," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103266.
    
    • Elie Bouri & Rangan Gupta & Jacobus Nel & Sisa Shiba, 2022, "Contagious Diseases and Gold: Over 700 Years of Evidence from Quantile Regressions," Working Papers, University of Pretoria, Department of Economics, number 202233, Jun.
28. Salisu, Afees A. & Demirer, Riza & Gupta, Rangan, 2022, "Financial turbulence, systemic risk and the predictability of stock market volatility," Global Finance Journal, Elsevier, volume 52, issue C, DOI: 10.1016/j.gfj.2022.100699.
    
    • Afees A. Salisu & Riza Demirer & Rangan Gupta, 2021, "Financial Turbulence, Systemic Risk and the Predictability of Stock Market Volatility," Working Papers, University of Pretoria, Department of Economics, number 202162, Sep.
29. Salisu, Afees A. & Gupta, Rangan & Kim, Won Joong, 2022, "Exchange rate predictability with nine alternative models for BRICS countries," Journal of Macroeconomics, Elsevier, volume 71, issue C, DOI: 10.1016/j.jmacro.2021.103374.
    
    • Afees A. Salisu & Rangan Gupta & Won Joong Kim, 2021, "Exchange Rate Predictability with Nine Alternative Models for BRICS Countries," Working Papers, University of Pretoria, Department of Economics, number 202116, Feb.
30. Salisu, Afees A. & Gupta, Rangan & Ji, Qiang, 2022, "Forecasting oil prices over 150 years: The role of tail risks," Resources Policy, Elsevier, volume 75, issue C, DOI: 10.1016/j.resourpol.2021.102508.
    
    • Afees A. Salisu & Rangan Gupta & Qiang Ji, 2021, "Forecasting Oil Price over 150 Years: The Role of Tail Risks," Working Papers, University of Pretoria, Department of Economics, number 202120, Mar.
31. Salisu, Afees A. & Gupta, Rangan & Karmakar, Sayar & Das, Sonali, 2022, "Forecasting output growth of advanced economies over eight centuries: The role of gold market volatility as a proxy of global uncertainty," Resources Policy, Elsevier, volume 75, issue C, DOI: 10.1016/j.resourpol.2021.102527.
    
    • Afees A. Salisu & Rangan Gupta & Sayar Karmakar & Sonali Das, 2021, "Forecasting Output Growth of Advanced Economies Over Eight Centuries: The Role of Gold Market Volatility as a Proxy of Global Uncertainty," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2021_017, May.
    • Afees A. Salisu & Rangan Gupta & Sayar Karmakar & Sonali Das, 2021, "Forecasting Output Growth of Advanced Economies Over Eight Centuries: The Role of Gold Market Volatility as a Proxy of Global Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 202133, May.
32. Gupta, Rangan & Pierdzioch, Christian & Salisu, Afees A., 2022, "Oil-price uncertainty and the U.K. unemployment rate: A forecasting experiment with random forests using 150 years of data," Resources Policy, Elsevier, volume 77, issue C, DOI: 10.1016/j.resourpol.2022.102662.
    
    • Rangan Gupta & Christian Pierdzioch & Afees A. Salisu, 2020, "Oil-Price Uncertainty and the U.K. Unemployment Rate: A Forecasting Experiment with Random Forests Using 150 Years of Data," Working Papers, University of Pretoria, Department of Economics, number 202095, Oct.
33. Gupta, Rangan & Pierdzioch, Christian, 2022, "Climate risks and forecastability of the realized volatility of gold and other metal prices," Resources Policy, Elsevier, volume 77, issue C, DOI: 10.1016/j.resourpol.2022.102681.
    
    • Rangan Gupta & Christian Pierdzioch, 2021, "Climate Risks and Forecastability of the Realized Volatility of Gold and Other Metal Prices," Working Papers, University of Pretoria, Department of Economics, number 202172, Oct.
34. Salisu, Afees A. & Gupta, Rangan & Nel, Jacobus & Bouri, Elie, 2022, "The (Asymmetric) effect of El Niño and La Niña on gold and silver prices in a GVAR model," Resources Policy, Elsevier, volume 78, issue C, DOI: 10.1016/j.resourpol.2022.102897.
    
    • Afees A. Salisu & Rangan Gupta & Jacobus Nel & Elie Bouri, 2021, "The (Asymmetric) Effect of El Nino and La Nina on Gold and Silver Prices in a GVAR Model," Working Papers, University of Pretoria, Department of Economics, number 202132, Apr.
35. Balcilar, Mehmet & Gupta, Rangan & Nel, Jacobus, 2022, "Rare disaster risks and gold over 700 years: Evidence from nonparametric quantile regressions," Resources Policy, Elsevier, volume 79, issue C, DOI: 10.1016/j.resourpol.2022.103053.
    
    • Mehmet Balcilar & Rangan Gupta & Jacobus Nel, 2022, "Rare Disaster Risks and Gold over 700 Years: Evidence from Nonparametric Quantile Regressions," Working Papers, University of Pretoria, Department of Economics, number 202231, Jun.
36. Gkillas, Konstantinos & Bouri, Elie & Gupta, Rangan & Roubaud, David, 2022, "Spillovers in Higher-Order Moments of Crude Oil, Gold, and Bitcoin," The Quarterly Review of Economics and Finance, Elsevier, volume 84, issue C, pages 398-406, DOI: 10.1016/j.qref.2020.08.004.
    
    • Konstantinos Gkillas & Elie Bouri & Rangan Gupta & David Roubaud, 2020, "Spillovers in Higher-Order Moments of Crude Oil, Gold, and Bitcoin," Working Papers, University of Pretoria, Department of Economics, number 202068, Jul.
37. Salisu, Afees A. & Bouri, Elie & Gupta, Rangan, 2022, "Out-of-sample predictability of gold market volatility: The role of US Nonfarm Payroll," The Quarterly Review of Economics and Finance, Elsevier, volume 86, issue C, pages 482-488, DOI: 10.1016/j.qref.2022.05.004.
    
    • Afees A. Salisu & Elie Bouri & Rangan Gupta, 2021, "Out-of-Sample Predictability of Gold Market Volatility: The Role of US Nonfarm Payroll," Working Papers, University of Pretoria, Department of Economics, number 202143, Jun.
38. Salisu, Afees A. & Cuñado, Juncal & Gupta, Rangan, 2022, "Geopolitical risks and historical exchange rate volatility of the BRICS," International Review of Economics & Finance, Elsevier, volume 77, issue C, pages 179-190, DOI: 10.1016/j.iref.2021.09.017.
    
    • Afees A. Salisu & Juncal Cunado & Rangan Gupta, 2020, "Geopolitical Risks and Historical Exchange Rate Volatility of the BRICS," Working Papers, University of Pretoria, Department of Economics, number 2020105, Nov.
39. Edmond Berisha & David Gabauer & Rangan Gupta & Jacobus Nel, 2022, "Time-varying predictability of financial stress on inequality in United Kingdom," Journal of Economic Studies, Emerald Group Publishing Limited, volume 50, issue 5, pages 987-1007, August, DOI: 10.1108/JES-02-2022-0103.
    
    • Edmond Berisha & David Gabauer & Rangan Gupta & Jacobus Nel, 2020, "Time-Varying Predictability of Financial Stress on Inequality in United Kingdom," Working Papers, University of Pretoria, Department of Economics, number 202030, Apr.
40. Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch, 2022, "Oil-Price Uncertainty and International Stock Returns: Dissecting Quantile-Based Predictability and Spillover Effects Using More than a Century of Data," Energies, MDPI, volume 15, issue 22, pages 1-26, November.
    
    • Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch, 2022, "Oil-Price Uncertainty and International Stock Returns: Dissecting Quantile-Based Predictability and Spillover Effects Using More than a Century of Data," Working Papers, University of Pretoria, Department of Economics, number 202217, Mar.
41. Sisa Shiba & Juncal Cunado & Rangan Gupta, 2022, "Predictability of the Realised Volatility of International Stock Markets Amid Uncertainty Related to Infectious Diseases," JRFM, MDPI, volume 15, issue 1, pages 1-18, January.
    
    • Sisa Shiba & Juncal Cunado & Rangan Gupta, 2021, "Predictability of the Realised Volatility of International Stock Markets Amid Uncertainty Related to Infectious Diseases," Working Papers, University of Pretoria, Department of Economics, number 202181, Nov.
42. Sisa Shiba & Goodness C. Aye & Rangan Gupta & Samrat Goswami, 2022, "Forecastability of Agricultural Commodity Futures Realised Volatility with Daily Infectious Disease-Related Uncertainty," JRFM, MDPI, volume 15, issue 11, pages 1-15, November.
    
    • Sisa Shiba & Goodness C. Aye & Rangan Gupta & Samrat Goswami, 2022, "Forecastability of Agricultural Commodity Futures Realised Volatility with Daily Infectious Disease-Related Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 202249, Oct.
43. Afees A. Salisu & Rangan Gupta & Riza Demirer, 2022, "Oil Price Uncertainty Shocks and Global Equity Markets: Evidence from a GVAR Model," JRFM, MDPI, volume 15, issue 8, pages 1-26, August.
44. Xin Sheng & Rangan Gupta, 2022, "The State-Level Nonlinear Effects of Government Spending Shocks in the US: The Role of Partisan Conflict," Sustainability, MDPI, volume 14, issue 18, pages 1-9, September.
45. Rangan Gupta & Hardik A. Marfatia & Christian Pierdzioch & Afees A. Salisu, 2022, "Machine Learning Predictions of Housing Market Synchronization across US States: The Role of Uncertainty," The Journal of Real Estate Finance and Economics, Springer, volume 64, issue 4, pages 523-545, May, DOI: 10.1007/s11146-020-09813-1.
    
    • Rangan Gupta & Hardik A. Marfatia & Christian Pierdzioch & Afees A. Salisu, 2020, "Machine Learning Predictions of Housing Market Synchronization across US States: The Role of Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 202077, Aug.
46. Afees A. Salisu & Idris A. Adediran & Rangan Gupta, 2022, "A Note on the COVID-19 Shock and Real GDP in Emerging Economies," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 58, issue 1, pages 93-101, January, DOI: 10.1080/1540496X.2021.1981854.
47. Mehmet Balcilar & George Ike & Rangan Gupta, 2022, "The Role of Economic Policy Uncertainty in Predicting Output Growth in Emerging Markets: A Mixed-Frequency Granger Causality Approach," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 58, issue 4, pages 1008-1026, March, DOI: 10.1080/1540496X.2020.1860747.
    
    • Mehmet Balcilar & George Ike & Rangan Gupta, 2019, "The Role of Economic Policy Uncertainty in Predicting Output Growth in Emerging Markets: A Mixed-Frequency Granger Causality Approach," Working Papers, University of Pretoria, Department of Economics, number 201975, Oct.
48. Afees A. Salisu & Rangan Gupta, 2022, "Commodity Prices and Forecastability of International Stock Returns over a Century: Sentiments versus Fundamentals with Focus on South Africa," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 58, issue 9, pages 2620-2636, July, DOI: 10.1080/1540496X.2021.2007878.
49. Carolyn Chisadza & Matthew Clance & Rangan Gupta & Peter Wanke, 2022, "Uncertainty and tourism in Africa," Tourism Economics, , volume 28, issue 4, pages 964-978, June, DOI: 10.1177/1354816620969998.
    
    • Carolyn Chisadza & Matthew Clance & Rangan Gupta & Peter Wanke, 2020, "Uncertainty and Tourism in Africa," Working Papers, University of Pretoria, Department of Economics, number 202019, Feb.
50. Jorge Antunes & Rangan Gupta & Zinnia Mukherjee & Peter Wanke, 2022, "Information entropy, continuous improvement, and US energy performance: a novel stochastic-entropic analysis for ideal solutions (SEA-IS)," Annals of Operations Research, Springer, volume 313, issue 1, pages 289-318, June, DOI: 10.1007/s10479-021-04428-y.
    
    • Jorge Antunes & Rangan Gupta & Zinnia Mukherjee & Peter Wanke, 2020, "Information Entropy, Continuous Improvement, and US Energy Performance: A Novel Stochastic-Entropic Analysis for Ideal Solutions (SEA-IS)," Working Papers, University of Pretoria, Department of Economics, number 2020110, Dec.
51. Giorgio Canarella & Luis A. Gil-Alana & Rangan Gupta & Stephen M. Miller, 2022, "Globalization, long memory, and real interest rate convergence: a historical perspective," Empirical Economics, Springer, volume 63, issue 5, pages 2331-2355, November, DOI: 10.1007/s00181-022-02206-8.
    
    • Giorgio Canarella & Luis A. Gil-Alana & Rangan Gupta & Stephen M. Miller, 2020, "Globalization, Long Memory, and Real Interest Rate Convergence: A Historical Perspective," Working Papers, University of Pretoria, Department of Economics, number 2020106, Dec.
52. Xin Sheng & Rangan Gupta & Qiang Ji, 2022, "Forecasting charge-off rates with a panel Tobit model: the role of uncertainty," Applied Economics Letters, Taylor & Francis Journals, volume 29, issue 10, pages 927-931, June, DOI: 10.1080/13504851.2021.1898532.
    
    • Xin Sheng & Rangan Gupta & Qiang Ji, 2020, "Forecasting Charge-Off Rates with a Panel Tobit Model: The Role of Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 202092, Oct.
53. Elie Bouri & Rangan Gupta & Xuan Vinh Vo, 2022, "Jumps in Geopolitical Risk and the Cryptocurrency Market: The Singularity of Bitcoin," Defence and Peace Economics, Taylor & Francis Journals, volume 33, issue 2, pages 150-161, February, DOI: 10.1080/10242694.2020.1848285.
    
    • Elie Bouri & Rangan Gupta & Xuan Vinh Vo, 2020, "Jumps in Geopolitical Risk and the Cryptocurrency Market: The Singularity of Bitcoin," Working Papers, University of Pretoria, Department of Economics, number 202015, Feb.
54. Hardik A. Marfatia & Christophe André & Rangan Gupta, 2022, "Predicting Housing Market Sentiment: The Role of Financial, Macroeconomic and Real Estate Uncertainties," Journal of Behavioral Finance, Taylor & Francis Journals, volume 23, issue 2, pages 189-209, May, DOI: 10.1080/15427560.2020.1865354.
    
    • Hardik A. Marfatia & Christophe Andre & Rangan Gupta, 2020, "Predicting Housing Market Sentiment: The Role of Financial, Macroeconomic and Real Estate Uncertainties," Working Papers, University of Pretoria, Department of Economics, number 202061, Jun.
55. Petre Caraiani & Rangan Gupta & Chi Keung Marco Lau & Hardik A. Marfatia, 2022, "Effects of Conventional and Unconventional Monetary Policy Shocks on Housing Prices in the United States: The Role of Sentiment," Journal of Behavioral Finance, Taylor & Francis Journals, volume 23, issue 3, pages 241-261, July, DOI: 10.1080/15427560.2020.1865963.
    
    • Petre Caraiani & Rangan Gupta & Chi Keung Marco Lau & Hardik A. Marfatia, 2019, "Effects of Conventional and Unconventional Monetary Policy Shocks on Housing Prices in the United States: The Role of Sentiment," Working Papers, University of Pretoria, Department of Economics, number 201953, Jul.
56. Ruipeng Liu & Rangan Gupta, 2022, "Investors’ Uncertainty and Forecasting Stock Market Volatility," Journal of Behavioral Finance, Taylor & Francis Journals, volume 23, issue 3, pages 327-337, July, DOI: 10.1080/15427560.2020.1867551.
    
    • Ruipeng Liu & Rangan Gupta, 2020, "Investors' Uncertainty and Forecasting Stock Market Volatility," Working Papers, University of Pretoria, Department of Economics, number 202090, Sep.
57. Riza Demirer & Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch, 2022, "Risk aversion and the predictability of crude oil market volatility: A forecasting experiment with random forests," Journal of the Operational Research Society, Taylor & Francis Journals, volume 73, issue 8, pages 1755-1767, August, DOI: 10.1080/01605682.2021.1936668.
    
    • Riza Demirer & Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch, 2019, "Risk Aversion and the Predictability of Crude Oil Market Volatility: A Forecasting Experiment with Random Forests," Working Papers, University of Pretoria, Department of Economics, number 201972, Sep.
58. Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna, 2022, "A moving average heterogeneous autoregressive model for forecasting the realized volatility of the US stock market: Evidence from over a century of data," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 27, issue 1, pages 384-400, January, DOI: 10.1002/ijfe.2158.
    
    • Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna, 2019, "A Moving Average Heterogeneous Autoregressive Model for Forecasting the Realized Volatility of the US Stock Market: Evidence from Over a Century of Data," Working Papers, University of Pretoria, Department of Economics, number 201978, Nov.
59. David Gabauer & Sowmya Subramaniam & Rangan Gupta, 2022, "On the transmission mechanism of Asia‐Pacific yield curve characteristics," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 27, issue 1, pages 473-488, January, DOI: 10.1002/ijfe.2163.
    
    • Sowmya Subramaniam & David Gabauer & Rangan Gupta, 2018, "On the Transmission Mechanism of Asia-Pacific Yield Curve Characteristics," Working Papers, University of Pretoria, Department of Economics, number 201864, Oct.
60. Mehmet Balcilar & Edmond Berisha & Oğuzhan Çepni & Rangan Gupta, 2022, "The predictive power of the term spread on inequality in the United Kingdom: An empirical analysis," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 27, issue 2, pages 1979-1988, April, DOI: 10.1002/ijfe.2254.
    
    • Mehmet Balcilar & Edmond Berisha & Oguzhan Cepni & Rangan Gupta, 2019, "The Predictive Power of the Term Spread on Inequality in the United Kingdom: An Empirical Analysis," Working Papers, University of Pretoria, Department of Economics, number 201981, Nov.
61. Christina Christou & Ruthira Naraidoo & Rangan Gupta & Christis Hassapis, 2022, "Monetary policy reaction to uncertainty in Japan: Evidence from a quantile‐on‐quantile interest rate rule," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 27, issue 2, pages 2041-2053, April, DOI: 10.1002/ijfe.2258.
    
    • Christina Christou & Ruthira Naraidoo & Rangan Gupta & Christis Hassapis, 2019, "Monetary Policy Reaction to Uncertainty in Japan: Evidence from a Quantile-on-Quantile Interest Rate Rule," Working Papers, University of Pretoria, Department of Economics, number 201929, Apr.
62. Elie Bouri & Rangan Gupta & Shixuan Wang, 2022, "Nonlinear contagion between stock and real estate markets: International evidence from a local Gaussian correlation approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 27, issue 2, pages 2089-2109, April, DOI: 10.1002/ijfe.2261.
63. Hossein Hassani & Mohammad Reza Yeganegi & Rangan Gupta & Riza Demirer, 2022, "Forecasting stock market (realized) volatility in the United Kingdom: Is there a role of inequality?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 27, issue 2, pages 2146-2152, April, DOI: 10.1002/ijfe.2264.
64. Afees A. Salisu & Rangan Gupta & Elie Bouri & Qiang Ji, 2022, "Mixed‐frequency forecasting of crude oil volatility based on the information content of global economic conditions," Journal of Forecasting, John Wiley & Sons, Ltd., volume 41, issue 1, pages 134-157, January, DOI: 10.1002/for.2800.
65. Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2022, "Forecasting realized volatility of international REITs: The role of realized skewness and realized kurtosis," Journal of Forecasting, John Wiley & Sons, Ltd., volume 41, issue 2, pages 303-315, March, DOI: 10.1002/for.2813.
    
    • Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2021, "Forecasting Realized Volatility of International REITs: The Role of Realized Skewness and Realized Kurtosis," Working Papers, University of Pretoria, Department of Economics, number 202114, Feb.
66. Mehmet Balcilar & David Gabauer & Rangan Gupta & Christian Pierdzioch, 2022, "Uncertainty and forecastability of regional output growth in the UK: Evidence from machine learning," Journal of Forecasting, John Wiley & Sons, Ltd., volume 41, issue 6, pages 1049-1064, September, DOI: 10.1002/for.2851.
67. Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna & Mark E. Wohar, 2022, "Uncertainty and predictability of real housing returns in the United Kingdom: A regional analysis," Journal of Forecasting, John Wiley & Sons, Ltd., volume 41, issue 7, pages 1525-1556, November, DOI: 10.1002/for.2878.
    
    • Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna & Mark E. Wohar, 2021, "Uncertainty and Predictability of Real Housing Returns in the United Kingdom: A Regional Analysis," Working Papers, University of Pretoria, Department of Economics, number 202102, Jan.
68. Oguzhan Cepni & Riza Demirer & Rangan Gupta & Ahmet Sensoy, 2022, "Interest rate uncertainty and the predictability of bank revenues," Journal of Forecasting, John Wiley & Sons, Ltd., volume 41, issue 8, pages 1559-1569, December, DOI: 10.1002/for.2884.
    
    • Cepni, Oguzhan & Demirer, Riza & Gupta, Rangan & Sensoy, Ahmet, 2021, "Interest Rate Uncertainty and the Predictability of Bank Revenues," Working Papers, Copenhagen Business School, Department of Economics, number 2-2021, Jan.
    • Oguzhan Cepni & Riza Demirer & Rangan Gupta & Ahmet Sensoy, 2020, "Interest Rate Uncertainty and the Predictability of Bank Revenues," Working Papers, University of Pretoria, Department of Economics, number 202040, May.
69. Oguzhan Cepni & Rangan Gupta & Yigit Onay, 2022, "The role of investor sentiment in forecasting housing returns in China: A machine learning approach," Journal of Forecasting, John Wiley & Sons, Ltd., volume 41, issue 8, pages 1725-1740, December, DOI: 10.1002/for.2893.
    
    • Oguzhan Cepni & Rangan Gupta & Yigit Onay, 2020, "The Role of Investor Sentiment in Forecasting Housing Returns in China: A Machine Learning Approach," Working Papers, University of Pretoria, Department of Economics, number 202055, Jun.
70. Afees A. Salisu & Rangan Gupta & Riza Demirer, 2022, "A Note On Uncertainty Due To Infectious Diseases And Output Growth Of The United States: A Mixed-Frequency Forecasting Experiment," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 17, issue 02, pages 1-9, June, DOI: 10.1142/S2010495222500099.
    
    • Afees A. Salisu & Rangan Gupta & Riza Demirer, 2020, "A Note on Uncertainty due to Infectious Diseases and Output Growth of the United States: A Mixed-Frequency Forecasting Experiment," Working Papers, University of Pretoria, Department of Economics, number 202050, May.
71. Abdulnasser Hatemi-J & Mohamed A. Hajji & Elie Bouri & Rangan Gupta, 2022, "The Benefits of Diversification Between Bitcoin, Bonds, Equities and the US Dollar: A Matter of Portfolio Construction," Asia-Pacific Journal of Operational Research (APJOR), World Scientific Publishing Co. Pte. Ltd., volume 39, issue 04, pages 1-11, August, DOI: 10.1142/S0217595920400242.
    
    • Abdulnasser Hatemi-J & Mohamed A. Hajji & Elie Bouri & Rangan Gupta, 2019, "The Benefits of Diversification between Bitcoin, Bonds, Equities and the US Dollar: A Matter of Portfolio Construction," Working Papers, University of Pretoria, Department of Economics, number 201959, Aug.
72. Siphumlile Mangisa & Sonali Das & Rangan Gupta, 2022, "Analyzing The Impact Of Brexit On Global Uncertainty Using Functional Linear Regression With Point Of Impact: The Role Of Currency And Equity Markets," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 67, issue 04, pages 1377-1388, June, DOI: 10.1142/S0217590820460029.
    
    • Siphumlile Mangisa & Sonali Das & Rangan Gupta, 2020, "Analysing the Impact of Brexit on Global Uncertainty Using Functional Linear Regression with Point of Impact: The Role of Currency and Equity Markets," Working Papers, University of Pretoria, Department of Economics, number 202012, Jan.
73. Azam, Muhammad & Ftiti, Zied & Hunjra, Ahmed Imran & Louhichi, Wael & Verhoeven, Peter, 2022, "Do market-supporting institutions promote sustainable development? Evidence from developing economies," Economic Modelling, Elsevier, volume 116, issue C, DOI: 10.1016/j.econmod.2022.106023.
74. Hunjra, Ahmed Imran & Azam, Muhammad & Bruna, Maria Giuseppina & Verhoeven, Peter & Al-Faryan, Mamdouh Abdulaziz Saleh, 2022, "Sustainable development: The impact of political risk, macroeconomic policy uncertainty and ethnic conflict," International Review of Financial Analysis, Elsevier, volume 84, issue C, DOI: 10.1016/j.irfa.2022.102370.
75. Hewa-Wellalage, Nirosha & Boubaker, Sabri & Hunjra, Ahmed Imran & Verhoeven, Peter, 2022, "The gender gap in access to finance: Evidence from the COVID-19 pandemic," Finance Research Letters, Elsevier, volume 46, issue PA, DOI: 10.1016/j.frl.2021.102329.
    
    • N. Hewa-Wellalage & S. Boubaker & A.I. Hunjra & P. Verhoeven, 2022, "The Gender Gap in Access to Finance: Evidence from the COVID-19 Pandemic," Post-Print, HAL, number hal-04452673, DOI: 10.1016/j.frl.2021.102329.
76. Wellalage, Nirosha Hewa & Kumar, Vijay & Hunjra, Ahmed Imran & Al-Faryan, Mamdouh Abdulaziz Saleh, 2022, "Environmental performance and firm financing during COVID-19 outbreaks: Evidence from SMEs," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2021.102568.
77. Hunjra, Ahmed Imran & Azam, Muhammad & Bruna, Maria Giuseppina & Taskin, Dilvin, 2022, "Role of financial development for sustainable economic development in low middle income countries," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102793.
78. Azam, Muhammad & Younes, Ben Zaied & Hunjra, Ahmed Imran & Hussain, Nazim, 2022, "Integrated Spatial-Temporal decomposition analysis for life cycle assessment of carbon emission intensity change in various regions of China," Resources Policy, Elsevier, volume 79, issue C, DOI: 10.1016/j.resourpol.2022.103062.
79. Hunjra, Ahmed Imran & Islam, Faridul & Verhoeven, Peter & Hassan, M. Kabir, 2022, "The impact of a dual banking system on macroeconomic efficiency," Research in International Business and Finance, Elsevier, volume 61, issue C, DOI: 10.1016/j.ribaf.2022.101647.
80. Bhaskar, Ratikant & Hunjra, Ahmed Imran & Bansal, Shashank & Pandey, Dharen Kumar, 2022, "Central Bank Digital Currencies: Agendas for future research," Research in International Business and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.ribaf.2022.101737.
81. Aslam, Faheem & Hunjra, Ahmed Imran & Ftiti, Zied & Louhichi, Wael & Shams, Tahira, 2022, "Insurance fraud detection: Evidence from artificial intelligence and machine learning," Research in International Business and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.ribaf.2022.101744.
82. Ahmed Imran Hunjra & Fazal Muhammad & Saber Sebai, 2022, "The impact of real earnings management on corporate credit risk," Journal of Financial Reporting and Accounting, Emerald Group Publishing Limited, volume 21, issue 5, pages 1171-1187, February, DOI: 10.1108/JFRA-12-2021-0441.
    
    • Ahmed Imran Hunjra & Fazal Muhammad & Saber Sebai, 2023, "The impact of real earnings management on corporate credit risk," Post-Print, HAL, number hal-03633556, DOI: 10.1108/JFRA-12-2021-0441.
83. Rabie Said & Muhammad Ishaq Bhatti & Ahmed Imran Hunjra, 2022, "Toward Understanding Renewable Energy and Sustainable Development in Developing and Developed Economies: A Review," Energies, MDPI, volume 15, issue 15, pages 1-12, July.
84. Faheem Aslam & Ahmed Imran Hunjra & Tahar Tayachi & Peter Verhoeven & Yasir Tariq Mohmand, 2022, "Calendar Anomalies in Islamic Frontier Markets," SAGE Open, , volume 12, issue 2, pages 21582440221, May, DOI: 10.1177/21582440221097886.
85. João T. Jalles, 2022, "Do credit rating agencies reward fiscal prudence?," International Finance, Wiley Blackwell, volume 25, issue 1, pages 2-22, April, DOI: 10.1111/infi.12404.
86. António Afonso & José Alves & João Tovar Jalles, 2022, "To consolidate or not to consolidate? A multi-step analysis to assess needed fiscal sustainability," International Economics, CEPII research center, issue 172, pages 106-123.
    
    • Afonso, António & Alves, José & Jalles, João Tovar, 2022, "To consolidate or not to consolidate? A multi-step analysis to assess needed fiscal sustainability," International Economics, Elsevier, volume 172, issue C, pages 106-123, DOI: 10.1016/j.inteco.2022.09.005.
    • António Afonso & José Alves & João Tovar Jalles, 2022, "To Consolidate or Not to Consolidate? A Multi-Step Analysis to Assess Needed Fiscal Sustainability," CESifo Working Paper Series, CESifo, number 9618.
    • Antonio Afonso & Jose Alves & Joao Tovar Jalles, 2022, "To consolidate or not to consolidate? A multi-step analysis to assess needed fiscal sustainability," Working Papers, International Network for Economic Research - INFER, number 2022.02.
    • António Afonso & José Alves & João Tovar Jalles, 2022, "To consolidate or not to consolidate? A multi-step analysis to assess needed fiscal sustainability," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2022/0217, Mar.
87. Gupta, Sanjeev & Jalles, João Tovar, 2022, "Do tax reforms affect income distribution? Evidence from developing countries," Economic Modelling, Elsevier, volume 110, issue C, DOI: 10.1016/j.econmod.2022.105804.
88. Afonso, António & Alves, José & Jalles, João Tovar, 2022, "The (non-)Keynesian effects of fiscal austerity: New evidence from a large sample," Economic Systems, Elsevier, volume 46, issue 2, DOI: 10.1016/j.ecosys.2022.100981.
    
    • António Afonso & José Alves & João Tovar Jalles, 2021, "(Non-)Keynesian Effects of Fiscal Austerity: New Evidence from a Large Sample," EconPol Working Paper, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 55.
    • António Afonso & José Alves & João Tovar Jalles, 2021, "(Non-) Keynesian Effects of Fiscal Austerity: New Evidence from a large sample," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2021/0158, Jan.
89. Cevik, Serhan & Jalles, João Tovar, 2022, "This changes everything: Climate shocks and sovereign bonds⁎," Energy Economics, Elsevier, volume 107, issue C, DOI: 10.1016/j.eneco.2022.105856.
90. Afonso, António & Tovar Jalles, João & Venâncio, Ana, 2022, "Do financial markets reward government spending efficiency?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 77, issue C, DOI: 10.1016/j.intfin.2022.101505.
    
    • António Afonso & João Tovar Jalles & Ana Venâncio, 2021, "Do Financial Markets Reward Government Spending Efficiency?," EconPol Working Paper, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 62.
    • Antonio Afonso & Joao Tovar Jalles & Ana Venancio, 2021, "Do Financial Markets Reward Government Spending Efficiency?," Working Papers, International Network for Economic Research - INFER, number 2021.01.
    • António Afonso & João Tovar Jalles & Ana Venâncio, 2021, "Do Financial Markets Reward Government Spending Efficiency?," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2021/0166, Mar.
91. Afonso, António & Huart, Florence & Tovar Jalles, João & Stanek, Piotr, 2022, "Twin deficits revisited: A role for fiscal institutions?," Journal of International Money and Finance, Elsevier, volume 121, issue C, DOI: 10.1016/j.jimonfin.2021.102506.
    
    • António Afonso & Florence Huart & João Tovar Jalles & Piotr Stanek, 2022, "Twin deficits revisited: A role for fiscal institutions?," Post-Print, HAL, number hal-03702590, Mar, DOI: 10.1016/j.jimonfin.2021.102506.
    • António Afonso & Florence Huart & João Tovar Jalles & Piotr Stanek, 2018, "Twin Deficits Revisited: a role for fiscal institutions?," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2018/31, Mar.
92. Duval, Romain & Furceri, Davide & Tovar Jalles, João, 2022, "Labor and product market reforms and external Imbalances: Evidence from advanced economies," Journal of International Money and Finance, Elsevier, volume 121, issue C, DOI: 10.1016/j.jimonfin.2021.102513.
    
    • Mr. Romain A Duval & Davide Furceri & João Tovar Jalles, 2021, "Labor and Product Market Reforms and External Imbalances: Evidence from Advanced Economies," IMF Working Papers, International Monetary Fund, number 2021/054, Feb.
93. Cohen, Gail & Jalles, Joao Tovar & Loungani, Prakash & Pizzuto, Pietro, 2022, "Trends and cycles in CO2 emissions and incomes: Cross-country evidence on decoupling," Journal of Macroeconomics, Elsevier, volume 71, issue C, DOI: 10.1016/j.jmacro.2022.103397.
94. Joao Tovar Jalles, 2022, "Emissions and Output: Evidence of Decoupling from Brazil," Journal of Developing Areas, Tennessee State University, College of Business, volume 56, issue 4, pages 43-64, October–D.
95. Sanjeev Gupta & João Tovar Jalles & Jianhong Liu, 2022, "Tax Buoyancy in Sub-Saharan Africa and its Determinants," International Tax and Public Finance, Springer;International Institute of Public Finance, volume 29, issue 4, pages 890-921, August, DOI: 10.1007/s10797-021-09694-x.
96. Serhan Cevik & João Tovar Jalles, 2022, "An Apocalypse Foretold: Climate Shocks and Sovereign Defaults," Open Economies Review, Springer, volume 33, issue 1, pages 89-108, February, DOI: 10.1007/s11079-021-09624-8.
    
    • Mr. Serhan Cevik & João Tovar Jalles, 2020, "An Apocalypse Foretold: Climate Shocks and Sovereign Defaults," IMF Working Papers, International Monetary Fund, number 2020/231, Nov.
97. Sangyup Choi & Davide Furceri & João Tovar Jalles, 2022, "Heterogeneous gains from countercyclical fiscal policy: new evidence from international industry-level data
    [Optimal investment with costly reversibility]," Oxford Economic Papers, Oxford University Press, volume 74, issue 3, pages 773-804.
    
    • Sangyup Choi & Davide Furceri & João Tovar Jalles, 2020, "Heterogenous Gains from Countercyclical Fiscal Policy: New Evidence from International Industry-level Data," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2020_015, Jul.
    • Sangyup Choi & Davide Furceri & João Tovar Jalles, 2020, "Heterogenous Gains from Countercyclical Fiscal Policy: New Evidence from International Industry-level Data," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2020rwp-176, Jul.
98. João Tovar Jalles & Georgios Karras, 2022, "Private and public consumption: substitutes or complements?
    [Temporary and permanent government spending in an open economy]," Oxford Economic Papers, Oxford University Press, volume 74, issue 3, pages 805-819.
99. Sanjeev Gupta & João Tovar Jalles, 2022, "Can COVID-19 induce governments to implement tax reforms in developing countries?," Applied Economics, Taylor & Francis Journals, volume 54, issue 20, pages 2288-2301, April, DOI: 10.1080/00036846.2021.1987380.
    
    • Sanjeev Gupta & João Tovar Jalles, 2021, "Can COVID-19 Induce Governments to Implement Tax Reforms in Developing Countries?," Working Papers, Center for Global Development, number 567, Mar.
    • Sanjeev Gupta & João Tovar Jalles, 2021, "Can Covid-19 Induce Governments to Implement Tax Reforms in Developing Countries?," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2021/0168, Mar.
100. Long Hai Vo & Thai‐Ha Le, 2022, "COVID‐19 test‐kit trade and trade policy: Implications for developing countries," The World Economy, Wiley Blackwell, volume 45, issue 10, pages 3246-3268, October, DOI: 10.1111/twec.13276.
101. Le, Thai-Ha & Bui, Manh-Tien & Uddin, Gazi Salah, 2022, "Economic and social impacts of conflict: A cross-country analysis," Economic Modelling, Elsevier, volume 115, issue C, DOI: 10.1016/j.econmod.2022.105980.
102. Thai-Ha Le & Long Hai Vo & Farhad Taghizadeh-Hesary, 2022, "A study on the nonlinear dynamics of ASEAN financial integration," Journal of Asian Business and Economic Studies, Emerald Group Publishing Limited, volume 31, issue 1, pages 2-14, November, DOI: 10.1108/JABES-03-2022-0040.
103. Mantu Kumar Mahalik & Thai-Ha Le & Ha-Chi Le & Sushree Subhadra, 2022, "Does Higher Education Level Matter for The Reduction of Non-Renewable Energy Demand? Insights from the World’s Largest Greenhouse Gas Emitters," Journal of Economic Development, The Economic Research Institute, Chung-Ang University, volume 47, issue 3, pages 29-56.
104. Binh Nguyen Quang & Thai‐Ha Le & Canh Nguyen Phuc, 2022, "Influences of uncertainty on the returns and liquidity of cryptocurrencies: Evidence from a portfolio approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 27, issue 2, pages 2497-2513, April, DOI: 10.1002/ijfe.2283.
105. Thai-Ha Le & Youngho Chang & Donghyun Park, 2022, "Oil Price Fluctuations And Energy Commodity Prices: An Analysis Of Asymmetric Effects," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 67, issue 06, pages 1811-1833, December, DOI: 10.1142/S021759082050037X.
106. Yuting Cui & Raphael Lissillour & Juraj Chebeň & Drahoslav Lančarič & Chunlin Duan, 2022, "The position of financial prudence, social influence, and environmental satisfaction in the sustainable consumption behavioural model: Cross‐market intergenerational investigation during the Covid‐19 pandemic," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, volume 29, issue 4, pages 996-1020, July, DOI: 10.1002/csr.2250.
107. Vu, Khoa & Vuong, Nguyen Dinh Tuan & Vu-Thanh, Tu-Anh & Nguyen, Anh Ngoc, 2022, "Income shock and food insecurity prediction Vietnam under the pandemic," World Development, Elsevier, volume 153, issue C, DOI: 10.1016/j.worlddev.2022.105838.
108. Hung Quang Doan & Nam Hoang Vu & Binh Tran-Nam & Ngoc-Anh Nguyen, 2022, "Effects of tax administration corruption on innovation inputs and outputs: evidence from small and medium sized enterprises in Vietnam," Empirical Economics, Springer, volume 62, issue 4, pages 1773-1800, April, DOI: 10.1007/s00181-021-02072-w.
109. Hanh Song Thi Pham & Anh Ngoc Nguyen & Andrew Johnston, 2022, "Economic policies and technological development of Vietnam’s electronics industry," Journal of the Asia Pacific Economy, Taylor & Francis Journals, volume 27, issue 2, pages 248-269, April, DOI: 10.1080/13547860.2020.1809055.
110. Betton, Sandra & El Meslmani, Nabil & Switzer, Lorne N., 2022, "Volatility of implied volatility and mergers and acquisitions," Journal of Corporate Finance, Elsevier, volume 75, issue C, DOI: 10.1016/j.jcorpfin.2022.102243.
111. Switzer, Lorne N. & El Meslmani, Nabil & Zhai, Xinkai, 2022, "IPO performance and the size effect: Evidence for the US and Canada," The North American Journal of Economics and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.najef.2022.101744.
112. Ajirloo, Bahman Fathi & Switzer, Lorne N., 2022, "Self-disclosed peer effects on corporate capital structure," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 78, issue C, DOI: 10.1016/j.intfin.2022.101562.
113. Hervé Tiffon, 2022, "Thomas Michaud (2022), De la fiction à l’innovation. Ces visionnaires qui ont changé le monde , Magna Carta, Paris, Editions Le Manuscrit, 258 p," Innovations, De Boeck Université, volume 0, issue 3, pages 241-246.
114. Ellie Papavasiliou & Nikolas Topaloglou & Georgios Tsomidis, 2022, "Investors’ Behavior in Alternative Asset Classes," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, volume 72, issue 3-4, pages 3-55, July-Dece.
115. Mehmet Pinar & Thanasis Stengos & Nikolas Topaloglou, 2022, "Stochastic dominance spanning and augmenting the human development index with institutional quality," Annals of Operations Research, Springer, volume 315, issue 1, pages 341-369, August, DOI: 10.1007/s10479-022-04656-w.
116. Sofia Anyfantaki & Esfandiar Maasoumi & Jue Ren & Nikolas Topaloglou, 2022, "Evidence of Uniform Inefficiency in Market Portfolios Based on Dominance Tests," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 40, issue 3, pages 937-949, June, DOI: 10.1080/07350015.2021.1888741.
117. Jose Arreola Hernandez & Sang Hoon Kang & Seong‐Min Yoon, 2022, "Nonlinear spillover and portfolio allocation characteristics of energy equity sectors: Evidence from the United States and Canada," Review of International Economics, Wiley Blackwell, volume 30, issue 1, pages 1-33, February, DOI: 10.1111/roie.12553.
118. Tian, Maoxi & Alshater, Muneer M. & Yoon, Seong-Min, 2022, "Dynamic risk spillovers from oil to stock markets: Fresh evidence from GARCH copula quantile regression-based CoVaR model," Energy Economics, Elsevier, volume 115, issue C, DOI: 10.1016/j.eneco.2022.106341.
119. Hanif, Waqas & Areola Hernandez, Jose & Troster, Victor & Kang, Sang Hoon & Yoon, Seong-Min, 2022, "Nonlinear dependence and spillovers between cryptocurrency and global/regional equity markets," Pacific-Basin Finance Journal, Elsevier, volume 74, issue C, DOI: 10.1016/j.pacfin.2022.101822.
120. Yoon, Seong-Min, 2022, "On the interdependence between biofuel, fossil fuel and agricultural food prices: Evidence from quantile tests," Renewable Energy, Elsevier, volume 199, issue C, pages 536-545, DOI: 10.1016/j.renene.2022.08.136.
121. Samia Nasreen & Aviral Kumar Tiwari & Zhuhua Jiang & Seong-Min Yoon, 2022, "Dependence Structure between Bitcoin and Economic Policy Uncertainty: Evidence from Time–Frequency Quantile-Dependence Methods," IJFS, MDPI, volume 10, issue 3, pages 1-14, July.
122. Zhuhua Jiang & Chizheng Miao & Jose Arreola Hernandez & Seong-Min Yoon, 2022, "Effect of Increasing Import Competition from China on the Local Labor Market: Evidence from Sweden," Sustainability, MDPI, volume 14, issue 5, pages 1-18, February.
123. Jose Arreola Hernandez & Sang Hoon Kang & Seong-Min Yoon, 2022, "Spillovers and portfolio optimization of precious metals and global/regional equity markets," Applied Economics, Taylor & Francis Journals, volume 54, issue 20, pages 2320-2342, April, DOI: 10.1080/00036846.2021.1988889.
124. Ki-Hong Choi & Sang Hoon Kang & Seong-Min Yoon, 2022, "Herding behaviour in Korea’s cryptocurrency market," Applied Economics, Taylor & Francis Journals, volume 54, issue 24, pages 2795-2809, May, DOI: 10.1080/00036846.2021.1998335.
125. Ahmed BenSaïda & Jose Arreola Hernandez & Houda Litimi & Seong-Min Yoon, 2022, "The influence of oil, gold and stock market index on US equity sectors," Applied Economics, Taylor & Francis Journals, volume 54, issue 6, pages 719-732, February, DOI: 10.1080/00036846.2021.1969001.
126. Jose Arreola Hernandez & Sang Hoon Kang & Seong‐Min Yoon, 2022, "Interdependence and portfolio optimisation of bank equity returns from developed and emerging Europe," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 27, issue 1, pages 678-696, January, DOI: 10.1002/ijfe.2174.

2021

1. Ben Lahouel, Béchir & Taleb, Lotfi & Ben Zaied, Younes & Managi, Shunsuke, 2021, "Does ICT change the relationship between total factor productivity and CO2 emissions? Evidence based on a nonlinear model," Energy Economics, Elsevier, volume 101, issue C, DOI: 10.1016/j.eneco.2021.105406.
2. Yousfi, Mohamed & Ben Zaied, Younes & Ben Cheikh, Nidhaleddine & Ben Lahouel, Béchir & Bouzgarrou, Houssem, 2021, "Effects of the COVID-19 pandemic on the US stock market and uncertainty: A comparative assessment between the first and second waves," Technological Forecasting and Social Change, Elsevier, volume 167, issue C, DOI: 10.1016/j.techfore.2021.120710.
3. Younes Ben Zaied & Béchir Ben Lahouel, 2021, "Does environmental CSR performance matter for corporate financial performance? Evidence from panel quantile regression," Economics Bulletin, AccessEcon, volume 41, issue 3, pages 938-951.
4. Bonato, Matteo & Gkillas, Konstantinos & Gupta, Rangan & Pierdzioch, Christian, 2021, "A note on investor happiness and the predictability of realized volatility of gold," Finance Research Letters, Elsevier, volume 39, issue C, DOI: 10.1016/j.frl.2020.101614.
   
   • Matteo Bonato & Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch, 2020, "A Note on Investor Happiness and the Predictability of Realized Volatility of Gold," Working Papers, University of Pretoria, Department of Economics, number 202004, Jan.
5. Aouani, Zaier & Chateauneuf, Alain & Ventura, Caroline, 2021, "Propensity for hedging and ambiguity aversion," Journal of Mathematical Economics, Elsevier, volume 97, issue C, DOI: 10.1016/j.jmateco.2021.102543.
   
   • Zaier Aouani & Alain Chateauneuf & Caroline Ventura, 2021, "Propensity for hedging and ambiguity aversion," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-03330739, Dec, DOI: 10.1016/j.jmateco.2021.102543.
   • Zaier Aouani & Alain Chateauneuf & Caroline Ventura, 2021, "Propensity for hedging and ambiguity aversion," Post-Print, HAL, number hal-03330739, Dec, DOI: 10.1016/j.jmateco.2021.102543.
   • Zaier Aouani & Alain Chateauneuf & Caroline Ventura, 2021, "Propensity for hedging and ambiguity aversion," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-03330739, Dec, DOI: 10.1016/j.jmateco.2021.102543.
6. Sinem Bas & Philippe Bich & Alain Chateauneuf, 2021, "Multidimensional inequalities and generalized quantile functions," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 71, issue 2, pages 375-409, March, DOI: 10.1007/s00199-020-01253-5.
   
   • Sinem Bas & Philippe Bich & Alain Chateauneuf, 2016, "Multidimensional inequalities and generalized quantile functions," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-01313118, May.
   • Sinem Bas & Philippe Bich & Alain Chateauneuf, 2021, "Multidimensional inequalities and generalized quantile functions," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-03029860, Mar, DOI: 10.1007/s00199-020-01253-5.
   • Sinem Bas & Philippe Bich & Alain Chateauneuf, 2021, "Multidimensional inequalities and generalized quantile functions," Post-Print, HAL, number halshs-03029860, Mar, DOI: 10.1007/s00199-020-01253-5.
   • Sinem Bas & Philippe Bich & Alain Chateauneuf, 2021, "Multidimensional inequalities and generalized quantile functions," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-03029860, Mar, DOI: 10.1007/s00199-020-01253-5.
   • Sinem Bas & Philippe Bich & Alain Chateauneuf, 2016, "Multidimensional inequalities and generalized quantile functions," Working Papers, HAL, number hal-01313118, May.
7. Sahbi Farhani & Mohamed Kadria & Yosr Guirat, 2021, "The Role of Energy and Environmental Quality in Exploring the Economic Sustainability: A New Appraisal in the Context of North African Countries," Sustainability, MDPI, volume 13, issue 24, pages 1-17, December.
8. Mohamed Kadria & Sahbi Farhani & Yosr Guirat, 2021, "Investigating the Relationships between Renewable Energy Consumption, Socio-Economic Factors and Health: A PVAR Analysis from MENA Net Oil Importing Countries," Sustainability, MDPI, volume 14, issue 1, pages 1-11, December.
9. Aviral Kumar Tiwari & Micheal Kofi Boachie & Rangan Gupta, 2021, "Network Analysis of Economic and Financial Uncertainties in Advanced Economies: Evidence from Graph-Theory," Advances in Decision Sciences, Asia University, Taiwan, volume 25, issue 1, pages 188-215, March.
   
   • Aviral Kumar Tiwari & Micheal Kofi Boachie & Rangan Gupta, 2019, "Network Analysis of Economic and Financial Uncertainties in Advanced Economies: Evidence from Graph-Theory," Working Papers, University of Pretoria, Department of Economics, number 201982, Dec.
10. Selçuk Gül & Rangan Gupta, 2021, "Time‐varying impact of global, region‐, and country‐specific uncertainties on the volatility of international trade," Contemporary Economic Policy, Western Economic Association International, volume 39, issue 4, pages 691-700, October, DOI: 10.1111/coep.12517.
11. Rangan Gupta & Patrick Kanda & Mark E. Wohar, 2021, "Predicting Stock Market Movements in the United States: The Role of Presidential Approval Ratings," International Review of Finance, International Review of Finance Ltd., volume 21, issue 1, pages 324-335, March, DOI: 10.1111/irfi.12258.
    
    • Rangan Gupta & Patrick Kanda & Mark E. Wohar, 2018, "Predicting Stock Market Movements in the United States: The Role of Presidential Approval Ratings," Working Papers, University of Pretoria, Department of Economics, number 201830, May.
12. Oğuzhan Çepni & Rangan Gupta & Mark E. Wohar, 2021, "Variants of consumption‐wealth ratios and predictability of U.S. government bond risk premia," International Review of Finance, International Review of Finance Ltd., volume 21, issue 2, pages 661-674, June, DOI: 10.1111/irfi.12283.
13. Petre Caraiani & Adrian C. Călin & Rangan Gupta, 2021, "Monetary policy and bubbles in US REITs," International Review of Finance, International Review of Finance Ltd., volume 21, issue 2, pages 675-687, June, DOI: 10.1111/irfi.12284.
    
    • Petre Caraiani & Adrian Cantemir Călin & Rangan Gupta, 2018, "Monetary Policy and Bubbles in US REITs," Working Papers, University of Pretoria, Department of Economics, number 201845, Jul.
14. Mehmet Balcilar & Rangan Gupta & Wei Ma & Philton Makena, 2021, "Income inequality and economic growth: A re‐examination of theory and evidence," Review of Development Economics, Wiley Blackwell, volume 25, issue 2, pages 737-757, May, DOI: 10.1111/rode.12754.
    
    • Mehmet Balcilar & Rangan Gupta & Wei Ma & Philton Makena, 2018, "Income Inequality and Economic Growth: A Re-Examination of Theory and Evidence," Working Papers, University of Pretoria, Department of Economics, number 201844, Jul.
15. Boubaker Heni & Canarella Giorgio & Gupta Rangan & Miller Stephen M., 2021, "Long-memory modeling and forecasting: evidence from the U.S. historical series of inflation," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 25, issue 5, pages 289-310, December, DOI: 10.1515/snde-2018-0116.
    
    • Heni Boubaker & Giorgio Canarella & Rangan Gupta & Stephen M. Miller, 2018, "Long-Memory Modeling and Forecasting: Evidence from the U.S. Historical Series of Inflation," Working Papers, University of Pretoria, Department of Economics, number 201869, Nov.
16. Nikolaos Antonakakis & Christina Christou & Luis A. Gil-Alana & Rangan Gupta, 2021, "Inflation-targeting and inflation volatility: International evidence from the cosine-squared cepstrum," International Economics, CEPII research center, issue 167, pages 29-38.
    
    • Antonakakis, Nikolaos & Christou, Christina & Gil-Alana, Luis A. & Gupta, Rangan, 2021, "Inflation-targeting and inflation volatility: International evidence from the cosine-squared cepstrum," International Economics, Elsevier, volume 167, issue C, pages 29-38, DOI: 10.1016/j.inteco.2021.05.004.
17. Elie Bouri & Rangan Gupta & Chi keung marco Lau & David Roubaud, 2021, "Risk aversion and Bitcoin returns in extreme quantiles," Economics Bulletin, AccessEcon, volume 41, issue 3, pages 1374-1386.
18. Bouri, Elie & Gabauer, David & Gupta, Rangan & Tiwari, Aviral Kumar, 2021, "Volatility connectedness of major cryptocurrencies: The role of investor happiness," Journal of Behavioral and Experimental Finance, Elsevier, volume 30, issue C, DOI: 10.1016/j.jbef.2021.100463.
    
    • Elie Bouri & David Gabauer & Rangan Gupta & Aviral Kumar Tiwari, 2020, "Volatility Connectedness of Major Cryptocurrencies: The Role of Investor Happiness," Working Papers, University of Pretoria, Department of Economics, number 202059, Jun.
19. Zhang, Yue-Jun & Bouri, Elie & Gupta, Rangan & Ma, Shu-Jiao, 2021, "Risk spillover between Bitcoin and conventional financial markets: An expectile-based approach," The North American Journal of Economics and Finance, Elsevier, volume 55, issue C, DOI: 10.1016/j.najef.2020.101296.
    
    • Yue-Jun Zhang & Elie Bouri & Shu-Jiao Ma & Rangan Gupta, 2020, "Risk Spillover between Bitcoin and Conventional Financial Markets: An Expectile-Based Approach," Working Papers, University of Pretoria, Department of Economics, number 202027, Mar.
20. Caporin, Massimiliano & Gupta, Rangan & Ravazzolo, Francesco, 2021, "Contagion between real estate and financial markets: A Bayesian quantile-on-quantile approach," The North American Journal of Economics and Finance, Elsevier, volume 55, issue C, DOI: 10.1016/j.najef.2020.101347.
    
    • Massimiliano Caporin & Rangan Gupta & Francesco Ravazzolo, 2019, "Contagion between Real Estate and Financial Markets: A Bayesian Quantile-on-Quantile Approach," BEMPS - Bozen Economics & Management Paper Series, Faculty of Economics and Management at the Free University of Bozen, number BEMPS61, Feb.
    • Massimiliano Caporin & Rangan Gupta & Francesco Ravazzolo, 2019, "Contagion between Real Estate and Financial Markets: A Bayesian Quantile-on-Quantile Approach," Working Papers, University of Pretoria, Department of Economics, number 201913, Feb.
21. Sheng, Xin & Marfatia, Hardik A. & Gupta, Rangan & Ji, Qiang, 2021, "House price synchronization across the US states: The role of structural oil shocks," The North American Journal of Economics and Finance, Elsevier, volume 56, issue C, DOI: 10.1016/j.najef.2021.101372.
    
    • Xin Sheng & Hardik A. Marfatia & Rangan Gupta & Qiang Ji, 2020, "House Price Synchronization across the US States: The Role of Structural Oil Shocks," Working Papers, University of Pretoria, Department of Economics, number 202076, Aug.
22. Plastun, Alex & Sibande, Xolani & Gupta, Rangan & Wohar, Mark E., 2021, "Evolution of price effects after one-day abnormal returns in the US stock market," The North American Journal of Economics and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.najef.2021.101405.
    
    • Alex Plastun & Xolani Sibande & Rangan Gupta & Mark E. Wohar, 2020, "Evolution of Price Effects After One-Day of Abnormal Returns in the US Stock Market," Working Papers, University of Pretoria, Department of Economics, number 202016, Feb.
23. Christou, Christina & Gupta, Rangan & Jawadi, Fredj, 2021, "Does inequality help in forecasting equity premium in a panel of G7 countries?," The North American Journal of Economics and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.najef.2021.101456.
    
    • Christina Christou & Rangan Gupta & Fredj Jawadi, 2021, "Does inequality help in forecasting equity premium in a panel of G7 countries?," Post-Print, HAL, number hal-04478772, Jul, DOI: 10.1016/j.najef.2021.101456.
    • Christina Christou & Rangan Gupta & Fredj Jawadi, 2017, "Does Inequality Help in Forecasting Equity Premium in a Panel of G7 Countries?," Working Papers, University of Pretoria, Department of Economics, number 201720, Mar.
24. Cepni, Oguzhan & Gupta, Rangan, 2021, "Time-varying impact of monetary policy shocks on US stock returns: The role of investor sentiment," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101550.
    
    • Oguzhan Cepni & Rangan Gupta, 2020, "Time-Varying Impact of Monetary Policy Shocks on U.S. Stock Returns: The Role of Investor Sentiment," Working Papers, University of Pretoria, Department of Economics, number 202039, May.
25. Karmakar, Sayar & Demirer, Riza & Gupta, Rangan, 2021, "Bitcoin mining activity and volatility dynamics in the power market," Economics Letters, Elsevier, volume 209, issue C, DOI: 10.1016/j.econlet.2021.110111.
    
    • Sayar Karmakar & Riza Demirer & Rangan Gupta, 2021, "Bitcoin Mining Activity and Volatility Dynamics in the Power Market," Working Papers, University of Pretoria, Department of Economics, number 202166, Sep.
26. Bonato, Matteo & Çepni, Oğuzhan & Gupta, Rangan & Pierdzioch, Christian, 2021, "Do oil-price shocks predict the realized variance of U.S. REITs?," Energy Economics, Elsevier, volume 104, issue C, DOI: 10.1016/j.eneco.2021.105689.
    
    • Matteo Bonato & Rangan Gupta & Christian Pierdzioch, 2020, "Do Oil-Price Shocks Predict the Realized Variance of U.S. REITs?," Working Papers, University of Pretoria, Department of Economics, number 2020100, Nov.
27. Gkillas, Konstantinos & Gupta, Rangan & Pierdzioch, Christian & Yoon, Seong-Min, 2021, "OPEC news and jumps in the oil market," Energy Economics, Elsevier, volume 96, issue C, DOI: 10.1016/j.eneco.2021.105096.
    
    • Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch & Seong-Min Yoon, 2020, "OPEC News and Jumps in the Oil Market," Working Papers, University of Pretoria, Department of Economics, number 202053, Jun.
28. Berisha, Edmond & Chisadza, Carolyn & Clance, Matthew & Gupta, Rangan, 2021, "Income inequality and oil resources: Panel evidence from the United States," Energy Policy, Elsevier, volume 159, issue C, DOI: 10.1016/j.enpol.2021.112603.
    
    • Edmond Berisha & Carolyn Chisadza & Matthew Clance & Rangan Gupta, 2020, "Income Inequality and Oil Resources: Panel Evidence from the United States," Working Papers, University of Pretoria, Department of Economics, number 2020103, Nov.
29. Tiwari, Aviral Kumar & Boachie, Micheal Kofi & Suleman, Muhammed Tahir & Gupta, Rangan, 2021, "Structure dependence between oil and agricultural commodities returns: The role of geopolitical risks," Energy, Elsevier, volume 219, issue C, DOI: 10.1016/j.energy.2020.119584.
    
    • Aviral Kumar Tiwari & Micheal Kofi Boachie & Tahir Suleman & Rangan Gupta, 2020, "Structure Dependence between Oil and Agricultural Commodities Returns: The Role of Geopolitical Risks," Working Papers, University of Pretoria, Department of Economics, number 202079, Aug.
30. Salisu, Afees A. & Pierdzioch, Christian & Gupta, Rangan, 2021, "Geopolitical risk and forecastability of tail risk in the oil market: Evidence from over a century of monthly data," Energy, Elsevier, volume 235, issue C, DOI: 10.1016/j.energy.2021.121333.
    
    • Afees A. Salisu & Christian Pierdzioch & Rangan Gupta, 2021, "Geopolitical Risk and Forecastability of Tail Risk in the Oil Market: Evidence from Over a Century of Monthly Data," Working Papers, University of Pretoria, Department of Economics, number 202122, Mar.
31. Bouri, Elie & Cepni, Oguzhan & Gabauer, David & Gupta, Rangan, 2021, "Return connectedness across asset classes around the COVID-19 outbreak," International Review of Financial Analysis, Elsevier, volume 73, issue C, DOI: 10.1016/j.irfa.2020.101646.
    
    • Elie Bouri & Oguzhan Cepni & David Gabauer & Rangan Gupta, 2020, "Return Connectedness across Asset Classes around the COVID-19 Outbreak," Working Papers, University of Pretoria, Department of Economics, number 202047, May.
32. Bouri, Elie & Gupta, Rangan, 2021, "Predicting Bitcoin returns: Comparing the roles of newspaper- and internet search-based measures of uncertainty," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2019.101398.
    
    • Elie Bouri & Rangan Gupta, 2019, "Predicting Bitcoin Returns: Comparing the Roles of Newspaper- and Internet Search-Based Measures of Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 201955, Jul.
33. Bouri, Elie & Demirer, Riza & Gupta, Rangan & Wohar, Mark E., 2021, "Gold, platinum and the predictability of bond risk premia," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101490.
    
    • Elie Bouri & Riza Demirer & Rangan Gupta & Mark E. Wohar, 2019, "Gold, Platinum and the Predictability of Bond Risk Premia," Working Papers, University of Pretoria, Department of Economics, number 201967, Aug.
34. Shahzad, Syed Jawad Hussain & Kyei, Clement Kweku & Gupta, Rangan & Olson, Eric, 2021, "Investor sentiment and dollar-pound exchange rate returns: Evidence from over a century of data using a cross-quantilogram approach," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101504.
    
    • Syed Jawad Hussain Shahzad & Clement Kweku Kyei & Rangan Gupta & Eric Olson, 2020, "Investor Sentiment and Dollar-Pound Exchange Rate Returns: Evidence from Over a Century of Data Using a Cross-Quantilogram Approach," Working Papers, University of Pretoria, Department of Economics, number 202008, Jan.
35. Gupta, Rangan & Sheng, Xin & Balcilar, Mehmet & Ji, Qiang, 2021, "Time-varying impact of pandemics on global output growth," Finance Research Letters, Elsevier, volume 41, issue C, DOI: 10.1016/j.frl.2020.101823.
    
    • Rangan Gupta & Xin Sheng & Mehmet Balcilar & Qiang Ji, 2020, "Time-Varying Impact of Pandemics on Global Output Growth," Working Papers, University of Pretoria, Department of Economics, number 202062, Jul.
36. Bouri, Elie & Gupta, Rangan & Majumdar, Anandamayee & Subramaniam, Sowmya, 2021, "Time-varying risk aversion and forecastability of the US term structure of interest rates," Finance Research Letters, Elsevier, volume 42, issue C, DOI: 10.1016/j.frl.2021.101924.
    
    • Elie Bouri & Rangan Gupta & Anandamayee Majumdar & Sowmya Subramaniam, 2020, "Time-Varying Risk Aversion and Forecastability of the US Term Structure of Interest Rates," Working Papers, University of Pretoria, Department of Economics, number 202098, Oct.
37. André, Christophe & Gabauer, David & Gupta, Rangan, 2021, "Time-varying spillovers between housing sentiment and housing market in the United States☆," Finance Research Letters, Elsevier, volume 42, issue C, DOI: 10.1016/j.frl.2021.101925.
38. Bouri, Elie & Gkillas, Konstantinos & Gupta, Rangan & Pierdzioch, Christian, 2021, "Forecasting power of infectious diseases-related uncertainty for gold realized variance," Finance Research Letters, Elsevier, volume 42, issue C, DOI: 10.1016/j.frl.2021.101936.
39. Wang, Shixuan & Gupta, Rangan & Zhang, Yue-Jun, 2021, "Bear, Bull, Sidewalk, and Crash: The Evolution of the US Stock Market Using Over a Century of Daily Data," Finance Research Letters, Elsevier, volume 43, issue C, DOI: 10.1016/j.frl.2021.101998.
    
    • Shixuan Wang & Rangan Gupta & Yue-Jun Zhang, 2020, "Bear, Bull, Sidewalk, and Crash: The Evolution of the US Stock Market Using Over a Century of Daily Data," Working Papers, University of Pretoria, Department of Economics, number 202097, Oct.
40. Gupta, Rangan & Sheng, Xin & van Eyden, Reneé & Wohar, Mark E., 2021, "The impact of disaggregated oil shocks on state-level real housing returns of the United States: The role of oil dependence," Finance Research Letters, Elsevier, volume 43, issue C, DOI: 10.1016/j.frl.2021.102029.
    
    • Rangan Gupta & Xin Sheng & Renee van Eyden & Mark E. Wohar, 2020, "The Impact of Disaggregated Oil Shocks on State-Level Real Housing Returns of the United States: The Role of Oil Dependence," Working Papers, University of Pretoria, Department of Economics, number 202096, Oct.
41. Salisu, Afees A. & Gupta, Rangan, 2021, "Oil shocks and stock market volatility of the BRICS: A GARCH-MIDAS approach," Global Finance Journal, Elsevier, volume 48, issue C, DOI: 10.1016/j.gfj.2020.100546.
    
    • Afees A. Salisu & Rangan Gupta, 2019, "Oil Shocks and Stock Market Volatility of the BRICS: A GARCH-MIDAS Approach," Working Papers, University of Pretoria, Department of Economics, number 201976, Oct.
42. Bathia, Deven & Demirer, Riza & Gupta, Rangan & Kotzé, Kevin, 2021, "Unemployment fluctuations and currency returns in the United Kingdom: Evidence from over one and a half century of data," Journal of Multinational Financial Management, Elsevier, volume 61, issue C, DOI: 10.1016/j.mulfin.2021.100679.
    
    • Deven Bathia & Riza Demirer & Rangan Gupta & Kevin Kotze, 2020, "Unemployment fluctuations and currency returns in the United Kingdom: Evidence from over one and a half century of data," School of Economics Macroeconomic Discussion Paper Series, School of Economics, University of Cape Town, number 2020-01.
    • Deven Bathia & Riza Demirer & Rangan Gupta & Kevin Kotze, 2020, "Unemployment Fluctuations and Currency Returns in the United Kingdom: Evidence from Over One and a Half Century of Data," Working Papers, University of Pretoria, Department of Economics, number 202083, Sep.
43. Balcilar, Mehmet & Bathia, Deven & Demirer, Riza & Gupta, Rangan, 2021, "Credit ratings and predictability of stock return dynamics of the BRICS and the PIIGS: Evidence from a nonparametric causality-in-quantiles approach," The Quarterly Review of Economics and Finance, Elsevier, volume 79, issue C, pages 290-302, DOI: 10.1016/j.qref.2020.07.005.
44. Marfatia, Hardik A. & Gupta, Rangan & Cakan, Esin, 2021, "Dynamic impact of the U.S. monetary policy on oil market returns and volatility," The Quarterly Review of Economics and Finance, Elsevier, volume 80, issue C, pages 159-169, DOI: 10.1016/j.qref.2021.02.002.
    
    • Hardik A. Marfatia & Rangan Gupta & Esin Cakan, 2019, "Dynamic Impact of the U.S. Monetary Policy on Oil Market Returns and Volatility," Working Papers, University of Pretoria, Department of Economics, number 201916, Feb.
45. Bouri, Elie & Gupta, Rangan & Kyei, Clement Kweku & Shivambu, Rinsuna, 2021, "Uncertainty and daily predictability of housing returns and volatility of the United States: Evidence from a higher-order nonparametric causality-in-quantiles test," The Quarterly Review of Economics and Finance, Elsevier, volume 82, issue C, pages 200-206, DOI: 10.1016/j.qref.2021.09.004.
    
    • Elie Bouri & Rangan Gupta & Clement Kweku Kyei & Rinsuna Shivambu, 2020, "Uncertainty and Daily Predictability of Housing Returns and Volatility of the United States: Evidence from a Higher-Order Nonparametric Causality-in-Quantiles Test," Working Papers, University of Pretoria, Department of Economics, number 202071, Aug.
46. Gupta, Rangan & Subramaniam, Sowmya & Bouri, Elie & Ji, Qiang, 2021, "Infectious disease-related uncertainty and the safe-haven characteristic of US treasury securities," International Review of Economics & Finance, Elsevier, volume 71, issue C, pages 289-298, DOI: 10.1016/j.iref.2020.09.019.
    
    • Rangan Gupta & Sowmya Subramaniam & Elie Bouri & Qiang Ji, 2020, "Infectious Disease-Related Uncertainty and the Safe-Haven Characteristic of US Treasury Securities," Working Papers, University of Pretoria, Department of Economics, number 202078, Aug.
47. Balcilar, Mehmet & Gupta, Rangan & Sousa, Ricardo M. & Wohar, Mark E., 2021, "Linking U.S. State-level housing market returns, and the consumption-(Dis)Aggregate wealth ratio," International Review of Economics & Finance, Elsevier, volume 71, issue C, pages 779-810, DOI: 10.1016/j.iref.2020.10.011.
    
    • Mehmet Balcilar & Rangan Gupta & Ricardo M. Sousa & Mark E. Wohar, 2020, "Linking U.S. State-Level Housing Market Returns and the Consumption-(Dis)Aggregate Wealth Ratio," Working Papers, University of Pretoria, Department of Economics, number 202094, Oct.
48. Demirer, Riza & Gabauer, David & Gupta, Rangan & Ji, Qiang, 2021, "Monetary policy and speculative spillovers in financial markets," Research in International Business and Finance, Elsevier, volume 56, issue C, DOI: 10.1016/j.ribaf.2020.101373.
    
    • Riza Demirer & David Gabauer & Rangan Gupta & Qiang Ji, 2020, "Monetary Policy and Speculative Spillovers in Financial Markets," Working Papers, University of Pretoria, Department of Economics, number 202032, Apr.
49. Cepni, Oguzhan & Dul, Wiehan & Gupta, Rangan & Wohar, Mark E., 2021, "The dynamics of U.S. REITs returns to uncertainty shocks: A proxy SVAR approach," Research in International Business and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.ribaf.2021.101433.
    
    • Oguzhan Cepni & Wiehan Dul & Rangan Gupta & Mark E. Wohar, 2020, "The Dynamics of U.S. REITs Returns to Uncertainty Shocks: A Proxy SVAR Approach," Working Papers, University of Pretoria, Department of Economics, number 202001, Jan.
50. Gupta, Rangan & Sheng, Xin & Pierdzioch, Christian & Ji, Qiang, 2021, "Disaggregated oil shocks and stock-market tail risks: Evidence from a panel of 48 economics," Research in International Business and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.ribaf.2021.101515.
51. Balcilar, Mehmet & Berisha, Edmond & Gupta, Rangan & Pierdzioch, Christian, 2021, "Time-varying evidence of predictability of financial stress in the United States over a century: The role of inequality," Structural Change and Economic Dynamics, Elsevier, volume 57, issue C, pages 87-92, DOI: 10.1016/j.strueco.2021.02.002.
    
    • Mehmet Balcilar & Edmond Berisha & Rangan Gupta & Christian Pierdzioch, 2020, "Time-Varying Evidence of Predictability of Financial Stress in the United States over a Century: The Role of Inequality," Working Papers, University of Pretoria, Department of Economics, number 202054, Jun.
52. Rangan Gupta & Christian Pierdzioch, 2021, "Forecasting the Volatility of Crude Oil: The Role of Uncertainty and Spillovers," Energies, MDPI, volume 14, issue 14, pages 1-15, July.
    
    • Rangan Gupta & Christian Pierdzioch, 2021, "Forecasting the Volatility of Crude Oil: The Role of Uncertainty and Spillovers," Working Papers, University of Pretoria, Department of Economics, number 202135, May.
53. Rangan Gupta & Christian Pierdzioch & Wing-Keung Wong, 2021, "A Note on Forecasting the Historical Realized Variance of Oil-Price Movements: The Role of Gold-to-Silver and Gold-to-Platinum Price Ratios," Energies, MDPI, volume 14, issue 20, pages 1-12, October.
    
    • Rangan Gupta & Christian Pierdzioch & Wing-Keung Wong, 2021, "A Note on Forecasting the Historical Realized Variance of Oil-Price Movements: The Role of Gold-to-Silver and Gold-to-Platinum Price Ratios," Working Papers, University of Pretoria, Department of Economics, number 202158, Aug.
54. Rangan Gupta & Christian Pierdzioch, 2021, "Climate Risks and the Realized Volatility Oil and Gas Prices: Results of an Out-of-Sample Forecasting Experiment," Energies, MDPI, volume 14, issue 23, pages 1-18, December.
    
    • Rangan Gupta & Christian Pierdzioch, 2021, "Climate Risks and the Realized Volatility Oil and Gas Prices: Results of an Out-of-Sample Forecasting Experiment," Working Papers, University of Pretoria, Department of Economics, number 202175, Oct.
55. Hardik A. Marfatia & Rangan Gupta & Keagile Lesame, 2021, "Dynamic Impact of Unconventional Monetary Policy on International REITs," JRFM, MDPI, volume 14, issue 9, pages 1-19, September.
    
    • Hardik A. Marfatia & Rangan Gupta & Keagile Lesame, 2020, "Dynamic Impact of Unconventional Monetary Policy on International REITs," Working Papers, University of Pretoria, Department of Economics, number 202020, Feb.
56. Elie Bouri & Riza Demirer & Rangan Gupta & Jacobus Nel, 2021, "COVID-19 Pandemic and Investor Herding in International Stock Markets," Risks, MDPI, volume 9, issue 9, pages 1-11, September.
    
    • Elie Bouri & Riza Demirer & Rangan Gupta & Jacobus Nel, 2020, "COVID-19 Pandemic and Investor Herding in International Stock Markets," Working Papers, University of Pretoria, Department of Economics, number 202089, Sep.
57. Mehmet Balcilar & Elie Bouri & Rangan Gupta & Christian Pierdzioch, 2021, "El Niño, La Niña, and the Forecastability of the Realized Variance of Heating Oil Price Movements," Sustainability, MDPI, volume 13, issue 14, pages 1-23, July.
    
    • Mehmet Balcilar & Elie Bouri & Rangan Gupta & Christian Pierdzioch, 2021, "El Nino, La Nina, and the Forecastability of the Realized Variance of Heating Oil Price Movements," Working Papers, University of Pretoria, Department of Economics, number 202138, Jun.
58. Yener Coskun & Christos Bouras & Rangan Gupta & Mark E. Wohar, 2021, "Multi-Horizon Financial and Housing Wealth Effects across the U.S. States," Sustainability, MDPI, volume 13, issue 3, pages 1-20, January.
    
    • Yener Coskun & Christos Bouras & Rangan Gupta & Mark E. Wohar, 2019, "Multi-Horizon Financial and Housing Wealth Effects across the U.S. States," Working Papers, University of Pretoria, Department of Economics, number 201958, Aug.
59. Zhuhua Jiang & Rangan Gupta & Sowmya Subramaniam & Seong-Min Yoon, 2021, "The Effect of Air Quality and Weather on the Chinese Stock: Evidence from Shenzhen Stock Exchange," Sustainability, MDPI, volume 13, issue 5, pages 1-20, March.
60. Carolyn Chisadza & Matthew Clance & Rangan Gupta, 2021, "Government Effectiveness and the COVID-19 Pandemic," Sustainability, MDPI, volume 13, issue 6, pages 1-15, March.
    
    • Carolyn Chisadza & Matthew Clance & Rangan Gupta, 2021, "Government Effectiveness and Covid-19 Pandemic," Working Papers, University of Pretoria, Department of Economics, number 202104, Jan.
61. Elie Bouri & Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch, 2021, "Forecasting Realized Volatility of Bitcoin: The Role of the Trade War," Computational Economics, Springer;Society for Computational Economics, volume 57, issue 1, pages 29-53, January, DOI: 10.1007/s10614-020-10022-4.
    
    • Elie Bouri & Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch, 2020, "Forecasting Realized Volatility of Bitcoin: The Role of the Trade War," Working Papers, University of Pretoria, Department of Economics, number 202003, Jan.
62. Igor Fedotenkov & Rangan Gupta, 2021, "The effects of public expenditures on labour productivity in Europe," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 48, issue 4, pages 845-874, November, DOI: 10.1007/s10663-021-09505-w.
    
    • Igor Fedotenkov & Rangan Gupta, 2020, "The Effects of Public Expenditures on Labour Productivity in Europe," Working Papers, University of Pretoria, Department of Economics, number 202038, May.
63. Mehmet Balcilar & Rangan Gupta & Ricardo M. Sousa & Mark E. Wohar, 2021, "What Can Fifty-Two Collateralizable Wealth Measures Tell Us About Future Housing Market Returns? Evidence from U.S. State-Level Data," The Journal of Real Estate Finance and Economics, Springer, volume 62, issue 1, pages 81-107, January, DOI: 10.1007/s11146-019-09733-9.
    
    • Mehmet Balcilar & Rangan Gupta & Ricardo M. Sousa & Mark E. Wohar, 2019, "What can Fifty-Two Collateralizable Wealth Measures tell us about Future Housing Market Returns? Evidence from U.S. State-Level Data," Working Papers, University of Pretoria, Department of Economics, number 201974, Sep.
64. Mawuli Segnon & Rangan Gupta & Keagile Lesame & Mark E. Wohar, 2021, "High-Frequency Volatility Forecasting of US Housing Markets," The Journal of Real Estate Finance and Economics, Springer, volume 62, issue 2, pages 283-317, February, DOI: 10.1007/s11146-020-09745-w.
    
    • Mawuli Segnon & Rangan Gupta & Keagile Lesame & Mark E. Wohar, 2019, "High-Frequency Volatility Forecasting of US Housing Markets," Working Papers, University of Pretoria, Department of Economics, number 201977, Oct.
65. Afees A. Salisu & Rangan Gupta, 2021, "How Do Housing Returns in Emerging Countries Respond to Oil Shocks? A MIDAS Touch," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 57, issue 15, pages 4286-4311, December, DOI: 10.1080/1540496X.2020.1807322.
    
    • Afees A. Salisu & Rangan Gupta, 2019, "How do Housing Returns in Emerging Countries Respond to Oil Shocks? A MIDAS Touch," Working Papers, University of Pretoria, Department of Economics, number 201946, Jun.
66. João Frois Caldeira & Rangan Gupta & Muhammad Tahir Suleman & Hudson S. Torrent, 2021, "Forecasting the Term Structure of Interest Rates of the BRICS: Evidence from a Nonparametric Functional Data Analysis," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 57, issue 15, pages 4312-4329, December, DOI: 10.1080/1540496X.2020.1808458.
    
    • Joao F. Caldeira & Rangan Gupta & Tahir Suleman & Hudson S. Torrent, 2019, "Forecasting the Term Structure of Interest Rates of the BRICS: Evidence from a Nonparametric Functional Data Analysis," Working Papers, University of Pretoria, Department of Economics, number 201911, Feb.
67. Afees A. Salisu & Juncal Cuñado & Kazeem Isah & Rangan Gupta, 2021, "Oil Price and Exchange Rate Behaviour of the BRICS," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 57, issue 7, pages 2042-2051, May, DOI: 10.1080/1540496X.2020.1850440.
68. Giorgio Canarella & Luis Gil-Alana & Rangan Gupta & Stephen M Miller, 2021, "Persistence and cyclical dynamics of US and UK house prices: Evidence from over 150 years of data," Urban Studies, Urban Studies Journal Limited, volume 58, issue 1, pages 53-72, January, DOI: 10.1177/0042098019872691.
    
    • Giorgio Canarella & Luis A. Gil-Alana & Rangan Gupta & Stephen M. Miller, 2018, "Persistence and Cyclical Dynamics of US and UK House Prices: Evidence from Over 150 Years of Data," Working Papers, University of Pretoria, Department of Economics, number 201838, Jun.
69. Edmond Berisha & David Gabauer & Rangan Gupta & Chi Keung Marco Lau, 2021, "Time-varying influence of household debt on inequality in United Kingdom," Empirical Economics, Springer, volume 61, issue 4, pages 1917-1933, October, DOI: 10.1007/s00181-020-01940-1.
    
    • Edmond Berisha & David Gabauer & Rangan Gupta & Chi Keung Marco Lau, 2020, "Time-Varying Influence of Household Debt on Inequality in United Kingdom," Working Papers, University of Pretoria, Department of Economics, number 202017, Feb.
70. Besma Hkiri & Juncal Cunado & Mehmet Balcilar & Rangan Gupta, 2021, "Time-varying relationship between conventional and unconventional monetary policies and risk aversion: international evidence from time- and frequency-domains," Empirical Economics, Springer, volume 61, issue 6, pages 2963-2983, December, DOI: 10.1007/s00181-020-02004-0.
    
    • Besma Hkiri & Juncal Cunado & Mehmet Balcilar & Rangan Gupta, 2019, "Time-Varying Relationship between Conventional and Unconventional Monetary Policies and Risk Aversion: International Evidence from Time- and Frequency-Domains," Working Papers, University of Pretoria, Department of Economics, number 201965, Aug.
71. Bingling Wang & Sudipto Banerjee & Rangan Gupta, 2021, "Bayesian Spatial Modeling for Housing Data in South Africa," Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute, volume 83, issue 2, pages 395-414, November, DOI: 10.1007/s13571-020-00233-y.
    
    • Bingling Wang & Sudipto Banerjee & Rangan Gupta, 2018, "Bayesian Spatial Modeling for Housing Data in South Africa," Working Papers, University of Pretoria, Department of Economics, number 201837, Jun.
72. David Gabauer & Rangan Gupta & Jacobus Nel & Woraphon Yamaka, 2021, "Time-Varying Predictability of Labor Productivity on Inequality in United Kingdom," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 155, issue 3, pages 771-788, June, DOI: 10.1007/s11205-021-02622-w.
    
    • David Gabauer & Rangan Gupta & Jacobus Nel & Woraphon Yamaka, 2020, "Time-Varying Predictability of Labor Productivity on Inequality in United Kingdom," Working Papers, University of Pretoria, Department of Economics, number 202084, Sep.
73. Rangan Gupta & Xin Sheng & Qiang Ji, 2021, "Movements in real estate uncertainty in the United States: the role of oil shocks," Applied Economics Letters, Taylor & Francis Journals, volume 28, issue 13, pages 1059-1065, July, DOI: 10.1080/13504851.2020.1796911.
    
    • Rangan Gupta & Xin Sheng & Qiang Ji, 2020, "Movements in Real Estate Uncertainty in the United States: The Role of Oil Shocks," Working Papers, University of Pretoria, Department of Economics, number 202035, May.
74. Afees A. Salisu & Rangan Gupta, 2021, "Dynamic effects of monetary policy shocks on macroeconomic volatility in the United Kingdom," Applied Economics Letters, Taylor & Francis Journals, volume 28, issue 18, pages 1594-1599, October, DOI: 10.1080/13504851.2020.1834498.
    
    • Afees A. Salisu & Rangan Gupta, 2020, "Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility in the United Kingdom," Working Papers, University of Pretoria, Department of Economics, number 202041, May.
75. Rangan Gupta & Xin Sheng & Reneé van Eyden & Mark Wohar, 2021, "The impact of disaggregated oil shocks on state-level consumption of the United States," Applied Economics Letters, Taylor & Francis Journals, volume 28, issue 21, pages 1818-1824, December, DOI: 10.1080/13504851.2020.1854439.
    
    • Rangan Gupta & Xin Sheng & Renee van Eyden & Mark E. Wohar, 2020, "The Impact of Disaggregated Oil Shocks on State-Level Consumption of the United States," Working Papers, University of Pretoria, Department of Economics, number 202045, May.
76. Riza Demirer & Rangan Gupta & Christian Pierdzioch & Syed Jawad Hussain Shahzad, 2021, "A note on oil price shocks and the forecastability of gold realized volatility," Applied Economics Letters, Taylor & Francis Journals, volume 28, issue 21, pages 1889-1897, December, DOI: 10.1080/13504851.2020.1854658.
    
    • Riza Demirer & Rangan Gupta & Christian Pierdzioch & Syed Jawad Hussain Shahzad, 2020, "A Note on Oil Price Shocks and the Forecastability of Gold Realized Volatility," Working Papers, University of Pretoria, Department of Economics, number 202010, Jan.
77. Semih Emre Çekin & Rangan Gupta & Eric Olson, 2021, "The Taylor curve: international evidence," Applied Economics, Taylor & Francis Journals, volume 53, issue 40, pages 4680-4691, August, DOI: 10.1080/00036846.2021.1907284.
    
    • Semih Emre Cekin & Rangan Gupta & Eric Olson, 2020, "The Taylor Curve: International Evidence," Working Papers, University of Pretoria, Department of Economics, number 202034, May.
78. Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch, 2021, "Forecasting realized volatility of bitcoin returns: tail events and asymmetric loss," The European Journal of Finance, Taylor & Francis Journals, volume 27, issue 16, pages 1626-1644, November, DOI: 10.1080/1351847X.2021.1906728.
    
    • Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch, 2019, "Forecasting Realized Volatility of Bitcoin Returns: Tail Events and Asymmetric Loss," Working Papers, University of Pretoria, Department of Economics, number 201905, Jan.
79. Mehmet Balcilar & Elie Bouri & Rangan Gupta & Clement Kweku Kyei, 2021, "High-Frequency Predictability of Housing Market Movements of the United States: The Role of Economic Sentiment," Journal of Behavioral Finance, Taylor & Francis Journals, volume 22, issue 4, pages 490-498, October, DOI: 10.1080/15427560.2020.1822359.
    
    • Mehmet Balcilar & Elie Bouri & Rangan Gupta & Clement Kweku Kyei, 2020, "High-Frequency Predictability of Housing Market Movements of the United States: The Role of Economic Sentiment," Working Papers, University of Pretoria, Department of Economics, number 202066, Jul.
80. Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna, 2021, "Point and density forecasting of macroeconomic and financial uncertainties of the USA," Journal of Forecasting, John Wiley & Sons, Ltd., volume 40, issue 4, pages 700-707, July, DOI: 10.1002/for.2740.
81. Afees A. Salisu & Juncal Cuñado & Kazeem Isah & Rangan Gupta, 2021, "Stock markets and exchange rate behavior of the BRICS," Journal of Forecasting, John Wiley & Sons, Ltd., volume 40, issue 8, pages 1581-1595, December, DOI: 10.1002/for.2795.
    
    • Afees A. Salisu & Juncal Cunado & Kazeem Isah & Rangan Gupta, 2020, "Stock Markets and Exchange Rate Behaviour of the BRICS," Working Papers, University of Pretoria, Department of Economics, number 202086, Sep.
82. Mehmet Balcilar & Rangan Gupta & Theshne Kisten, 2021, "The impact of uncertainty shocks in South Africa: The role of financial regimes," Review of Financial Economics, John Wiley & Sons, volume 39, issue 4, pages 442-454, October, DOI: 10.1002/rfe.1120.
    
    • Mehmet Balcilar & Rangan Gupta & Theshne Kisten, 2020, "The Impact of Uncertainty Shocks in South Africa: The Role of Financial Regimes," Working Papers, University of Pretoria, Department of Economics, number 202046, May.
83. Matthew Clance & Giray Gozgor & Rangan Gupta & Chi Keung Marco Lau, 2021, "The Relationship Between Economic Policy Uncertainty And Corporate Tax Rates," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 16, issue 01, pages 1-13, March, DOI: 10.1142/S2010495221500020.
84. Sisa Shiba & Rangan Gupta, 2021, "Uncertainty Related To Infectious Diseases And Forecastability Of The Realized Volatility Of Us Treasury Securities," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 16, issue 02, pages 1-12, June, DOI: 10.1142/S2010495221500081.
    
    • Sisa Shiba & Rangan Gupta, 2021, "Uncertainty Related to Infectious Diseases and Forecastability of the Realised Volatility of US Treasury Securities," Working Papers, University of Pretoria, Department of Economics, number 202140, Jun.
85. Rangan Gupta & Anandamayee Majumdar & Jacobus Nel & Sowmya Subramaniam, 2021, "Geopolitical Risks And The High-Frequency Movements Of The Us Term Structure Of Interest Rates," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 16, issue 03, pages 1-16, September, DOI: 10.1142/S2010495221500123.
    
    • Rangan Gupta & Anandamayee Majumdar & Jacobus Nel & Sowmya Subramaniam, 2021, "Geopolitical Risks and the High-Frequency Movements of the US Term Structure of Interest Rates," Working Papers, University of Pretoria, Department of Economics, number 202150, Jul.
86. Aviral Kumar Tiwari & Deven Bathia & Elie Bouri & Rangan Gupta, 2021, "Investor Sentiment Connectedness: Evidence From Linear And Nonlinear Causality Approaches," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 16, issue 04, pages 1-29, December, DOI: 10.1142/S2010495221500160.
    
    • Aviral Kumar Tiwari & Deven Bathia & Elie Bouri & Rangan Gupta, 2018, "Investor Sentiment Connectedness: Evidence from Linear and Nonlinear Causality Approaches," Working Papers, University of Pretoria, Department of Economics, number 201814, Feb.
87. Hunjra, Ahmed Imran & Boubaker, Sabri & Arunachalam, Murugesh & Mehmood, Asad, 2021, "How does CSR mediate the relationship between culture, religiosity and firm performance?," Finance Research Letters, Elsevier, volume 39, issue C, DOI: 10.1016/j.frl.2020.101587.
    
    • Ahmed Imran Hunjra & Sabri Boubaker & Murugesh Arunachalam & Asad Mehmood, 2021, "How does CSR mediate the relationship between culture, religiosity and firm performance?," Post-Print, HAL, number hal-04999016, Feb, DOI: 10.1016/j.frl.2020.101587.
88. Hewa Wellalage, Nirosha & Hunjra, Ahmed Imran & Manita, Riadh & Locke, Stuart M., 2021, "Information communication technology and financial inclusion of innovative entrepreneurs," Technological Forecasting and Social Change, Elsevier, volume 163, issue C, DOI: 10.1016/j.techfore.2020.120416.
89. Hunjra, Ahmed Imran & Kijkasiwat, Ploypailin & Arunachalam, Murugesh & Hammami, Helmi, 2021, "Covid-19 health policy intervention and volatility of Asian capital markets," Technological Forecasting and Social Change, Elsevier, volume 169, issue C, DOI: 10.1016/j.techfore.2021.120840.
90. Muhammad Munir Ahmad & Ahmed Imran Hunjra & Faridul Islam & Qasim Zureigat, 2021, "Does asymmetric information affect firm's financing decisions?," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 18, issue 9, pages 2718-2734, August, DOI: 10.1108/IJOEM-01-2021-0086.
91. Ahmed Imran Hunjra & Tahar Tayachi & Rashid Mehmood & Anwaar Hussain, 2021, "Does economic risk affect corporate cash holdings?," Journal of Economic and Administrative Sciences, Emerald Group Publishing Limited, volume 38, issue 3, pages 471-484, March, DOI: 10.1108/JEAS-05-2020-0069.
92. Tahar Tayachi & Ahmed Imran Hunjra & Kirsten Jones & Rashid Mehmood & Mamdouh Abdulaziz Saleh Al-Faryan, 2021, "How does ownership structure affect the financing and dividend decisions of firm?," Journal of Financial Reporting and Accounting, Emerald Group Publishing Limited, volume 21, issue 3, pages 729-746, December, DOI: 10.1108/JFRA-09-2021-0291.
93. Wajih Abbassi & Ahmed Imran Hunjra & Suha Mahmoud Alawi & Rashid Mehmood, 2021, "The Role of Ownership Structure and Board Characteristics in Stock Market Liquidity," IJFS, MDPI, volume 9, issue 4, pages 1-15, December.
94. Joao Tovar Jalles & Carlos Mulas‐Granados & José Tavares, 2021, "Fiscal discipline and exchange rates: Does politics matter?," Scottish Journal of Political Economy, Scottish Economic Society, volume 68, issue 2, pages 155-178, May, DOI: 10.1111/sjpe.12262.
    
    • João Tovar Jalles & Mr. Carlos Mulas-Granados & José Tavares, 2016, "Fiscal Discipline and Exchange Rates: Does Politics Matter?," IMF Working Papers, International Monetary Fund, number 2016/230, Nov.
    • João Tovar Jalles & Carlos Mulas-Granados & José Tavares, 2019, "Fiscal Discipline and Exchange Rates: Does Politics Matter?," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2019/0103, Nov.
95. António Afonso & José Alves & João Tovar Jalles, 2021, "Fiscal Reaction Functions in the EU: A Tale of “r-g” and Whether it Matters," Revue française d'économie, Presses de Sciences-Po, volume 0, issue 3, pages 65-101.
96. Furceri, Davide & Kilic Celik, Sinem & Jalles, João Tovar & Koloskova, Ksenia, 2021, "Recessions and total factor productivity: Evidence from sectoral data," Economic Modelling, Elsevier, volume 94, issue C, pages 130-138, DOI: 10.1016/j.econmod.2020.09.025.
97. Jalles, João Tovar, 2021, "Dynamics of government spending cyclicality," Economic Modelling, Elsevier, volume 97, issue C, pages 411-427, DOI: 10.1016/j.econmod.2020.04.010.
98. Jorge Braga Macedo & Joaquim Oliveira Martins & João Tovar Jalles, 2021, "Globalization, Freedoms and Economic convergence: an empirical exploration of a trivariate relationship using a large panel," International Economics and Economic Policy, Springer, volume 18, issue 3, pages 605-629, July, DOI: 10.1007/s10368-021-00512-7.
    
    • Braga de Macedo, Jorge & Oliveira Martins, Joaquim & Tovar Jalles, João, 2021, "Globalization, Freedoms and Economic Convergence: An empirical exploration of a trivariate relationship using a large panel," CEPR Discussion Papers, Centre for Economic Policy Research, number 16436, Aug.
    • Jorge Braga de Macedo & Joaquim Oliveira Martins & João Tovar Jalles, 2021, "Globalization, Freedoms and Economic Convergence: An empirical exploration of a trivariate relationship using a large panel," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2021/0189, Aug.
99. António Afonso & João Tovar Jalles & Ana Venâncio, 2021, "Structural Tax Reforms and Public Spending Efficiency," Open Economies Review, Springer, volume 32, issue 5, pages 1017-1061, November, DOI: 10.1007/s11079-021-09644-4.
    
    • António Afonso & João Tovar Jalles & Ana Venâncio, 2020, "Structural Tax Reforms and Public Spending Efficiency," EconPol Working Paper, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 51.
    • António Afonso & João Tovar Jalles & Ana Venâncio, 2020, "Structural Tax Reforms and Public Spending Efficiency," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2020/0146, Nov.
100. João Tovar Jalles, 2021, "Promised Fiscal Expansions and Politics: A European Union Assessment," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, volume 63, issue 1, pages 84-116, March, DOI: 10.1057/s41294-020-00135-y.
101. António Afonso & João Tovar Jalles & Ana Venâncio, 2021, "Taxation and Public Spending Efficiency: An International Comparison," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, volume 63, issue 3, pages 356-383, September, DOI: 10.1057/s41294-021-00147-2.
     
     • António Afonso & João Tovar Jalles & Ana Venâncio, 2019, "Taxation and Public Spending Efficiency: An International Comparison," EconPol Working Paper, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 25.
     • António Afonso & João Tovar Jalles & Ana Venâncio, 2019, "Taxation and Public Spending Efficiency: An International Comparison," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2019/80, May.
102. António Afonso & José Alves & João Jalles, 2021, "Economic and Financial Adjustments in Europe: An Introduction," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, volume 63, issue 3, pages 337-338, September, DOI: 10.1057/s41294-021-00164-1.
103. Joao Tovar Jalles, 2021, "Tax capacity and growth in the Asia-Pacific region," Journal of the Asia Pacific Economy, Taylor & Francis Journals, volume 26, issue 3, pages 527-551, July, DOI: 10.1080/13547860.2020.1773598.
104. Nguyen, Canh Phuc & Le, Thai-Ha & Schinckus, Christophe & Su, Thanh Dinh, 2021, "Determinants of agricultural emissions: panel data evidence from a global sample," Environment and Development Economics, Cambridge University Press, volume 26, issue 2, pages 109-130, April.
105. Vo, Long Hai & Le, Thai-Ha, 2021, "Eatery, energy, environment and economic system, 1970–2017: Understanding volatility spillover patterns in a global sample," Energy Economics, Elsevier, volume 100, issue C, DOI: 10.1016/j.eneco.2021.105391.
106. Le, Thai-Ha & Le, Anh Tu & Le, Ha-Chi, 2021, "The historic oil price fluctuation during the Covid-19 pandemic: What are the causes?," Research in International Business and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.ribaf.2021.101489.
107. Thai-Ha Le & Donghyun Park & Cynthia Castillejos-Petalcorin, 2021, "Performance comparison of state-owned enterprises versus private firms in selected emerging Asian countries," Journal of Asian Business and Economic Studies, Emerald Group Publishing Limited, volume 30, issue 1, pages 26-48, December, DOI: 10.1108/JABES-08-2021-0116.
108. Thai-Ha Le & Youngho Chang & Donghyun Park, 2021, "Governance, Environmental Vulnerability, and PM2.5 Concentrations: International Evidence," The Energy Journal, , volume 42, issue 6, pages 1-24, November, DOI: 10.5547/01956574.42.6.thle.
109. Anh Tu Le & Thai-Ha Le & Wai-Man Liu & Kingsley Y. Fong, 2021, "Dynamic limit order placement strategies: survival analysis with a multiple-spell duration model," Annals of Operations Research, Springer, volume 297, issue 1, pages 241-275, February, DOI: 10.1007/s10479-019-03384-y.
110. Thai-Ha Le, 2021, "Drivers of greenhouse gas emissions in ASEAN + 6 countries: a new look," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, volume 23, issue 12, pages 18096-18115, December, DOI: 10.1007/s10668-021-01429-6.
111. Thai-Ha Le & Canh Phuc Nguyen, 2021, "The impact of tourism on carbon dioxide emissions: insights from 95 countries," Applied Economics, Taylor & Francis Journals, volume 53, issue 2, pages 235-261, January, DOI: 10.1080/00036846.2020.1804051.
112. François Fulconis & Raphael Lissillour, 2021, "Toward a behavioral approach of international shipping: a study of the inter-organisational dynamics of maritime safety," Journal of Shipping and Trade, Springer, volume 6, issue 1, pages 1-23, December, DOI: 10.1186/s41072-021-00092-4.
     
     • François Fulconis & Raphael Lissillour, 2021, "Toward a behavioral approach of international shipping: a study of the interorganisational dynamics of maritime safety," Post-Print, HAL, number hal-03364884, Dec, DOI: 10.1186/s41072-021-00092-4.
113. Stelios Arvanitis & Thierry Post & Nikolas Topaloglou, 2021, "Stochastic Bounds for Reference Sets in Portfolio Analysis," Management Science, INFORMS, volume 67, issue 12, pages 7737-7754, December, DOI: 10.1287/mnsc.2020.3838.
114. Vu, Linh Hoang & Tran, Tuyen Quang, 2021, "Sibship composition, birth order and education: Evidence from Vietnam," International Journal of Educational Development, Elsevier, volume 85, issue C, DOI: 10.1016/j.ijedudev.2021.102461.
115. Mantilla, César & Zhou, Ling & Wang, Charlotte & Yang, Donghui & Shen, Suping & Seabright, Paul, 2021, "Favoring your in-group can harm both them and you: Ethnicity and public goods provision in China," Journal of Economic Behavior & Organization, Elsevier, volume 185, issue C, pages 211-233, DOI: 10.1016/j.jebo.2021.02.016.
     
     • Cesar Mantilla & Ling Zhou & Charlotte Wang & Donghui Yang & Suping Shen & Paul Seabright, 2021, "Favoring your in-group can harm both them and you: Ethnicity and public goods provision in China," Post-Print, HAL, number hal-03182510, May, DOI: 10.1016/j.jebo.2021.02.016.
     • César Mantilla & Ling Zhou & Charlotte Wang & Donghui Yang & Suping Shene & Paul Seabright, 2018, "Favoring Your In-Group Can Harm Both Them and You: Ethnicity and Public Goods Provision in China," Working Papers, Department of Research, Ipag Business School, number 2018-011, Jan.
116. Mensi, Walid & Lee, Yun-Jung & Vinh Vo, Xuan & Yoon, Seong-Min, 2021, "Does oil price variability affect the long memory and weak form efficiency of stock markets in top oil producers and oil Consumers? Evidence from an asymmetric MF-DFA approach," The North American Journal of Economics and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.najef.2021.101446.
117. Dong, Xiyong & Li, Changhong & Yoon, Seong-Min, 2021, "How can investors build a better portfolio in small open economies? Evidence from Asia’s Four Little Dragons," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101500.
118. Dong, Xiyong & Song, Li & Yoon, Seong-Min, 2021, "How have the dependence structures between stock markets and economic factors changed during the COVID-19 pandemic?," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101546.
119. Hanif, Waqas & Arreola Hernandez, Jose & Mensi, Walid & Kang, Sang Hoon & Uddin, Gazi Salah & Yoon, Seong-Min, 2021, "Nonlinear dependence and connectedness between clean/renewable energy sector equity and European emission allowance prices," Energy Economics, Elsevier, volume 101, issue C, DOI: 10.1016/j.eneco.2021.105409.
120. Mensi, Walid & Hernandez, Jose Arroeola & Yoon, Seong-Min & Vo, Xuan Vinh & Kang, Sang Hoon, 2021, "Spillovers and connectedness between major precious metals and major currency markets: The role of frequency factor," International Review of Financial Analysis, Elsevier, volume 74, issue C, DOI: 10.1016/j.irfa.2021.101672.
121. Mensi, Walid & Lee, Yun-Jung & Vo, Xuan Vinh & Yoon, Seong-Min, 2021, "Quantile connectedness among gold, gold mining, silver, oil and energy sector uncertainty indexes," Resources Policy, Elsevier, volume 74, issue C, DOI: 10.1016/j.resourpol.2021.102450.
122. Hanif, Waqas & Areola Hernandez, Jose & Shahzad, Syed Jawad Hussain & Yoon, Seong-Min, 2021, "Tail dependence risk and spillovers between oil and food prices," The Quarterly Review of Economics and Finance, Elsevier, volume 80, issue C, pages 195-209, DOI: 10.1016/j.qref.2021.01.019.
123. Samia Nasreen & Aviral Kumar Tiwari & Seong-Min Yoon, 2021, "Dynamic Connectedness and Portfolio Diversification during the Coronavirus Disease 2019 Pandemic: Evidence from the Cryptocurrency Market," Sustainability, MDPI, volume 13, issue 14, pages 1-14, July.
124. Shafqut Ullah & Muhammad Khan & Seong-Min Yoon, 2021, "Measuring Energy Poverty and Its Impact on Economic Growth in Pakistan," Sustainability, MDPI, volume 13, issue 19, pages 1-19, October.
125. Jose Arreola Hernandez & Sang Hoon Kang & Ron P. McIver & Seong-Min Yoon, 2021, "Network Interdependence and Optimization of Bank Portfolios from Developed and Emerging Asia Pacific Countries," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 28, issue 4, pages 613-647, December, DOI: 10.1007/s10690-021-09339-3.
126. Jose Arreola Hernandez & Sang Hoon Kang & Seong-Min Yoon, 2021, "Spillovers and portfolio optimization of agricultural commodity and global equity markets," Applied Economics, Taylor & Francis Journals, volume 53, issue 12, pages 1326-1341, March, DOI: 10.1080/00036846.2020.1830937.
127. Muhammad Khan & Seong-Min Yoon, 2021, "Financial instability and environmental degradation: a panel data investigation," Applied Economics, Taylor & Francis Journals, volume 53, issue 54, pages 6319-6331, November, DOI: 10.1080/00036846.2021.1937508.
128. Khamis Hamed Al‐Yahyaee & Syed Jawad Hussain Shahzad & Walid Mensi & Seong‐Min Yoon, 2021, "Is there a systemic risk between Sharia, Sukuk, and GCC stock markets? A ΔCoVaR risk metric‐based copula approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 26, issue 2, pages 2904-2926, April, DOI: 10.1002/ijfe.1942.

2020

1. Ben Lahouel, Béchir & Bruna, Maria-Giuseppina & Ben Zaied, Younes, 2020, "The curvilinear relationship between environmental performance and financial performance: An investigation of listed french firms using panel smooth transition model," Finance Research Letters, Elsevier, volume 35, issue C, DOI: 10.1016/j.frl.2020.101455.
2. Matteo Bonato & Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch, 2020, "Investor Happiness and Predictability of the Realized Volatility of Oil Price," Sustainability, MDPI, volume 12, issue 10, pages 1-11, May.
   
   • Matteo Bonato & Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch, 2020, "Investor Happiness and Predictability of the Realized Volatility of Oil Price," Working Papers, University of Pretoria, Department of Economics, number 202009, Jan.
3. Bonato, Matteo & Gupta, Rangan & Lau, Chi Keung Marco & Wang, Shixuan, 2020, "Moments-based spillovers across gold and oil markets," Energy Economics, Elsevier, volume 89, issue C, DOI: 10.1016/j.eneco.2020.104799.
   
   • Matteo Bonato & Rangan Gupta & Chi Keung Marco Lau & Shixuan Wang, 2019, "Moments-Based Spillovers across Gold and Oil Markets," Working Papers, University of Pretoria, Department of Economics, number 201966, Aug.
4. Alain Chateauneuf & Caroline Ventura & Vassili Vergopoulos, 2020, "A Simple Characterization of the Hurwicz Criterium under Uncertainty," Revue économique, Presses de Sciences-Po, volume 71, issue 2, pages 331-336.
   
   • Alain Chateauneuf & Caroline Ventura & Vassili Vergopoulos, 2020, "Simple Characterization of the Hurwicz Criterium under Uncertainty," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-02974245, DOI: 10.3917/reco.712.033.
   • Alain Chateauneuf & Caroline Ventura & Vassili Vergopoulos, 2020, "Simple Characterization of the Hurwicz Criterium under Uncertainty," Post-Print, HAL, number hal-02974245, DOI: 10.3917/reco.712.033.
   • Alain Chateauneuf & Caroline Ventura & Vassili Vergopoulos, 2020, "Simple Characterization of the Hurwicz Criterium under Uncertainty," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-02974245, DOI: 10.3917/reco.712.033.
5. Aouani, Zaier & Chateauneuf, Alain, 2020, "Multidimensional inequality and inframodular order," Journal of Mathematical Economics, Elsevier, volume 90, issue C, pages 74-79, DOI: 10.1016/j.jmateco.2020.06.001.
   
   • Zaier Aouani & Alain Chateauneuf, 2020, "Multidimensional inequality and inframodular order," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-03260218, Oct, DOI: 10.1016/j.jmateco.2020.06.001.
   • Zaier Aouani & Alain Chateauneuf, 2020, "Multidimensional inequality and inframodular order," Post-Print, HAL, number hal-03260218, Oct, DOI: 10.1016/j.jmateco.2020.06.001.
   • Zaier Aouani & Alain Chateauneuf, 2020, "Multidimensional inequality and inframodular order," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-03260218, Oct, DOI: 10.1016/j.jmateco.2020.06.001.
6. Ilyes Abid & Abderrazak Dhaoui & Khaled Guesmi & Olfa Kaabia, 2020, "Hedging strategy for financial variables and commodities," Economics Bulletin, AccessEcon, volume 40, issue 2, pages 1368-1379.
7. Ilyes Abid & Abderrazak Dhaoui & Stéphane Goutte & Khaled Guesmi, 2020, "Hedging and diversification across commodity assets," Applied Economics, Taylor & Francis Journals, volume 52, issue 23, pages 2472-2492, May, DOI: 10.1080/00036846.2019.1693016.
   
   • Ilyes Abid & Abderrazak Dhaoui & Stéphane Goutte & Khaled Guesmi, 2019, "Hedging and diversification across commodity assets," Post-Print, HAL, number hal-02509833, Dec, DOI: 10.1080/00036846.2019.1693016.
8. Ben Jebli, Mehdi & Farhani, Sahbi & Guesmi, Khaled, 2020, "Renewable energy, CO2 emissions and value added: Empirical evidence from countries with different income levels," Structural Change and Economic Dynamics, Elsevier, volume 53, issue C, pages 402-410, DOI: 10.1016/j.strueco.2019.12.009.
9. Sahbi Farhani & Daniel Balsalobre-Lorente, 2020, "Comparing the Role of Coal to Other Energy Resources in the Environmental Kuznets Curve of Three Large Economies," Chinese Economy, Taylor & Francis Journals, volume 53, issue 1, pages 82-120, January, DOI: 10.1080/10971475.2019.1625519.
10. Riza Demirer & Rangan Gupta & Asli Yuksel & Aydin Yuksel, 2020, "The US Term Structure and Return Volatility in Global REIT Markets," Advances in Decision Sciences, Asia University, Taiwan, volume 24, issue 3, pages 84-109, September.
    
    • Riza Demirer & Rangan Gupta & Asli Yuksel & Aydin Yuksel, 2020, "The U.S. Term Structure and Return Volatility in Global REIT Markets," Working Papers, University of Pretoria, Department of Economics, number 202069, Jul.
11. Semei Coronado & Rangan Gupta & Besma Hkiri & Omar Rojas, 2020, "Time-Varying Spillovers between Currency and Stock Markets in the USA: Historical Evidence From More than Two Centuries," Advances in Decision Sciences, Asia University, Taiwan, volume 24, issue 4, pages 44-76, December.
12. Furkan Emirmahmutoglu & Rangan Gupta & Stephen M. Miller & Tolga Omay, 2020, "Is real per capita state personal income stationary? New nonlinear, asymmetric panel‐data evidence," Bulletin of Economic Research, Wiley Blackwell, volume 72, issue 1, pages 50-62, January, DOI: 10.1111/boer.12209.
    
    • Furkan Emirmahmutoglu & Rangan Gupta & Stephen M. Miller & Tolga Omay, 2014, "Is Real Per Capita State Personal Income Stationary? New Nonlinear, Asymmetric Panel-Data Evidence," Working Papers, University of Pretoria, Department of Economics, number 201462, Oct.
    • Furkan Emirmahmutoglu & Rangan Gupta & Stephen M. Miller & Tolga Omay, 2015, "Is Real Per Capita State Personal Income Stationary? New Nonlinear, Asymmetric Panel-Data Evidence," Working papers, University of Connecticut, Department of Economics, number 2015-02, Mar.
    • Furkan Emirmahmutoglu & Rangan Gupta & Stephen M. Miller & Tolga Omay, 2016, "Is Real Per Capita State Personal Income Stationary? New Nonlinear, Asymmetric Panel-Data Evidence," Working papers, University of Connecticut, Department of Economics, number 2016-20, Sep.
13. Elie Bouri & Konstantinos Gkillas & Rangan Gupta, 2020, "Trade uncertainties and the hedging abilities of Bitcoin," Economic Notes, Banca Monte dei Paschi di Siena SpA, volume 49, issue 3, September, DOI: 10.1111/ecno.12173.
    
    • Elie Bouri & Konstantinos Gkillas & Rangan Gupta, 2019, "Trade Uncertainties and the Hedging Abilities of Bitcoin," Working Papers, University of Pretoria, Department of Economics, number 201948, Jun.
14. Christou Christina & Naraidoo Ruthira & Gupta Rangan, 2020, "Conventional and unconventional monetary policy reaction to uncertainty in advanced economies: evidence from quantile regressions," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 24, issue 3, pages 1-17, June, DOI: 10.1515/snde-2018-0056.
    
    • Christou Christina & Naraidoo Ruthira & Gupta Rangan, 2020, "Conventional and unconventional monetary policy reaction to uncertainty in advanced economies: evidence from quantile regressions," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 24, issue 3, pages 1-17, June, DOI: 10.1515/snde-2018-0056.
    • Christina Christou & Ruthira Naraidoo & Rangan Gupta, 2018, "Conventional and Unconventional Monetary Policy Reaction to Uncertainty in Advanced Economies: Evidence from Quantile Regressions," Working Papers, University of Pretoria, Department of Economics, number 201839, Jun.
15. Pierdzioch Christian & Gupta Rangan, 2020, "Uncertainty and Forecasts of U.S. Recessions," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 24, issue 4, pages 1-20, September, DOI: 10.1515/snde-2018-0083.
    
    • Christian Pierdzioch & Rangan Gupta, 2017, "Uncertainty and Forecasts of U.S. Recessions," Working Papers, University of Pretoria, Department of Economics, number 201732, May.
16. Alex Plastun & Xolani Sibande & Rangan Gupta & Mark E. Wohar, 2020, "Halloween Effect in developed stock markets: A historical perspective," International Economics, CEPII research center, issue 161, pages 130-138.
    
    • Plastun, Alex & Sibande, Xolani & Gupta, Rangan & Wohar, Mark E., 2020, "Halloween Effect in developed stock markets: A historical perspective," International Economics, Elsevier, volume 161, issue C, pages 130-138, DOI: 10.1016/j.inteco.2019.11.009.
17. Christina Christou & Giray Gozgor & Rangan Gupta & Chi keung Marco Lau, 2020, "Are Uncertainties across the World Convergent?," Economics Bulletin, AccessEcon, volume 40, issue 1, pages 855-862.
    
    • Christina Christou & Giray Gozgor & Rangan Gupta & Chi-Keung (Marco) Lau, 2019, "Are Uncertainties across the World Convergent?," Working Papers, University of Pretoria, Department of Economics, number 201907, Jan.
18. Berisha, Edmond & Gupta, Rangan & Meszaros, John, 2020, "The impact of macroeconomic factors on income inequality: Evidence from the BRICS," Economic Modelling, Elsevier, volume 91, issue C, pages 559-567, DOI: 10.1016/j.econmod.2019.12.007.
19. Ji, Qiang & Liu, Bing-Yue & Cunado, Juncal & Gupta, Rangan, 2020, "Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching: Evidence from over a century of data," The North American Journal of Economics and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.najef.2018.09.004.
    
    • Qiang Ji & Bing-Yue Liu & Juncal Cunado & Rangan Gupta, 2017, "Risk Spillover between the US and the Remaining G7 Stock Markets Using Time-Varying Copulas with Markov Switching: Evidence from Over a Century of Data," Working Papers, University of Pretoria, Department of Economics, number 201759, Aug.
20. Balcilar, Mehmet & Gupta, Rangan & Wang, Shixuan & Wohar, Mark E., 2020, "Oil price uncertainty and movements in the US government bond risk premia," The North American Journal of Economics and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.najef.2020.101147.
    
    • Mehmet Balcilar & Rangan Gupta & Shixuan Wang & Mark E. Wohar, 2019, "Oil Price Uncertainty and Movements in the US Government Bond Risk Premia," Working Papers, University of Pretoria, Department of Economics, number 201919, Mar.
21. Plastun, Alex & Sibande, Xolani & Gupta, Rangan & Wohar, Mark E., 2020, "Price gap anomaly in the US stock market: The whole story," The North American Journal of Economics and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.najef.2020.101177.
    
    • Alex Plastun & Xolani Sibande & Rangan Gupta & Mark E. Wohar, 2019, "Price Gap Anomaly in the US Stock Market: The Whole Story," Working Papers, University of Pretoria, Department of Economics, number 201963, Aug.
22. Gupta, Rangan & Sun, Xiaojin, 2020, "Forecasting economic policy uncertainty of BRIC countries using Bayesian VARs," Economics Letters, Elsevier, volume 186, issue C, DOI: 10.1016/j.econlet.2019.108677.
23. Tiwari, Aviral Kumar & Aye, Goodness C. & Gupta, Rangan & Gkillas, Konstantinos, 2020, "Gold-oil dependence dynamics and the role of geopolitical risks: Evidence from a Markov-switching time-varying copula model," Energy Economics, Elsevier, volume 88, issue C, DOI: 10.1016/j.eneco.2020.104748.
    
    • Aviral Kumar Tiwari & Goodness C. Aye & Rangan Gupta & Konstantinos Gkillas, 2019, "Gold-Oil Dependence Dynamics and the Role of Geopolitical Risks: Evidence from a Markov-Switching Time-Varying Copula Model," Working Papers, University of Pretoria, Department of Economics, number 201918, Mar.
24. Nazlioglu, Saban & Gupta, Rangan & Gormus, Alper & Soytas, Ugur, 2020, "Price and volatility linkages between international REITs and oil markets," Energy Economics, Elsevier, volume 88, issue C, DOI: 10.1016/j.eneco.2020.104779.
    
    • Saban Nazlioglu & Rangan Gupta & Alper Gormus & Ugur Soytas, 2019, "Price and Volatility Linkages between International REITs and Oil Markets," Working Papers, University of Pretoria, Department of Economics, number 201954, Jul.
25. Sheng, Xin & Gupta, Rangan & Ji, Qiang, 2020, "The impacts of structural oil shocks on macroeconomic uncertainty: Evidence from a large panel of 45 countries," Energy Economics, Elsevier, volume 91, issue C, DOI: 10.1016/j.eneco.2020.104940.
    
    • Xin Sheng & Rangan Gupta & Qiang Ji, 2020, "The Impacts of Structural Oil Shocks on Macroeconomic Uncertainty: Evidence from a Large Panel of 45 Countries," Working Papers, University of Pretoria, Department of Economics, number 202024, Mar.
26. Gupta, Rangan & Huber, Florian & Piribauer, Philipp, 2020, "Predicting international equity returns: Evidence from time-varying parameter vector autoregressive models," International Review of Financial Analysis, Elsevier, volume 68, issue C, DOI: 10.1016/j.irfa.2020.101456.
    
    • Rangan Gupta & Florian Huber & Philipp Piribauer, 2018, "Predicting International Equity Returns: Evidence from Time-Varying Parameter Vector Autoregressive Models," Working Papers, University of Pretoria, Department of Economics, number 201826, Apr.
27. Cepni, Oguzhan & Gul, Selcuk & Gupta, Rangan, 2020, "Local currency bond risk premia of emerging markets: The role of local and global factors," Finance Research Letters, Elsevier, volume 33, issue C, DOI: 10.1016/j.frl.2019.05.001.
    
    • Oguzhan Cepni & Selcuk Gul & Rangan Gupta, 2019, "Local Currency Bond Risk Premia of Emerging Markets: The Role of Local and Global Factors," Working Papers, University of Pretoria, Department of Economics, number 201901, Jan.
28. Çepni, Oğguzhan & Demirer, Riza & Gupta, Rangan & Pierdzioch, Christian, 2020, "Time-varying risk aversion and the predictability of bond premia," Finance Research Letters, Elsevier, volume 34, issue C, DOI: 10.1016/j.frl.2019.07.014.
    
    • Oguzhan Cepni & Riza Demirer & Rangan Gupta & Christian Pierdzioch, 2019, "Time-Varying Risk Aversion and the Predictability of Bond Premia," Working Papers, University of Pretoria, Department of Economics, number 201906, Jan.
29. Goswami, Samrat & Gupta, Rangan & Wohar, Mark E., 2020, "Historical volatility of advanced equity markets: The role of local and global crises," Finance Research Letters, Elsevier, volume 34, issue C, DOI: 10.1016/j.frl.2019.08.013.
    
    • Samrat Goswami & Rangan Gupta & Mark E. Wohar, 2019, "Historical Volatility of Advanced Equity Markets: The Role of Local and Global Crises," Working Papers, University of Pretoria, Department of Economics, number 201931, Apr.
30. Gkillas, Konstantinos & Gupta, Rangan & Pierdzioch, Christian, 2020, "Forecasting realized gold volatility: Is there a role of geopolitical risks?," Finance Research Letters, Elsevier, volume 35, issue C, DOI: 10.1016/j.frl.2019.08.028.
    
    • Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch, 2019, "Forecasting Realized Gold Volatility: Is there a Role of Geopolitical Risks?," Working Papers, University of Pretoria, Department of Economics, number 201943, May.
31. Christou, Christina & Gabauer, David & Gupta, Rangan, 2020, "Time-Varying impact of uncertainty shocks on macroeconomic variables of the united kingdom: Evidence from over 150 years of monthly data," Finance Research Letters, Elsevier, volume 37, issue C, DOI: 10.1016/j.frl.2019.101363.
    
    • Christina Christou & David Gabauer & Rangan Gupta, 2019, "Time-Varying Impact of Uncertainty Shocks on Macroeconomic Variables of the United Kingdom: Evidence from Over 150 Years of Monthly Data," Working Papers, University of Pretoria, Department of Economics, number 201962, Aug.
32. Çepni, Oğuzhan & Guney, I. Ethem & Gupta, Rangan & Wohar, Mark E., 2020, "The role of an aligned investor sentiment index in predicting bond risk premia of the U.S," Journal of Financial Markets, Elsevier, volume 51, issue C, DOI: 10.1016/j.finmar.2020.100541.
33. Asai, Manabu & Gupta, Rangan & McAleer, Michael, 2020, "Forecasting volatility and co-volatility of crude oil and gold futures: Effects of leverage, jumps, spillovers, and geopolitical risks," International Journal of Forecasting, Elsevier, volume 36, issue 3, pages 933-948, DOI: 10.1016/j.ijforecast.2019.10.003.
    
    • Manabu Asai & Rangan Gupta & Michael McAleer, 2019, "Forecasting Volatility and Co-volatility of Crude Oil and Gold Futures: Effects of Leverage, Jumps, Spillovers, and Geopolitical Risks," Working Papers, University of Pretoria, Department of Economics, number 201951, Jul.
34. Gkillas, Konstantinos & Gupta, Rangan & Pierdzioch, Christian, 2020, "Forecasting realized oil-price volatility: The role of financial stress and asymmetric loss," Journal of International Money and Finance, Elsevier, volume 104, issue C, DOI: 10.1016/j.jimonfin.2020.102137.
    
    • Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch, 2019, "Forecasting Realized Oil-Price Volatility: The Role of Financial Stress and Asymmetric Loss," Working Papers, University of Pretoria, Department of Economics, number 201903, Jan.
35. Bathia, Deven & Bouras, Christos & Demirer, Riza & Gupta, Rangan, 2020, "Cross-border capital flows and return dynamics in emerging stock markets: Relative roles of equity and debt flows," Journal of International Money and Finance, Elsevier, volume 109, issue C, DOI: 10.1016/j.jimonfin.2020.102258.
    
    • Deven Bathia & Christos Bouras & Riza Demirer & Rangan Gupta, 2019, "Cross-Border Capital Flows and Return Dynamics in Emerging Stock Markets: Relative Roles of Equity and Debt Flows," Working Papers, University of Pretoria, Department of Economics, number 201937, May.
36. Caraiani, Petre & Gupta, Rangan, 2020, "Is the response of the bank of England to exchange rate movements frequency-dependent?," Journal of Macroeconomics, Elsevier, volume 63, issue C, DOI: 10.1016/j.jmacro.2019.103187.
    
    • Petre Caraiani & Rangan Gupta, 2018, "Is the Response of the Bank of England to Exchange Rate Movements Frequency-Dependent?," Working Papers, University of Pretoria, Department of Economics, number 201883, Dec.
37. Demirer, Riza & Gupta, Rangan & Pierdzioch, Christian & Shahzad, Syed Jawad Hussain, 2020, "The predictive power of oil price shocks on realized volatility of oil: A note," Resources Policy, Elsevier, volume 69, issue C, DOI: 10.1016/j.resourpol.2020.101856.
    
    • Riza Demirer & Rangan Gupta & Christian Pierdzioch & Syed Jawad Hussain Shahzad, 2020, "The Predictive Power of Oil Price Shocks on Realized Volatility of Oil: A Note," Working Papers, University of Pretoria, Department of Economics, number 202044, May.
38. Gupta, Rangan & Lau, Chi-Keung (Marco) & Sheng, Xin, 2020, "Graph theory-based network analysis of regional uncertainties of the US Economy," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 540, issue C, DOI: 10.1016/j.physa.2019.123064.
39. Boubaker, Heni & Cunado, Juncal & Gil-Alana, Luis A. & Gupta, Rangan, 2020, "Global crises and gold as a safe haven: Evidence from over seven and a half centuries of data," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 540, issue C, DOI: 10.1016/j.physa.2019.123093.
    
    • Heni Boubaker & Juncal Cunado & Luis A. Gil-Alana & Rangan Gupta, 2019, "Global Crises and Gold as a Safe Haven: Evidence from Over Seven and a Half Centuries of Data," Working Papers, University of Pretoria, Department of Economics, number 201941, May.
40. Çekin, Semih Emre & Pradhan, Ashis Kumar & Tiwari, Aviral Kumar & Gupta, Rangan, 2020, "Measuring co-dependencies of economic policy uncertainty in Latin American countries using vine copulas," The Quarterly Review of Economics and Finance, Elsevier, volume 76, issue C, pages 207-217, DOI: 10.1016/j.qref.2019.07.004.
    
    • Semih Emre Cekin & Ashis Kumar Pradhan & Aviral Kumar Tiwari & Rangan Gupta, 2018, "Measuring Co-Dependencies of Economic Policy Uncertainty in Latin American Countries using Vine Copulas," Working Papers, University of Pretoria, Department of Economics, number 201867, Oct.
41. Christou, Christina & Gupta, Rangan, 2020, "Forecasting equity premium in a panel of OECD countries: The role of economic policy uncertainty," The Quarterly Review of Economics and Finance, Elsevier, volume 76, issue C, pages 243-248, DOI: 10.1016/j.qref.2019.08.001.
    
    • Christina Christou & Rangan Gupta, 2016, "Forecasting Equity Premium in a Panel of OECD Countries: The Role of Economic Policy Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 201622, Mar.
42. Gupta, Rangan & Makena, Philton, 2020, "Why must it always be so Real with tax evasion?," The Quarterly Review of Economics and Finance, Elsevier, volume 78, issue C, pages 304-308, DOI: 10.1016/j.qref.2020.04.006.
    
    • Rangan Gupta & Philton Makena, 2018, "Why must it always be so Real with Tax Evasion?," Working Papers, University of Pretoria, Department of Economics, number 201872, Nov.
43. Çekin, Semih Emre & Hkiri, Besma & Tiwari, Aviral Kumar & Gupta, Rangan, 2020, "The relationship between monetary policy and uncertainty in advanced economies: Evidence from time- and frequency-domains," The Quarterly Review of Economics and Finance, Elsevier, volume 78, issue C, pages 70-87, DOI: 10.1016/j.qref.2020.05.010.
    
    • Semih Emre Cekin & Besma Hkiri & Aviral Kumar Tiwari & Rangan Gupta, 2019, "The Relationship between Monetary Policy and Uncertainty in Advanced Economies: Evidence from Time- and Frequency-Domains," Working Papers, University of Pretoria, Department of Economics, number 201904, Jan.
44. Plakandaras, Vasilios & Tiwari, Aviral Kumar & Gupta, Rangan & Ji, Qiang, 2020, "Spillover of sentiment in the European Union: Evidence from time- and frequency-domains," International Review of Economics & Finance, Elsevier, volume 68, issue C, pages 105-130, DOI: 10.1016/j.iref.2020.03.014.
    
    • Vasilios Plakandaras & Aviral Kumar Tiwari & Rangan Gupta & Qiang Ji, 2019, "Spillover of Sentiment in the European Union: Evidence from Time- and Frequency-Domains," Working Papers, University of Pretoria, Department of Economics, number 201909, Feb.
45. Nazlioglu, Saban & Gupta, Rangan & Bouri, Elie, 2020, "Movements in international bond markets: The role of oil prices," International Review of Economics & Finance, Elsevier, volume 68, issue C, pages 47-58, DOI: 10.1016/j.iref.2020.03.004.
    
    • Saban Nazlioglu & Rangan Gupta & Elie Bouri, 2019, "Movements in International Bond Markets: The Role of Oil Prices," Working Papers, University of Pretoria, Department of Economics, number 201935, Apr.
46. Marfatia, Hardik A. & Gupta, Rangan & Miller, Stephen, 2020, "125 ​Years of time-varying effects of fiscal policy on financial markets," International Review of Economics & Finance, Elsevier, volume 70, issue C, pages 303-320, DOI: 10.1016/j.iref.2020.07.011.
47. Plastun, Alex & Sibande, Xolani & Gupta, Rangan & Wohar, Mark E., 2020, "Historical evolution of monthly anomalies in international stock markets," Research in International Business and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.ribaf.2019.101127.
    
    • Alex Plastun & Xolani Sibande & Rangan Gupta & Mark E. Wohar, 2019, "Historical Evolution of Monthly Anomalies in International Stock Markets," Working Papers, University of Pretoria, Department of Economics, number 201950, Jun.
48. Ji, Qiang & Bahloul, Walid & Geng, Jiang-Bo & Gupta, Rangan, 2020, "Trading behaviour connectedness across commodity markets: Evidence from the hedgers’ sentiment perspective," Research in International Business and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.ribaf.2019.101114.
49. Balcilar, Mehmet & Gupta, Rangan & Lee, Chien-Chiang & Olasehinde-Williams, Godwin, 2020, "Insurance and economic policy uncertainty," Research in International Business and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.ribaf.2020.101253.
50. Salisu, Afees A. & Gupta, Rangan & Bouri, Elie & Ji, Qiang, 2020, "The role of global economic conditions in forecasting gold market volatility: Evidence from a GARCH-MIDAS approach," Research in International Business and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.ribaf.2020.101308.
    
    • Afees A. Salisu & Rangan Gupta & Elie Bouri & Qiang Ji, 2020, "The Role of Global Economic Conditions in Forecasting Gold Market Volatility: Evidence from a GARCH-MIDAS Approach," Working Papers, University of Pretoria, Department of Economics, number 202043, May.
51. Gabauer, David & Gupta, Rangan, 2020, "Spillovers across macroeconomic, financial and real estate uncertainties: A time-varying approach," Structural Change and Economic Dynamics, Elsevier, volume 52, issue C, pages 167-173, DOI: 10.1016/j.strueco.2019.09.009.
    
    • David Gabauer & Rangan Gupta, 2019, "Spillovers across Macroeconomic, Financial and Real Estate Uncertainties: A Time-Varying Approach," Working Papers, University of Pretoria, Department of Economics, number 201944, Jun.
52. Balcilar, Mehmet & Demirer, Riza & Gupta, Rangan & Wohar, Mark E., 2020, "The effect of global and regional stock market shocks on safe haven assets," Structural Change and Economic Dynamics, Elsevier, volume 54, issue C, pages 297-308, DOI: 10.1016/j.strueco.2020.04.004.
53. Aviral Kumar Tiwari & Christophe André & Rangan Gupta, 2020, "Spillovers between US real estate and financial assets in time and frequency domains," Journal of Property Investment & Finance, Emerald Group Publishing Limited, volume 38, issue 6, pages 525-537, April, DOI: 10.1108/JPIF-08-2019-0110.
    
    • Aviral Kumar Tiwari & Christophe Andre & Rangan Gupta, 2019, "Spillovers between US Real Estate and Financial Assets in Time and Frequency Domains," Working Papers, University of Pretoria, Department of Economics, number 201947, Jun.
54. Riza Demirer & Rangan Gupta & Hossein Hassani & Xu Huang, 2020, "Time-Varying Risk Aversion and the Profitability of Carry Trades: Evidence from the Cross-Quantilogram," Economies, MDPI, volume 8, issue 1, pages 1-12, March.
    
    • Riza Demirer & Rangan Gupta & Hossein Hassani & Xu Huang, 2019, "Time-Varying Risk Aversion and the Profitability of Carry Trades: Evidence from the Cross-Quantilogram," Working Papers, University of Pretoria, Department of Economics, number 201979, Nov.
55. Rangan Gupta & Philton Makena, 2020, "Growth Dynamics, Multiple Equilibria, and Local Indeterminacy in an Endogenous Growth Model of Money, Banking and Inflation Targeting," Economies, MDPI, volume 8, issue 1, pages 1-14, March.
    
    • Rangan Gupta & Philton Makena, 2019, "Growth Dynamics, Multiple Equilibria, and Local Indeterminacy in an Endogenous Growth Model of Money, Banking and Inflation Targeting," Working Papers, University of Pretoria, Department of Economics, number 201960, Aug.
56. Elie Bouri & Riza Demirer & Rangan Gupta & Christian Pierdzioch, 2020, "Infectious Diseases, Market Uncertainty and Oil Market Volatility," Energies, MDPI, volume 13, issue 16, pages 1-8, August.
57. João F. Caldeira & Rangan Gupta & Hudson S. Torrent, 2020, "Forecasting U.S. Aggregate Stock Market Excess Return: Do Functional Data Analysis Add Economic Value?," Mathematics, MDPI, volume 8, issue 11, pages 1-16, November.
    
    • Joao F. Caldeira & Rangan Gupta & Hudson S. Torrent, 2020, "Forecasting U.S. Aggregate Stock Market Excess Return: Do Functional Data Analysis Add Economic Value?," Working Papers, University of Pretoria, Department of Economics, number 202087, Sep.
58. Goodness C. Aye & Mehmet Balcilar & Rangan Gupta, 2020, "The Effectiveness Of Monetary Policy In South Africa Under Inflation Targeting: Evidence from a Time-Varying Factor-Augmented Vector Autoregressive Model," Journal of Developing Areas, Tennessee State University, College of Business, volume 54, issue 4, pages 55-73, October-D.
    
    • Goodness C. Aye & Mehmet Balcilar & Rangan Gupta, 2016, "The Effectiveness of Monetary Policy in South Africa under Inflation Targeting: Evidence from a Time-Varying Factor-Augmented Vector Autoregressive Model," Working Papers, University of Pretoria, Department of Economics, number 201653.
59. Sergey Ivashchenko & Semih Emre Çekin & Kevin Kotzé & Rangan Gupta, 2020, "Forecasting with Second-Order Approximations and Markov-Switching DSGE Models," Computational Economics, Springer;Society for Computational Economics, volume 56, issue 4, pages 747-771, December, DOI: 10.1007/s10614-019-09941-8.
    
    • Sergey Ivashchenko & Semih Emre Cekin & Kevin Kotze & Rangan Gupta, 2018, "Forecasting with second-order approximations and Markov-switching DSGE models," School of Economics Macroeconomic Discussion Paper Series, School of Economics, University of Cape Town, number 2018-10.
    • Sergey Ivashchenko & Semih Emre Çekin & Kevin Kotzé & Rangan Gupta, 2018, "Forecasting with Second-Order Approximations and Markov Switching DSGE Models," Working Papers, University of Pretoria, Department of Economics, number 201862, Sep.
60. Konstantinos Gkillas & Rangan Gupta & Mark E. Wohar, 2020, "Oil shocks and volatility jumps," Review of Quantitative Finance and Accounting, Springer, volume 54, issue 1, pages 247-272, January, DOI: 10.1007/s11156-018-00788-y.
    
    • Konstantinos Gkillas & Rangan Gupta & Mark E. Wohar, 2018, "Oil Shocks and Volatility Jumps," Working Papers, University of Pretoria, Department of Economics, number 201825, Apr.
61. Matthew W Clance & Riza Demirer & Rangan Gupta & Clement Kweku Kyei, 2020, "Predicting firm-level volatility in the United States: the role of monetary policy uncertainty," Economics and Business Letters, Oviedo University Press, volume 9, issue 3, pages 167-177.
    
    • Matthew W. Clance & Riza Demirer & Rangan Gupta & Clement Kweku Kyei, 2020, "Predicting Firm-Level Volatility in the United States: The Role of Monetary Policy Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 202007, Jan.
62. Aviral Kumar Tiwari & Rangan Gupta & Juncal Cunado & Xin Sheng, 2020, "Testing the white noise hypothesis in high-frequency housing returns of the United States," Economics and Business Letters, Oviedo University Press, volume 9, issue 3, pages 178-188.
    
    • Aviral Kumar Tiwari & Rangan Gupta & Juncal Cunado & Xin Sheng, 2019, "Testing the White Noise Hypothesis in High-Frequency Housing Returns of the United States," Working Papers, University of Pretoria, Department of Economics, number 201952, Jul.
63. Mehmet Balcilar & Rangan Gupta & Chien-Chiang Lee & Godwin Olasehinde-Williams, 2020, "Insurance-growth nexus in Africa," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, volume 45, issue 2, pages 335-360, April, DOI: 10.1057/s41288-019-00145-7.
    
    • Mehmet Balcilar & Rangan Gupta & Chien-Chiang Lee & Godwin Olasehinde-Williams, 2018, "Insurance-Growth Nexus in Africa," Working Papers, University of Pretoria, Department of Economics, number 201801, Jan.
64. Ghassen El Montasser & Rangan Gupta & Jooste Charl & Stephen M. Miller, 2020, "The Time-series Linkages between US Fiscal Policy and Asset Prices," Public Finance Review, , volume 48, issue 3, pages 303-339, May, DOI: 10.1177/1091142120916032.
    
    • Ghassen El Montasser & Rangan Gupta & Charl Jooste & Stephen M. Miller, 2015, "The Time-Series Linkages between US Fiscal Policy and Asset Prices," Working Papers, University of Pretoria, Department of Economics, number 201519, Mar.
    • Ghassen El Montasser & Rangan Gupta & Charl Jooste & Stephen M. Miller, 2016, "The time-series linkages between US fiscal policy and asset prices," Working papers, University of Connecticut, Department of Economics, number 2016-15, Sep.
65. Rangan Gupta & Hylton Hollander & Rudi Steinbach, 2020, "Forecasting output growth using a DSGE-based decomposition of the South African yield curve," Empirical Economics, Springer, volume 58, issue 1, pages 351-378, January, DOI: 10.1007/s00181-018-1607-4.
    
    • Rangan Gupta & Hylton Hollander & Rudi Steinbach, 2015, "Forecasting Output Growth using a DSGE-Based Decomposition of the South African Yield Curve," Working Papers, University of Pretoria, Department of Economics, number 201567, Sep.
66. Giorgio Canarella & Luis A. Gil-Alana & Rangan Gupta & Stephen M. Miller, 2020, "Modeling US historical time-series prices and inflation using alternative long-memory approaches," Empirical Economics, Springer, volume 58, issue 4, pages 1491-1511, April, DOI: 10.1007/s00181-018-1597-2.
67. Vasilios Plakandaras & Rangan Gupta & Constantinos Katrakilidis & Mark E. Wohar, 2020, "Time-varying role of macroeconomic shocks on house prices in the US and UK: evidence from over 150 years of data," Empirical Economics, Springer, volume 58, issue 5, pages 2249-2285, May, DOI: 10.1007/s00181-018-1581-x.
    
    • Vasilios Plakandaras & Rangan Gupta & Constantinos Katrakilidis & Mark E. Wohar, 2017, "Time-Varying Role of Macroeconomic Shocks on House Prices in the US and UK: Evidence from Over 150 Years of Data," Working Papers, University of Pretoria, Department of Economics, number 201765, Sep.
68. Rangan Gupta & Xiaojin Sun, 2020, "Housing market spillovers in South Africa: evidence from an estimated small open economy DSGE model," Empirical Economics, Springer, volume 58, issue 5, pages 2309-2332, May, DOI: 10.1007/s00181-018-1613-6.
    
    • Rangan Gupta & Xiaojin Sun, 2016, "Housing Market Spillovers in South Africa: Evidence from an Estimated Small Open Economy DSGE Model," Working Papers, University of Pretoria, Department of Economics, number 201641, May.
69. Francis Leni Anguyo & Rangan Gupta & Kevin Kotzé, 2020, "Monetary policy and financial frictions in a small open-economy model for Uganda," Empirical Economics, Springer, volume 59, issue 3, pages 1213-1241, September, DOI: 10.1007/s00181-019-01728-y.
    
    • Francis Leni Anguyo & Rangan Gupta & Kevin Kotze, 2017, "Monetary Policy and Financial Frictions in a Small Open-Economy Model for Uganda," School of Economics Macroeconomic Discussion Paper Series, School of Economics, University of Cape Town, number 2017-01.
    • Francis Leni Anguyo & Rangan Gupta & Kevin Kotze, 2017, "Monetary Policy and Financial Frictions in a Small Open-Economy Model for Uganda," Working Papers, University of Pretoria, Department of Economics, number 201710, Feb.
70. Adnen Ben Nasr & Mehmet Balcilar & Rangan Gupta & Seyi Saint Akadiri, 2020, "Asymmetric effects of inequality on real output levels of the United States," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 10, issue 1, pages 47-69, March, DOI: 10.1007/s40822-019-00129-x.
71. Rangan Gupta & Chi Keung Marco Lau & Jacobus A. Nel & Xin Sheng, 2020, "Monetary policy uncertainty spillovers in time and frequency domains," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), volume 9, issue 1, pages 1-30, December, DOI: 10.1186/s40008-020-00219-z.
    
    • Rangan Gupta & Chi Keung Marco Lau & Jacobus A Nel & Xin Sheng, 2020, "Monetary Policy Uncertainty Spillovers in Time- and Frequency-Domains," Working Papers, University of Pretoria, Department of Economics, number 202005, Jan.
72. Goodness C. Aye & Giray Gozgor & Rangan Gupta, 2020, "Dynamic and Asymmetric Response of Inequality to Income Volatility: The Case of the United Kingdom," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 147, issue 3, pages 747-762, February, DOI: 10.1007/s11205-019-02180-2.
    
    • Goodness C. Aye & Giray Gozgor & Rangan Gupta, 2018, "Dynamic and Asymmetric Response of Inequality to Income Volatility: The Case of the United Kingdom," Working Papers, University of Pretoria, Department of Economics, number 201821, Mar.
73. Aviral Kumar Tiwari & Rangan Gupta & Mark E. Wohar, 2020, "Is the Housing Market in the United States Really Weakly-Efficient?," Applied Economics Letters, Taylor & Francis Journals, volume 27, issue 14, pages 1124-1134, July, DOI: 10.1080/13504851.2019.1673296.
    
    • Aviral Kumar Tiwari & Rangan Gupta & Mark E. Wohar, 2019, "Is the Housing Market in the United States Really Weakly-Efficient?," Working Papers, University of Pretoria, Department of Economics, number 201934, Apr.
74. Rangan Gupta & Hardik A. Marfatia & Eric Olson, 2020, "Effect of uncertainty on U.S. stock returns and volatility: evidence from over eighty years of high-frequency data," Applied Economics Letters, Taylor & Francis Journals, volume 27, issue 16, pages 1305-1311, September, DOI: 10.1080/13504851.2019.1677846.
    
    • Rangan Gupta & Hardik A. Marfatia & Eric Olson, 2019, "Effect of Uncertainty on U.S. Stock Returns and Volatility: Evidence from Over Eighty Years of High-Frequency Data," Working Papers, University of Pretoria, Department of Economics, number 201942, May.
75. Oğuzhan Çepni & Rangan Gupta & Zhihui Lv, 2020, "Threshold effects of inequality on economic growth in the US states: the role of human capital to physical capital ratio," Applied Economics Letters, Taylor & Francis Journals, volume 27, issue 19, pages 1546-1551, November, DOI: 10.1080/13504851.2019.1696449.
    
    • Oguzhan Cepni & Rangan Gupta & Zhihui Lv, 2019, "Threshold Effects of Inequality on Economic Growth in the US States: The Role of Human Capital to Physical Capital Ratio," Working Papers, University of Pretoria, Department of Economics, number 201968, Aug.
76. Yanele Nyamela & Vasilios Plakandaras & Rangan Gupta, 2020, "Frequency-dependent real-time effects of uncertainty in the United States: evidence from daily data," Applied Economics Letters, Taylor & Francis Journals, volume 27, issue 19, pages 1562-1566, November, DOI: 10.1080/13504851.2019.1697419.
    
    • Yanele Nyamela & Vasilios Plakandaras & Rangan Gupta, 2018, "Frequency-Dependent Real-Time Effects of Uncertainty in the United States: Evidence from Daily Data," Working Papers, University of Pretoria, Department of Economics, number 201833, May.
77. Giorgio Canarella & Rangan Gupta & Stephen M. Miller & Tolga Omay, 2020, "Does real U.K. GDP have a unit root? Evidence from a multi-century perspective," Applied Economics, Taylor & Francis Journals, volume 52, issue 10, pages 1070-1087, February, DOI: 10.1080/00036846.2019.1655138.
78. Franz Ruch & Mehmet Balcilar & Rangan Gupta & Mampho P. Modise, 2020, "Forecasting core inflation: the case of South Africa," Applied Economics, Taylor & Francis Journals, volume 52, issue 28, pages 3004-3022, June, DOI: 10.1080/00036846.2019.1701181.
    
    • Franz Ruch & Mehmet Balcilar Author-Name-First Mehmet & Mampho P. Modise & Rangan Gupta, 2015, "Forecasting Core Inflation: The Case of South Africa," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-08.
    • Franz Ruch & Mehmet Balcilar & Mampho P. Modise & Rangan Gupta, 2015, "Forecasting Core Inflation: The Case of South Africa," Working Papers, University of Pretoria, Department of Economics, number 201543, Jun.
79. Oğuzhan Çepni & Rangan Gupta & Mark E. Wohar, 2020, "The role of real estate uncertainty in predicting US home sales growth: evidence from a quantiles-based Bayesian model averaging approach," Applied Economics, Taylor & Francis Journals, volume 52, issue 5, pages 528-536, January, DOI: 10.1080/00036846.2019.1654082.
    
    • Oguzhan Cepni & Rangan Gupta & Mark E. Wohar, 2019, "The Role of Real Estate Uncertainty in Predicting US Home Sales Growth: Evidence from a Quantiles-Based Bayesian Model Averaging Approach," Working Papers, University of Pretoria, Department of Economics, number 201936, May.
80. Juncal Cunado & Rangan Gupta & Chi Keung Marco Lau & Xin Sheng, 2020, "Time-Varying Impact of Geopolitical Risks on Oil Prices," Defence and Peace Economics, Taylor & Francis Journals, volume 31, issue 6, pages 692-706, August, DOI: 10.1080/10242694.2018.1563854.
    
    • Juncal Cunado & Rangan Gupta & Chi Keung Marco Lau & Xin Sheng, 2018, "Time-Varying Impact of Geopolitical Risks on Oil Prices," Working Papers, University of Pretoria, Department of Economics, number 201841, Jul.
81. Konstantinos Gkillas & Rangan Gupta & Chi Keung Marco Lau & Muhammad Tahir Suleman, 2020, "Jumps beyond the realms of cricket: India's performance in One Day Internationals and stock market movements," Journal of Applied Statistics, Taylor & Francis Journals, volume 47, issue 6, pages 1109-1127, April, DOI: 10.1080/02664763.2019.1663157.
    
    • Konstantinos Gkillas & Rangan Gupta & Chi Keung Marco Lau & Tahir Suleman, 2018, "Jumps Beyond the Realms of Cricket: India’s Performance in One Day Internationals and Stock Market Movements," Working Papers, University of Pretoria, Department of Economics, number 201871, Nov.
82. Hossein Hassani & Mohammad Reza Yeganegi & Juncal Cuñado & Rangan Gupta, 2020, "Forecasting interest rate volatility of the United Kingdom: evidence from over 150 years of data," Journal of Applied Statistics, Taylor & Francis Journals, volume 47, issue 6, pages 1128-1143, April, DOI: 10.1080/02664763.2019.1666093.
    
    • Hossein Hassani & Mohammad Reza Yeganegi & Juncal Cunado & Rangan Gupta, 2018, "Forecasting Interest Rate Volatility of the United Kingdom: Evidence from over 150 Years of Data," Working Papers, University of Pretoria, Department of Economics, number 201873, Nov.
83. Rangan Gupta & Godwin Olasehinde-Williams & Mark E. Wohar, 2020, "The impact of US uncertainty shocks on a panel of advanced and emerging market economies," The Journal of International Trade & Economic Development, Taylor & Francis Journals, volume 29, issue 6, pages 711-721, August, DOI: 10.1080/09638199.2020.1720785.
84. Francis Leni Anguyo & Rangan Gupta & Kevin Kotzé, 2020, "Inflation dynamics in Uganda: a quantile regression approach," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, volume 13, issue 2, pages 161-187, May, DOI: 10.1080/17520843.2019.1596963.
    
    • Francis Leni Anguyo & Rangan Gupta & Kevin Kotze, 2017, "Inflation Dynamics in Uganda: A Quantile Regression Approach," School of Economics Macroeconomic Discussion Paper Series, School of Economics, University of Cape Town, number 2017-07.
    • Francis Leni Anguyo & Rangan Gupta & Kevin Kotzé, 2017, "Inflation Dynamics in Uganda: A Quantile Regression Approach," Working Papers, University of Pretoria, Department of Economics, number 201772, Oct.
85. Mehmet Balcilar & Elie Bouri & Rangan Gupta & Mark E. Wohar, 2020, "Mortgage Default Risks and High-Frequency Predictability of the U.S. Housing Market: A Reconsideration," Journal of Real Estate Portfolio Management, Taylor & Francis Journals, volume 26, issue 2, pages 111-117, December, DOI: 10.1080/10835547.2020.1854606.
    
    • Mehmet Balcilar & Elie Bouri & Rangan Gupta & Mark E. Wohar, 2018, "Mortgage Default Risks and High-Frequency Predictability of the US Housing Market: A Reconsideration," Working Papers, University of Pretoria, Department of Economics, number 201875, Nov.
86. Francis Leni Anguyo & Rangan Gupta & Kevin Kotzé, 2020, "Monetary policy, financial frictions and structural changes in Uganda: a Markov-switching DSGE approach," Economic Research-Ekonomska Istraživanja, Taylor & Francis Journals, volume 33, issue 1, pages 1538-1561, January, DOI: 10.1080/1331677X.2020.1757480.
87. Ruipeng Liu & Riza Demirer & Rangan Gupta & Mark Wohar, 2020, "Volatility forecasting with bivariate multifractal models," Journal of Forecasting, John Wiley & Sons, Ltd., volume 39, issue 2, pages 155-167, March, DOI: 10.1002/for.2619.
88. Elie Bouri & Riza Demirer & Rangan Gupta & Xiaojin Sun, 2020, "The predictability of stock market volatility in emerging economies: Relative roles of local, regional, and global business cycles," Journal of Forecasting, John Wiley & Sons, Ltd., volume 39, issue 6, pages 957-965, September, DOI: 10.1002/for.2672.
    
    • Elie Bouri & Riza Demirer & Rangan Gupta & Xiaojin Sun, 2019, "The Predictability of Stock Market Volatility in Emerging Economies: Relative Roles of Local, Regional and Global Business Cycles," Working Papers, University of Pretoria, Department of Economics, number 201938, May.
89. Oguzhan Cepni & Rangan Gupta & I. Ethem Güney & M. Yilmaz, 2020, "Forecasting local currency bond risk premia of emerging markets: The role of cross‐country macrofinancial linkages," Journal of Forecasting, John Wiley & Sons, Ltd., volume 39, issue 6, pages 966-985, September, DOI: 10.1002/for.2669.
    
    • Oguzhan Cepni & Rangan Gupta & I. Ethem Guney & M. Hasan Yilmaz, 2019, "Forecasting Local Currency Bond Risk Premia of Emerging Markets: The Role of Cross-Country Macro-Financial Linkages," Working Papers, University of Pretoria, Department of Economics, number 201957, Jul.
90. Hossein Hassani & Mohammad Reza Yeganegi & Rangan Gupta, 2020, "Historical Forecasting Of Interest Rate Mean And Volatility Of The United States: Is There A Role Of Uncertainty?," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 15, issue 04, pages 1-17, December, DOI: 10.1142/S2010495220500189.
    
    • Hossein Hassani & Mohammad Reza Yeganegi & Rangan Gupta, 2020, "Historical Forecasting of Interest Rate Mean and Volatility of the United States: Is there a Role of Uncertainty?," Working Papers, University of Pretoria, Department of Economics, number 202075, Aug.
91. Ahmed Imran Hunjra & Asad Mehmood & Hung Phu Nguyen & Tahar Tayachi, 2020, "Do firm-specific risks affect bank performance?," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 17, issue 3, pages 664-682, November, DOI: 10.1108/IJOEM-04-2020-0329.
92. Ahmed Imran Hunjra & Mahnoor Hanif & Rashid Mehmood & Loi Viet Nguyen, 2020, "Diversification, corporate governance, regulation and bank risk-taking," Journal of Financial Reporting and Accounting, Emerald Group Publishing Limited, volume 19, issue 1, pages 92-108, August, DOI: 10.1108/JFRA-03-2020-0071.
93. Ahmed Imran Hunjra & Qasim Zureigat & Rashid Mehmood, 2020, "Impact of Capital Regulation and Market Discipline on Capital Ratio Selection: A Cross Country Study," IJFS, MDPI, volume 8, issue 2, pages 1-13, April.
94. Ahmed Imran Hunjra & Rashid Mehmood & Tahar Tayachi, 2020, "How Do Corporate Social Responsibility and Corporate Governance Affect Stock Price Crash Risk?," JRFM, MDPI, volume 13, issue 2, pages 1-15, February.
95. Ahmed Imran Hunjra & Peter Verhoeven & Qasim Zureigat, 2020, "Capital Structure as a Mediating Factor in the Relationship between Uncertainty, CSR, Stakeholder Interest and Financial Performance," JRFM, MDPI, volume 13, issue 6, pages 1-18, June.
96. Ahmed Imran Hunjra & Tahar Tayachi & Rashid Mehmood & Sidra Malik & Zoya Malik, 2020, "Impact of Credit Risk on Momentum and Contrarian Strategies: Evidence from South Asian Markets," Risks, MDPI, volume 8, issue 2, pages 1-14, April.
97. Ahmed Imran Hunjra & Suha Mahmoud Alawi & Sisira Colombage & Uroosa Sahito & Mahnoor Hanif, 2020, "Portfolio Construction by Using Different Risk Models: A Comparison among Diverse Economic Scenarios," Risks, MDPI, volume 8, issue 4, pages 1-23, November.
98. Ahmed Imran Hunjra & Tahar Tayachi & Muhammad Irfan Chani & Peter Verhoeven & Asad Mehmood, 2020, "The Moderating Effect of Institutional Quality on the Financial Development and Environmental Quality Nexus," Sustainability, MDPI, volume 12, issue 9, pages 1-13, May.
99. Abdul Moueed & Ahmed Imran Hunjra & Zhaojun Yang, 2020, "Use anger to guide your stock market decision-making: results from Pakistan," Cogent Economics & Finance, Taylor & Francis Journals, volume 8, issue 1, pages 1733279-173, January, DOI: 10.1080/23322039.2020.1733279.
100. João T. Jalles, 2020, "Explaining Africa's public consumption procyclicality: Revisiting old evidence," International Finance, Wiley Blackwell, volume 23, issue 2, pages 297-323, August, DOI: 10.1111/infi.12365.
     
     • João Tovar Jalles, 2019, "Explaining Africa’s Public Consumption Procyclicality: Revisiting Old Evidence," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2019/0100, Nov.
101. Afonso, António & Jalles, João Tovar, 2020, "A Note On Inflation Dynamics, Price Volatility, And Fiscal Activism," Macroeconomic Dynamics, Cambridge University Press, volume 24, issue 5, pages 1299-1313, July.
102. Jalles, João Tovar, 2020, "The volatility impact of social expenditure’s cyclicality in advanced economies," Economic Analysis and Policy, Elsevier, volume 66, issue C, pages 26-40, DOI: 10.1016/j.eap.2020.02.002.
103. Jalles, João Tovar, 2020, "Social expenditure cyclicality: New time-varying evidence in developing economies," Economic Systems, Elsevier, volume 44, issue 3, DOI: 10.1016/j.ecosys.2020.100810.
104. Jalles, Joao Tovar & Ge, Jun, 2020, "Emissions and economic development in commodity exporting countries," Energy Economics, Elsevier, volume 85, issue C, DOI: 10.1016/j.eneco.2019.104572.
105. Afonso, António & Jalles, João Tovar & Kazemi, Mina, 2020, "The effects of macroeconomic, fiscal and monetary policy announcements on sovereign bond spreads," International Review of Law and Economics, Elsevier, volume 63, issue C, DOI: 10.1016/j.irle.2020.105924.
106. Afonso, António & Jalles, João Tovar, 2020, "Stock flow adjustments in sovereign debt dynamics: The role of fiscal frameworks," International Review of Economics & Finance, Elsevier, volume 65, issue C, pages 1-16, DOI: 10.1016/j.iref.2019.09.007.
     
     • António Afonso & João Tovar Jalles, 2019, "Stock Flow Adjustments in Sovereign Debt Dynamics: The Role of Fiscal Frameworks," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2019/66, Jan.
107. Zidong An & Joao Tovar Jalles, 2020, "On the performance of US fiscal forecasts: government vs. private information," Journal of Economic Studies, Emerald Group Publishing Limited, volume 48, issue 2, pages 367-391, June, DOI: 10.1108/JES-08-2019-0388.
     
     • Zidong An & João Tovar Jalles, 2020, "On the Performance of US Fiscal Forecasts: Government vs. Private Information," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2020/0130, May.
108. João Tovar Jalles, 2020, "The impact of financial crises on the environment in developing countries," Annals of Finance, Springer, volume 16, issue 2, pages 281-306, June, DOI: 10.1007/s10436-019-00356-x.
109. João Tovar Jalles, 2020, "A New Look into Fiscal Countercyclicality: Expectations, Shocks, and the Business Cycle," FinanzArchiv: Public Finance Analysis, Mohr Siebeck, Tübingen, volume 76, issue 3, pages 240-265, DOI: 10.1628/fa-2020-0006.
110. Romain Duval & Davide Furceri & Joao Jalles, 2020, "Job protection deregulation in good and bad times," Oxford Economic Papers, Oxford University Press, volume 72, issue 2, pages 370-390.
     
     • Mr. Romain A Duval & Davide Furceri & João Tovar Jalles, 2017, "Job Protection Deregulation in Good and Bad Times," IMF Working Papers, International Monetary Fund, number 2017/277, Dec.
111. Davide Furceri & João Tovar Jalles & Prakash Loungani, 2020, "On the Determinants of the Okun’s Law: New Evidence from Time-Varying Estimates," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, volume 62, issue 4, pages 661-700, December, DOI: 10.1057/s41294-019-00111-1.
112. António Afonso & João Tovar Jalles, 2020, "Economic volatility and sovereign yields’ determinants: a time-varying approach," Empirical Economics, Springer, volume 58, issue 2, pages 427-451, February, DOI: 10.1007/s00181-018-1540-6.
     
     • António Afonso & João Tovar Jalles, 2016, "Economic Volatility and Sovereign Yields’ Determinants: a Time-Varying Approach," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2016/04, Jan.
113. António Afonso & Florence Huart & João Tovar Jalles & Piotr Stanek, 2020, "Long-run relationship between exports and imports: current account sustainability tests for the EU," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, volume 19, issue 2, pages 155-170, May, DOI: 10.1007/s10258-019-00168-x.
     
     • Antonio Afonso & Florence Huart & João Tovar Jalles & Piotr Stanek, 2019, "Long-run relationship between exports and imports: current account sustainability tests for the EU," Post-Print, HAL, number hal-02499351, Dec, DOI: 10.1007/s10258-019-00168-x.
     • António Afonso & Florence Huart & João Tovar Jalles & Piotr Stanek, 2019, "Long-run relationship between exports and imports: current account sustainability tests for the EU," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2019/99, Nov.
114. António Afonso & João Tovar Jalles, 2020, "Sovereign indebtedness and financial and fiscal conditions," Applied Economics Letters, Taylor & Francis Journals, volume 27, issue 19, pages 1611-1616, November, DOI: 10.1080/13504851.2019.1707758.
     
     • António Afonso & João Tovar Jalles, 2019, "Sovereign Indebtedness and Financial and Fiscal Conditions," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2019/0111, Dec.
115. João Tovar Jalles, 2020, "European commission’s fiscal forecasts in CEE countries: a thorough assessment," Journal of Economic Policy Reform, Taylor & Francis Journals, volume 23, issue 2, pages 161-183, July, DOI: 10.1080/17487870.2018.1520638.
116. Luiz de Mello & João Tovar Jalles, 2020, "The global crisis and intergovernmental relations: centralization versus decentralization 10 years on," Regional Studies, Taylor & Francis Journals, volume 54, issue 7, pages 942-957, July, DOI: 10.1080/00343404.2019.1645326.
117. Stelios Bekiros & Syed Jawad Hussain Shahzad & Rania Jammazi & Chaker Aloui, 2020, "Spillovers across European sovereign credit markets and role of surprise and uncertainty," Applied Economics, Taylor & Francis Journals, volume 52, issue 8, pages 851-865, February, DOI: 10.1080/00036846.2019.1659930.
118. Ha-chi Le & Thai-ha Le, 2020, "Foreign Direct Investment Inflows and Economic Growth in Singapore: an Empirical approach," Economics Bulletin, AccessEcon, volume 40, issue 4, pages 3256-3273.
119. Le, Thai-Ha & Nguyen, Canh Phuc & Su, Thanh Dinh & Tran-Nam, Binh, 2020, "The Kuznets curve for export diversification and income inequality: Evidence from a global sample," Economic Analysis and Policy, Elsevier, volume 65, issue C, pages 21-39, DOI: 10.1016/j.eap.2019.11.004.
120. Le, Anh Tu & Le, Thai-Ha & Liu, Wai-Man & Fong, Kingsley Y., 2020, "Multiple duration analyses of dynamic limit order placement strategies and aggressiveness in a low-latency market environment," International Review of Financial Analysis, Elsevier, volume 72, issue C, DOI: 10.1016/j.irfa.2020.101575.
121. Le, Thai-Ha & Le, Ha-Chi & Taghizadeh-Hesary, Farhad, 2020, "Does financial inclusion impact CO2 emissions? Evidence from Asia," Finance Research Letters, Elsevier, volume 34, issue C, DOI: 10.1016/j.frl.2020.101451.
122. Nguyen, Canh Phuc & Le, Thai-Ha & Su, Thanh Dinh, 2020, "Economic policy uncertainty and credit growth: Evidence from a global sample," Research in International Business and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.ribaf.2019.101118.
123. Thai-Ha Le & Youngho Chang & Donghyun Park, 2020, "Renewable and Nonrenewable Energy Consumption, Economic Growth, and Emissions: International Evidence," The Energy Journal, , volume 41, issue 2, pages 73-92, March, DOI: 10.5547/01956574.41.2.thle.
124. Lee, Seungho & Meslmani, Nabil El & Switzer, Lorne N., 2020, "Pricing Efficiency and Arbitrage in the Bitcoin Spot and Futures Markets," Research in International Business and Finance, Elsevier, volume 53, issue C, DOI: 10.1016/j.ribaf.2020.101200.
125. Topaloglou, Nikolas & Tsionas, Mike G., 2020, "Stochastic dominance tests," Journal of Economic Dynamics and Control, Elsevier, volume 112, issue C, DOI: 10.1016/j.jedc.2020.103849.
126. Arvanitis, Stelios & Scaillet, Olivier & Topaloglou, Nikolas, 2020, "Spanning tests for Markowitz stochastic dominance," Journal of Econometrics, Elsevier, volume 217, issue 2, pages 291-311, DOI: 10.1016/j.jeconom.2019.12.005.
     
     • Stelios Arvanitis & Olivier Scaillet & Nikolas Topaloglou, 2018, "Spanning Tests for Markowitz Stochastic Dominance," Papers, arXiv.org, number 1810.10800, Oct.
     • Stelios Arvanitis & O. Scaillet & Nikolas Topaloglou, 2018, "Spanning Tests for Markowitz Stochastic Dominance," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-08, Feb.
     • Arvanitis, Stelios & Scaillet, Olivier & Topaloglou, Nikolas, 2018, "Spanning tests for markowitz stochastic dominance," Working Papers, University of Geneva, Geneva School of Economics and Management, number unige:102836.
127. Pinar, Mehmet & Stengos, Thanasis & Topaloglou, Nikolas, 2020, "On the construction of a feasible range of multidimensional poverty under benchmark weight uncertainty," European Journal of Operational Research, Elsevier, volume 281, issue 2, pages 415-427, DOI: 10.1016/j.ejor.2019.08.047.
128. Topaloglou, Nikolas & Vladimirou, Hercules & Zenios, Stavros A., 2020, "Integrated dynamic models for hedging international portfolio risks," European Journal of Operational Research, Elsevier, volume 285, issue 1, pages 48-65, DOI: 10.1016/j.ejor.2019.01.027.
129. Topaloglou Lefteris, 2020, "Spatial (in)justice and place-based strategies in innovation ecosystems: the case of the Alexander Innovation Zone in Thessaloniki," Bulletin of Geography. Socio-economic Series, Paradigm, volume 49, issue 49, pages 81-92, September, DOI: 10.2478/bog-2020-0025.
130. Thanh-Long Giang & Dinh-Tri Vo & Quan-Hoang Vuong, 2020, "COVID-19: A Relook at Healthcare Systems and Aged Populations," Sustainability, MDPI, volume 12, issue 10, pages 1-10, May.
131. Linh Hoang Vu, 2020, "Estimation and Analysis of Food Demand Patterns in Vietnam," Economies, MDPI, volume 8, issue 1, pages 1-17, February.
132. Linh Luong & Linh Hoang Vu, 2020, "Impacts of Excise Taxation on Non-Alcoholic Beverage Consumption in Vietnam," Sustainability, MDPI, volume 12, issue 3, pages 1-13, February.
133. Hanif, Waqas & Arreola Hernandez, Jose & Sadorsky, Perry & Yoon, Seong-Min, 2020, "Are the interdependence characteristics of the US and Canadian energy equity sectors nonlinear and asymmetric?," The North American Journal of Economics and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.najef.2019.101065.
     
     • Waqas Hanif & Jose Arreola Hernandez & Perry Sadorsky & Seong-Min Yoon, 2020, "Are the interdependence characteristics of the US and Canadian energy equity sectors nonlinear and asymmetric?," Post-Print, HAL, number hal-02567429, Jan, DOI: 10.1016/j.najef.2019.101065.
134. Dong, Xiyong & Li, Changhong & Yoon, Seong-Min, 2020, "Asymmetric dependence structures for regional stock markets: An unconditional quantile regression approach," The North American Journal of Economics and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.najef.2019.101111.
135. Al-Yahyaee, Khamis Hamed & Mensi, Walid & Ko, Hee-Un & Yoon, Seong-Min & Kang, Sang Hoon, 2020, "Why cryptocurrency markets are inefficient: The impact of liquidity and volatility," The North American Journal of Economics and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.najef.2020.101168.
136. Arreola Hernandez, Jose & Kang, Sang Hoon & Shahzad, Syed Jawad Hussain & Yoon, Seong-Min, 2020, "Spillovers and diversification potential of bank equity returns from developed and emerging America," The North American Journal of Economics and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.najef.2020.101219.
     
     • Jose Arreola Hernandez & Sang Hoon Kang & Syed Jawad Hussain Shahzad & Seong-Min Yoon, 2020, "Spillovers and diversification potential of bank equity returns from developed and emerging America," Post-Print, HAL, number hal-02966894, Nov, DOI: 10.1016/j.najef.2020.101219.
137. Jiang, Zhuhua & Yoon, Seong-Min, 2020, "Dynamic co-movement between oil and stock markets in oil-importing and oil-exporting countries: Two types of wavelet analysis," Energy Economics, Elsevier, volume 90, issue C, DOI: 10.1016/j.eneco.2020.104835.
138. Kang, Sang Hoon & Lahmiri, Salim & Uddin, Gazi Salah & Arreola Hernandez, Jose & Yoon, Seong-Min, 2020, "Inflation cycle synchronization in ASEAN countries," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 545, issue C, DOI: 10.1016/j.physa.2019.123820.
     
     • Sang Hoon Kang & Salim Lahmiri & Gazi Salah Uddin & Jose Arreola Hernandez & Seong-Min Yoon, 2020, "Inflation cycle synchronization in ASEAN countries," Post-Print, HAL, number hal-02779489, May, DOI: 10.1016/j.physa.2019.123820.
139. Yeonjeong Lee & Seong-Min Yoon, 2020, "Dynamic Spillover and Hedging among Carbon, Biofuel and Oil," Energies, MDPI, volume 13, issue 17, pages 1-19, August.
140. Yun-Jung Lee & Neung-Woo Kim & Ki-Hong Choi & Seong-Min Yoon, 2020, "Analysis of the Informational Efficiency of the EU Carbon Emission Trading Market: Asymmetric MF-DFA Approach," Energies, MDPI, volume 13, issue 9, pages 1-14, May.
141. Ki-Hong Choi & Seong-Min Yoon, 2020, "Investor Sentiment and Herding Behavior in the Korean Stock Market," IJFS, MDPI, volume 8, issue 2, pages 1-14, June.
142. Yeonjeong Lee & Seong-Min Yoon, 2020, "Relationship between International Reserves and FX Rate Movements," Sustainability, MDPI, volume 12, issue 17, pages 1-24, August.
143. Ki-Hong Choi & Seong-Min Yoon, 2020, "Asymmetric Dependence between Oil Prices and Maritime Freight Rates: A Time-Varying Copula Approach," Sustainability, MDPI, volume 12, issue 24, pages 1-16, December.
144. Sang Hoon Kang & Seong-Min Yoon & Stelios Bekiros & Gazi S. Uddin, 2020, "Bitcoin as Hedge or Safe Haven: Evidence from Stock, Currency, Bond and Derivatives Markets," Computational Economics, Springer;Society for Computational Economics, volume 56, issue 2, pages 529-545, August, DOI: 10.1007/s10614-019-09935-6.
145. Gazi Salah Uddin & Jose Arreola Hernandez & Anupam Dutta & Sang Hoon Kang & Seong-Min Yoon, 2020, "Impact of food price volatility on the US restaurant sector," Applied Economics, Taylor & Francis Journals, volume 52, issue 39, pages 4250-4262, August, DOI: 10.1080/00036846.2020.1733478.
146. Xiyong Dong & Changhong Li & Seong-Min Yoon, 2020, "Exogenous shocks, dynamic correlations, and portfolio risk management for the Asian emerging and other global developed and emerging stock markets," Applied Economics, Taylor & Francis Journals, volume 52, issue 43, pages 4745-4764, September, DOI: 10.1080/00036846.2020.1743814.
147. Waqas Hanif & Jose Arreola-Hernandez & Syed Jawad Hussain Shahzad & Thi Hong Van Hoang & Seong-Min Yoon, 2020, "Regional and copula estimation effects on EU and US energy equity portfolios," Applied Economics, Taylor & Francis Journals, volume 52, issue 49, pages 5311-5342, October, DOI: 10.1080/00036846.2020.1763244.
148. Sang Hoon Kang & Seong‐Min Yoon, 2020, "Dynamic correlation and volatility spillovers across Chinese stock and commodity futures markets," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 25, issue 2, pages 261-273, April, DOI: 10.1002/ijfe.1750.

2019

1. Adnen Ben Nasr & Matteo Bonato & Riza Demirer & Rangan Gupta, 2019, "Investor Sentiment and Crash Risk in Safe Havens," Journal of Economics and Behavioral Studies, AMH International, volume 10, issue 6, pages 97-108, DOI: 10.22610/jebs.v10i6A.2666.
   
   • Adnen Ben Nasr & Matteo Bonato & Riza Demirer & Rangan Gupta, 2018, "Investor Sentiment and Crash Risk in Safe Havens," Working Papers, University of Pretoria, Department of Economics, number 201804, Jan.
2. Bonato, Matteo, 2019, "Realized correlations, betas and volatility spillover in the agricultural commodity market: What has changed?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 62, issue C, pages 184-202, DOI: 10.1016/j.intfin.2019.07.005.
3. Pongelli, Claudia & Calabrò, Andrea & Basco, Rodrigo, 2019, "Family firms' international make-or-buy decisions: Captive offshoring, offshore outsourcing, and the role of home region focus," Journal of Business Research, Elsevier, volume 103, issue C, pages 596-606, DOI: 10.1016/j.jbusres.2018.02.033.
4. Rosalia Santulli & Mariateresa Torchia & Andrea Calabrò & Carmen Gallucci, 2019, "Family ownership concentration and firm internationalization: integrating principal-principal and socioemotional wealth perspectives," Journal of International Entrepreneurship, Springer, volume 17, issue 2, pages 220-248, June, DOI: 10.1007/s10843-019-00245-4.
5. Aloisio Araujo & Alain Chateauneuf & José Heleno Faro & Bruno Holanda, 2019, "Updating pricing rules," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 68, issue 2, pages 335-361, September, DOI: 10.1007/s00199-018-1125-9.
   
   • Aloisio Araujo & Alain Chateauneuf & José Heleno Faro & Bruno Holanda, 2016, "Updating Pricing Rules," Business and Economics Working Papers, Unidade de Negocios e Economia, Insper, number 223.
   • Aloisio Araujo & Alain Chateauneuf & José Heleno Faro & Bruno Holanda, 2019, "Updating pricing rules," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-03252329, Jan, DOI: 10.1007/s00199-018-1125-9.
   • Aloisio Araujo & Alain Chateauneuf & José Heleno Faro & Bruno Holanda, 2019, "Updating pricing rules," Post-Print, HAL, number hal-03252329, Jan, DOI: 10.1007/s00199-018-1125-9.
   • Aloisio Araujo & Alain Chateauneuf & José Heleno Faro & Bruno Holanda, 2019, "Updating pricing rules," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-03252329, Jan, DOI: 10.1007/s00199-018-1125-9.
6. Abid, Ilyes & Dhaoui, Abderrazak & Goutte, Stéphane & Guesmi, Khaled, 2019, "Contagion and bond pricing: The case of the ASEAN region," Research in International Business and Finance, Elsevier, volume 47, issue C, pages 371-385, DOI: 10.1016/j.ribaf.2018.08.010.
   
   • Ilyes Abid & Abderrazak Dhaoui & Stéphane Goutte & Khaled Guesmi, 2019, "Contagion and bond pricing: The case of the ASEAN region," Post-Print, HAL, number halshs-02148928, Jan, DOI: 10.1016/j.ribaf.2018.08.010.
7. Esin Cakan & Riza Demirer & Rangan Gupta & Josine Uwilingiye, 2019, "Economic Policy Uncertainty and Herding Behavior Evidence from the South African Housing Market," Advances in Decision Sciences, Asia University, Taiwan, volume 23, issue 1, pages 88-113, March.
   
   • Esin Cakan & Riza Demirer & Rangan Gupta & Josine Uwilingiye, 2019, "Economic Policy Uncertainty and Herding Behavior: Evidence from the South African Housing Market," Working Papers, University of Pretoria, Department of Economics, number 201921, Mar.
8. Rangan Gupta & Mark E. Wohar, 2019, "Presidential Cycles In The Usa And The Dollar-Pound Exchange Rate: Evidence From Over Two Centuries," Advances in Decision Sciences, Asia University, Taiwan, volume 23, issue 2, pages 151-163, June.
9. Goodness C. Aye & Rangan Gupta, 2019, "Macroeconomic Uncertainty And The Comovement In Buying Versus Renting In The Usa," Advances in Decision Sciences, Asia University, Taiwan, volume 23, issue 3, pages 93-121, September.
10. Rangan Gupta & Chi Keung Marco Lau & Seong-Min Yoon, 2019, "OPEC News Announcement Effect on Volatility in the Crude Oil Market: A Reconsideration," Advances in Decision Sciences, Asia University, Taiwan, volume 23, issue 4, pages 1-23, December.
    
    • Rangan Gupta & Chi Keung Marco Lau & Seong-Min Yoon, 2017, "OPEC News Announcement Effect on Volatility in the Crude Oil Market: A Reconsideration," Working Papers, University of Pretoria, Department of Economics, number 201754, Jul.
11. Abdulnasser Hatemi‐J & Chi‐Chuan Lee & Chien‐Chiang Lee & Rangan Gupta, 2019, "Insurance activity and economic performance: Fresh evidence from asymmetric panel causality tests," International Finance, Wiley Blackwell, volume 22, issue 2, pages 221-240, August, DOI: 10.1111/infi.12333.
    
    • Abdulnasser Hatemi-J & Chi-Chuan Lee & Chien-Chiang Lee & Rangan Gupta, 2018, "Insurance Activity and Economic Performance: Fresh Evidence from Asymmetric Panel Causality Tests," Working Papers, University of Pretoria, Department of Economics, number 201828, May.
12. Rangan Gupta & Chi Keung Marco Lau & Stephen M. Miller & Mark E. Wohar, 2019, "US Fiscal Policy and Asset Prices: The Role of Partisan Conflict," International Review of Finance, International Review of Finance Ltd., volume 19, issue 4, pages 851-862, December, DOI: 10.1111/irfi.12188.
    
    • Rangan Gupta & Chi Keung Marco Lau & Stephen M. Miller & Mark E. Wohar, 2017, "U.S. Fiscal Policy and Asset Prices: The Role of Partisan Conflict," Working Papers, University of Pretoria, Department of Economics, number 201742, Jun.
    • Rangan Gupta & Chi Keung Marco Lau & Stephen M. Miller & Mark E. Wohar, 2017, "U.S. Fiscal Policy and Asset Prices: The Role of Partisan Conflict," Working papers, University of Connecticut, Department of Economics, number 2017-10, Jun.
13. Luis Alberiko Gil‐Alana & Rangan Gupta, 2019, "Persistence, Mean Reversion and Nonlinearities in Inflation Rates of Developed and Developing Countries Using Over One Century of Data," Manchester School, University of Manchester, volume 87, issue 1, pages 24-36, January, DOI: 10.1111/manc.12213.
    
    • Luis A. Gil-Alana & Rangan Gupta, 2017, "Persistence, Mean Reversion and Nonlinearities in Inflation Rates of Developed and Developing Countries Using Over One Century of Data," Working Papers, University of Pretoria, Department of Economics, number 201713, Mar.
14. Claudiu Tiberiu Albulescu & Aviral Kumar Tiwari & Stephen M. Miller & Rangan Gupta, 2019, "Time–frequency relationship between US inflation and inflation uncertainty: evidence from historical data," Scottish Journal of Political Economy, Scottish Economic Society, volume 66, issue 5, pages 673-702, November, DOI: 10.1111/sjpe.12207.
15. Tiwari Aviral Kumar & Cunado Juncal & Gupta Rangan & Wohar Mark E., 2019, "Are stock returns an inflation hedge for the UK? Evidence from a wavelet analysis using over three centuries of data," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 23, issue 3, pages 1-17, June, DOI: 10.1515/snde-2017-0049.
    
    • Aviral Kumar Tiwari & Juncal Cunado & Rangan Gupta & Mark E. Wohar, 2017, "Are Stock Returns an Inflation Hedge for the UK? Evidence from a Wavelet Analysis Using Over Three Centuries of Data," Working Papers, University of Pretoria, Department of Economics, number 201735, May.
16. Wilson Donzwa & Rangan Gupta & Mark E. Wohar, 2019, "Volatility Spillovers between Interest Rates and Equity Markets of Developed Economies," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 8, issue 3, pages 39-50.
17. Hossein Hassani & Mohammad Reza Yeganegi & Rangan Gupta, 2019, "Does inequality really matter in forecasting real housing returns of the United Kingdom?," International Economics, CEPII research center, issue 159, pages 18-25.
    
    • Hassani, Hossein & Yeganegi, Mohammad Reza & Gupta, Rangan, 2019, "Does inequality really matter in forecasting real housing returns of the United Kingdom?," International Economics, Elsevier, volume 159, issue C, pages 18-25, DOI: 10.1016/j.inteco.2019.03.004.
    • Hossein Hassani & Mohammad Reza Yeganegi & Rangan Gupta, 2018, "Does Inequality Really Matter in Forecasting Real Housing Returns of the United Kingdom?," Working Papers, University of Pretoria, Department of Economics, number 201859, Sep.
18. Rangan Gupta & Philton Makena, 2019, "Inflation Aversion and the Growth-Inflation Relationship," Annals of Economics and Finance, Society for AEF, volume 20, issue 2, pages 803-815, November.
    
    • Rangan Gupta & Philton Makena, 2019, "Inflation Aversion and the Growth-Inflation Relationship," Working Papers, University of Pretoria, Department of Economics, number 201920, Mar.
19. Miller, Stephen M. & Martins, Luis Filipe & Gupta, Rangan, 2019, "A Time-Varying Approach Of The Us Welfare Cost Of Inflation," Macroeconomic Dynamics, Cambridge University Press, volume 23, issue 2, pages 775-797, March.
    
    • Stephen M. Miller & Luis F. Martins & Rangan Gupta, 2014, "A Time-Varying Approach of the US Welfare Cost of Inflation," Working Papers, University of Pretoria, Department of Economics, number 201419, May.
    • Stephen M. Miller & Luis F. Martins & Rangan Gupta, 2014, "A Time-Varying Approach of the US Welfare Cost of Inflation," Working papers, University of Connecticut, Department of Economics, number 2014-11, May.
20. van Eyden, Reneé & Difeto, Mamothoana & Gupta, Rangan & Wohar, Mark E., 2019, "Oil price volatility and economic growth: Evidence from advanced economies using more than a century’s data," Applied Energy, Elsevier, volume 233, issue , pages 612-621, DOI: 10.1016/j.apenergy.2018.10.049.
21. Gupta, Rangan & Risse, Marian & Volkman, David A. & Wohar, Mark E., 2019, "The role of term spread and pattern changes in predicting stock returns and volatility of the United Kingdom: Evidence from a nonparametric causality-in-quantiles test using over 250 years of data," The North American Journal of Economics and Finance, Elsevier, volume 47, issue C, pages 391-405, DOI: 10.1016/j.najef.2018.05.006.
    
    • Rangan Gupta & Marian Risse & David A. Volkman & Mark E. Wohar, 2017, "The Role of Term Spread and Pattern Changes in Predicting Stock Returns and Volatility of the United Kingdom: Evidence from a Nonparametric Causality-in-Quantiles Test Using Over 250 Years of Data," Working Papers, University of Pretoria, Department of Economics, number 201755, Jul.
22. Plastun, Alex & Sibande, Xolani & Gupta, Rangan & Wohar, Mark E., 2019, "Rise and fall of calendar anomalies over a century," The North American Journal of Economics and Finance, Elsevier, volume 49, issue C, pages 181-205, DOI: 10.1016/j.najef.2019.04.011.
    
    • Alex Plastun & Xolani Sibande & Rangan Gupta & Mark E. Wohar, 2019, "Rise and Fall of Calendar Anomalies over a Century," Working Papers, University of Pretoria, Department of Economics, number 201902, Jan.
23. Gupta, Rangan & Kanda, Patrick & Tiwari, Aviral Kumar & Wohar, Mark E., 2019, "Time-varying predictability of oil market movements over a century of data: The role of US financial stress," The North American Journal of Economics and Finance, Elsevier, volume 50, issue C, DOI: 10.1016/j.najef.2019.100994.
    
    • Rangan Gupta & Patrick Kanda & Aviral Kumar Tiwari & Mark E. Wohar, 2018, "Time-Varying Predictability of Oil Market Movements Over a Century of Data: The Role of US Financial Stress," Working Papers, University of Pretoria, Department of Economics, number 201848, Jul.
24. Demirer, Riza & Gkillas, Konstantinos & Gupta, Rangan & Pierdzioch, Christian, 2019, "Time-varying risk aversion and realized gold volatility," The North American Journal of Economics and Finance, Elsevier, volume 50, issue C, DOI: 10.1016/j.najef.2019.101048.
    
    • Riza Demirer & Rangan Gupta & Christian Pierdzioch, 2018, "Time-Varying Risk Aversion and Realized Gold Volatility," Working Papers, University of Pretoria, Department of Economics, number 201881, Dec.
25. Christou, Christina & Gupta, Rangan & Nyakabawo, Wendy, 2019, "Time-varying impact of uncertainty shocks on the US housing market," Economics Letters, Elsevier, volume 180, issue C, pages 15-20, DOI: 10.1016/j.econlet.2019.03.029.
    
    • Christina Christou & Rangan Gupta & Wendy Nyakabawo, 2018, "Time-Varying Impact of Uncertainty Shocks on the US Housing Market," Working Papers, University of Pretoria, Department of Economics, number 201870, Nov.
26. Fang, Libing & Bouri, Elie & Gupta, Rangan & Roubaud, David, 2019, "Does global economic uncertainty matter for the volatility and hedging effectiveness of Bitcoin?," International Review of Financial Analysis, Elsevier, volume 61, issue C, pages 29-36, DOI: 10.1016/j.irfa.2018.12.010.
    
    • Libing Fang & Elie Bouri & Rangan Gupta & David Roubaud, 2018, "Does Global Economic Uncertainty Matter for the Volatility and Hedging Effectiveness of Bitcoin?," Working Papers, University of Pretoria, Department of Economics, number 201858, Sep.
27. Antonakakis, Nikolaos & Gabauer, David & Gupta, Rangan, 2019, "International monetary policy spillovers: Evidence from a time-varying parameter vector autoregression," International Review of Financial Analysis, Elsevier, volume 65, issue C, DOI: 10.1016/j.irfa.2019.101382.
28. Tiwari, Aviral Kumar & Aye, Goodness C. & Gupta, Rangan, 2019, "Stock market efficiency analysis using long spans of Data: A multifractal detrended fluctuation approach," Finance Research Letters, Elsevier, volume 28, issue C, pages 398-411, DOI: 10.1016/j.frl.2018.06.012.
    
    • Aviral Kumar Tiwari & Goodness C. Aye & Rangan Gupta, 2018, "Stock Market Efficiency Analysis using Long Spans of Data: A Multifractal Detrended Fluctuation Approach," Working Papers, University of Pretoria, Department of Economics, number 201824, Apr.
29. Bouri, Elie & Gupta, Rangan & Roubaud, David, 2019, "Herding behaviour in cryptocurrencies," Finance Research Letters, Elsevier, volume 29, issue C, pages 216-221, DOI: 10.1016/j.frl.2018.07.008.
30. Gupta, Rangan & Pierdzioch, Christian & Vivian, Andrew J. & Wohar, Mark E., 2019, "The predictive value of inequality measures for stock returns: An analysis of long-span UK data using quantile random forests," Finance Research Letters, Elsevier, volume 29, issue C, pages 315-322, DOI: 10.1016/j.frl.2018.08.013.
    
    • Rangan Gupta & Christian Pierdzioch & Andrew J. Vivian & Mark E. Wohar, 2018, "The Predictive Value of Inequality Measures for Stock Returns: An Analysis of Long-Span UK Data Using Quantile Random Forests," Working Papers, University of Pretoria, Department of Economics, number 201809, Feb.
31. Pierdzioch, Christian & Risse, Marian & Gupta, Rangan & Nyakabawo, Wendy, 2019, "On REIT returns and (un-)expected inflation: Empirical evidence based on Bayesian additive regression trees," Finance Research Letters, Elsevier, volume 30, issue C, pages 160-169, DOI: 10.1016/j.frl.2018.09.010.
    
    • Christian Pierdzioch & Marian Risse & Rangan Gupta & Wendy Nyakabawo, 2016, "On REIT Returns and (Un-) Expected Inflation: Empirical Evidence Based on Bayesian Additive Regression Trees," Working Papers, University of Pretoria, Department of Economics, number 201677, Oct.
32. Ji, Qiang & Gupta, Rangan & Bekun, Festus Victor & Balcilar, Mehmet, 2019, "Spillover of mortgage default risks in the United States: Evidence from metropolitan statistical areas and states," The Journal of Economic Asymmetries, Elsevier, volume 19, issue C, pages 1-1, DOI: 10.1016/j.jeca.2019.e00114.
    
    • Qiang Ji & Rangan Gupta & Festus Victor Bekun & Mehmet Balcilar, 2018, "Spillover of Mortgage Default Risks in the United States: Evidence from Metropolitan Statistical Areas and States," Working Papers, University of Pretoria, Department of Economics, number 201850, Aug.
33. Bittencourt, Manoel & Chang, Shinhye & Gupta, Rangan & Miller, Stephen M., 2019, "Does financial development affect income inequality in the U.S. States?," Journal of Policy Modeling, Elsevier, volume 41, issue 6, pages 1043-1056, DOI: 10.1016/j.jpolmod.2019.07.008.
34. Tiwari, Aviral Kumar & Mukherjee, Zinnia & Gupta, Rangan & Balcilar, Mehmet, 2019, "A wavelet analysis of the relationship between oil and natural gas prices," Resources Policy, Elsevier, volume 60, issue C, pages 118-124, DOI: 10.1016/j.resourpol.2018.11.020.
    
    • Aviral Kumar Tiwari & Zinnia Mukherjee & Rangan Gupta & Mehmet Balcilar, 2018, "A Wavelet Analysis of the Relationship between Oil and Natural Gas Prices," Working Papers, University of Pretoria, Department of Economics, number 201831, May.
35. Plakandaras, Vasilios & Gupta, Rangan & Wong, Wing-Keung, 2019, "Point and density forecasts of oil returns: The role of geopolitical risks," Resources Policy, Elsevier, volume 62, issue C, pages 580-587, DOI: 10.1016/j.resourpol.2018.11.006.
    
    • Vasilios Plakandaras & Rangan Gupta & Wing-Keung Wong, 2018, "Point and Density Forecasts of Oil Returns: The Role of Geopolitical Risks," Working Papers, University of Pretoria, Department of Economics, number 201847, Jul.
36. Sibande, Xolani & Gupta, Rangan & Wohar, Mark E., 2019, "Time-varying causal relationship between stock market and unemployment in the United Kingdom: Historical evidence from 1855 to 2017," Journal of Multinational Financial Management, Elsevier, volume 49, issue C, pages 81-88, DOI: 10.1016/j.mulfin.2019.02.003.
    
    • Xolani Sibande & Rangan Gupta & Mark E. Wohar, 2018, "Time-Varying Causal Relationship between Stock Market and Unemployment in the United Kingdom: Historical Evidence from 1855 to 2017," Working Papers, University of Pretoria, Department of Economics, number 201863, Oct.
37. Cunado, Juncal & Gil-Alana, Luis A. & Gupta, Rangan, 2019, "Persistence in trends and cycles of gold and silver prices: Evidence from historical data," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 514, issue C, pages 345-354, DOI: 10.1016/j.physa.2018.09.081.
    
    • Juncal Cunado & Luis A. Gil-Alana & Rangan Gupta, 2018, "Persistence in Trends and Cycles of Gold and Silver Prices: Evidence from Historical Data," Working Papers, University of Pretoria, Department of Economics, number 201816, Feb.
38. Chang, Shinhye & Gupta, Rangan & Miller, Stephen M. & Wohar, Mark E., 2019, "Growth volatility and inequality in the U.S.: A wavelet analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 521, issue C, pages 48-73, DOI: 10.1016/j.physa.2019.01.024.
    
    • Shinhye Chang & Rangan Gupta & Stephen M. Miller & Mark E. Wohar, 2018, "Growth Volatility and Inequality in the U.S.: A Wavelet Analysis," Working Papers, University of Pretoria, Department of Economics, number 201819, Mar.
    • Shinhye Chang & Rangan Gupta & Stephen M. Miller & Mark E. Wohar, 2018, "Growth Volatility and Inequality in the U.S.: A Wavelet Analysis," Working papers, University of Connecticut, Department of Economics, number 2018-05, Jun.
39. Gkillas, Konstantinos & Gupta, Rangan & Pierdzioch, Christian, 2019, "Forecasting (downside and upside) realized exchange-rate volatility: Is there a role for realized skewness and kurtosis?," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 532, issue C, DOI: 10.1016/j.physa.2019.121867.
40. Antonakakis, Nikolaos & Gabauer, David & Gupta, Rangan, 2019, "Greek economic policy uncertainty: Does it matter for Europe? Evidence from a dynamic connectedness decomposition approach," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 535, issue C, DOI: 10.1016/j.physa.2019.122280.
41. Balcilar, Mehmet & Gupta, Rangan & Kim, Won Joong & Kyei, Clement, 2019, "The role of economic policy uncertainties in predicting stock returns and their volatility for Hong Kong, Malaysia and South Korea," International Review of Economics & Finance, Elsevier, volume 59, issue C, pages 150-163, DOI: 10.1016/j.iref.2018.08.016.
42. Chang, Tsangyao & Gupta, Rangan & Majumdar, Anandamayee & Pierdzioch, Christian, 2019, "Predicting stock market movements with a time-varying consumption-aggregate wealth ratio," International Review of Economics & Finance, Elsevier, volume 59, issue C, pages 458-467, DOI: 10.1016/j.iref.2018.10.009.
    
    • Tsangyao Chang & Rangan Gupta & Anandamayee Majumdar & Christian Pierdzioch, 2017, "Predicting Stock Market Movements with a Time-Varying Consumption-Aggregate Wealth Ratio," Working Papers, University of Pretoria, Department of Economics, number 201756, Jul.
43. Plakandaras, Vasilios & Gogas, Periklis & Papadimitriou, Theophilos & Gupta, Rangan, 2019, "A re-evaluation of the term spread as a leading indicator," International Review of Economics & Finance, Elsevier, volume 64, issue C, pages 476-492, DOI: 10.1016/j.iref.2019.07.002.
44. Tiwari, Aviral Kumar & Gupta, Rangan, 2019, "Chaos in G7 stock markets using over one century of data: A note," Research in International Business and Finance, Elsevier, volume 47, issue C, pages 304-310, DOI: 10.1016/j.ribaf.2018.08.005.
    
    • Aviral Kumar Tiwari & Rangan Gupta & Stelios Bekiros, 2016, "Chaos in G7 Stock Markets using Over One Century of Data: A Note," Working Papers, University of Pretoria, Department of Economics, number 201678, Oct.
45. Tiwari, Aviral Kumar & Gupta, Rangan, 2019, "Reprint of: Chaos in G7 stock markets using over one century of data: A note," Research in International Business and Finance, Elsevier, volume 49, issue C, pages 315-321, DOI: 10.1016/j.ribaf.2019.05.002.
46. Das, Sonali & Demirer, Riza & Gupta, Rangan & Mangisa, Siphumlile, 2019, "The effect of global crises on stock market correlations: Evidence from scalar regressions via functional data analysis," Structural Change and Economic Dynamics, Elsevier, volume 50, issue C, pages 132-147, DOI: 10.1016/j.strueco.2019.05.007.
    
    • Sonali Das & Riza Demirer & Rangan Gupta & Siphumlile Mangisa, 2019, "The Effect of Global Crises on Stock Market Correlations: Evidence from Scalar Regressions via Functional Data Analysis," Working Papers, University of Pretoria, Department of Economics, number 201908, Jan.
47. Tiwari, Aviral Kumar & Cunado, Juncal & Hatemi-J, Abdulnasser & Gupta, Rangan, 2019, "Oil price-inflation pass-through in the United States over 1871 to 2018: A wavelet coherency analysis," Structural Change and Economic Dynamics, Elsevier, volume 50, issue C, pages 51-55, DOI: 10.1016/j.strueco.2019.05.002.
    
    • Aviral Kumar Tiwari & Juncal Cunado & Abdulnasser Hatemi-J & Rangan Gupta, 2018, "Oil Price-Inflation Pass-Through in the United States over 1871 to 2018: A Wavelet Coherency Analysis," Working Papers, University of Pretoria, Department of Economics, number 201865, Oct.
48. Josine Uwilingiye & Esin Cakan & Riza Demirer & Rangan Gupta, 2019, "A note on the technology herd: evidence from large institutional investors," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 11, issue 3, pages 294-308, June, DOI: 10.1108/RBF-08-2017-0086.
    
    • Esin Cakan & Rıza Demirer & Rangan Gupta & Josine Uwilingiye, 2017, "A Note on the Technology Herd: Evidence from Large Institutional Investors," Working Papers, University of Pretoria, Department of Economics, number 201761, Aug.
49. Refk Selmi & Rangan Gupta & Christos Kollias & Stephanos Papadamou, 2019, "The stock-bond nexus and investors’ behavior in mature and emerging markets," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 38, issue 3, pages 562-582, May, DOI: 10.1108/SEF-08-2017-0224.
50. Manabu Asai & Rangan Gupta & Michael McAleer, 2019, "The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures," Energies, MDPI, volume 12, issue 17, pages 1-17, September.
    
    • Asai, M. & Gupta, R. & McAleer, M.J., 2019, "The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2019-16, Mar.
    • Manabu Asai & Rangan Gupta & Michael McAleer, 2019, "The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures," Working Papers, University of Pretoria, Department of Economics, number 201925, Mar.
    • Manabu Asai & Rangan Gupta & Michael McAleer, 2019, "The Impact of jumps and leverage in forecasting the co-volatility of oil and gold futures," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2019-12, Mar.
51. Rangan Gupta & Zhihui Lv & Wing-Keung Wong, 2019, "Macroeconomic Shocks and Changing Dynamics of the U.S. REITs Sector," Sustainability, MDPI, volume 11, issue 10, pages 1-12, May.
    
    • Rangan Gupta & Zhihui Lv & Wing-Keung Wong, 2018, "Macroeconomic Shocks and Changing Dynamics of the U.S. REITs Sector," Working Papers, University of Pretoria, Department of Economics, number 201849, Aug.
52. Riza Demirer & Rangan Gupta & Zhihui Lv & Wing-Keung Wong, 2019, "Equity Return Dispersion and Stock Market Volatility: Evidence from Multivariate Linear and Nonlinear Causality Tests," Sustainability, MDPI, volume 11, issue 2, pages 1-15, January.
    
    • Riza Demirer & Rangan Gupta & Zhihui Lv & Wing-Keung Wong, 2018, "Equity Return Dispersion and Stock Market Volatility: Evidence from Multivariate Linear and Nonlinear Causality Tests," Working Papers, University of Pretoria, Department of Economics, number 201846, Jul.
53. Nicholas Apergis & Vassilios Babalos & Christina Christou & Rangan Gupta, 2019, "Are there Really Long-Run Diversification Benefits from Sustainable Investments?," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 18, issue 2, pages 141-163, September.
54. Rangan Gupta & Chi Keung Marco Lau & Mark E. Wohar, 2019, "The impact of US uncertainty on the Euro area in good and bad times: evidence from a quantile structural vector autoregressive model," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 46, issue 2, pages 353-368, May, DOI: 10.1007/s10663-018-9400-3.
    
    • Rangan Gupta & Chi Keung Marco Lau & Mark E. Wohar, 2016, "The Impact of US Uncertainty on the Euro Area in Good and Bad Times: Evidence from a Quantile Structural Vector Autoregressive Model," Working Papers, University of Pretoria, Department of Economics, number 201681, Nov.
55. Rangan Gupta & Sheung-Chi Chow & Tahir Suleman & Wing-Keung Wong, 2019, "Long-Run Movement and Predictability of Bond Spread for BRICS and PIIGS: The Role of Economic, Financial and Political Risks," Journal of Reviews on Global Economics, Lifescience Global, volume 8, pages 239-257.
    
    • Sheung-Chi Chow & Rangan Gupta & Tahir Suleman & Wing-Keung Wong, 2017, "Long-Run Movement and Predictability of Bond Spread for BRICS and PIIGS: The Role of Economic, Financial and Political Risks," Working Papers, University of Pretoria, Department of Economics, number 201773, Oct.
56. Hylton Hollander & Rangan Gupta & Mark E. Wohar, 2019, "The Impact of Oil Shocks in a Small Open Economy New-Keynesian Dynamic Stochastic General Equilibrium Model for an Oil-Importing Country: The Case of South Africa," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 55, issue 7, pages 1593-1618, May, DOI: 10.1080/1540496X.2018.1474346.
57. Christos Bouras & Christina Christou & Rangan Gupta & Tahir Suleman, 2019, "Geopolitical Risks, Returns, and Volatility in Emerging Stock Markets: Evidence from a Panel GARCH Model," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 55, issue 8, pages 1841-1856, June, DOI: 10.1080/1540496X.2018.1507906.
    
    • Christos Bouras & Christina Christou & Rangan Gupta & Tahir Suleman, 2020, "Geopolitical Risks, Returns, and Volatility in Emerging Stock Markets: Evidence from a Panel GARCH Model," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 55, issue 8, pages 1841-1856, July, DOI: 10.1080/1540496X.2018.1507906.
    • Christos Bouras & Christina Christou & Rangan Gupta & Tahir Suleman, 2017, "Geopolitical Risks, Returns and Volatility in Emerging Stock Markets: Evidence from a Panel GARCH Model," Working Papers, University of Pretoria, Department of Economics, number 201777, Nov.
58. Rangan Gupta & Mark Wohar, 2019, "The role of monetary policy uncertainty in predicting equity market volatility of the United Kingdom: evidence from over 150 years of data," Economics and Business Letters, Oviedo University Press, volume 8, issue 3, pages 138-146.
    
    • Rangan Gupta & Mark E. Wohar, 2018, "The Role of Monetary Policy Uncertainty in Predicting Equity Market Volatility of the United Kingdom: Evidence from over 150 Years of Data," Working Papers, University of Pretoria, Department of Economics, number 201851, Aug.
59. Rangan Gupta & Vasilios Plakandaras, 2019, "Efficiency in BRICS Currency Markets Using Long-Spans of Data: Evidence from Model-Free Tests of Directional Predictability," Journal of Economics and Behavioral Studies, AMH International, volume 11, issue 1, pages 152-165, DOI: 10.22610/jebs.v11i1(J).2756.
    
    • Rangan Gupta & Vasilios Plakandaras, 2018, "Efficiency in BRICS Currency Markets using Long-Spans of Data: Evidence from Model-Free Tests of Directional Predictability," Working Papers, University of Pretoria, Department of Economics, number 201836, Jun.
60. Giorgio Canarella & Rangan Gupta & Stephen M. Miller & Stephen K. Pollard, 2019, "Unemployment rate hysteresis and the great recession: exploring the metropolitan evidence," Empirical Economics, Springer, volume 56, issue 1, pages 61-79, January, DOI: 10.1007/s00181-017-1361-z.
    
    • Giorgio Canarella & Stephen M. Miller & Stephen K. Pollard, 2014, "Unemployment Rate Hysteresis and the Great Recession: Exploring the Metropolitan Evidence," Working Papers, University of Nevada, Las Vegas , Department of Economics, number 1403, Dec.
    • Giorgio Canarella & Rangan Gupta & Stephen M. Miller & Stephen K. Pollard, 2017, "Unemployment Rate Hysteresis and the Great Recession: Exploring the Metropolitan Evidence," Working Papers, University of Pretoria, Department of Economics, number 201740, Jun.
    • Giorgio Canarella & Stephen M. Miller & Stephen K. Pollard, 2013, "Unemployment Rate Hysteresis and the Great Recession: Exploring the Metropolitan Evidence," Working papers, University of Connecticut, Department of Economics, number 2013-19, Aug.
61. Rangan Gupta & Amine Lahiani & Chi-Chuan Lee & Chien-Chiang Lee, 2019, "Asymmetric dynamics of insurance premium: the impacts of output and economic policy uncertainty," Empirical Economics, Springer, volume 57, issue 6, pages 1959-1978, December, DOI: 10.1007/s00181-018-1539-z.
    
    • Rangan Gupta & Amine Lahiani & Chi-Chuan Lee & Chien-Chiang Lee, 2016, "Asymmetric dynamics of insurance premium: The impacts of output and economic policy uncertainty," Working Papers, University of Pretoria, Department of Economics, number 201673, Oct.
62. Rangan Gupta & Giray Gozgor & Huseyin Kaya & Ender Demir, 2019, "Effects of geopolitical risks on trade flows: evidence from the gravity model," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 9, issue 4, pages 515-530, December, DOI: 10.1007/s40822-018-0118-0.
    
    • Ender Demir & Giray Gozgor & Rangan Gupta & Huseyin Kaya, 2018, "Effects of Geopolitical Risks on Trade Flows: Evidence from the Gravity Model," Working Papers, University of Pretoria, Department of Economics, number 201835, Jun.
63. Esin Cakan & Rıza Demirer & Rangan Gupta & Hardik A. Marfatia, 2019, "Oil speculation and herding behavior in emerging stock markets," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 43, issue 1, pages 44-56, January, DOI: 10.1007/s12197-018-9427-0.
    
    • Esin Cakan & Rıza Demirer & Rangan Gupta & Hardik A. Marfatia, 2017, "Oil Speculation and Herding Behavior in Emerging Stock Markets," Working Papers, University of Pretoria, Department of Economics, number 201749, Jun.
64. Rangan Gupta & Chi Keng Marco Lau & Ruipeng Liu & Hardik A. Marfatia, 2019, "Price jumps in developed stock markets: the role of monetary policy committee meetings," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 43, issue 2, pages 298-312, April, DOI: 10.1007/s12197-018-9444-z.
    
    • Rangan Gupta & Chi Keng Marco Lau & Ruipeng Liu & Hardik A. Marfatia, 2017, "Price Jumps in Developed Stock Markets: The Role of Monetary Policy Committee Meetings," Working Papers, University of Pretoria, Department of Economics, number 201727, Apr.
65. Goodness C. Aye & Matthew W. Clance & Rangan Gupta, 2019, "The effectiveness of monetary and fiscal policy shocks on U.S. inequality: the role of uncertainty," Quality & Quantity: International Journal of Methodology, Springer, volume 53, issue 1, pages 283-295, January, DOI: 10.1007/s11135-018-0752-3.
    
    • Aye, G.C. & Clance, M. & Gupta, R., 2018, "The Effectiveness of Monetary and Fiscal Policy Shocks on U.S. Inequality: The Role of Uncertainty," 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia, International Association of Agricultural Economists, number 277037, Jul, DOI: 10.22004/ag.econ.277037.
    • Goodness C. Aye & Matthew W. Clance & Rangan Gupta, 2017, "The Effectiveness of Monetary and Fiscal Policy Shocks on U.S. Inequality: The Role of Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 201782, Dec.
66. Mehmet Balcilar & Seyi Saint Akadiri & Rangan Gupta & Stephen M. Miller, 2019, "Partisan Conflict and Income Inequality in the United States: A Nonparametric Causality-in-Quantiles Approach," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 142, issue 1, pages 65-82, February, DOI: 10.1007/s11205-018-1906-3.
67. Adnen Ben Nasr & Mehmet Balcilar & Seyi Saint Akadiri & Rangan Gupta, 2019, "Kuznets Curve for the US: A Reconsideration Using Cosummability," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 142, issue 2, pages 827-843, April, DOI: 10.1007/s11205-018-1940-1.
    
    • Adnen Ben Nasr & Mehmet Balcilar & Seyi Saint Akadiri & Rangan Gupta, 2017, "Kuznets Curve for the US: A Reconsideration Using Cosummability," Working Papers, University of Pretoria, Department of Economics, number 201763, Aug.
68. Vasilios Plakandaras & Rangan Gupta & Luis A. Gil-Alana & Mark E. Wohar, 2019, "Are BRICS exchange rates chaotic?," Applied Economics Letters, Taylor & Francis Journals, volume 26, issue 13, pages 1104-1110, July, DOI: 10.1080/13504851.2018.1537473.
    
    • Vasilios Plakandaras & Rangan Gupta & Luis A. Gil-Alana & Mark E. Wohar, 2018, "Are BRICS Exchange Rates Chaotic?," Working Papers, University of Pretoria, Department of Economics, number 201822, Mar.
69. Matthew W. Clance & Rangan Gupta & Mark E. Wohar, 2019, "Geopolitical risks and recessions in a panel of advanced economies: evidence from over a century of data," Applied Economics Letters, Taylor & Francis Journals, volume 26, issue 16, pages 1317-1321, September, DOI: 10.1080/13504851.2018.1558332.
    
    • Matthew W. Clance & Rangan Gupta & Mark E. Wohar, 2018, "Geopolitical Risks and Recessions in a Panel of Advanced Economies: Evidence from Over a Century of Data," Working Papers, University of Pretoria, Department of Economics, number 201807, Feb.
70. Goodness C. Aye & Rangan Gupta & Chi Keung Marco Lau & Xin Sheng, 2019, "Is there a role for uncertainty in forecasting output growth in OECD countries? Evidence from a time-varying parameter-panel vector autoregressive model," Applied Economics, Taylor & Francis Journals, volume 51, issue 33, pages 3624-3631, July, DOI: 10.1080/00036846.2019.1584373.
    
    • Goodness C. Aye & Rangan Gupta & Chi Keung Marco Lau & Xin Sheng, 2018, "Is There a Role for Uncertainty in Forecasting Output Growth in OECD Countries? Evidence from a Time Varying Parameter-Panel Vector Autoregressive Model," Working Papers, University of Pretoria, Department of Economics, number 201823, Mar.
71. Vasilios Plakandaras & Rangan Gupta & Mark E. Wohar, 2019, "Persistence of economic uncertainty: a comprehensive analysis," Applied Economics, Taylor & Francis Journals, volume 51, issue 41, pages 4477-4498, September, DOI: 10.1080/00036846.2019.1591607.
    
    • Vasilios Plakandaras & Rangan Gupta & Mark E. Wohar, 2018, "Persistence of Economic Uncertainty: A Comprehensive Analysis," Working Papers, University of Pretoria, Department of Economics, number 201810, Feb.
72. Elie Bouri & Riza Demirer & Rangan Gupta & Hardik A. Marfatia, 2019, "Geopolitical Risks and Movements in Islamic Bond and Equity Markets: A Note," Defence and Peace Economics, Taylor & Francis Journals, volume 30, issue 3, pages 367-379, April, DOI: 10.1080/10242694.2018.1424613.
    
    • Elie Bouri & Riza Demirer & Rangan Gupta & Hardik A. Marfatia, 2017, "Geopolitical Risks and Movements in Islamic Bond and Equity Markets: A Note," Working Papers, University of Pretoria, Department of Economics, number 201743, Jun.
73. Rangan Gupta & Tahir Suleman & Mark E. Wohar, 2019, "Exchange rate returns and volatility: the role of time-varying rare disaster risks," The European Journal of Finance, Taylor & Francis Journals, volume 25, issue 2, pages 190-203, January, DOI: 10.1080/1351847X.2018.1534750.
    
    • Rangan Gupta & Tahir Suleman & Mark E. Wohar, 2017, "Exchange Rate Returns and Volatility: The Role of Time-Varying Rare Disaster Risks," Working Papers, University of Pretoria, Department of Economics, number 201767, Sep.
74. Riza Demirer & Guilherme Demos & Rangan Gupta & Didier Sornette, 2019, "On the predictability of stock market bubbles: evidence from LPPLS confidence multi-scale indicators," Quantitative Finance, Taylor & Francis Journals, volume 19, issue 5, pages 843-858, May, DOI: 10.1080/14697688.2018.1524154.
    
    • Riza Demirer & Guilherme Demos & Rangan Gupta & Didier Sornette, 2017, "On the Predictability of Stock Market Bubbles: Evidence from LPPLS ConfidenceTM Multi-scale Indicators," Working Papers, University of Pretoria, Department of Economics, number 201752, Jul.
75. Nikolaos Antonakakis & Juncal Cunado & Rangan Gupta & Mawuli Segnon, 2019, "Revisiting the twin deficits hypothesis: a quantile cointegration analysis over the period 1791-2013," Journal of Applied Economics, Taylor & Francis Journals, volume 22, issue 1, pages 117-131, January, DOI: 10.1080/15140326.2018.1550594.
    
    • Nikolaos Antonakakis & Juncal Cunado & Rangan Gupta & Mawuli K. Segnon, 2016, "Revisiting the Twin Deficits Hypothesis: A Quantile Cointegration Analysis over the Period of 1791-2013," Working Papers, University of Pretoria, Department of Economics, number 201607, Feb.
76. Goodness C. Aye & Matthew W. Clance & Rangan Gupta, 2019, "The Effect of Economic Uncertainty on the Housing Market Cycle," Journal of Real Estate Portfolio Management, Taylor & Francis Journals, volume 25, issue 1, pages 67-75, January, DOI: 10.1080/10835547.2019.12090024.
    
    • Goodness C. Aye & Matthew W. Clance & Rangan Gupta, 2017, "The Effect of Economic Uncertainty on the Housing Market Cycle," Working Papers, University of Pretoria, Department of Economics, number 201757, Aug.
77. Rangan Gupta & Chi Keung Marco Lau & Vasilios Plakandaras & Wing-Keung Wong, 2019, "The role of housing sentiment in forecasting U.S. home sales growth: evidence from a Bayesian compressed vector autoregressive model," Economic Research-Ekonomska Istraživanja, Taylor & Francis Journals, volume 32, issue 1, pages 2554-2567, January, DOI: 10.1080/1331677X.2019.1650657.
    
    • Rangan Gupta & Chi Keung Marco Lau & Vasilios Plakandaras & Wing-Keung Wong, 2018, "The Role of Housing Sentiment in Forecasting US Home Sales Growth: Evidence from a Bayesian Compressed Vector Autoregressive Model," Working Papers, University of Pretoria, Department of Economics, number 201842, Jul.
78. Rangan Gupta & Zinnia Mukherjee & Mike G. Tsionas & Peter Wanke, 2019, "Measuring the Productive Efficiency of the Connecticut Long Island Lobster Sound Fishery Using a Novel Finite Mixture Model," Marine Resource Economics, University of Chicago Press, volume 34, issue 3, pages 267-285, DOI: 10.1086/705420.
79. Christina Christou & Juncal Cunado & Rangan Gupta, 2019, "Price Convergence Patterns across U.S. States," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 66, issue 2, pages 187-201.
    
    • Christina Christou & Juncal Cunado & Rangan Gupta, 2016, "Price Convergence Patterns across U.S. States," Working Papers, University of Pretoria, Department of Economics, number 201629, Apr.
80. Elie Bouri & Luis A. Gil‐Alana & Rangan Gupta & David Roubaud, 2019, "Modelling long memory volatility in the Bitcoin market: Evidence of persistence and structural breaks," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 24, issue 1, pages 412-426, January, DOI: 10.1002/ijfe.1670.
    
    • Elie Bouri & Luis A. Gil-Alana & Rangan Gupta & David Roubaud, 2016, "Modelling Long Memory Volatility in the Bitcoin Market: Evidence of Persistence and Structural Breaks," Working Papers, University of Pretoria, Department of Economics, number 201654, Jun.
81. Goodness C. Aye & Christina Christou & Luis A. Gil‐Alana & Rangan Gupta, 2019, "Forecasting the Probability of Recessions in South Africa: the Role of Decomposed Term Spread and Economic Policy Uncertainty," Journal of International Development, John Wiley & Sons, Ltd., volume 31, issue 1, pages 101-116, January, DOI: 10.1002/jid.3395.
    
    • Goodness C. Aye & Christina Christou & Luis A. Gil-Alana & Rangan Gupta, 2016, "Forecasting the Probability of Recessions in South Africa: The Role of Decomposed Term-Spread and Economic Policy Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 201680, Nov.
82. Rangan Gupta & Tahir Suleman & Mark E. Wohar, 2019, "The role of time‐varying rare disaster risks in predicting bond returns and volatility," Review of Financial Economics, John Wiley & Sons, volume 37, issue 3, pages 327-340, July, DOI: 10.1002/rfe.1051.
    
    • Rangan Gupta & Tahir Suleman & Mark E. Wohar, 2017, "The Role of Time-Varying Rare Disaster Risks in Predicting Bond Returns and Volatility," Working Papers, University of Pretoria, Department of Economics, number 201770, Oct.
83. Rashid Mehmood & Ahmed Imran Hunjra & Muhammad Irfan Chani, 2019, "The Impact of Corporate Diversification and Financial Structure on Firm Performance: Evidence from South Asian Countries," JRFM, MDPI, volume 12, issue 1, pages 1-17, March.
84. João Tovar Jalles, 2019, "Wagner and the fading voracity effect: short vs. long-run effects in developing countries," Review of Development Finance Journal, Chartered Institute of Development Finance, volume 9, issue 1, pages 51-78.
    
    • João Tovar Jalles, 2019, "Wagner and the Fading Voracity Effect: Short vs. Long-Run Effects in Developing Countries," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2019/0101, Nov.
85. Zidong An & João Tovar Jalles & Prakash Loungani, 2019, "An Assessment of the IMF’s Unemployment Forecasts," Manchester School, University of Manchester, volume 87, issue 4, pages 489-509, July, DOI: 10.1111/manc.12268.
86. João Tovar Jalles & Luiz de Mello, 2019, "Cross‐country evidence on the determinants of inclusive growth episodes," Review of Development Economics, Wiley Blackwell, volume 23, issue 4, pages 1818-1839, November, DOI: 10.1111/rode.12605.
    
    • João Tovar Jalles & Luiz de Mello, 2019, "Cross-country Evidence on the Determinants of Inclusive Growth Episodes," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2019/81, May.
87. João Tovar Jalles, 2019, "On the Time‐Varying Relationship between Unemployment and Output: What shapes it?," Scottish Journal of Political Economy, Scottish Economic Society, volume 66, issue 5, pages 605-630, November, DOI: 10.1111/sjpe.12200.
88. António Afonso & Florence Huart & João Tovar Jalles & Piotr Stanek, 2019, "Assessing the sustainability of external imbalances in the European Union," The World Economy, Wiley Blackwell, volume 42, issue 2, pages 320-348, February, DOI: 10.1111/twec.12709.
    
    • Antonio Afonso & Florence Huart & João Tovar Jalles & Piotr Stanek, 2018, "Assessing the sustainability of external imbalances in the European Union," Post-Print, HAL, number hal-01914597, Aug, DOI: 10.1111/twec.12709.
    • António Afonso & Florence Huart & João Tovar Jalles & Piotr Stanek, 2017, "Assessing the Sustainability of External Imbalances in the European Union," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2017/10, Jun.
    • António Afonso & Florence Huart & João Tovar Jalles & Piotr Stanek, 2017, "Assessing the Sustainability of External Imbalances in the European Union," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2017/01, Sep.
89. Furceri Davide & Jalles João Tovar, 2019, "Fiscal counter-cyclicality and productive investment: evidence from advanced economies," The B.E. Journal of Macroeconomics, De Gruyter, volume 19, issue 1, pages 1-15, January, DOI: 10.1515/bejm-2017-0222.
90. Antonio Afonso & Joao Tovar Jalles, 2019, "Sovereign Ratings and Finance Ministers' Characteristics," Economics Bulletin, AccessEcon, volume 39, issue 4, pages 2999-3010.
    
    • António Afonso & João Tovar Jalles, 2019, "Sovereign Ratings and Finance Ministers’ Characteristics," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2019/72, Feb.
91. Cohen, Gail & Jalles, Joao Tovar & Loungani, Prakash & Marto, Ricardo & Wang, Gewei, 2019, "Decoupling of emissions and GDP: Evidence from aggregate and provincial Chinese data," Energy Economics, Elsevier, volume 77, issue C, pages 105-118, DOI: 10.1016/j.eneco.2018.03.030.
    
    • Gail Cohen & João Tovar Jalles & Mr. Prakash Loungani & Ricardo Marto & Gewei Wang, 2018, "Decoupling of Emissions and GDP: Evidence from Aggregate and Provincial Chinese Data," IMF Working Papers, International Monetary Fund, number 2018/085, Apr.
92. Jalles, Joao Tovar, 2019, "Crises and emissions: New empirical evidence from a large sample," Energy Policy, Elsevier, volume 129, issue C, pages 880-895, DOI: 10.1016/j.enpol.2019.02.061.
    
    • João Tovar Jalles, 2019, "Crises and Emissions: New Empirical Evidence from a Large Sample," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2019/83, May.
93. Afonso, António & Tovar Jalles, João, 2019, "Quantitative easing and sovereign yield spreads: Euro-area time-varying evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 58, issue C, pages 208-224, DOI: 10.1016/j.intfin.2018.10.003.
    
    • António Afonso & João Tovar Jalles, 2017, "Quantitative Easing and Sovereign Yield Spreads: Euro-Area Time-Varying Evidence," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2017/20, Dec.
94. An, Zidong & Ball, Laurence & Jalles, Joao & Loungani, Prakash, 2019, "Do IMF forecasts respect Okun’s law? Evidence for advanced and developing economies," International Journal of Forecasting, Elsevier, volume 35, issue 3, pages 1131-1142, DOI: 10.1016/j.ijforecast.2019.03.001.
95. Afonso, António & Jalles, João Tovar, 2019, "The Fiscal consequences of deflation: Evidence from the Golden Age of Globalization," The Quarterly Review of Economics and Finance, Elsevier, volume 74, issue C, pages 129-147, DOI: 10.1016/j.qref.2019.01.016.
    
    • António Afonso & João Tovar Jalles, 2016, "The Fiscal Consequences of Deflation: Evidence from the Golden Age of Globalization," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2016/23, Oct.
96. Joao Jalles, 2019, "Wagner’s law and governments’ functions: granularity matters," Journal of Economic Studies, Emerald Group Publishing Limited, volume 46, issue 2, pages 446-466, March, DOI: 10.1108/JES-02-2018-0049.
97. António Afonso & João Tovar Jalles, 2019, "Decomposing and Analysing the Determinants of Current Accounts’ Cyclicality: Evidence from the Euro Area," Open Economies Review, Springer, volume 30, issue 1, pages 133-156, February, DOI: 10.1007/s11079-018-9503-2.
    
    • António Afonso & João Jalles, 2018, "Decomposing And Analysing The Determinants Of Current Accounts’ Cyclicality: Evidence From The Euro Area," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2018/42, Jun.
98. António Afonso & João Tovar Jalles, 2019, "Fiscal Reaction Functions Across the World: In Quest of Statistical (In)significance," FinanzArchiv: Public Finance Analysis, Mohr Siebeck, Tübingen, volume 75, issue 3, pages 207-228, DOI: 10.1628/fa-2018-0023.
99. João Tovar Jalles, 2019, "How Do Macroeconomic Fundamentals Affect Sovereign Bond Yields? New Evidence from European Forecasts," CESifo Economic Studies, CESifo Group, volume 65, issue 1, pages 44-67.
100. João Tovar Jalles, 2019, "Monetary Aggregates and Macroeconomic Performance: The Portuguese Escudo, 1911–1999," International Economic Journal, Taylor & Francis Journals, volume 33, issue 4, pages 719-740, October, DOI: 10.1080/10168737.2019.1609064.
     
     • João Tovar Jalles, 2019, "Monetary Aggregates and Macroeconomic Performance: the Portuguese Escudo, 1911-1999," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2019/0102, Nov.
101. António Afonso & João Tovar Jalles, 2019, "Fiscal Rules and Government Financing Costs," Fiscal Studies, John Wiley & Sons, volume 40, issue 1, pages 71-90, March, DOI: 10.1111/1475-5890.12182.
102. Syed Jawad Hussain Shahzad & Chaker Aloui & Rania Jammazi & Muhammad Shahbaz, 2019, "Are Islamic bonds a good safe haven for stocks? Implications for portfolio management in a time-varying regime-switching copula framework," Applied Economics, Taylor & Francis Journals, volume 51, issue 3, pages 219-238, January, DOI: 10.1080/00036846.2018.1494376.
103. Le, Thai-Ha & Chang, Youngho & Taghizadeh-Hesary, Farhad & Yoshino, Naoyuki, 2019, "Energy insecurity in Asia: A multi-dimensional analysis," Economic Modelling, Elsevier, volume 83, issue C, pages 84-95, DOI: 10.1016/j.econmod.2019.09.036.
104. Le, Thai-Ha & Nguyen, Canh Phuc, 2019, "Is energy security a driver for economic growth? Evidence from a global sample," Energy Policy, Elsevier, volume 129, issue C, pages 436-451, DOI: 10.1016/j.enpol.2019.02.038.
105. Thai-Ha Le & Youngho Chang & Donghyun Park, 2019, "Economic development and environmental sustainability: evidence from Asia," Empirical Economics, Springer, volume 57, issue 4, pages 1129-1156, October, DOI: 10.1007/s00181-018-1494-8.
106. Seema Narayan & Thai-Ha Le & Badri Narayan Rath & Nadia Doytch, 2019, "Petroleum consumption and economic growth relationship: evidence from the Indian states," Asia-Pacific Sustainable Development Journal, United Nations Economic and Social Commission for Asia and the Pacific (ESCAP), volume 26, issue 1, pages 21-65, June.
107. Dorra Najar & Jean-Louis Paré, 2019, "How to evaluate startups and SMEs? A study of French analysts’ IPO reports," Revue de l'Entrepreneuriat, De Boeck Université, volume 0, issue 2, pages 61-93.
108. Robert Rogers & Doan Hai Ma & Tra Nguyen & Ngoc Anh Nguyen, 2019, "Early childhood education and cognitive outcomes in adolescence: a longitudinal study from Vietnam," Education Economics, Taylor & Francis Journals, volume 27, issue 6, pages 658-669, November, DOI: 10.1080/09645292.2019.1657798.
     
     • Robert Rogers & Doan Hai Ma & Tra Nguyen & Anh Ngoc Nguyen, 2018, "Early Childhood Education and Cognitive Outcomes in Adolescence: A Longitudinal Study from Vietnam," Working Papers, Development and Policies Research Center (DEPOCEN), Vietnam, number 186, Jan.
109. Nguyen Anh & Ngoc-Minh Thi Nguyen & Nguyen Thi Tuong Anh & Phuong Mai Thi Nguyen, 2019, "Job satisfaction in developing countries," Journal of Economic Studies, Emerald Group Publishing Limited, volume 46, issue 1, pages 192-210, January, DOI: 10.1108/JES-04-2017-0096.
110. Nguyen, Q. & Nguyen, N.K. K. & Nguyen, L.H. N., 2019, "Dynamic topology and allometric scaling behavior on the Vietnamese stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 514, issue C, pages 235-243, DOI: 10.1016/j.physa.2018.09.061.
111. Lee, Seungho & Switzer, Lorne N. & Wang, Jun, 2019, "Risk, culture and investor behavior in small (but notorious) Eurozone countries," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 60, issue C, pages 89-110, DOI: 10.1016/j.intfin.2018.12.010.
112. Stelios Arvanitis & Mark Hallam & Thierry Post & Nikolas Topaloglou, 2019, "Stochastic Spanning," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 37, issue 4, pages 573-585, October, DOI: 10.1080/07350015.2017.1391099.
     
     • Stelios Arvanitis & Mark Hallam & Thierry Post & Nikolas Topaloglou, 2015, "Stochastic Spanning," Working Papers, Athens University Of Economics and Business, Department of Economics, number 201510, Oct.
     • Stelios Arvanitis & Mark Hallam & Thierry Post, 2015, "Stochastic Spanning," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1505, Apr.
113. Julien Chevallier & Dinh-Tri Vo, 2019, "Portfolio allocation across variance risk premia," Journal of Risk Finance, Emerald Group Publishing Limited, volume 20, issue 5, pages 556-593, October, DOI: 10.1108/JRF-06-2019-0107.
114. Bangzhu Zhu & Runzhi Pang & Julien Chevallier & Yi-Ming Wei & Dinh-Tri Vo, 2019, "Including intangible costs into the cost-of-illness approach: a method refinement illustrated based on the PM2.5 economic burden in China," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), volume 20, issue 4, pages 501-511, June, DOI: 10.1007/s10198-018-1012-0.
     
     • Bangzhu Zhu & Runzhi Pang & Julien Chevallier & Yi-Ming Wei & Dinh-Tri Vo, 2019, "Including intangible costs into the cost-of-illness approach: a method refinement illustrated based on the PM2.5 economic burden in China," Working Papers, Department of Research, Ipag Business School, number 2019-010, Jan.
115. Sang Hoon Kang & Jose Arreola Hernandez & Seong-Min Yoon, 2019, "Who leads the inflation cycle in Europe? Inflation cycle and spillover influence among Eurozone and non-Eurozone economies," International Economics, CEPII research center, issue 160, pages 56-71.
     
     • Kang, Sang Hoon & Arreola Hernandez, Jose & Yoon, Seong-Min, 2019, "Who leads the inflation cycle in Europe? Inflation cycle and spillover influence among Eurozone and non-Eurozone economies," International Economics, Elsevier, volume 160, issue C, pages 56-71, DOI: 10.1016/j.inteco.2019.10.001.
     • Sang Hoon Kang & Jose Arreola Hernandez & Seong-Min Yoon, 2019, "Who leads the inflation cycle in Europe? Inflation cycle and spillover influence among Eurozone and non-Eurozone economies," Post-Print, HAL, number hal-02430651, Dec, DOI: 10.1016/j.inteco.2019.10.001.
116. Dong, Xiyong & Yoon, Seong-Min, 2019, "What global economic factors drive emerging Asian stock market returns? Evidence from a dynamic model averaging approach," Economic Modelling, Elsevier, volume 77, issue C, pages 204-215, DOI: 10.1016/j.econmod.2018.09.003.
117. Yoon, Seong-Min & Al Mamun, Md & Uddin, Gazi Salah & Kang, Sang Hoon, 2019, "Network connectedness and net spillover between financial and commodity markets," The North American Journal of Economics and Finance, Elsevier, volume 48, issue C, pages 801-818, DOI: 10.1016/j.najef.2018.08.012.
118. Yun, Xiao & Yoon, Seong-Min, 2019, "Impact of oil price change on airline's stock price and volatility: Evidence from China and South Korea," Energy Economics, Elsevier, volume 78, issue C, pages 668-679, DOI: 10.1016/j.eneco.2018.09.015.
119. Albulescu, Claudiu Tiberiu & Tiwari, Aviral Kumar & Yoon, Seong-Min & Kang, Sang Hoon, 2019, "FDI, income, and environmental pollution in Latin America: Replication and extension using panel quantiles regression analysis," Energy Economics, Elsevier, volume 84, issue C, DOI: 10.1016/j.eneco.2019.104504.
120. Kang, Sang Hoon & Tiwari, Aviral Kumar & Albulescu, Claudiu Tiberiu & Yoon, Seong-Min, 2019, "Exploring the time-frequency connectedness and network among crude oil and agriculture commodities V1," Energy Economics, Elsevier, volume 84, issue C, DOI: 10.1016/j.eneco.2019.104543.
121. Mensi, Walid & Lee, Yun-Jung & Al-Yahyaee, Khamis Hamed & Sensoy, Ahmet & Yoon, Seong-Min, 2019, "Intraday downward/upward multifractality and long memory in Bitcoin and Ethereum markets: An asymmetric multifractal detrended fluctuation analysis," Finance Research Letters, Elsevier, volume 31, issue C, pages 19-25, DOI: 10.1016/j.frl.2019.03.029.
122. Kang, Sang Hoon & Tiwari, Aviral Kumar & Albulescu, Claudiu Tiberiu & Yoon, Seong-Min, 2019, "Time-frequency co-movements between the largest nonferrous metal futures markets," Resources Policy, Elsevier, volume 61, issue C, pages 393-398, DOI: 10.1016/j.resourpol.2017.12.010.
123. Kang, Sang Hoon & Uddin, Gazi Salah & Troster, Victor & Yoon, Seong-Min, 2019, "Directional spillover effects between ASEAN and world stock markets," Journal of Multinational Financial Management, Elsevier, volume 52, issue , DOI: 10.1016/j.mulfin.2019.100592.
124. Uddin, Gazi Salah & Arreola Hernandez, Jose & Labidi, Chiraz & Troster, Victor & Yoon, Seong-Min, 2019, "The impact of financial and economic factors on Islamic mutual fund performance: Evidence from multiple fund categories," Journal of Multinational Financial Management, Elsevier, volume 52, issue , DOI: 10.1016/j.mulfin.2019.100607.
     
     • Gazi Salah Uddin & Jose Arreola Hernandez & Chiraz Labidi & Victor Troster & Seong-Min Yoon, 2019, "The impact of financial and economic factors on Islamic mutual fund performance: Evidence from multiple fund categories," Post-Print, HAL, number hal-02468303, Dec, DOI: 10.1016/j.mulfin.2019.100607.
125. Kang, Sang Hoon & Yoon, Seong-Min, 2019, "Financial crises and dynamic spillovers among Chinese stock and commodity futures markets," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 531, issue C, DOI: 10.1016/j.physa.2019.121776.
126. Shawkat Hammoudeh & Seong-Min Yoon & Ali Kutan, 2019, "Do low gasoline prices cause more traffic fatalities in the 50 states of the USA? The importance of other factors," Journal of Economic Studies, Emerald Group Publishing Limited, volume 46, issue 3, pages 777-795, August, DOI: 10.1108/JES-05-2018-0175.
127. Zhuhua Jiang & Sang Hoon Kang & Chongcheul Cheong & Seong-Min Yoon, 2019, "The Effects of Extreme Weather Conditions on Hong Kong and Shenzhen Stock Market Returns," IJFS, MDPI, volume 7, issue 4, pages 1-14, December.
128. Sang Hoon Kang & Seong-Min Yoon, 2019, "Dynamic connectedness network in economic policy uncertainties," Applied Economics Letters, Taylor & Francis Journals, volume 26, issue 1, pages 74-78, January, DOI: 10.1080/13504851.2018.1438580.

2018

1. Gilles Paché & Laurence Saglietto & Alban Quillaud & Dominique Bonet Fernandez, 2018, "Logistique et technologies disruptives dans les réseaux globalisés de production : le rôle clé des données massives," Revue d'économie industrielle, De Boeck Université, volume 0, issue 3, pages 77-110.
2. Balcilar, Mehmet & Bonato, Matteo & Demirer, Riza & Gupta, Rangan, 2018, "Geopolitical risks and stock market dynamics of the BRICS," Economic Systems, Elsevier, volume 42, issue 2, pages 295-306, DOI: 10.1016/j.ecosys.2017.05.008.
   
   • Mehmet Balcilar & Matteo Bonato & Riza Demirer & Rangan Gupta, 2016, "Geopolitical Risks and Stock Market Dynamics of the BRICS," Working Papers, University of Pretoria, Department of Economics, number 201648, Jun.
3. Bonato, Matteo & Demirer, Riza & Gupta, Rangan & Pierdzioch, Christian, 2018, "Gold futures returns and realized moments: A forecasting experiment using a quantile-boosting approach," Resources Policy, Elsevier, volume 57, issue C, pages 196-212, DOI: 10.1016/j.resourpol.2018.03.004.
   
   • Matteo Bonato & Riza Demirer & Rangan Gupta & Christian Pierdzioch, 2016, "Gold Futures Returns and Realized Moments: A Forecasting Experiment Using a Quantile-Boosting Approach," Working Papers, University of Pretoria, Department of Economics, number 201645, Jun.
4. Andrea Calabrò & Alessandro Minichilli & Mario Daniele Amore & Marina Brogi, 2018, "The courage to choose! Primogeniture and leadership succession in family firms," Strategic Management Journal, Wiley Blackwell, volume 39, issue 7, pages 2014-2035, July, DOI: 10.1002/smj.2760.
5. Kraus, Sascha & Kallmuenzer, Andreas & Stieger, Daniel & Peters, Mike & Calabrò, Andrea, 2018, "Entrepreneurial paths to family firm performance," Journal of Business Research, Elsevier, volume 88, issue C, pages 382-387, DOI: 10.1016/j.jbusres.2017.12.046.
6. Daniela Giménez & Andrea Calabrò, 2018, "The salient role of institutions in Women’s entrepreneurship: a critical review and agenda for future research," International Entrepreneurship and Management Journal, Springer, volume 14, issue 4, pages 857-882, December, DOI: 10.1007/s11365-017-0480-5.
7. Mariateresa Torchia & Andrea Calabrò, 2018, "Increasing the Governance Standards of Public-Private Partnerships in Healthcare. Evidence from Italy," Public Organization Review, Springer, volume 18, issue 1, pages 93-110, March, DOI: 10.1007/s11115-016-0363-1.
8. Mariateresa Torchia & Marita Rautiainen & Andrea Calabrò & Tuuli Ikäheimonen & Timo Pihkala & Markku Ikävalko, 2018, "Family Ownership Goals and Socioemotional Wealth: Evidence from Finnish Family Firms," Journal of Enterprising Culture (JEC), World Scientific Publishing Co. Pte. Ltd., volume 26, issue 02, pages 207-224, June, DOI: 10.1142/S0218495818500085.
9. Araujo, Aloisio & Chateauneuf, Alain & Faro, José Heleno, 2018, "Financial market structures revealed by pricing rules: Efficient complete markets are prevalent," Journal of Economic Theory, Elsevier, volume 173, issue C, pages 257-288, DOI: 10.1016/j.jet.2017.11.002.
   
   • Aloisio Araujo & Alain Chateauneuf & José Heleno Faro, 2018, "Financial market structures revealed by pricing rules: Efficient complete markets are prevalent," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-03252242, Jan, DOI: 10.1016/j.jet.2017.11.002.
   • Aloisio Araujo & Alain Chateauneuf & José Heleno Faro, 2018, "Financial market structures revealed by pricing rules: Efficient complete markets are prevalent," Post-Print, HAL, number hal-03252242, Jan, DOI: 10.1016/j.jet.2017.11.002.
   • Aloisio Araujo & Alain Chateauneuf & José Heleno Faro, 2018, "Financial market structures revealed by pricing rules: Efficient complete markets are prevalent," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-03252242, Jan, DOI: 10.1016/j.jet.2017.11.002.
10. Aloisio Araujo & Alain Chateauneuf & Juan Pablo Gama & Rodrigo Novinski, 2018, "General Equilibrium With Uncertainty Loving Preferences," Econometrica, Econometric Society, volume 86, issue 5, pages 1859-1871, September, DOI: 10.3982/ECTA14777.
    
    • Aloisio Araujo & Alain Chateauneuf & Juan Pablo Gama & Rodrigo Novinski, 2018, "General Equilibrium With Uncertainty Loving Preferences," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-03252360, Sep, DOI: 10.3982/ECTA14777.
    • Aloisio Araujo & Alain Chateauneuf & Juan Pablo Gama & Rodrigo Novinski, 2018, "General Equilibrium With Uncertainty Loving Preferences," Post-Print, HAL, number hal-03252360, Sep, DOI: 10.3982/ECTA14777.
    • Aloisio Araujo & Alain Chateauneuf & Juan Pablo Gama & Rodrigo Novinski, 2018, "General Equilibrium With Uncertainty Loving Preferences," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-03252360, Sep, DOI: 10.3982/ECTA14777.
11. Abderrazak Dhaoui & Stéphane Goutte & Khaled Guesmi, 2018, "The Asymmetric Responses of Stock Markets," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 33, issue 1, pages 1096-1140.
    
    • Abderrazak Dhaoui & Stéphane Goutte & Khaled Guesmi, 2018, "The Asymmetric Responses of Stock Markets," Post-Print, HAL, number halshs-02148927, Mar, DOI: 10.11130/jei.2018.33.1.1096.
12. Guesmi, Khaled & Dhaoui, Abderrazak & Goutte, Stéphane & Abid, Ilyes, 2018, "On the determinants of industry-CDS index spreads: Evidence from a nonlinear setting," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 56, issue C, pages 233-254, DOI: 10.1016/j.intfin.2018.01.005.
    
    • Khaled Guesmi & Abderrazak Dhaoui & Stéphane Goutte & Ilyes Abid, 2018, "On the determinants of industry-CDS index spreads: Evidence from a nonlinear setting," Post-Print, HAL, number halshs-02148926, Sep, DOI: 10.1016/j.intfin.2018.01.005.
13. Balsalobre-Lorente, Daniel & Shahbaz, Muhammad & Roubaud, David & Farhani, Sahbi, 2018, "How economic growth, renewable electricity and natural resources contribute to CO2 emissions?," Energy Policy, Elsevier, volume 113, issue C, pages 356-367, DOI: 10.1016/j.enpol.2017.10.050.
    
    • Balsalobre-Lorente, Daniel & Shahbaz, Muhammad & Roubaud, David & Farhani, Sahbi, 2017, "How Economic Growth, Renewable Electricity and Natural Resources Contribute to CO2 Emissions?," MPRA Paper, University Library of Munich, Germany, number 82252, Oct, revised 23 Oct 2017.
14. Wendy Nyakabawo & Rangan Gupta & Hardik A. Marfatia, 2018, "High Frequency Impact Of Monetary Policy And Macroeconomic Surprises On Us Msas, Aggregate Us Housing Returns And Asymmetric Volatility," Advances in Decision Sciences, Asia University, Taiwan, volume 22, issue 1, pages 204-229, December.
15. Nikolaos Antonakakis & Mehmet Balcilar & Elie Bouri & Rangan Gupta, 2018, "Is Wine A Safe-Haven? Evidence From A Nonparametric Causality-In-Quantiles Test," Advances in Decision Sciences, Asia University, Taiwan, volume 22, issue 1, pages 95-114, December.
    
    • Nikolaos Antonakakis & Mehmet Balcilar & Elie Bouri & Rangan Gupta, 2017, "Is Wine a Safe-Haven? Evidence from a Nonparametric Causality-in-Quantiles Test," Working Papers, University of Pretoria, Department of Economics, number 201708, Feb.
16. Mehmet Balcilar & Rangan Gupta & Clement Kyei, 2018, "Predicting Stock Returns And Volatility With Investor Sentiment Indices: A Reconsideration Using A Nonparametric Causality†In†Quantiles Test," Bulletin of Economic Research, Wiley Blackwell, volume 70, issue 1, pages 74-87, January, DOI: 10.1111/boer.12119.
17. Mehmet Balcilar & Rangan Gupta & Ricardo M. Sousa & Mark E. Wohar, 2018, "Wealth‐to‐Income Ratio and Stock Market Movements: Evidence from a Nonparametric Causality Test," International Review of Finance, International Review of Finance Ltd., volume 18, issue 3, pages 495-506, September, DOI: 10.1111/irfi.12136.
    
    • Mehmet Balcilar & Rangan Gupta & Ricardo M. Sousa & Mark E. Wohar, 2017, "Wealth-to-Income Ratio and Stock Market Movements: Evidence from a Nonparametric Causality Test," Working Papers, University of Pretoria, Department of Economics, number 201731, May.
18. Goodness C. Aye & Tsang Yao Chang & Wen†Yi Chen & Rangan Gupta & Mark Wohar, 2018, "Testing the Efficiency of the Art Market Using Quantile†Based Unit Root Tests with Sharp and Smooth Breaks," Manchester School, University of Manchester, volume 86, issue 4, pages 488-511, July, DOI: 10.1111/manc.12192.
19. Rangan Gupta & Lardo Stander, 2018, "Social Status, Inflation and Endogenous Growth in A Cash‐in‐Advance Economy: A Reconsideration using the Credit Channel," Manchester School, University of Manchester, volume 86, issue 5, pages 622-640, September, DOI: 10.1111/manc.12207.
20. Chow Sheung-Chi & Cunado Juncal & Gupta Rangan & Wong Wing-Keung, 2018, "Causal relationships between economic policy uncertainty and housing market returns in China and India: evidence from linear and nonlinear panel and time series models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 22, issue 2, pages 1-15, April, DOI: 10.1515/snde-2016-0121.
    
    • Sheung-Chi Chow & Juncal Cunado & Rangan Gupta & Wing-Keung Wong, 2016, "Causal Relationships between Economic Policy Uncertainty and Housing Market Returns in China and India: Evidence from Linear and Nonlinear Panel and Time Series Models," Working Papers, University of Pretoria, Department of Economics, number 201674, Oct.
21. Sergey Ivashchenko & Rangan Gupta, 2018, "Forecasting using a Nonlinear DSGE Model," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 7, issue 2, pages 73-98.
    
    • Sergey Ivashchenko & Rangan Gupta, 2016, "Forecasting using a Nonlinear DSGE Model," Working Papers, University of Pretoria, Department of Economics, number 201659, Aug.
22. Walid Bahloul & Rangan Gupta, 2018, "Impact of macroeconomic news surprises and uncertainty for major economies on returns and volatility of oil futures," International Economics, CEPII research center, issue 156, pages 247-253.
    
    • Bahloul, Walid & Gupta, Rangan, 2018, "Impact of macroeconomic news surprises and uncertainty for major economies on returns and volatility of oil futures," International Economics, Elsevier, volume 156, issue C, pages 247-253, DOI: 10.1016/j.inteco.2018.04.002.
    • Walid Bahloul & Rangan Gupta, 2017, "The Impact of Macroeconomic News Surprises and Uncertainty of Major Economies on Returns and Volatility of Oil Futures," Working Papers, University of Pretoria, Department of Economics, number 201715, Mar.
23. Gupta, Rangan & Pierdzioch, Christian & Selmi, Refk & Wohar, Mark E., 2018, "Does partisan conflict predict a reduction in US stock market (realized) volatility? Evidence from a quantile-on-quantile regression model☆," The North American Journal of Economics and Finance, Elsevier, volume 43, issue C, pages 87-96, DOI: 10.1016/j.najef.2017.10.006.
24. Gupta, Rangan & Yoon, Seong-Min, 2018, "OPEC news and predictability of oil futures returns and volatility: Evidence from a nonparametric causality-in-quantiles approach," The North American Journal of Economics and Finance, Elsevier, volume 45, issue C, pages 206-214, DOI: 10.1016/j.najef.2018.02.010.
    
    • Rangan Gupta & Seong-Min Yoon, 2017, "OPEC News and Predictability of Oil Futures Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantiles Approach," Working Papers, University of Pretoria, Department of Economics, number 201726, Apr.
25. Ji, Qiang & Marfatia, Hardik & Gupta, Rangan, 2018, "Information spillover across international real estate investment trusts: Evidence from an entropy-based network analysis," The North American Journal of Economics and Finance, Elsevier, volume 46, issue C, pages 103-113, DOI: 10.1016/j.najef.2018.04.002.
    
    • Qiang Ji & Hardik A. Marfatia & Rangan Gupta, 2018, "Information Spillover across International Real Estate Investment Trusts: Evidence from an Entropy-Based Network Analysis," Working Papers, University of Pretoria, Department of Economics, number 201815, Feb.
26. Antonakakis, Nikolaos & Gabauer, David & Gupta, Rangan & Plakandaras, Vasilios, 2018, "Dynamic connectedness of uncertainty across developed economies: A time-varying approach," Economics Letters, Elsevier, volume 166, issue C, pages 63-75, DOI: 10.1016/j.econlet.2018.02.011.
    
    • Nikolaos Antonakakis & David Gabauer & Rangan Gupta & Vasilios Plakandaras, 2018, "Dynamic Connectedness of Uncertainty across Developed Economies: A Time-Varying Approach," Working Papers, University of Pretoria, Department of Economics, number 201802, Jan.
27. Demirer, Riza & Gupta, Rangan, 2018, "Presidential cycles and time-varying bond–stock market correlations: Evidence from more than two centuries of data," Economics Letters, Elsevier, volume 167, issue C, pages 36-39, DOI: 10.1016/j.econlet.2018.03.006.
28. Gabauer, David & Gupta, Rangan, 2018, "On the transmission mechanism of country-specific and international economic uncertainty spillovers: Evidence from a TVP-VAR connectedness decomposition approach," Economics Letters, Elsevier, volume 171, issue C, pages 63-71, DOI: 10.1016/j.econlet.2018.07.007.
    
    • David Gabauer & Rangan Gupta, 2018, "On the Transmission Mechanism of Country-Specific and International Economic Uncertainty Spillovers: Evidence from a TVP-VAR Connectedness Decomposition Approach," Working Papers, University of Pretoria, Department of Economics, number 201829, May.
29. Balcilar, Mehmet & Gupta, Rangan & Lee, Chien-Chiang & Olasehinde-Williams, Godwin, 2018, "The synergistic effect of insurance and banking sector activities on economic growth in Africa," Economic Systems, Elsevier, volume 42, issue 4, pages 637-648, DOI: 10.1016/j.ecosys.2018.08.002.
    
    • Mehmet Balcilar & Rangan Gupta & Chien-Chiang Lee & Godwin Olasehinde-Williams, 2018, "The Synergistic Effect of Insurance and Banking Sector Activities on Economic Growth in Africa," Working Papers, University of Pretoria, Department of Economics, number 201818, Mar.
30. Bouri, Elie & Gupta, Rangan & Hosseini, Seyedmehdi & Lau, Chi Keung Marco, 2018, "Does global fear predict fear in BRICS stock markets? Evidence from a Bayesian Graphical Structural VAR model," Emerging Markets Review, Elsevier, volume 34, issue C, pages 124-142, DOI: 10.1016/j.ememar.2017.11.004.
31. Caspi, Itamar & Katzke, Nico & Gupta, Rangan, 2018, "Date stamping historical periods of oil price explosivity: 1876–2014," Energy Economics, Elsevier, volume 70, issue C, pages 582-587, DOI: 10.1016/j.eneco.2015.03.029.
32. Bos, Martijn & Demirer, Riza & Gupta, Rangan & Tiwari, Aviral Kumar, 2018, "Oil returns and volatility: The role of mergers and acquisitions," Energy Economics, Elsevier, volume 71, issue C, pages 62-69, DOI: 10.1016/j.eneco.2018.01.034.
    
    • Martijn Bos & Riza Demirer & Rangan Gupta & Aviral Kumar Tiwari, 2017, "Oil Returns and Volatility: The Role of Mergers and Acquisitions," Working Papers, University of Pretoria, Department of Economics, number 201775, Oct.
33. Demirer, Riza & Gupta, Rangan & Suleman, Tahir & Wohar, Mark E., 2018, "Time-varying rare disaster risks, oil returns and volatility," Energy Economics, Elsevier, volume 75, issue C, pages 239-248, DOI: 10.1016/j.eneco.2018.08.021.
    
    • Rıza Demirer & Rangan Gupta & Tahir Suleman & Mark E. Wohar, 2017, "Time-Varying Rare Disaster Risks, Oil Returns and Volatility," Working Papers, University of Pretoria, Department of Economics, number 201762, Aug.
34. Antonakakis, Nikolaos & Chang, Tsangyao & Cunado, Juncal & Gupta, Rangan, 2018, "The relationship between commodity markets and commodity mutual funds: A wavelet-based analysis," Finance Research Letters, Elsevier, volume 24, issue C, pages 1-9, DOI: 10.1016/j.frl.2017.03.005.
    
    • Nikolaos Antonakakis & Tsangyao Chang & Juncal Cunado & Rangan Gupta, 2016, "The Relationship between Commodity Markets and Commodity Mutual Funds: A Wavelet-Based Analysis," Working Papers, University of Pretoria, Department of Economics, number 201619, Mar.
35. Gupta, Rangan & Mwamba, John W. Muteba & Wohar, Mark E., 2018, "The role of partisan conflict in forecasting the U.S. equity premium: A nonparametric approach," Finance Research Letters, Elsevier, volume 25, issue C, pages 131-136, DOI: 10.1016/j.frl.2017.10.023.
    
    • Rangan Gupta & John W. Muteba Mwamba & Mark E. Wohar, 2016, "The Role of Partisan Conflict in Forecasting the U.S. Equity Premium: A Nonparametric Approach," Working Papers, University of Pretoria, Department of Economics, number 201686, Dec.
36. Gkillas, Konstantinos & Gupta, Rangan & Wohar, Mark E., 2018, "Volatility jumps: The role of geopolitical risks," Finance Research Letters, Elsevier, volume 27, issue C, pages 247-258, DOI: 10.1016/j.frl.2018.03.014.
    
    • Konstantinos Gkillas & Rangan Gupta & Mark E. Wohar, 2018, "Volatility Jumps: The Role of Geopolitical Risks," Working Papers, University of Pretoria, Department of Economics, number 201805, Jan.
37. Gupta, Rangan & Ma, Jun & Risse, Marian & Wohar, Mark E., 2018, "Common business cycles and volatilities in US states and MSAs: The role of economic uncertainty," Journal of Macroeconomics, Elsevier, volume 57, issue C, pages 317-337, DOI: 10.1016/j.jmacro.2018.06.009.
    
    • Rangan Gupta & Jun Ma & Marian Risse & Mark E. Wohar, 2017, "Common Business Cycles and Volatilities in US States and MSAs: The Role of Economic Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 201766, Sep.
38. Aye, Goodness C. & Balcilar, Mehmet & Demirer, Riza & Gupta, Rangan, 2018, "Firm-level political risk and asymmetric volatility," The Journal of Economic Asymmetries, Elsevier, volume 18, issue C, pages 1-1, DOI: 10.1016/j.jeca.2018.e00110.
    
    • Goodness C. Aye & Mehmet Balcilar & Riza Demirer & Rangan Gupta, 2018, "Firm-Level Political Risk and Asymmetric Volatility," Working Papers, University of Pretoria, Department of Economics, number 201861, Sep.
39. Plakandaras, Vasilios & Gupta, Rangan & Wohar, Mark E., 2018, "UK macroeconomic volatility: Historical evidence over seven centuries," Journal of Policy Modeling, Elsevier, volume 40, issue 4, pages 767-789, DOI: 10.1016/j.jpolmod.2018.04.002.
40. Bouri, Elie & Gupta, Rangan & Lahiani, Amine & Shahbaz, Muhammad, 2018, "Testing for asymmetric nonlinear short- and long-run relationships between bitcoin, aggregate commodity and gold prices," Resources Policy, Elsevier, volume 57, issue C, pages 224-235, DOI: 10.1016/j.resourpol.2018.03.008.
    
    • Elie Bouri & Rangan Gupta & Amine Lahiani & Muhammad Shahbaz, 2018, "Testing for asymmetric nonlinear short- and long-run relationships between bitcoin, aggregate commodity and gold prices," Post-Print, HAL, number hal-03533197, Aug, DOI: 10.1016/j.resourpol.2018.03.008.
    • Elie Bouri & Rangan Gupta & Amine Lahiani & Muhammad Shahbaz, 2017, "Testing for Asymmetric Nonlinear Short- and Long-Run Relationships between Bitcoin, Aggregate Commodity and Gold Prices," Working Papers, University of Pretoria, Department of Economics, number 201760, Aug.
41. Bahloul, Walid & Balcilar, Mehmet & Cunado, Juncal & Gupta, Rangan, 2018, "The role of economic and financial uncertainties in predicting commodity futures returns and volatility: Evidence from a nonparametric causality-in-quantiles test," Journal of Multinational Financial Management, Elsevier, volume 45, issue C, pages 52-71, DOI: 10.1016/j.mulfin.2018.04.002.
    
    • Walid Bahloul & Mehmet Balcilar & Juncal Cunado & Rangan Gupta, 2017, "The Role of Economic and Financial Uncertainties in Predicting Commodity Futures Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantiles Test," Working Papers, University of Pretoria, Department of Economics, number 201725, Apr.
42. Gupta, Rangan & Kollias, Christos & Papadamou, Stephanos & Wohar, Mark E., 2018, "News implied volatility and the stock-bond nexus: Evidence from historical data for the USA and the UK markets," Journal of Multinational Financial Management, Elsevier, volume 47, issue , pages 76-90, DOI: 10.1016/j.mulfin.2018.08.001.
    
    • Rangan Gupta & Christos Kollias & Stephanos Papadamou & Mark E. Wohar, 2017, "News Implied Volatility and the Stock-Bond Nexus: Evidence from Historical Data for the USA and the UK Markets," Working Papers, University of Pretoria, Department of Economics, number 201730, Apr.
43. Bouri, Elie & Gupta, Rangan & Wong, Wing-Keung & Zhu, Zhenzhen, 2018, "Is wine a good choice for investment?," Pacific-Basin Finance Journal, Elsevier, volume 51, issue C, pages 171-183, DOI: 10.1016/j.pacfin.2018.07.002.
    
    • Elie Bouri & Rangan Gupta & Wing-Keung Wong & Zhenzhen Zhu, 2017, "Is Wine a Good Choice for Investment?," Working Papers, University of Pretoria, Department of Economics, number 201781, Dec.
44. Charfeddine, Lanouar & Khediri, Karim Ben & Aye, Goodness C. & Gupta, Rangan, 2018, "Time-varying efficiency of developed and emerging bond markets: Evidence from long-spans of historical data," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 505, issue C, pages 632-647, DOI: 10.1016/j.physa.2018.04.004.
    
    • Lanouar Charfeddine & Karim Ben Khediri & Goodness C. Aye & Rangan Gupta, 2017, "Time-Varying Efficiency of Developed and Emerging Bond Markets: Evidence from Long-Spans of Historical Data," Working Papers, University of Pretoria, Department of Economics, number 201771, Oct.
45. Kanda, Patrick & Burke, Michael & Gupta, Rangan, 2018, "Time-varying causality between equity and currency returns in the United Kingdom: Evidence from over two centuries of data," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 506, issue C, pages 1060-1080, DOI: 10.1016/j.physa.2018.05.037.
    
    • Patrick Kanda & Michael Burke & Rangan Gupta, 2017, "Time-Varying Causality between Equity and Currency Returns in the United Kingdom: Evidence from Over Two Centuries of Data," Working Papers, University of Pretoria, Department of Economics, number 201778, Nov.
46. Bonaccolto, G. & Caporin, M. & Gupta, R., 2018, "The dynamic impact of uncertainty in causing and forecasting the distribution of oil returns and risk," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 507, issue C, pages 446-469, DOI: 10.1016/j.physa.2018.05.061.
    
    • Giovanni Bonaccolto & Massimiliano Caporin & Rangan Gupta, 2015, "The Dynamic Impact of Uncertainty in Causing and Forecasting the Distribution of Oil Returns and Risk," Working Papers, University of Pretoria, Department of Economics, number 201564, Sep.
47. Hassani, Hossein & Silva, Emmanuel Sirimal & Gupta, Rangan & Das, Sonali, 2018, "Predicting global temperature anomaly: A definitive investigation using an ensemble of twelve competing forecasting models," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 509, issue C, pages 121-139, DOI: 10.1016/j.physa.2018.05.147.
    
    • Hossein Hassani & Emmanuel Sirimal Silva & Rangan Gupta & Sonali Das, 2015, "Predicting Global Temperature Anomaly: A Definitive Investigation Using an Ensemble of Twelve Competing Forecasting Models," Working Papers, University of Pretoria, Department of Economics, number 201561, Aug.
48. Gil-Alana, Luis A. & Gupta, Rangan & Shittu, Olanrewaju I. & Yaya, OlaOluwa S., 2018, "Market efficiency of Baltic stock markets: A fractional integration approach," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 511, issue C, pages 251-262, DOI: 10.1016/j.physa.2018.07.029.
    
    • Luis A. Gil-Alana & Rangan Gupta & Olanrewaju I. Shittu & OlaOluwa S. Yaya, 2016, "Market Efficiency of Baltic Stock Markets: A Fractional Integration Approach," Working Papers, University of Pretoria, Department of Economics, number 201617, Mar.
49. Gupta, Rangan & Stander, Lardo, 2018, "Endogenous fluctuations in an endogenous growth model: An analysis of inflation targeting as a policy," The Quarterly Review of Economics and Finance, Elsevier, volume 69, issue C, pages 1-8, DOI: 10.1016/j.qref.2018.03.008.
50. Balcilar, Mehmet & Gupta, Rangan & van Eyden, Reneé & Thompson, Kirsten & Majumdar, Anandamayee, 2018, "Comparing the forecasting ability of financial conditions indices: The case of South Africa," The Quarterly Review of Economics and Finance, Elsevier, volume 69, issue C, pages 245-259, DOI: 10.1016/j.qref.2018.03.012.
    
    • Mehmet Balcilar & Rangan Gupta & Renee van Eyden & Kirsten Thompson, 2015, "Comparing the Forecasting Ability of Financial Conditions Indices: The Case of South Africa," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-06.
    • Mehmet Balcilar & Rangan Gupta & Renee van Eyden & Kirsten Thompson & Anandamayee Majumdar, 2015, "Comparing the Forecasting Ability of Financial Conditions Indices: The Case of South Africa," Working Papers, University of Pretoria, Department of Economics, number 201517, Mar.
51. Bouri, Elie & Gupta, Rangan & Lau, Chi Keung Marco & Roubaud, David & Wang, Shixuan, 2018, "Bitcoin and global financial stress: A copula-based approach to dependence and causality in the quantiles," The Quarterly Review of Economics and Finance, Elsevier, volume 69, issue C, pages 297-307, DOI: 10.1016/j.qref.2018.04.003.
    
    • Elie Bouri & Rangan Gupta & Chi Keung Marco Lau & David Roubaud & Shixuan Wang, 2017, "Bitcoin and Global Financial Stress: A Copula-Based Approach to Dependence and Causality-in-Quantiles," Working Papers, University of Pretoria, Department of Economics, number 201750, Jun.
52. Tiwari, Aviral Kumar & Cunado, Juncal & Gupta, Rangan & Wohar, Mark E., 2018, "Volatility spillovers across global asset classes: Evidence from time and frequency domains," The Quarterly Review of Economics and Finance, Elsevier, volume 70, issue C, pages 194-202, DOI: 10.1016/j.qref.2018.05.001.
    
    • Aviral Kumar Tiwari & Juncal Cunado & Rangan Gupta & Mark E. Wohar, 2017, "Volatility Spillovers across Global Asset Classes: Evidence from Time and Frequency Domains," Working Papers, University of Pretoria, Department of Economics, number 201780, Dec.
53. Ji, Qiang & Bouri, Elie & Gupta, Rangan & Roubaud, David, 2018, "Network causality structures among Bitcoin and other financial assets: A directed acyclic graph approach," The Quarterly Review of Economics and Finance, Elsevier, volume 70, issue C, pages 203-213, DOI: 10.1016/j.qref.2018.05.016.
    
    • Qiang Ji & Elie Bouri & Rangan Gupta & David Roubaud, 2017, "Network Causality Structures among Bitcoin and other Financial Assets: A Directed Acyclic Graph Approach," Working Papers, University of Pretoria, Department of Economics, number 201729, Apr.
54. Apergis, Nicholas & Gupta, Rangan & Lau, Chi Keung Marco & Mukherjee, Zinnia, 2018, "U.S. state-level carbon dioxide emissions: Does it affect health care expenditure?," Renewable and Sustainable Energy Reviews, Elsevier, volume 91, issue C, pages 521-530, DOI: 10.1016/j.rser.2018.03.035.
55. Christou, Christina & Gupta, Rangan & Nyakabawo, Wendy & Wohar, Mark E., 2018, "Do house prices hedge inflation in the US? A quantile cointegration approach," International Review of Economics & Finance, Elsevier, volume 54, issue C, pages 15-26, DOI: 10.1016/j.iref.2017.12.012.
    
    • Christina Christou & Rangan Gupta & Wendy Nyakabawo & Mark E. Wohar, 2017, "Do House Prices Hedge Inflation in the US? A Quantile Cointegration Approach," Working Papers, University of Pretoria, Department of Economics, number 201707, Feb.
56. Adnen Ben Nasr & Juncal Cunado & Rıza Demirer & Rangan Gupta, 2018, "Country Risk Ratings and Stock Market Returns in Brazil, Russia, India, and China (BRICS) Countries: A Nonlinear Dynamic Approach," Risks, MDPI, volume 6, issue 3, pages 1-22, September.
57. Pramod Kumar Naik & Rangan Gupta & Puja Padhi, 2018, "The Relationship Between Stock Market Volatility And Trading Volume: Evidence From South Africa," Journal of Developing Areas, Tennessee State University, College of Business, volume 52, issue 1, pages 99-114, January-M.
    
    • Pramod Kumar Naik & Rangan Gupta & Puja Padhi, 2016, "The Relationship between Stock Market Volatility and Trading Volume: Evidence from South Africa," Working Papers, University of Pretoria, Department of Economics, number 201689, Dec.
58. Mehmet Balcilar & Josine Uwilingiye & Rangan Gupta, 2018, "Dynamic Relationship Between Oil Price And Inflation In South Africa," Journal of Developing Areas, Tennessee State University, College of Business, volume 52, issue 2, pages 73-93, April-Jun.
    
    • Mehmet Balcilar & Josine Uwilingiye & Rangan Gupta, 2014, "Dynamic Relationship between Oil Price and Inflation in South Africa," Working Papers, University of Pretoria, Department of Economics, number 201430, Jun.
59. Abdulnasser Hatemi-J & Rangan Gupta & Axel Kasongo & Thabo Mboweni & Ndivhuho Netshitenzhe, 2018, "Does tourism cause growth asymmetrically in a panel of G-7 countries? A short note," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 45, issue 1, pages 49-57, February, DOI: 10.1007/s10663-016-9345-3.
60. Nicholas Apergis & Christina Christou & Rangan Gupta & Stephen M. Miller, 2018, "Convergence in Income Inequality: Further Evidence from the Club Clustering Methodology across States in the U.S," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 24, issue 2, pages 147-161, May, DOI: 10.1007/s11294-018-9675-y.
61. Rangan Gupta & Charl Jooste, 2018, "Unconventional monetary policy shocks in OECD countries: how important is the extent of policy uncertainty?," International Economics and Economic Policy, Springer, volume 15, issue 3, pages 683-703, July, DOI: 10.1007/s10368-017-0380-8.
    
    • Rangan Gupta & Charl Jooste, 2015, "Unconventional Monetary Policy Shocks in OECD Countries: How Important is the Extent of Policy Uncertainty?," Working Papers, University of Pretoria, Department of Economics, number 201587, Nov.
62. Christina Christou & Ruthira Naraidoo & Rangan Gupta & Won Joong Kim, 2018, "Monetary Policy Reaction Functions of the TICKs: A Quantile Regression Approach," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 54, issue 15, pages 3552-3565, December, DOI: 10.1080/1540496X.2017.1422429.
    
    • Christina Christou & Ruthira Naraidoo & Rangan Gupta & Won Joong Kim, 2017, "Monetary Policy Reaction Functions of the TICKs: A Quantile Regression Approach," Working Papers, University of Pretoria, Department of Economics, number 201738, May.
63. Zintle Twala & Riza Demirer & Rangan Gupta, 2018, "Does Liquidity Risk Explain the Time-Variation in Asset Correlations? Evidence from Stocks, Bonds and Commodities," Journal of Economics and Behavioral Studies, AMH International, volume 10, issue 2, pages 120-132, DOI: 10.22610/jebs.v10i2(J).2221.
    
    • Zintle Twala & Riza Demirer & Rangan Gupta, 2018, "Does Liquidity Risk Explain the Time-Variation in Asset Correlations? Evidence from Stocks, Bonds and Commodities," Working Papers, University of Pretoria, Department of Economics, number 201808, Feb.
64. Tolga Omay & Reneé Eyden & Rangan Gupta, 2018, "Inflation–growth nexus: evidence from a pooled CCE multiple-regime panel smooth transition model," Empirical Economics, Springer, volume 54, issue 3, pages 913-944, May, DOI: 10.1007/s00181-017-1237-2.
65. Guglielmo Maria Caporale & Juncal Cunado & Luis A. Gil-Alana & Rangan Gupta, 2018, "The relationship between healthcare expenditure and disposable personal income in the US states: a fractional integration and cointegration analysis," Empirical Economics, Springer, volume 55, issue 3, pages 913-935, November, DOI: 10.1007/s00181-017-1297-3.
    
    • Guglielmo Maria Caporale & Juncal Cunado & Luis A. Gil-Alana & Rangan Gupta, 2015, "The Relationship between Healthcare Expenditure and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis," CESifo Working Paper Series, CESifo, number 5407.
    • Guglielmo Maria Caporale & Juncal Cunado & Luis A. Gil-Alana & Rangan Gupta, 2015, "The Relationship between Healthcare Expenditure and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1486.
    • Guglielmo Maria Caporale & Juncal Cunado & Luis A. Gil - Alana & Rangan Gupta, 2015, "The Relationship between Healthcare expenditures and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis," Working Papers, University of Pretoria, Department of Economics, number 201532, May.
66. Mehmet Balcilar & Riza Demirer & Rangan Gupta & Mark E. Wohar, 2018, "Differences of opinion and stock market volatility: evidence from a nonparametric causality-in-quantiles approach," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 42, issue 2, pages 339-351, April, DOI: 10.1007/s12197-017-9404-z.
    
    • Mehmet Balcilar & Riza Demirer & Rangan Gupta & Mark E. Wohar, 2016, "Differences of Opinion and Stock Market Volatility: Evidence from a Nonparametric Causality-in-Quantiles Approach," Working Papers, University of Pretoria, Department of Economics, number 201668, Sep.
67. Nikolaos Antonakakis & Rangan Gupta & Aviral K. Tiwari, 2018, "Time-varying correlations between trade balance and stock prices in the United States over the period 1792 to 2013," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 42, issue 4, pages 795-806, October, DOI: 10.1007/s12197-018-9428-z.
    
    • Nikolaos Antonakakis & Rangan Gupta & Aviral Kumar Twari, 2015, "Time-Varying Correlations between Trade Balance and Stock Prices in the United States over the Period 1792 to 2013," Working Papers, University of Pretoria, Department of Economics, number 2015100, Dec.
68. Abdulnasser Hatemi-J & Tsangyao Chang & Wen-Yi Chen & Feng-Li Lin & Rangan Gupta, 2018, "Asymmetric causality between military expenditures and economic growth in top six defense spenders," Quality & Quantity: International Journal of Methodology, Springer, volume 52, issue 3, pages 1193-1207, May, DOI: 10.1007/s11135-017-0512-9.
69. Mehmet Balcilar & Shinhye Chang & Rangan Gupta & Stephen M. Miller, 2018, "The relationship between the inflation rate and inequality across U.S. states: a semiparametric approach," Quality & Quantity: International Journal of Methodology, Springer, volume 52, issue 5, pages 2413-2425, September, DOI: 10.1007/s11135-017-0676-3.
    
    • Mehmet Balcilar & Shinhye Chang & Rangan Gupta & Stephen M. Miller, 2016, "The Relationship between the Inflation Rate and Inequality across US States: A Semiparametric Approach," Working Papers, University of Pretoria, Department of Economics, number 201682, Nov.
    • Mehmet Balcilar & Shinhye Chang & Rangan Gupta & Stephen M. Miller, 2017, "The Relationship between the Inflation Rate and Inequality across U.S. States: A Semiparametric Approach," Working papers, University of Connecticut, Department of Economics, number 2017-14, Jun.
70. Shinhye Chang & Rangan Gupta & Stephen M. Miller, 2018, "Causality Between Per Capita Real GDP and Income Inequality in the U.S.: Evidence from a Wavelet Analysis," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 135, issue 1, pages 269-289, January, DOI: 10.1007/s11205-016-1485-0.
    
    • Shinhye Chang & Rangan Gupta & Stephen M. Miller, 2018, "Correction to: Causality Between Per Capita Real GDP and Income Inequality in the U.S.: Evidence from a Wavelet Analysis," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 140, issue 2, pages 867-871, November, DOI: 10.1007/s11205-017-1792-0.
    • Shinhye Chang & Rangan Gupta & Stephen M. Miller, 2015, "Causality between Per Capita Real GDP and Income Inequality in the U.S.: Evidence from a Wavelet Analysis," Working Papers, University of Pretoria, Department of Economics, number 201597, Dec.
    • Shinhye Chang & Rangan Gupta & Stephen M. Miller, 2016, "Causality between Per Capita Real GDP and Income Inequality in the U.S.: Evidence from a Wavelet Analysis," Working papers, University of Connecticut, Department of Economics, number 2016-14, Sep.
71. Annari De Waal & Rangan Gupta & Charl Jooste, 2018, "South Africa’s monetary policy independence: evidence from a Global New-Keynesian DSGE model," Applied Economics Letters, Taylor & Francis Journals, volume 25, issue 12, pages 840-846, July, DOI: 10.1080/13504851.2017.1371838.
72. Vasilios Plakandaras & Rangan Gupta & Periklis Gogas & Theophilos Papadimitriou, 2018, "Macroeconomic uncertainty, growth and inflation in the Eurozone: a causal approach," Applied Economics Letters, Taylor & Francis Journals, volume 25, issue 14, pages 1029-1033, August, DOI: 10.1080/13504851.2017.1391996.
    
    • Vasilios Plakandaras & Rangan Gupta & Periklis Gogas & Theophilos Papadimitriou, 2017, "Macroeconomic Uncertainty, Growth and Inflation in the Eurozone: A Causal Approach," Working Papers, University of Pretoria, Department of Economics, number 201737, May.
73. Mehmet Balcilar & Rangan Gupta & Duc Khuong Nguyen & Mark E. Wohar, 2018, "Causal effects of the United States and Japan on Pacific-Rim stock markets: nonparametric quantile causality approach," Applied Economics, Taylor & Francis Journals, volume 50, issue 53, pages 5712-5727, November, DOI: 10.1080/00036846.2018.1488062.
    
    • Mehmet Balcilar & Rangan Gupta & Duc K. Nguyen & Mark E. Wohar, 2015, "Causal Effects of the United States and Japan on Pacific-Rim Stock Markets: Nonparametric Quantile Causality Approach," Working Papers, University of Pretoria, Department of Economics, number 201595, Dec.
74. Elie Bouri & Mahamitra Das & Rangan Gupta & David Roubaud, 2018, "Spillovers between Bitcoin and other assets during bear and bull markets," Applied Economics, Taylor & Francis Journals, volume 50, issue 55, pages 5935-5949, November, DOI: 10.1080/00036846.2018.1488075.
    
    • Elie Bouri & Mahamitra Das & Rangan Gupta & David Roubaud, 2018, "Spillovers between Bitcoin and other Assets during Bear and Bull Markets," Working Papers, University of Pretoria, Department of Economics, number 201812, Feb.
75. Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch & Mark E. Wohar, 2018, "Terror attacks and stock-market fluctuations: evidence based on a nonparametric causality-in-quantiles test for the G7 countries," The European Journal of Finance, Taylor & Francis Journals, volume 24, issue 4, pages 333-346, March, DOI: 10.1080/1351847X.2016.1239586.
    
    • Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch & Mark Wohar, 2016, "Terror Attacks and Stock-Market Fluctuations: Evidence Based on a Nonparametric Causality-in-Quantiles Test for the G7 Countries," Working Papers, University of Pretoria, Department of Economics, number 201608, Feb.
76. Christian Pierdzioch & Monique B. Reid & Rangan Gupta, 2018, "On the directional accuracy of inflation forecasts: evidence from South African survey data," Journal of Applied Statistics, Taylor & Francis Journals, volume 45, issue 5, pages 884-900, April, DOI: 10.1080/02664763.2017.1322556.
    
    • Christian Pierdzioch & Monique B. Reid & Rangan Gupta, 2014, "On the Directional Accuracy of Inflation Forecasts: Evidence from South African Survey Data," Working Papers, University of Pretoria, Department of Economics, number 201463, Oct.
    • Christian Pierdzioch & Monique B. Reid & Rangan Gupta, 2014, "On the Directional Accuracy of Inflation Forecasts: Evidence from South African Survey Data," Working Papers, Stellenbosch University, Department of Economics, number 24/2014.
77. Christophe Andre & Mehmet Balcilar & Tsangyao Chang & Luis Alberiko Gil-Alana & Rangan Gupta, 2018, "Current account sustainability in G7 and BRICS: Evidence from a long-memory model with structural breaks," The Journal of International Trade & Economic Development, Taylor & Francis Journals, volume 27, issue 6, pages 638-654, August, DOI: 10.1080/09638199.2017.1410853.
    
    • Christophe André & Tsangyao Chang & Luis A. Gil-Alana & Rangan Gupta, 2017, "Current Account Sustainability in G7 and BRICS: Evidence from a Long Memory Model with Structural Breaks," Working Papers, University of Pretoria, Department of Economics, number 201705, Jan.
78. Omokolade Akinsomi & Yener Coskun & Rangan Gupta, 2018, "Analysis of Herding in Reits of an Emerging Market: The Case of Turkey," Journal of Real Estate Portfolio Management, Taylor & Francis Journals, volume 24, issue 1, pages 65-81, January, DOI: 10.1080/10835547.2018.12090007.
    
    • Omokolade Akinsomi & Yener Coskun & Rangan Gupta, 2016, "Analysis of Herding in REITs of an Emerging Market: The Case of Turkey," Working Papers, University of Pretoria, Department of Economics, number 201666, Sep.
79. Rangan Gupta & Hardik A. Marfatia, 2018, "The Impact of Unconventional Monetary Policy Shocks in the U.S. on Emerging Market REITs," Journal of Real Estate Literature, Taylor & Francis Journals, volume 26, issue 1, pages 175-188, July, DOI: 10.1080/10835547.2018.12090476.
80. Mawuli Segnon & Rangan Gupta & Stelios Bekiros & Mark E. Wohar, 2018, "Forecasting US GNP growth: The role of uncertainty," Journal of Forecasting, John Wiley & Sons, Ltd., volume 37, issue 5, pages 541-559, August, DOI: 10.1002/for.2517.
    
    • Mawuli Segnon & Rangan Gupta & Stelios Bekiros & Mark E. Wohar, 2016, "Forecasting US GNP Growth: The Role of Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 201667, Sep.
81. Christina Christou & Rangan Gupta & Christis Hassapis & Tahir Suleman, 2018, "The role of economic uncertainty in forecasting exchange rate returns and realized volatility: Evidence from quantile predictive regressions," Journal of Forecasting, John Wiley & Sons, Ltd., volume 37, issue 7, pages 705-719, November, DOI: 10.1002/for.2539.
    
    • Christina Christou & Rangan Gupta & Christis Hassapis & Tahir Suleman, 2017, "The Role of Economic Uncertainty in Forecasting Exchange Rate Returns and Realized Volatility: Evidence from Quantile Predictive Regressions," Working Papers, University of Pretoria, Department of Economics, number 201774, Oct.
82. Balcilar, Mehmet & Katzke, Nico & Gupta, Rangan, 2018, "Date-stamping US housing market explosivity," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 12, pages 1-33, DOI: 10.5018/economics-ejournal.ja.2018-.
    
    • Balcilar, Mehmet & Katzke, Nico & Gupta, Rangan, 2017, "Date-stamping US housing market explosivity," Economics Discussion Papers, Kiel Institute for the World Economy, number 2017-44.
83. Hunjra, Ahmed Imran & Mehmood, Hasnain & Bakari, Haroon, 2018, "Co-Movement between Macroeconomic Variables and Capital Flight," Asian Economic and Financial Review, Asian Economic and Social Society, volume 8, issue 9, pages 1185-1195, DOI: 10.18488/journal.aefr.2018.89.1185..
84. Ahmed Imran Hunjra & Haroon Bakari & Irum Batool, 2018, "Application of Financial Decisions, their Determinants, and Financial Performance: A Tabular Summary of Systematic Literature Review," Empirical Economic Review, Department of Economics and Statistics, Dr Hassan Murad School of Management, University of Management and Technology, Lahore, volume 1, issue 2, pages 91-142.
85. Ahmed Imran Hunjra, 2018, "Mediating role of dividend policy among its determinants and organizational financial performance," Cogent Economics & Finance, Taylor & Francis Journals, volume 6, issue 1, pages 1558714-155, January, DOI: 10.1080/23322039.2018.1558714.
86. Davide Furceri & João Tovar Jalles, 2018, "Determinants and Effects of Fiscal Counter-Cyclicality," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 36, issue 85, pages 137-151, April, DOI: 10.32468/espe.8508.
    
    • Davide Furceri & Jo�o Tovar Jalles, 2018, "Determinants and Effects of Fiscal Counter-Cyclicality," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 36, issue 85, pages 137-151, DOI: 10.32468/espe.8508.
87. Zidong An & João Tovar Jalles & Prakash Loungani, 2018, "How well do economists forecast recessions?," International Finance, Wiley Blackwell, volume 21, issue 2, pages 100-121, June, DOI: 10.1111/infi.12130.
    
    • Zidong An & João Tovar Jalles & Mr. Prakash Loungani, 2018, "How Well Do Economists Forecast Recessions?," IMF Working Papers, International Monetary Fund, number 2018/039, Mar.
88. Elva BOVA & João TOVAR JALLES & Christina KOLERUS, 2018, "Shifting the Beveridge curve: What affects labour market matching?," International Labour Review, International Labour Organization, volume 157, issue 2, pages 267-306, June, DOI: 10.1111/ilr.12046.
    
    • Ms. Elva Bova & João Tovar Jalles & Ms. Christina Kolerus, 2016, "Shifting the Beveridge Curve: What Affects Labor Market Matching?," IMF Working Papers, International Monetary Fund, number 2016/093, Apr.
89. Jalles, João Tovar, 2018, "Fiscal rules and fiscal counter-cyclicality," Economics Letters, Elsevier, volume 170, issue C, pages 159-162, DOI: 10.1016/j.econlet.2018.06.020.
90. Cohen, Gail & Jalles, Joao Tovar & Loungani, Prakash & Marto, Ricardo, 2018, "The long-run decoupling of emissions and output: Evidence from the largest emitters," Energy Policy, Elsevier, volume 118, issue C, pages 58-68, DOI: 10.1016/j.enpol.2018.03.028.
    
    • Gail Cohen & João Tovar Jalles & Mr. Prakash Loungani & Ricardo Marto, 2018, "The Long-Run Decoupling of Emissions and Output: Evidence from the Largest Emitters," IMF Working Papers, International Monetary Fund, number 2018/056, Mar.
91. João Tovar Jalles, 2018, "What determines the share of non-resident public debt ownership? Evidence from Euro Area countries," Annals of Finance, Springer, volume 14, issue 3, pages 379-414, August, DOI: 10.1007/s10436-018-0321-8.
92. Sanjeev Gupta & João T Jalles & Carlos Mulas-Granados & Michela Schena, 2018, "Planned fiscal adjustments: Do governments fulfil their commitments?," European Union Politics, , volume 19, issue 3, pages 383-407, September, DOI: 10.1177/1465116518778807.
93. João Tovar Jalles & Carlos Mulas-Granados & José Tavares & Carolina Correa Caro, 2018, "Single currency and fiscal performance: the early Euro Area in perspective," Applied Economics Letters, Taylor & Francis Journals, volume 25, issue 6, pages 415-419, March, DOI: 10.1080/13504851.2017.1327119.
94. Zidong An & João Tovar Jalles & Prakash Loungani & Ricardo M. Sousa, 2018, "Do IMF fiscal forecasts add value?," Journal of Forecasting, John Wiley & Sons, Ltd., volume 37, issue 6, pages 650-665, September, DOI: 10.1002/for.2527.
95. Luca Agnello & Vitor Castro & João Tovar Jalles & Ricardo M. Sousa, 2018, "The Impact of Fiscal Consolidation on Human Development," Journal of International Development, John Wiley & Sons, Ltd., volume 30, issue 3, pages 399-429, April, DOI: 10.1002/jid.3309.
96. Paolo Dudine & Joao Tovar Jalles, 2018, "How Buoyant Is the Tax System? New Evidence from a Large Heterogeneous Panel," Journal of International Development, John Wiley & Sons, Ltd., volume 30, issue 6, pages 961-991, August, DOI: 10.1002/jid.3332.
    
    • Mr. Paolo Dudine & João Tovar Jalles, 2017, "How Buoyant is the Tax System? New Evidence from a Large Heterogeneous Panel," IMF Working Papers, International Monetary Fund, number 2017/004, Jan.
97. Chaker Aloui & Rania Jammazi & Hela Ben Hamida, 2018, "Multivariate Co-movement Between Islamic Stock and Bond Markets Among the GCC: A Wavelet-Based View," Computational Economics, Springer;Society for Computational Economics, volume 52, issue 2, pages 603-626, August, DOI: 10.1007/s10614-017-9703-7.
98. Stelios Bekiros & Shawkat Hammoudeh & Rania Jammazi & Duc Khuong Nguyen, 2018, "Sovereign bond market dependencies and crisis transmission around the eurozone debt crisis: a dynamic copula approach," Applied Economics, Taylor & Francis Journals, volume 50, issue 47, pages 5031-5049, October, DOI: 10.1080/00036846.2018.1470313.
    
    • Stelios Bekiros & Shawkat Hammoudeh & Rania Jammazi & Duc Khuong Nguyen, 2017, "Sovereign Bond Market Dependencies and Crisis Transmission around the Eurozone Debt Crisis: A Dynamic Copula Approach," Working Papers, Department of Research, Ipag Business School, number 2017-008, Jan.
99. Syed Jawad Hussain Shahzad & Román Ferrer & Shawkat Hammoudeh & Rania Jammazi, 2018, "Industry-level determinants of the linkage between credit and stock markets," Applied Economics, Taylor & Francis Journals, volume 50, issue 49, pages 5277-5301, October, DOI: 10.1080/00036846.2018.1486986.
100. Jebabli, Ikram & Roubaud, David, 2018, "Time-varying efficiency in food and energy markets: Evidence and implications," Economic Modelling, Elsevier, volume 70, issue C, pages 97-114, DOI: 10.1016/j.econmod.2017.10.013.
     
     • Ikram Jebabli & David Roubaud, 2018, "Time-varying efficiency in food and energy markets: Evidence and implications," Post-Print, HAL, number hal-02330557, Apr, DOI: 10.1016/j.econmod.2017.10.013.
101. Thai-Ha Le & Euston Quah, 2018, "Income level and the emissions, energy, and growth nexus: Evidence from Asia and the Pacific," International Economics, CEPII research center, issue 156, pages 193-205.
     
     • Le, Thai-Ha & Quah, Euston, 2018, "Income level and the emissions, energy, and growth nexus: Evidence from Asia and the Pacific," International Economics, Elsevier, volume 156, issue C, pages 193-205, DOI: 10.1016/j.inteco.2018.03.002.
102. Le, Thai-Ha & Tran-Nam, Binh, 2018, "Relative costs and FDI: Why did Vietnam forge so far ahead?," Economic Analysis and Policy, Elsevier, volume 59, issue C, pages 1-13, DOI: 10.1016/j.eap.2018.02.004.
103. Narayan, S. & Le, T.-H. & Sriananthakumar, S., 2018, "The influence of terrorism risk on stock market integration: Evidence from eight OECD countries," International Review of Financial Analysis, Elsevier, volume 58, issue C, pages 247-259, DOI: 10.1016/j.irfa.2018.03.011.
104. Le, Thai-Ha & Tran-Nam, Binh, 2018, "Trade liberalization, financial modernization and economic development: An empirical study of selected Asia–Pacific countries," Research in Economics, Elsevier, volume 72, issue 2, pages 343-355, DOI: 10.1016/j.rie.2017.03.001.
105. Baulch, Bob & Duong Do, Thuy & Le, Thai-Ha, 2018, "Constraints to the uptake of solar home systems in Ho Chi Minh City and some proposals for improvement," Renewable Energy, Elsevier, volume 118, issue C, pages 245-256, DOI: 10.1016/j.renene.2017.10.106.
106. Thai-Ha Le & Donghyun Park & Cong-Phu-Khanh Tran & Binh Tran-Nam, 2018, "The Impact of the Hai Yang Shi You 981 Event on Vietnam’s Stock Markets," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 17, issue 3_suppl, pages 344-375, December, DOI: 10.1177/0972652718798215.
107. Cuong Le Van & Anh Ngoc Nguyen & Ngoc‐Minh Nguyen & Michel Simioni, 2018, "Growth strategy with social capital, human capital and physical capital—Theory and evidence: The case of Vietnam," Journal of Public Economic Theory, Association for Public Economic Theory, volume 20, issue 5, pages 768-787, October, DOI: 10.1111/jpet.12305.
     
     • Cuong Le Van & Anh Ngoc Nguyen & Ngoc-Minh Nguyen & Michel Simioni, 2018, "Growth strategy with social capital, human capital and physical capital - theory and evidence: the case of Vietnam," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-02623135, DOI: 10.1111/jpet.12305.
     • Cuong Le Van & Anh Ngoc Nguyen & Ngoc-Minh Nguyen & Michel Simioni, 2018, "Growth strategy with social capital, human capital and physical capital - theory and evidence: the case of Vietnam," Post-Print, HAL, number hal-02623135, DOI: 10.1111/jpet.12305.
     • Cuong Le Van & Anh Ngoc Nguyen & Ngoc-Minh Nguyen & Michel Simioni, 2018, "Growth strategy with social capital, human capital and physical capital - theory and evidence: the case of Vietnam," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-02623135, DOI: 10.1111/jpet.12305.
108. Quang Nguyen & Trang Kim & Marina Papanastassiou, 2018, "Policy uncertainty, derivatives use, and firm-level FDI," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, volume 49, issue 1, pages 96-126, January, DOI: 10.1057/s41267-017-0090-z.
109. Switzer, Lorne N. & Tu, Qiao & Wang, Jun, 2018, "Corporate governance and default risk in financial firms over the post-financial crisis period: International evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 52, issue C, pages 196-210, DOI: 10.1016/j.intfin.2017.09.023.
110. Christodoulakis, George & Mohamed, Abdulkadir & Topaloglou, Nikolas, 2018, "Optimal privatization portfolios in the presence of arbitrary risk aversion," European Journal of Operational Research, Elsevier, volume 265, issue 3, pages 1172-1191, DOI: 10.1016/j.ejor.2017.09.045.
111. Nguyen Viet Cuong & Vu Hoang Linh, 2018, "The Impact of Migration and Remittances on Household Welfare: Evidence from Vietnam," Journal of International Migration and Integration, Springer, volume 19, issue 4, pages 945-963, November, DOI: 10.1007/s12134-018-0571-3.
     
     • Nguyen, Cuong & Vu, Linh, 2017, "The Impact of Migration and Remittance on Household Welfare: Evidence from Vietnam," MPRA Paper, University Library of Munich, Germany, number 80084, Mar.
112. Xiyong Dong & Seong‐Min Yoon, 2018, "Structural breaks, dynamic correlations, and hedge and safe havens for stock and foreign exchange markets in Greater China," The World Economy, Wiley Blackwell, volume 41, issue 10, pages 2783-2803, October, DOI: 10.1111/twec.12584.
113. Kang, Sang Hoon & Uddin, Gazi Salah & Ahmed, Ali & Yoon, Seong-Min, 2018, "Multi-scale causality and extreme tail inter-dependence among housing prices," Economic Modelling, Elsevier, volume 70, issue C, pages 301-309, DOI: 10.1016/j.econmod.2017.11.014.
114. Tiwari, Aviral Kumar & Jena, Sangram Keshari & Mitra, Amarnath & Yoon, Seong-Min, 2018, "Impact of oil price risk on sectoral equity markets: Implications on portfolio management," Energy Economics, Elsevier, volume 72, issue C, pages 120-134, DOI: 10.1016/j.eneco.2018.03.031.
115. Uddin, Gazi Salah & Hernandez, Jose Areola & Shahzad, Syed Jawad Hussain & Yoon, Seong-Min, 2018, "Time-varying evidence of efficiency, decoupling, and diversification of conventional and Islamic stocks," International Review of Financial Analysis, Elsevier, volume 56, issue C, pages 167-180, DOI: 10.1016/j.irfa.2018.01.008.
     
     • Gazi Salah Uddin & Jose Areola Hernandez & Syed Jawad Hussain Shahzad & Seong-Min Yoon, 2018, "Time-varying evidence of efficiency, decoupling, and diversification of conventional and Islamic stocks," Post-Print, HAL, number hal-01997844, Mar, DOI: 10.1016/j.irfa.2018.01.008.
116. Al-Yahyaee, Khamis Hamed & Mensi, Walid & Yoon, Seong-Min, 2018, "Efficiency, multifractality, and the long-memory property of the Bitcoin market: A comparative analysis with stock, currency, and gold markets," Finance Research Letters, Elsevier, volume 27, issue C, pages 228-234, DOI: 10.1016/j.frl.2018.03.017.
117. Das, Debojyoti & Kannadhasan, M. & Al-Yahyaee, Khamis Hamed & Yoon, Seong-Min, 2018, "A wavelet analysis of co-movements in Asian gold markets," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 492, issue C, pages 192-206, DOI: 10.1016/j.physa.2017.09.061.
118. Mensi, Walid & Hamdi, Atef & Yoon, Seong-Min, 2018, "Modelling multifractality and efficiency of GCC stock markets using the MF-DFA approach: A comparative analysis of global, regional and Islamic markets," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 503, issue C, pages 1107-1116, DOI: 10.1016/j.physa.2018.08.130.

2017

1. Balcilar, Mehmet & Bonato, Matteo & Demirer, Riza & Gupta, Rangan, 2017, "The effect of investor sentiment on gold market return dynamics: Evidence from a nonparametric causality-in-quantiles approach," Resources Policy, Elsevier, volume 51, issue C, pages 77-84, DOI: 10.1016/j.resourpol.2016.11.009.
2. Rodrigo Basco & Andrea Calabrò, 2017, "“Whom do I want to be the next CEO?” Desirable successor attributes in family firms," Journal of Business Economics, Springer, volume 87, issue 4, pages 487-509, May, DOI: 10.1007/s11573-016-0828-2.
3. Marcello Basili & Paulo Casaca & Alain Chateauneuf & Maurizio Franzini, 2017, "Multidimensional Pigou–Dalton transfers and social evaluation functions," Theory and Decision, Springer, volume 83, issue 4, pages 573-590, December, DOI: 10.1007/s11238-017-9605-0.
   
   • Marcello Basili & Paulo Casaca & Alain Chateauneuf & Maurizio Franzini, 2017, "Multidimensional Pigou–Dalton transfers and social evaluation functions," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-03252205, Jun, DOI: 10.1007/s11238-017-9605-0.
   • Marcello Basili & Paulo Casaca & Alain Chateauneuf & Maurizio Franzini, 2016, "Multidimensional Pigou-Dalton Transfers and Social Evaluation Functions," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01321802, May.
   • Marcello Basili & Paulo Casaca & Alain Chateauneuf & Maurizio Franzini, 2017, "Multidimensional Pigou–Dalton transfers and social evaluation functions," Post-Print, HAL, number hal-03252205, Jun, DOI: 10.1007/s11238-017-9605-0.
   • Marcello Basili & Paulo Casaca & Alain Chateauneuf & Maurizio Franzini, 2016, "Multidimensional Pigou-Dalton Transfers and Social Evaluation Functions," Post-Print, HAL, number halshs-01321802, May.
   • Marcello Basili & Paulo Casaca & Alain Chateauneuf & Maurizio Franzini, 2017, "Multidimensional Pigou–Dalton transfers and social evaluation functions," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-03252205, Jun, DOI: 10.1007/s11238-017-9605-0.
   • Marcello Basili & Paulo Casaca & Alain Chateauneuf & Maurizio Franzini, 2016, "Multidimensional Pigou-Dalton Transfers and Social Evaluation Functions," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 16043, May, DOI: 10.1007/s11238-017-9605-0.
4. Alain Chateauneuf & Vassili Vergopoulos & Jianbo Zhang, 2017, "Infinite supermodularity and preferences," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 63, issue 1, pages 99-109, January, DOI: 10.1007/s00199-015-0942-3.
   
   • Alain Chateauneuf & Vassili Vergopoulos & Jianbo Zhang, 2018, "Infinite Supermodularity and Preferences," Chapters, IntechOpen, in: Danijela Tuljak-Suban, "Game Theory - Applications in Logistics and Economy", DOI: 10.5772/intechopen.79150.
   • Alain Chateauneuf & Vassili Vergopoulos & Jianbo Zhang, 2016, "Infinite supermodularity and preferences," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-01302555, DOI: 10.1007/s00199-015-0942-3.
   • Alain Chateauneuf & Vassili Vergopoulos & Jianbo Zhang, 2016, "Infinite supermodularity and preferences," Post-Print, HAL, number hal-01302555, DOI: 10.1007/s00199-015-0942-3.
   • Alain Chateauneuf & Vassili Vergopoulos & Jianbo Zhang, 2016, "Infinite supermodularity and preferences," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-01302555, DOI: 10.1007/s00199-015-0942-3.
   • Alain Chateauneuf & Vassili Vergopoulos & Jianbo Zhang, 2015, "Infinite Supermodularity and Preferences," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 201505, Oct, revised Oct 2015.
5. Aloisio Araujo & Jean-Marc Bonnisseau & Alain Chateauneuf & Rodrigo Novinski, 2017, "Optimal sharing with an infinite number of commodities in the presence of optimistic and pessimistic agents," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 63, issue 1, pages 131-157, January, DOI: 10.1007/s00199-016-0985-0.
   
   • Aloisio Araujo & Jean-Marc Bonnisseau & Alain Chateauneuf & Rodrigo Novinski, 2017, "Optimal sharing with an infinite number of commodities in the presence of optimistic and pessimistic agents," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01336882, Jan, DOI: 10.1007/s00199-016-0985-0.
   • Aloisio Araujo & Jean-Marc Bonnisseau & Alain Chateauneuf & Rodrigo Novinski, 2017, "Optimal sharing with an infinite number of commodities in the presence of optimistic and pessimistic agents," Post-Print, HAL, number halshs-01336882, Jan, DOI: 10.1007/s00199-016-0985-0.
   • Aloisio Araujo & Jean-Marc Bonnisseau & Alain Chateauneuf & Rodrigo Novinski, 2017, "Optimal sharing with an infinite number of commodities in the presence of optimistic and pessimistic agents," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-01336882, Jan, DOI: 10.1007/s00199-016-0985-0.
6. Abderrazak Dhaoui & Nesrine Bensalah, 2017, "Asset valuation impact of investor sentiment: A revised Fama–French five-factor model," Journal of Asset Management, Palgrave Macmillan, volume 18, issue 1, pages 16-28, January, DOI: 10.1057/s41260-016-0027-2.
7. Abderrazak Dhaoui & Sami Bacha, 2017, "Investor emotional biases and trading volume’s asymmetric response: A non-linear ARDL approach tested in S&P500 stock market," Cogent Economics & Finance, Taylor & Francis Journals, volume 5, issue 1, pages 1274225-127, January, DOI: 10.1080/23322039.2016.1274225.
8. Farhani, Sahbi & Solarin, Sakiru Adebola, 2017, "Financial development and energy demand in the United States: New evidence from combined cointegration and asymmetric causality tests," Energy, Elsevier, volume 134, issue C, pages 1029-1037, DOI: 10.1016/j.energy.2017.06.121.
9. Mehmet Balcilar & Reneé van Eyden & Josine Uwilingiye & Rangan Gupta, 2017, "The Impact of Oil Price on South African GDP Growth: A Bayesian Markov Switching-VAR Analysis," African Development Review, African Development Bank, volume 29, issue 2, pages 319-336, June.
   
   • Mehmet Balcilar & Reneé van Eyden & Josine Uwilingiye & Rangan Gupta, 2014, "The impact of oil price on South African GDP growth: A Bayesian Markov Switching-VAR analysis," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-13.
   • Mehmet Balcilar & Reneé van Eyden & Josine Uwilingiye & Rangan Gupta, 2014, "The impact of oil price on South African GDP growth: A Bayesian Markov Switching-VAR analysis," Working Papers, University of Pretoria, Department of Economics, number 201470, Nov.
10. Vasilios Plakandaras & Juncal Cunado & Rangan Gupta & Mark E. Wohar, 2017, "Do leading indicators forecast U.S. recessions? A nonlinear re†evaluation using historical data," International Finance, Wiley Blackwell, volume 20, issue 3, pages 289-316, December, DOI: 10.1111/infi.12111.
11. Rangan Gupta & Roula Inglesi-Lotz & John W. Muteba Mwamba, 2017, "Electricity demand in South Africa: is it asymmetric?," OPEC Energy Review, Organization of the Petroleum Exporting Countries, volume 41, issue 3, pages 226-238, September.
12. Boubaker Heni & Canarella Giorgio & Gupta Rangan & Miller Stephen M., 2017, "Time-varying persistence of inflation: evidence from a wavelet-based approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 21, issue 4, pages 1-18, September, DOI: 10.1515/snde-2016-0130.
    
    • Heni Boubaker & Giorgio Canarella & Rangan Gupta & Stephen M. Miller, 2016, "Time-Varying Persistence of Inflation: Evidence from a Wavelet-Based Approach," Working Papers, University of Pretoria, Department of Economics, number 201647, Jun.
    • Heni Boubaker & Giorgio Canarella & Rangan Gupta & Stephen M. Miller, 2016, "Time-Varying Persistence of Inflation: Evidence from a Wavelet-based Approach," Working papers, University of Connecticut, Department of Economics, number 2016-09, Sep.
13. Mehmet Balcilar & Rangan Gupta & Charl Jooste, 2017, "The growth-inflation nexus for the U.S. from 1801 to 2013: A semiparametric approach," Journal of Applied Economics, Universidad del CEMA, volume 20, pages 105-120, May.
    
    • Mehmet Balcilar & Rangan Gupta & Charl Jooste, 2017, "The Growth-Inflation Nexus for the U.S. from 1801 to 2013: A Semiparametric Approach," Journal of Applied Economics, Taylor & Francis Journals, volume 20, issue 1, pages 105-120, May, DOI: 10.1016/S1514-0326(17)30005-3.
14. Hassani, Hossein & Silva, Emmanuel Sirimal & Antonakakis, Nikolaos & Filis, George & Gupta, Rangan, 2017, "Forecasting accuracy evaluation of tourist arrivals," Annals of Tourism Research, Elsevier, volume 63, issue C, pages 112-127, DOI: 10.1016/j.annals.2017.01.008.
15. Balcilar, Mehmet & Bouri, Elie & Gupta, Rangan & Roubaud, David, 2017, "Can volume predict Bitcoin returns and volatility? A quantiles-based approach," Economic Modelling, Elsevier, volume 64, issue C, pages 74-81, DOI: 10.1016/j.econmod.2017.03.019.
    
    • Mehmet Balcilar & Elie Bouri & Rangan Gupta & David Roubaud, 2017, "Can volume predict Bitcoin returns and volatility? A quantiles-based approach," Post-Print, HAL, number hal-02008551, DOI: 10.1016/j.econmod.2017.03.019.
16. Balcilar, Mehmet & Katzke, Nico & Gupta, Rangan, 2017, "Do precious metal prices help in forecasting South African inflation?," The North American Journal of Economics and Finance, Elsevier, volume 40, issue C, pages 63-72, DOI: 10.1016/j.najef.2017.01.007.
    
    • Mehmet Balcilar & NICO KATZKE & Rangan Gupta, 2015, "Do Precious Metal Prices Help in Forecasting South African Inflation?," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-05.
    • Mehmet Balcilar & Nico Katzke & Rangan Gupta, 2015, "Do Precious Metal Prices Help in Forecasting South African Inflation?," Working Papers, University of Pretoria, Department of Economics, number 201510, Feb.
    • Mehmet Balcilar & Nico Katzke & Rangan Gupta, 2015, "Do Precious Metal Prices Help in Forecasting South African Inflation?," Working Papers, Stellenbosch University, Department of Economics, number 03/2015.
17. Marfatia, Hardik A. & Gupta, Rangan & Cakan, Esin, 2017, "The international REIT’s time-varying response to the U.S. monetary policy and macroeconomic surprises," The North American Journal of Economics and Finance, Elsevier, volume 42, issue C, pages 640-653, DOI: 10.1016/j.najef.2017.09.007.
    
    • Hardik A. Marfatia & Rangan Gupta & Esin Cakan, 2017, "The International REIT's Time-Varying Response to the U.S. Monetary Policy and Macroeconomic Surprises," Working Papers, University of Pretoria, Department of Economics, number 201712, Feb.
18. Antonakakis, Nikolaos & Gupta, Rangan & Tiwari, Aviral K., 2017, "The time-varying correlation between output and prices in the United States over the period 1800–2014," Economic Systems, Elsevier, volume 41, issue 1, pages 98-108, DOI: 10.1016/j.ecosys.2016.05.005.
19. Gupta, Rangan & Kotzé, Kevin, 2017, "The role of oil prices in the forecasts of South African interest rates: A Bayesian approach," Energy Economics, Elsevier, volume 61, issue C, pages 270-278, DOI: 10.1016/j.eneco.2016.11.017.
    
    • Rangan Gupta & Kevin Kotze, 2016, "The Role of Oil Prices in the Forecasts of South African Interest Rates: A Bayesian Approach," School of Economics Macroeconomic Discussion Paper Series, School of Economics, University of Cape Town, number 2016-01.
    • Rangan Gupta & Kevin Kotze, 2015, "The Role of Oil Prices in the Forecasts of South African Interest Rates: A Bayesian Approach," Working Papers, University of Pretoria, Department of Economics, number 201531, May.
20. Balcilar, Mehmet & Gupta, Rangan & Wohar, Mark E., 2017, "Common cycles and common trends in the stock and oil markets: Evidence from more than 150years of data," Energy Economics, Elsevier, volume 61, issue C, pages 72-86, DOI: 10.1016/j.eneco.2016.11.003.
    
    • Mehmet Balcilar & Rangan Gupta & Mark E. Wohar, 2015, "Common Cycles and Common Trends in the Stock and Oil markets: Evidence from More than 150 Years of Data," Working Papers, University of Pretoria, Department of Economics, number 201572, Oct.
21. Gupta, Rangan & Wohar, Mark, 2017, "Forecasting oil and stock returns with a Qual VAR using over 150years off data," Energy Economics, Elsevier, volume 62, issue C, pages 181-186, DOI: 10.1016/j.eneco.2017.01.001.
    
    • Rangan Gupta & Mark E. Wohar, 2015, "Forecasting Oil and Stock Returns with a Qual VAR using over 150 Years of Data," Working Papers, University of Pretoria, Department of Economics, number 201589, Dec.
22. Kim, Won Joong & Hammoudeh, Shawkat & Hyun, Jun Seog & Gupta, Rangan, 2017, "Oil price shocks and China's economy: Reactions of the monetary policy to oil price shocks," Energy Economics, Elsevier, volume 62, issue C, pages 61-69, DOI: 10.1016/j.eneco.2016.12.007.
    
    • Won Joong Kim & Shawkat Hammoudeh & Jun Seog Hyun & Rangan Gupta, 2014, "Oil Price Shocks and China’s Economy: Reactions of the Monetary Policy to Oil Price Shocks," Working Papers, University of Pretoria, Department of Economics, number 201481, Dec.
23. Plakandaras, Vasilios & Gupta, Rangan & Wohar, Mark E., 2017, "The depreciation of the pound post-Brexit: Could it have been predicted?," Finance Research Letters, Elsevier, volume 21, issue C, pages 206-213, DOI: 10.1016/j.frl.2016.12.003.
    
    • Vasilios Plakandaras & Rangan Gupta & Mark E. Wohar, 2016, "The Depreciation of the Pound Post-Brexit: Could it have been Predicted?," Working Papers, University of Pretoria, Department of Economics, number 201670, Sep.
24. Antonakakis, Nikolaos & Gupta, Rangan & Kollias, Christos & Papadamou, Stephanos, 2017, "Geopolitical risks and the oil-stock nexus over 1899–2016," Finance Research Letters, Elsevier, volume 23, issue C, pages 165-173, DOI: 10.1016/j.frl.2017.07.017.
    
    • Nikolaos Antonakakis & Rangan Gupta & Christos Kollias & Stephanos Papadamou, 2017, "Geopolitical Risks and the Oil-Stock Nexus Over 1899-2016," Working Papers, University of Pretoria, Department of Economics, number 201702, Jan.
25. Bouri, Elie & Gupta, Rangan & Tiwari, Aviral Kumar & Roubaud, David, 2017, "Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions," Finance Research Letters, Elsevier, volume 23, issue C, pages 87-95, DOI: 10.1016/j.frl.2017.02.009.
    
    • Elie Bouri & Rangan Gupta & Aviral Kumar Tiwari & David Roubaud, 2017, "Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions," Post-Print, HAL, number hal-02008552, DOI: 10.1016/j.frl.2017.02.009.
    • Elie Bouri & Rangan Gupta & Aviral Kumar Tiwari & David Roubaud, 2016, "Does Bitcoin Hedge Global Uncertainty? Evidence from Wavelet-Based Quantile-in-Quantile Regressions," Working Papers, University of Pretoria, Department of Economics, number 201690, Dec.
26. Chuliá, Helena & Gupta, Rangan & Uribe, Jorge M. & Wohar, Mark E., 2017, "Impact of US uncertainties on emerging and mature markets: Evidence from a quantile-vector autoregressive approach," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 48, issue C, pages 178-191, DOI: 10.1016/j.intfin.2016.12.003.
    
    • Helena Chuliá & Rangan Gupta & Jorge M. Uribe & Mark E. Wohar, 2016, "Impact of US Uncertainties on Emerging and Mature Markets: Evidence from a Quantile-Vector Autoregressive Approach," Working Papers, University of Pretoria, Department of Economics, number 201656, Jul.
27. Antonakakis, Nikolaos & Christou, Christina & Cunado, Juncal & Gupta, Rangan, 2017, "Convergence patterns in sovereign bond yield spreads: Evidence from the Euro Area," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 49, issue C, pages 129-139, DOI: 10.1016/j.intfin.2017.03.002.
    
    • Nikolaos Antonakakis & Christina Christou & Juncal Cunado & Rangan Gupta, 2016, "Convergence Patterns in Sovereign Bond Yield Spreads: Evidence from the Euro Area," Working Papers, University of Pretoria, Department of Economics, number 201616, Mar.
28. Gil-Alana, Luis A. & Cunado, Juncal & Gupta, Rangan, 2017, "Evidence of persistence in U.S. short and long-term interest rates," Journal of Policy Modeling, Elsevier, volume 39, issue 5, pages 775-789, DOI: 10.1016/j.jpolmod.2017.04.005.
29. Balcilar, Mehmet & Demirer, Riza & Gupta, Rangan & van Eyden, Reneé, 2017, "The impact of US policy uncertainty on the monetary effectiveness in the Euro area," Journal of Policy Modeling, Elsevier, volume 39, issue 6, pages 1052-1064, DOI: 10.1016/j.jpolmod.2017.09.002.
30. Aye, Goodness C. & Carcel, Hector & Gil-Alana, Luis A. & Gupta, Rangan, 2017, "Does gold act as a hedge against inflation in the UK? Evidence from a fractional cointegration approach over 1257 to 2016," Resources Policy, Elsevier, volume 54, issue C, pages 53-57, DOI: 10.1016/j.resourpol.2017.09.001.
    
    • Goodness C. Aye & Hector Carcel & Luis A. Gil-Alana & Rangan Gupta, 2017, "Does Gold Act as a Hedge against Inflation in the UK? Evidence from a Fractional Cointegration Approach Over 1257 to 2016," Working Papers, University of Pretoria, Department of Economics, number 201753, Jul.
31. Christou, Christina & Cunado, Juncal & Gupta, Rangan & Hassapis, Christis, 2017, "Economic policy uncertainty and stock market returns in PacificRim countries: Evidence based on a Bayesian panel VAR model," Journal of Multinational Financial Management, Elsevier, volume 40, issue C, pages 92-102, DOI: 10.1016/j.mulfin.2017.03.001.
    
    • Christina Christou & Juncal Cunado & Rangan Gupta & Christis Hassapis, 2016, "Economic Policy Uncertainty and Stock Market Returns in Pacific-Rim Countries: Evidence based on a Bayesian Panel VAR Model," Working Papers, University of Pretoria, Department of Economics, number 201661, Aug.
32. Muteba Mwamba, John W. & Hammoudeh, Shawkat & Gupta, Rangan, 2017, "Financial tail risks in conventional and Islamic stock markets: A comparative analysis," Pacific-Basin Finance Journal, Elsevier, volume 42, issue C, pages 60-82, DOI: 10.1016/j.pacfin.2016.01.003.
33. Huang, Xu & Hassani, Hossein & Ghodsi, Mansi & Mukherjee, Zinnia & Gupta, Rangan, 2017, "Do trend extraction approaches affect causality detection in climate change studies?," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 469, issue C, pages 604-624, DOI: 10.1016/j.physa.2016.11.072.
    
    • Xu Huang & Hossein Hassani & Mansi Ghodsi & Zinnia Mukherjee & Rangan Gupta, 2016, "Do Trend Extraction Approaches Affect Causality Detection in Climate Change Studies?," Working Papers, University of Pretoria, Department of Economics, number 201660, Aug.
34. Gogas, Periklis & Gupta, Rangan & Miller, Stephen M. & Papadimitriou, Theophilos & Sarantitis, Georgios Antonios, 2017, "Income inequality: A complex network analysis of US states," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 483, issue C, pages 423-437, DOI: 10.1016/j.physa.2017.04.102.
35. Gupta, Rangan & Majumdar, Anandamayee & Pierdzioch, Christian & Wohar, Mark E., 2017, "Do terror attacks predict gold returns? Evidence from a quantile-predictive-regression approach," The Quarterly Review of Economics and Finance, Elsevier, volume 65, issue C, pages 276-284, DOI: 10.1016/j.qref.2017.01.005.
    
    • Rangan Gupta & Anandamayee Majumdar & Christian Pierdzioch & Mark Wohar, 2016, "Do Terror Attacks Predict Gold Returns? Evidence from a Quantile-Predictive-Regression Approach," Working Papers, University of Pretoria, Department of Economics, number 201626, Mar.
36. Christou, Christina & Gupta, Rangan & Hassapis, Christis, 2017, "Does economic policy uncertainty forecast real housing returns in a panel of OECD countries? A Bayesian approach," The Quarterly Review of Economics and Finance, Elsevier, volume 65, issue C, pages 50-60, DOI: 10.1016/j.qref.2017.01.002.
    
    • Christina Christou & Rangan Gupta & Christis Hassapis, 2016, "Does Economic Policy Uncertainty Forecast Real Housing Returns in a Panel of OECD Countries? A Bayesian Approach," Working Papers, University of Pretoria, Department of Economics, number 201637, Apr.
37. Apergis, Nicholas & Christou, Christina & Gupta, Rangan, 2017, "Are there Environmental Kuznets Curves for US state-level CO2 emissions?," Renewable and Sustainable Energy Reviews, Elsevier, volume 69, issue C, pages 551-558, DOI: 10.1016/j.rser.2016.11.219.
    
    • Nicholas Apergis & Christina Christou & Rangan Gupta, 2014, "Are there Environmental Kuznets Curves for US State-Level CO2 Emissions?," Working Papers, University of Pretoria, Department of Economics, number 201474, Nov.
38. Segnon, Mawuli & Lux, Thomas & Gupta, Rangan, 2017, "Modeling and forecasting the volatility of carbon dioxide emission allowance prices: A review and comparison of modern volatility models," Renewable and Sustainable Energy Reviews, Elsevier, volume 69, issue C, pages 692-704, DOI: 10.1016/j.rser.2016.11.060.
39. Balcilar, Mehmet & Gupta, Rangan & Sousa, Ricardo M. & Wohar, Mark E., 2017, "Do cay and cayMS predict stock and housing returns? Evidence from a nonparametric causality test," International Review of Economics & Finance, Elsevier, volume 48, issue C, pages 269-279, DOI: 10.1016/j.iref.2016.12.007.
40. Aye, Goodness C. & Gil-Alana, Luis A. & Gupta, Rangan & Wohar, Mark E., 2017, "The efficiency of the art market: Evidence from variance ratio tests, linear and nonlinear fractional integration approaches," International Review of Economics & Finance, Elsevier, volume 51, issue C, pages 283-294, DOI: 10.1016/j.iref.2017.06.003.
    
    • Goodness C. Aye & Luis A. Gil-Alana & Rangan Gupta & Mark Wohar, 2016, "The Efficiency of the Art Market: Evidence from Variance Ratio Tests, Linear and Nonlinear Fractional Integration Approaches," Working Papers, University of Pretoria, Department of Economics, number 201610, Feb.
41. Wanke, Peter & Maredza, Andrew & Gupta, Rangan, 2017, "Merger and acquisitions in South African banking: A network DEA model," Research in International Business and Finance, Elsevier, volume 41, issue C, pages 362-376, DOI: 10.1016/j.ribaf.2017.04.055.
    
    • Peter Wanke & Andrew Maredza & Rangan Gupta, 2016, "Merger and Acquisitions in South African Banking: A Network DEA Model," Working Papers, University of Pretoria, Department of Economics, number 201665, Sep.
42. Apergis, Nicholas & Gupta, Rangan, 2017, "Can (unusual) weather conditions in New York predict South African stock returns?," Research in International Business and Finance, Elsevier, volume 41, issue C, pages 377-386, DOI: 10.1016/j.ribaf.2017.04.052.
43. Antonakakis, Nikolaos & Gupta, Rangan & Tiwari, Aviral K., 2017, "Has the correlation of inflation and stock prices changed in the United States over the last two centuries?," Research in International Business and Finance, Elsevier, volume 42, issue C, pages 1-8, DOI: 10.1016/j.ribaf.2017.04.005.
44. Suleman, Tahir & Gupta, Rangan & Balcilar, Mehmet, 2017, "Does country risks predict stock returns and volatility? Evidence from a nonparametric approach," Research in International Business and Finance, Elsevier, volume 42, issue C, pages 1173-1195, DOI: 10.1016/j.ribaf.2017.07.055.
    
    • Tahir Suleman & Rangan Gupta & Mehmet Balcilar, 2016, "Does Country Risks Predict Stock Returns and Volatility? Evidence from a Nonparametric Approach," Working Papers, University of Pretoria, Department of Economics, number 201675, Oct.
45. Sergey Ivashchenko & Rangan Gupta, 2017, "Near-Rational Expectations: How Far are Surveys from Rationality?," Journal of Economics and Econometrics, Economics and Econometrics Society, volume 60, issue 1, pages 1-27.
    
    • Sergey Ivashchenko & Rangan Gupta, 2017, "Near-Rational Expectations: How Far are Surveys from Rationality?," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI RP 2017/04, Jan.
    • Sergey Ivashchenko, 2014, "Near-Rational Expectations: How Far Are Surveys from Rationality?," EUSP Department of Economics Working Paper Series, European University at St. Petersburg, Department of Economics, number 2014/06, Dec.
    • Sergey Ivashchenko & Rangan Gupta, 2016, "Near-Rational Expectations: How Far are Surveys from Rationality?," Working Papers, University of Pretoria, Department of Economics, number 201655, Jul.
46. Mehmet Balcilar & Rangan Gupta & Charl Jooste, 2017, "South Africa’s economic response to monetary policy uncertainty," Journal of Economic Studies, Emerald Group Publishing Limited, volume 44, issue 2, pages 282-293, May, DOI: 10.1108/JES-07-2015-0131.
    
    • Mehmet Balcilar & Rangan Gupta & Charl Jooste, 2015, "The South African Economic Response to Monetary Policy Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 201551, Jul.
47. Mehmet Balcilar & Riza Demirer & Rangan Gupta, 2017, "Do Sustainable Stocks Offer Diversification Benefits for Conventional Portfolios? An Empirical Analysis of Risk Spillovers and Dynamic Correlations," Sustainability, MDPI, volume 9, issue 10, pages 1-18, October.
    
    • Mehmet Balcilar & Riza Demirer & Rangan Gupta, 2016, "Do Sustainable Stocks Offer Diversification Benefits for Conventional Portfolios? An Empirical Analysis of Risk Spillovers and Dynamic Correlations," Working Papers, University of Pretoria, Department of Economics, number 201609, Feb.
48. Carlos P. Barros & Rangan Gupta, 2017, "Development, Poverty and Inequality: A Spatial Analysis of South African Provinces," Journal of Developing Areas, Tennessee State University, College of Business, volume 51, issue 1, pages 19-32, January-M.
    
    • Carlos P. Barros & Rangan Gupta, 2015, "Development, Poverty and Inequality: A Spatial Analysis of South African Provinces," Working Papers, University of Pretoria, Department of Economics, number 201583, Nov.
49. Cakan Esin & Rangan Gupta, 2017, "Does the US. macroeconomic news make the South African stock market riskier?," Journal of Developing Areas, Tennessee State University, College of Business, volume 51, issue 4, pages 17-27, October-D.
    
    • Esin Cakan & Rangan Gupta, 2016, "Does U.S. Macroeconomic News Make the South African Stock Market Riskier?," Working Papers, University of Pretoria, Department of Economics, number 201646, Jun.
50. Hossein Hassani & Zara Ghodsi & Rangan Gupta & Mawuli Segnon, 2017, "Forecasting Home Sales in the Four Census Regions and the Aggregate US Economy Using Singular Spectrum Analysis," Computational Economics, Springer;Society for Computational Economics, volume 49, issue 1, pages 83-97, January, DOI: 10.1007/s10614-015-9548-x.
    
    • Hossein Hassani & Zara Ghodsi & Rangan Gupta & Mawuli K. Segnon, 2014, "Forecasting Home Sales in the Four Census Regions and the Aggregate US Economy Using Singular Spectrum Analysis," Working Papers, University of Pretoria, Department of Economics, number 201482, Dec.
51. Rangan Gupta & Charl Jooste & Omid Ranjbar, 2017, "South Africa’s inflation persistence: a quantile regression framework," Economic Change and Restructuring, Springer, volume 50, issue 4, pages 367-386, November, DOI: 10.1007/s10644-016-9192-z.
52. Goodness C. Aye & Mehmet Balcilar & Rangan Gupta, 2017, "International stock return predictability: Is the role of U.S. time-varying?," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 44, issue 1, pages 121-146, February, DOI: 10.1007/s10663-015-9313-3.
    
    • Goodness C. Aye & Mehmet Balcilar & Rangan Gupta, 2015, "International Stock Return Predictability: Is the Role of U.S. Time-Varying?," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-07.
    • Goodness C. Aye & Mehmet Balcilar & Rangan Gupta, 2015, "International Stock Return Predictability: Is the Role of U.S. Time-Varying?," Working Papers, University of Pretoria, Department of Economics, number 201524, Apr.
53. Tsangyao Chang & Hsiao-Ping Chu & Frederick W. Deale & Rangan Gupta & Stephen M. Miller, 2017, "The relationship between population growth and standard-of-living growth over 1870–2013: evidence from a bootstrapped panel Granger causality test," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 44, issue 1, pages 175-201, February, DOI: 10.1007/s10663-016-9315-9.
    
    • Tsangyao Chang & Hsiao-Ping Chu & Frederick W. Deale & Rangan Gupta & Stephen M. Miller, 2016, "The Relationship between Population Growth and Standard-of-Living Growth Over 1870-2013: Evidence from a Bootstrapped Panel Granger Causality Test," Working papers, University of Connecticut, Department of Economics, number 2016-17, Sep.
54. Luis A. Gil-Alana & Juncal Cunado & Rangan Gupta, 2017, "Persistence, Mean-Reversion and Non-linearities in $$\hbox {CO2}$$ CO2 Emissions: Evidence from the BRICS and G7 Countries," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 67, issue 4, pages 869-883, August, DOI: 10.1007/s10640-016-0009-3.
55. Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch, 2017, "On exchange-rate movements and gold-price fluctuations: evidence for gold-producing countries from a nonparametric causality-in-quantiles test," International Economics and Economic Policy, Springer, volume 14, issue 4, pages 691-700, October, DOI: 10.1007/s10368-016-0357-z.
    
    • Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch, 2015, "On Exchange-Rate Movements and Gold-Price Fluctuations: Evidence for Gold-Producing Countries from a Nonparametric Causality-in-Quantiles Test," Working Papers, University of Pretoria, Department of Economics, number 201598, Dec.
56. Rangan Gupta & Anandamayee Majumdar & Mark E. Wohar, 2017, "The Role of Current Account Balance in Forecasting the US Equity Premium: Evidence From a Quantile Predictive Regression Approach," Open Economies Review, Springer, volume 28, issue 1, pages 47-59, February, DOI: 10.1007/s11079-016-9408-x.
    
    • Rangan Gupta & Anandamayee Majumdar & Mark Wohar, 2016, "The Role of Current Account Balance in Forecasting the US Equity Premium: Evidence from a Quantile Predictive Regression Approach," Working Papers, University of Pretoria, Department of Economics, number 201612, Feb.
57. Mehmet Balcilar & Rangan Gupta & Kevin Kotzé, 2017, "Forecasting South African macroeconomic variables with a Markov-switching small open-economy dynamic stochastic general equilibrium model," Empirical Economics, Springer, volume 53, issue 1, pages 117-135, August, DOI: 10.1007/s00181-016-1157-6.
    
    • Mehmet Balcilar & Rangan Gupta & Kevin Kotze, 2016, "Forecasting South African Macroeconomic Variables with a Markov-Switching Small Open-Economy Dynamic Stochastic General Equilibrium Model," School of Economics Macroeconomic Discussion Paper Series, School of Economics, University of Cape Town, number 2016-05.
    • Mehmet Balcilar & Rangan Gupta & Kevin Kotze, 2016, "Forecasting South African Macroeconomic Variables with a Markov-Switching Small Open-Economy Dynamic Stochastic General Equilibrium Model," Working Papers, University of Pretoria, Department of Economics, number 201603, Jan.
58. Massimiliano Caporin & Rangan Gupta, 2017, "Time-varying persistence in US inflation," Empirical Economics, Springer, volume 53, issue 2, pages 423-439, September, DOI: 10.1007/s00181-016-1144-y.
    
    • Massimiliano Caporin & Rangan Gupta, 2014, "Time-Varying Persistence in US Inflation," Working Papers, University of Pretoria, Department of Economics, number 201457, Oct.
59. Mehmet Balcilar & Stelios Bekiros & Rangan Gupta, 2017, "The role of news-based uncertainty indices in predicting oil markets: a hybrid nonparametric quantile causality method," Empirical Economics, Springer, volume 53, issue 3, pages 879-889, November, DOI: 10.1007/s00181-016-1150-0.
    
    • Mehmet Balcilar & Rangan Gupta & STELIOS BEKIROS, 2015, "The Role Of News-Based Uncertainty Indices In Predicting Oil Markets: A Hybrid Nonparametric Quantile Causality Method," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-02.
    • Mehmet Balcilar & Stelios Bekiros & Rangan Gupta, 2015, "The Role of News-Based Uncertainty Indices in Predicting Oil Markets: A Hybrid Nonparametric Quantile Causality Method," Working Papers, University of Pretoria, Department of Economics, number 201522, Apr.
60. Omokolade Akinsomi & Mehmet Balcilar & Rıza Demirer & Rangan Gupta, 2017, "The effect of gold market speculation on REIT returns in South Africa: a behavioral perspective," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 41, issue 4, pages 774-793, October, DOI: 10.1007/s12197-016-9381-7.
    
    • Kola Akinsomi & Mehmet Balcilar & Rıza Demirer & Rangan Gupta, 2016, "The Effect of Gold Market Speculation on REIT Returns in South Africa: A Behavioral Perspective," Working Papers, University of Pretoria, Department of Economics, number 201643, Jun.
61. Luis A. Gil-Alana & Juncal Cunado & Rangan Gupta, 2017, "Persistence, Mean-Reversion and Non-linearities in Infant Mortality Rates," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 131, issue 1, pages 393-405, March, DOI: 10.1007/s11205-016-1253-1.
    
    • Luis A. Gil-Alana & Juncal Cunado & Rangan Gupta, 2015, "Persistence, Mean-Reversion and Non-Linearities in Infant Mortality Rates," Working Papers, University of Pretoria, Department of Economics, number 201574, Oct.
62. Mulatu F. Zerihun & Juncal Cunado & Rangan Gupta, 2017, "Are Health Care Expenditures and Personal Disposable Income Characterised by Asymmetric Behaviour? Evidence from US State-Level Data," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 131, issue 2, pages 527-542, March, DOI: 10.1007/s11205-016-1275-8.
    
    • Mulatu F. Zerihun & Juncal Cunado & Rangan Gupta, 2015, "Are Health Care Expenditures and Personal Disposable Income Characterised by Asymmetric Behaviour? Evidence from US State-Level Data," Working Papers, University of Pretoria, Department of Economics, number 201566, Sep.
63. Nicholas Apergis & Tsangyao Chang & Christina Christou & Rangan Gupta, 2017, "Convergence of Health Care Expenditures Across the US States: A Reconsideration," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 133, issue 1, pages 303-316, August, DOI: 10.1007/s11205-016-1357-7.
    
    • Nicholas Apergis & Tsangyao Chang & Christina Christou & Rangan Gupta, 2015, "Convergence of Health Care Expenditures across the US States: A Reconsideration," Working Papers, University of Pretoria, Department of Economics, number 201542, Jun.
64. Nikolaos Antonakakis & Rangan Gupta, 2017, "Is Economic Policy Uncertainty Related to Suicide Rates? Evidence from the United States," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 133, issue 2, pages 543-560, September, DOI: 10.1007/s11205-016-1384-4.
    
    • Nikolaos Antonakakis & Rangan Gupta, 2015, "Is Economic Policy Uncertainty Related to Suicide Rates? Evidence from the United States," Working Papers, University of Pretoria, Department of Economics, number 201573, Oct.
65. Tolga Omay & Rangan Gupta & Giovanni Bonaccolto, 2017, "The US real GNP is trend-stationary after all," Applied Economics Letters, Taylor & Francis Journals, volume 24, issue 8, pages 510-514, May, DOI: 10.1080/13504851.2016.1205719.
    
    • Tolga Omay & Rangan Gupta & Giovanni Bonaccolto, 2015, "The US Real GNP is Trend-Stationary After All," Working Papers, University of Pretoria, Department of Economics, number 201581, Nov.
66. Mehmet Balcilar & Rangan Gupta & Charl Jooste, 2017, "Long memory, economic policy uncertainty and forecasting US inflation: a Bayesian VARFIMA approach," Applied Economics, Taylor & Francis Journals, volume 49, issue 11, pages 1047-1054, March, DOI: 10.1080/00036846.2016.1210777.
67. Rangan Gupta, 2017, "Forecasting inflation in an inflation targeting economy: structural versus nonstructural models," Applied Economics, Taylor & Francis Journals, volume 49, issue 24, pages 2316-2321, May, DOI: 10.1080/00036846.2016.1237760.
    
    • Rangan Gupta, 2015, "Forecasting Inflation in an Inflation Targeting Economy: Structural Versus Non-Structural Models," Working Papers, University of Pretoria, Department of Economics, number 201547, Jun.
68. Ming Zhong & Tsangyao Chang & Samrat Goswami & Rangan Gupta & Tien-Wei Lou, 2017, "The nexus between military expenditures and economic growth in the BRICS and the US: an empirical note," Defence and Peace Economics, Taylor & Francis Journals, volume 28, issue 5, pages 609-620, September, DOI: 10.1080/10242694.2016.1144897.
69. Christophe André & Nikolaos Antonakakis & Rangan Gupta & Mulatu F. Zerihun, 2017, "Asymmetric Behavior in Nominal and Real Housing Prices: Evidence from Emerging and Advanced Economies," Journal of Real Estate Literature, Taylor & Francis Journals, volume 25, issue 2, pages 409-425, January, DOI: 10.1080/10835547.2017.12090465.
70. Christophe André & Lumengo Bonga-Bonga & Rangan Gupta & John W. Muteba Mwamba, 2017, "Economic Policy Uncertainty, U.S. Real Housing Returns and Their Volatility: A Nonparametric Approach," Journal of Real Estate Research, Taylor & Francis Journals, volume 39, issue 4, pages 493-514, October, DOI: 10.1080/10835547.2017.12091484.
71. Vasilios Plakandaras & Periklis Gogas & Theophilos Papadimitriou & Rangan Gupta, 2017, "The Informational Content of the Term Spread in Forecasting the US Inflation Rate: A Nonlinear Approach," Journal of Forecasting, John Wiley & Sons, Ltd., volume 36, issue 2, pages 109-121, March.
    
    • Periklis Gogas & Theophilos Papadimitriou & Vasilios Plakandaras & Rangan Gupta, 2015, "The Informational Content of the Term-Spread in Forecasting the U.S. Inflation Rate: A Nonlinear Approach," Working Papers, University of Pretoria, Department of Economics, number 201548, Jun.
    • Periklis Gogas & Theophilos Papadimitriou & Vasilios Plakandaras & Rangan Gupta, 2019, "The Informational Content of the Term-Spread in Forecasting the U.S. Inflation Rate: A Nonlinear Approach," DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics, number 3-2016, May.
72. Rangan Gupta & Eric Olson & Mark E. Wohar, 2017, "Forecasting key US macroeconomic variables with a factor‐augmented Qual VAR," Journal of Forecasting, John Wiley & Sons, Ltd., volume 36, issue 6, pages 640-650, September.
    
    • Rangan Gupta & Eric Olson & Mark E. Wohar, 2015, "Forecasting Key US Macroeconomic Variables with a Factor-Augmented Qual VAR," Working Papers, University of Pretoria, Department of Economics, number 201585, Nov.
73. Muhammad Shahzad Ijaz & Ahmed Imran Hunjra & Rauf I Azam, 2017, "Forewarning Bankruptcy: An Indigenous Model for Pakistan," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, volume 9, issue 4, pages 259-286, December, DOI: dx.doi.org/10.22547/BER/9.4.12.
74. Joao Tovar Jalles, 2017, "Tax Buoyancy in Sub-Saharan Africa: An Empirical Exploration," African Development Review, African Development Bank, volume 29, issue 1, pages 1-15, March.
75. Valle e Azevedo, João & Jalles, João Tovar, 2017, "Model-Based Vs. Professional Forecasts: Implications For Models With Nominal Rigidities," Macroeconomic Dynamics, Cambridge University Press, volume 21, issue 1, pages 130-159, January.
76. Afonso, António & Tovar Jalles, João, 2017, "Sovereign debt composition and time-varying public finance sustainability," The North American Journal of Economics and Finance, Elsevier, volume 42, issue C, pages 144-155, DOI: 10.1016/j.najef.2017.07.008.
77. Jalles, João Tovar, 2017, "On the rationality and efficiency of inflation forecasts: Evidence from advanced and emerging market economies," Research in International Business and Finance, Elsevier, volume 40, issue C, pages 175-189, DOI: 10.1016/j.ribaf.2017.01.007.
78. João Tovar Jalles, 2017, "How do fiscal adjustments change the income distribution in emerging market economies?," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 12, issue 2, pages 310-334, April, DOI: 10.1108/IJoEM-10-2015-0219.
79. Joao Tovar Jalles & Martin A. Andresen, 2017, "Understanding the relationship between the economy and crime: Canadian provinces, 1981-2009," International Journal of Social Economics, Emerald Group Publishing Limited, volume 44, issue 9, pages 1268-1288, September, DOI: 10.1108/IJSE-12-2015-0328.
80. Luca Agnello & Vitor Castro & João Tovar Jalles & Ricardo M. Sousa, 2017, "Income inequality, fiscal stimuli and political (in)stability," International Tax and Public Finance, Springer;International Institute of Public Finance, volume 24, issue 3, pages 484-511, June, DOI: 10.1007/s10797-016-9428-x.
81. António Afonso & João Tovar Jalles, 2017, "Fiscal Episodes and Market Power," Open Economies Review, Springer, volume 28, issue 2, pages 233-250, April, DOI: 10.1007/s11079-016-9419-7.
82. Davide Furceri & João Tovar Jalles & Aleksandra Zdzienicka, 2017, "China Spillovers: New Evidence from Time-Varying Estimates," Open Economies Review, Springer, volume 28, issue 3, pages 413-429, July, DOI: 10.1007/s11079-016-9430-z.
    
    • Davide Furceri & João Tovar Jalles & Ms. Aleksandra Zdzienicka, 2016, "China Spillovers: New Evidence From Time-Varying Estimates," IMF Spillover Notes, International Monetary Fund, number 2016/007, Nov.
83. António Afonso & João Tovar Jalles, 2017, "The Price Relevance of Fiscal Developments," International Economic Journal, Taylor & Francis Journals, volume 31, issue 1, pages 36-50, January, DOI: 10.1080/10168737.2016.1227348.
    
    • António Afonso & João Tovar Jalles, 2015, "The Price Relevance of Fiscal Developments," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2015/16, Nov.
84. João Tovar Jalles, 2017, "Forecasting performance of private sector’s unemployment forecasts in advanced economies," International Review of Applied Economics, Taylor & Francis Journals, volume 31, issue 6, pages 707-733, November, DOI: 10.1080/02692171.2017.1319469.
85. António Afonso & João Tovar Jalles, 2017, "Euro area time‐varying fiscal sustainability," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 22, issue 3, pages 244-254, July.
    
    • António Afonso & João Tovar Jalles, 2015, "Euro Area Time Varying Fiscal Sustainability," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2015/13, Sep.
86. Laura Jaramillo & Carlos Mulas†Granados & Joao Tovar Jalles, 2017, "Debt spikes, blind spots, and financial stress," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 22, issue 4, pages 421-437, October, DOI: 10.1002/ijfe.1598.
87. Rania Jammazi & Duc Khuong Nguyen, 2017, "Estimating and forecasting portfolio’s Value-at-Risk with wavelet-based extreme value theory: Evidence from crude oil prices and US exchange rates," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, volume 68, issue 11, pages 1352-1362, November, DOI: 10.1057/s41274-016-0133-z.
88. Le, Thai-Ha & Chang, Youngho & Park, Donghyun, 2017, "Energy demand convergence in APEC: An empirical analysis," Energy Economics, Elsevier, volume 65, issue C, pages 32-41, DOI: 10.1016/j.eneco.2017.04.013.
89. Thai-Ha Le, 2017, "Does economic distance affect the flows of trade and foreign direct investment? Evidence from Vietnam," Cogent Economics & Finance, Taylor & Francis Journals, volume 5, issue 1, pages 1403108-140, January, DOI: 10.1080/23322039.2017.1403108.
90. Annabelle Mourougane, 2017, "Crisis, potential output and hysteresis," International Economics, CEPII research center, issue 149, pages 1-14.
    
    • Mourougane, Annabelle, 2017, "Crisis, potential output and hysteresis," International Economics, Elsevier, volume 149, issue C, pages 1-14, DOI: 10.1016/j.inteco.2016.07.001.
    • Annabelle Mourougane, 2015, "Crisis, Potential Output And Hysteresis," Working Papers, Department of Research, Ipag Business School, number 2015-631, Jan.
91. Jarmila Botev & Annabelle Mourougane, 2017, "Fiscal Consolidation: What Are the Breakeven Fiscal Multipliers?," CESifo Economic Studies, CESifo Group, volume 63, issue 3, pages 295-316.
92. Dorra Najar, 2017, "Private equity managers’ fees: estimation and sensitivity analysis using Monte Carlo simulation," Review of Quantitative Finance and Accounting, Springer, volume 48, issue 1, pages 239-263, January, DOI: 10.1007/s11156-015-0549-6.
93. Chuc Dinh Nguyen & Anh Ngoc Nguyen & Trang Ha Nguyen & Minh Ngoc Nguyen, 2017, "Host-site institutions, regional production linkages and technological upgrading: a study of automotive firms in vietnam," Asia Pacific Business Review, Taylor & Francis Journals, volume 23, issue 3, pages 438-453, May, DOI: 10.1080/13602381.2016.1189133.
    
    • NGUYEN Dinh Chuc & NGUYEN Dinh Anh & NGUYEN Ha Trang & NGUYEN Ngoc Minh, 2015, "Host-site institutions, Regional Production Linkages and Technological Upgrading: A Study of Automotive Firms in Vietnam," Working Papers, Economic Research Institute for ASEAN and East Asia (ERIA), number DP-2015-11, Feb.
94. Kim, Huong Trang & Papanastassiou, Marina & Nguyen, Quang, 2017, "Multinationals and the impact of corruption on financial derivatives use and firm value: Evidence from East Asia," Journal of Multinational Financial Management, Elsevier, volume 39, issue C, pages 39-59, DOI: 10.1016/j.mulfin.2017.02.001.
95. Quang Nguyen, 2017, "Do Natural Disasters Open a Window of Opportunity for Corruption?," Journal of Development Studies, Taylor & Francis Journals, volume 53, issue 1, pages 156-172, January, DOI: 10.1080/00220388.2016.1187724.
96. Switzer, Lorne N. & Wang, Jun, 2017, "Institutional investment horizon, the information environment, and firm credit risk," Journal of Financial Stability, Elsevier, volume 29, issue C, pages 57-71, DOI: 10.1016/j.jfs.2017.02.002.
97. Switzer, Lorne N. & Tahaoglu, Cagdas & Zhao, Yun, 2017, "Volatility measures as predictors of extreme returns," Review of Financial Economics, Elsevier, volume 35, issue C, pages 1-10, DOI: 10.1016/j.rfe.2017.04.001.
    
    • Lorne N. Switzer & Cagdas Tahaoglu & Yun Zhao, 2017, "Volatility measures as predictors of extreme returns," Review of Financial Economics, John Wiley & Sons, volume 35, issue 1, pages 1-10, November, DOI: 10.1016/j.rfe.2017.04.001.
98. Lorne N. Switzer & Jun Wang & Seungho Lee, 2017, "Extreme risk and small investor behavior in developed markets," Journal of Asset Management, Palgrave Macmillan, volume 18, issue 6, pages 457-475, October, DOI: 10.1057/s41260-017-0047-6.
99. Pinar, Mehmet & Stengos, Thanasis & Topaloglou, Nikolas, 2017, "Testing for the implicit weights of the dimensions of the Human Development Index using stochastic dominance," Economics Letters, Elsevier, volume 161, issue C, pages 38-42, DOI: 10.1016/j.econlet.2017.09.023.
100. Arvanitis, Stelios & Topaloglou, Nikolas, 2017, "Testing for prospect and Markowitz stochastic dominance efficiency," Journal of Econometrics, Elsevier, volume 198, issue 2, pages 253-270, DOI: 10.1016/j.jeconom.2017.01.006.
101. Daskalaki, Charoula & Skiadopoulos, George & Topaloglou, Nikolas, 2017, "Diversification benefits of commodities: A stochastic dominance efficiency approach," Journal of Empirical Finance, Elsevier, volume 44, issue C, pages 250-269, DOI: 10.1016/j.jempfin.2017.07.004.
     
     • Charoula Daskalaki & George Skiadopoulos & Nikolas Topaloglou, 2016, "Diversification Benefits of Commodities: A Stochastic Dominance Efficiency Approach," Working Papers, Queen Mary University of London, School of Economics and Finance, number 797, May.
102. Tolikas, Konstantinos & Topaloglou, Nikolas, 2017, "Is default risk priced equally fast in the credit default swap and the stock markets? AN empirical investigation," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 51, issue C, pages 39-57, DOI: 10.1016/j.intfin.2017.09.029.
103. Pagratis, Spyros & Topaloglou, Nikolas & Tsionas, Mike, 2017, "System stress testing of bank liquidity risk," Journal of International Money and Finance, Elsevier, volume 73, issue PA, pages 22-40, DOI: 10.1016/j.jimonfin.2017.02.001.
104. Buso, Marco & Marty, Frederic & Tran, Phuong Tra, 2017, "Public-private partnerships from budget constraints: Looking for debt hiding?," International Journal of Industrial Organization, Elsevier, volume 51, issue C, pages 56-84, DOI: 10.1016/j.ijindorg.2016.12.002.
     
     • Marco Buso & Frédéric Marty & Tran-Phuong Tra, 2017, "Public-private partnerships from budget constraints: Looking for debt hiding?," Post-Print, HAL, number halshs-01461826, Feb.
     • Marco Buso & Frédéric Marty & Tran-Phuong Tra, 2014, "Public Private Partnership from Budget Constraints: Looking for Debt Hiding?," Working Papers, HAL, number halshs-01091725, Dec.
     • Marco Buso & Frédéric Marty & Tran-Phuong Tra, 2016, "Public Private Partnerships from Budget Constraints: Looking for Debt Hiding?," Working Papers, HAL, number halshs-01275217, Feb.
     • Marco Buso & Frederic Marty & Tra Tran Phuong, 2014, "Public Private Partnership from Budget Constraints: Looking for Debt Hiding?," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0189, Nov.
105. Kunze, Frederik & Wegener, Christoph & Bizer, Kilian & Spiwoks, Markus, 2017, "Forecasting European interest rates in times of financial crisis – What insights do we get from international survey forecasts?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 48, issue C, pages 192-205, DOI: 10.1016/j.intfin.2017.01.005.
106. Balli, Faruk & Uddin, Gazi Salah & Mudassar, Hasan & Yoon, Seong-Min, 2017, "Cross-country determinants of economic policy uncertainty spillovers," Economics Letters, Elsevier, volume 156, issue C, pages 179-183, DOI: 10.1016/j.econlet.2017.05.016.
107. Kang, Sang Hoon & McIver, Ron & Yoon, Seong-Min, 2017, "Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets," Energy Economics, Elsevier, volume 62, issue C, pages 19-32, DOI: 10.1016/j.eneco.2016.12.011.
108. Mensi, Walid & Tiwari, Aviral Kumar & Yoon, Seong-Min, 2017, "Global financial crisis and weak-form efficiency of Islamic sectoral stock markets: An MF-DFA analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 471, issue C, pages 135-146, DOI: 10.1016/j.physa.2016.12.034.
109. Tiwari, Aviral Kumar & Albulescu, Claudiu Tiberiu & Yoon, Seong-Min, 2017, "A multifractal detrended fluctuation analysis of financial market efficiency: Comparison using Dow Jones sector ETF indices," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 483, issue C, pages 182-192, DOI: 10.1016/j.physa.2017.05.007.
110. Walid Mensi & Shawkat Hammoudeh & Seong-Min Yoon & Mehmet Balcilar, 2017, "Impact of macroeconomic factors and country risk ratings on GCC stock markets: evidence from a dynamic panel threshold model with regime switching," Applied Economics, Taylor & Francis Journals, volume 49, issue 13, pages 1255-1272, March, DOI: 10.1080/00036846.2016.1217305.
111. Walid Mensi & Shawkat Hammoudeh & Ahmet Sensoy & Seong-Min Yoon, 2017, "Analysing dynamic linkages and hedging strategies between Islamic and conventional sector equity indexes," Applied Economics, Taylor & Francis Journals, volume 49, issue 25, pages 2456-2479, May, DOI: 10.1080/00036846.2016.1240349.
112. Satish Kumar & Rajesh Pathak & Aviral Kumar Tiwari & Seong-Min Yoon, 2017, "Are exchange rates interdependent? Evidence using wavelet analysis," Applied Economics, Taylor & Francis Journals, volume 49, issue 33, pages 3231-3245, July, DOI: 10.1080/00036846.2016.1257108.

2016

1. Kraus, Sascha & Mensching, Helge & Calabrò, Andrea & Cheng, Cheng-Feng & Filser, Matthias, 2016, "Family firm internationalization: A configurational approach," Journal of Business Research, Elsevier, volume 69, issue 11, pages 5473-5478, DOI: 10.1016/j.jbusres.2016.04.158.
2. Matthias Filser & Alexander Brem & Johanna Gast & Sascha Kraus & Andrea Calabrò, 2016, "Innovation In Family Firms — Examining The Inventory And Mapping The Path," International Journal of Innovation Management (ijim), World Scientific Publishing Co. Pte. Ltd., volume 20, issue 06, pages 1-39, August, DOI: 10.1142/S1363919616500547.
   
   • Matthias Filser & Alexander Brem & Johanna Gast & Sascha Kraus & Andrea Calabrò, 2016, "Innovation in family firms - examining the inventory and mapping the path," Post-Print, HAL, number hal-02011845, DOI: 10.1142/S1363919616500547.
3. Bastianello, Lorenzo & Chateauneuf, Alain, 2016, "About delay aversion," Journal of Mathematical Economics, Elsevier, volume 63, issue C, pages 62-77, DOI: 10.1016/j.jmateco.2015.12.006.
   
   • Lorenzo Bastianello & Alain Chateauneuf, 2016, "About delay aversion," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-01302543, Mar, DOI: 10.1016/j.jmateco.2015.12.006.
   • Lorenzo Bastianello & Alain Chateauneuf, 2016, "About delay aversion," Post-Print, HAL, number hal-01302543, Mar, DOI: 10.1016/j.jmateco.2015.12.006.
   • Lorenzo Bastianello & Alain Chateauneuf, 2016, "About delay aversion," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-01302543, Mar, DOI: 10.1016/j.jmateco.2015.12.006.
   • Lorenzo Bastianello & Alain Chateauneuf, 2013, "About Delay Aversion," Working Papers, Department of Research, Ipag Business School, number 2013-30, Jan.
4. Alain Chateauneuf & Ghizlane Lakhnati & Eric Langlais, 2016, "On the precautionary motive for savings and prudence in the rank-dependent utility framework," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 61, issue 1, pages 169-182, January, DOI: 10.1007/s00199-015-0883-x.
   
   • Alain Chateauneuf & Ghizlane Lakhnati & Eric Langlais, 2016, "On the precautionary motive for savings and prudence in the rank-dependent utility framework," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-01302563, Jan, DOI: 10.1007/s00199-015-0883-x.
   • Alain Chateauneuf & Ghizlane Lakhnati & Eric Langlais, 2016, "On the precautionary motive for savings and prudence in the rank-dependent utility framework," Post-Print, HAL, number hal-01302563, Jan, DOI: 10.1007/s00199-015-0883-x.
   • Alain Chateauneuf & Ghizlane Lakhnati & Eric Langlais, 2016, "On the precautionary motive for savings and prudence in the rank-dependent utility framework," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-01302563, Jan, DOI: 10.1007/s00199-015-0883-x.
   • A.Chateauneuf & G.Lakhnati & E.Langlais, 2014, "On the precautionary motive for savings and prudence in the rank dependent utility framework," Working Papers, Department of Research, Ipag Business School, number 2014-597, Jan.
5. Simplice Asongu & Rangan Gupta, 2016, "Trust and quality of growth: a note," Economics Bulletin, AccessEcon, volume 36, issue 3, pages 1854-1867.
   
   • Simplice A. Asongu & Rangan Gupta, 2015, "Trust and Quality of Growth: A Note," Research Africa Network Working Papers, Research Africa Network (RAN), number 15/026, May.
   • Simplice Asongu & Rangan Gupta, 2015, "Trust and Quality of Growth: A Note," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 15/026, Jun.
   • Asongu, Simplice & Gupta, Rangan, 2015, "Trust and Quality of Growth: A Note," MPRA Paper, University Library of Munich, Germany, number 68319, Jun.
   • Simplice A. Asongu & Rangan Gupta, 2015, "Trust and Quality of Growth: A Note," Working Papers, University of Pretoria, Department of Economics, number 201541, Jun.
6. Bekiros, Stelios & Gupta, Rangan & Kyei, Clement, 2016, "On economic uncertainty, stock market predictability and nonlinear spillover effects," The North American Journal of Economics and Finance, Elsevier, volume 36, issue C, pages 184-191, DOI: 10.1016/j.najef.2016.01.003.
   
   • Stelios Bekiros & Rangan Gupta & Clement Kyei, 2015, "On Economic Uncertainty, Stock Market Predictability and Nonlinear Spillover Effects," Working Papers, University of Pretoria, Department of Economics, number 201508, Feb.
7. Gupta, Rangan & Pierdzioch, Christian & Risse, Marian, 2016, "On international uncertainty links: BART-based empirical evidence for Canada," Economics Letters, Elsevier, volume 143, issue C, pages 24-27, DOI: 10.1016/j.econlet.2016.03.009.
   
   • Rangan Gupta & Christian Pierdzioch & Marian Risse, 2015, "On International Uncertainty Links: BART-Based Empirical Evidence for Canada," Working Papers, University of Pretoria, Department of Economics, number 201594, Dec.
8. Antonakakis, Nikolaos & Cunado, Juncal & Gil-Alana, Luis A. & Gupta, Rangan, 2016, "Is inflation persistence different in reality?," Economics Letters, Elsevier, volume 148, issue C, pages 55-58, DOI: 10.1016/j.econlet.2016.09.003.
   
   • Nikolaos Antonakakis & Juncal Cunado & Luis A. Gil-Alana & Rangan Gupta, 2016, "Is Inflation Persistence Different in Reality?," Working Papers, University of Pretoria, Department of Economics, number 201663, Aug.
9. Pierdzioch, Christian & Reid, Monique B. & Gupta, Rangan, 2016, "Forecasting the South African inflation rate: On asymmetric loss and forecast rationality," Economic Systems, Elsevier, volume 40, issue 1, pages 82-92, DOI: 10.1016/j.ecosys.2015.08.004.
   
   • Christian Pierdzioch & Monique B. Reid & Rangan Gupta, 2014, "Forecasting the South African Inflation Rate: On Asymmetric Loss and Forecast Rationality," Working Papers, University of Pretoria, Department of Economics, number 201475, Nov.
   • Christian Pierdzioch & Monique B. Reid & Rangan Gupta, 2014, "Forecasting the South African Inflation Rate: On Asymmetric Loss and Forecast Rationality," Working Papers, Stellenbosch University, Department of Economics, number 26/2014.
10. Aloui, Riadh & Gupta, Rangan & Miller, Stephen M., 2016, "Uncertainty and crude oil returns," Energy Economics, Elsevier, volume 55, issue C, pages 92-100, DOI: 10.1016/j.eneco.2016.01.012.
    
    • Riadh Aloui & Rangan Gupta & Stephen M. Miller, 2015, "Uncertainty and Crude Oil Returns," Working Papers, University of Pretoria, Department of Economics, number 201503, Feb.
    • Riadh Aloui & Rangan Gupta & Stephen M. Miller, 2015, "Uncertainty and crude oil returns," Working papers, University of Connecticut, Department of Economics, number 2015-03, Apr.
11. Lux, Thomas & Segnon, Mawuli & Gupta, Rangan, 2016, "Forecasting crude oil price volatility and value-at-risk: Evidence from historical and recent data," Energy Economics, Elsevier, volume 56, issue C, pages 117-133, DOI: 10.1016/j.eneco.2016.03.008.
12. Gil-Alana, Luis A. & Gupta, Rangan & Olubusoye, Olusanya E. & Yaya, OlaOluwa S., 2016, "Time series analysis of persistence in crude oil price volatility across bull and bear regimes," Energy, Elsevier, volume 109, issue C, pages 29-37, DOI: 10.1016/j.energy.2016.04.082.
    
    • Luis A. Gil-Alana & Rangan Gupta & Olusanya E. Olubusoye & OlaOluwa S. Yaya, 2015, "Time Series Analysis of Persistence in Crude Oil Price Volatility across Bull and Bear Regimes," Working Papers, University of Pretoria, Department of Economics, number 201580, Oct.
13. Bekiros, Stelios & Gupta, Rangan & Majumdar, Anandamayee, 2016, "Incorporating economic policy uncertainty in US equity premium models: A nonlinear predictability analysis," Finance Research Letters, Elsevier, volume 18, issue C, pages 291-296, DOI: 10.1016/j.frl.2016.01.012.
    
    • Stelios Bekiros & Rangan Gupta & Anandamayee Majumdar, 2015, "Incorporating Economic Policy Uncertainty in US Equity Premium Models: A Nonlinear Predictability Analysis," Working Papers, University of Pretoria, Department of Economics, number 201545, Jun.
14. Balcilar, Mehmet & Thompson, Kirsten & Gupta, Rangan & van Eyden, Reneé, 2016, "Testing the asymmetric effects of financial conditions in South Africa: A nonlinear vector autoregression approach," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 43, issue C, pages 30-43, DOI: 10.1016/j.intfin.2016.03.005.
    
    • Mehmet Balcilar & Kirsten Thompson & Rangan Gupta & Renee van Eyden, 2014, "Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-11.
    • Mehmet Balcilar & Kirsten Thompson & Rangan Gupta & Renee van Eyden, 2014, "Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-18.
    • Mehmet Balcilar & Kirsten Thompson & Rangan Gupta & Renee van Eyden, 2014, "Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach," Working Papers, University of Pretoria, Department of Economics, number 201414, Apr.
15. Paetz, Michael & Gupta, Rangan, 2016, "Stock price dynamics and the business cycle in an estimated DSGE model for South Africa," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 44, issue C, pages 166-182, DOI: 10.1016/j.intfin.2016.05.004.
    
    • Michael Paetz & Rangan Gupta, 2014, "Stock Price Dynamics and the Business Cycle in an Estimated DSGE Model for South Africa," Working Papers, University of Pretoria, Department of Economics, number 201441, Aug.
    • Paetz, Michael & Gupta, Rangan, 2014, "Stock Price Dynamics and the Business Cycle in an Estimated DSGE Model for South Africa," WiSo-HH Working Paper Series, University of Hamburg, Faculty of Business, Economics and Social Sciences, WISO Research Laboratory, number 18.
16. Aye, Goodness C. & Chang, Tsangyao & Gupta, Rangan, 2016, "Is gold an inflation-hedge? Evidence from an interrupted Markov-switching cointegration model," Resources Policy, Elsevier, volume 48, issue C, pages 77-84, DOI: 10.1016/j.resourpol.2016.02.011.
    
    • Goodness C. Aye & Tsangyao Chang & Rangan Gupta, 2015, "Is Gold an Inflation-Hedge? Evidence from an Interrupted Markov-Switching Cointegration Model," Working Papers, University of Pretoria, Department of Economics, number 201559, Aug.
17. Balcilar, Mehmet & Gupta, Rangan & Pierdzioch, Christian, 2016, "Does uncertainty move the gold price? New evidence from a nonparametric causality-in-quantiles test," Resources Policy, Elsevier, volume 49, issue C, pages 74-80, DOI: 10.1016/j.resourpol.2016.04.004.
    
    • Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch, 2015, "Does Uncertainty Move the Gold Price? New Evidence from a Nonparametric Causality-in-Quantiles Test," Working Papers, University of Pretoria, Department of Economics, number 201592, Dec.
18. Zhang, Qunzhi & Sornette, Didier & Balcilar, Mehmet & Gupta, Rangan & Ozdemir, Zeynel Abidin & Yetkiner, Hakan, 2016, "LPPLS bubble indicators over two centuries of the S&P 500 index," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 458, issue C, pages 126-139, DOI: 10.1016/j.physa.2016.03.103.
    
    • Qunzhi Zhang & Didier Sornette & Mehmet Balcilar & Rangan Gupta & Zeynel A. Ozdemir & Hakan Yetkiner, 2016, "LPPLS Bubble Indicators over Two Centuries of the S&P 500 Index," Working Papers, University of Pretoria, Department of Economics, number 201606, Feb.
19. Hassani, Hossein & Huang, Xu & Gupta, Rangan & Ghodsi, Mansi, 2016, "Does sunspot numbers cause global temperatures? A reconsideration using non-parametric causality tests," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 460, issue C, pages 54-65, DOI: 10.1016/j.physa.2016.04.013.
    
    • Hossein Hassani & Rangan Gupta & Xu Huang & Mansi Ghodsi, 2014, "Does Sunspot Numbers Cause Global Temperatures? A Reconsideration Using a Non-Parametric Causality Test," Working Papers, University of Pretoria, Department of Economics, number 201427, Jun.
20. Gil-Alana, Luis A. & Gupta, Rangan & de Gracia, Fernando Perez, 2016, "Modeling persistence of carbon emission allowance prices," Renewable and Sustainable Energy Reviews, Elsevier, volume 55, issue C, pages 221-226, DOI: 10.1016/j.rser.2015.10.056.
    
    • Luis A. Gil-Alana & Fernando Perez de Gracia & Rangan Gupta, 2015, "Modeling Persistence of Carbon Emission Allowance Prices," Working Papers, University of Pretoria, Department of Economics, number 201515, Mar.
21. Apergis, Nicholas & Chang, Tsangyao & Gupta, Rangan & Ziramba, Emmanuel, 2016, "Hydroelectricity consumption and economic growth nexus: Evidence from a panel of ten largest hydroelectricity consumers," Renewable and Sustainable Energy Reviews, Elsevier, volume 62, issue C, pages 318-325, DOI: 10.1016/j.rser.2016.04.075.
    
    • Nicholas Apergis & Tsangyao Chang & Rangan Gupta & Emmanuel Ziramba, 2015, "Hydroelectricity Consumption and Economic Growth Nexus: Evidence from a Panel of Ten Largest Hydroelectricity Consumers," Working Papers, University of Pretoria, Department of Economics, number 201538, Jun.
22. Lahiani, Amine & Hammoudeh, Shawkat & Gupta, Rangan, 2016, "Linkages between financial sector CDS spreads and macroeconomic influence in a nonlinear setting," International Review of Economics & Finance, Elsevier, volume 43, issue C, pages 443-456, DOI: 10.1016/j.iref.2016.01.007.
    
    • Amine Lahiani & Shawkat Hammoudeh & Rangan Gupta, 2016, "Linkages between financial sector CDS spreads and macroeconomic influence in a nonlinear setting," Post-Print, HAL, number hal-03531142, May, DOI: 10.1016/j.iref.2016.01.007.
    • Amine Lahiani & Shawkat Hammoudeh & Rangan Gupta, 2014, "Linkages between Financial Sector CDS Spreads and Macroeconomic Influence in a Nonlinear Setting," Working Papers, University of Pretoria, Department of Economics, number 201456, Oct.
23. Nasr, Adnen Ben & Lux, Thomas & Ajmi, Ahdi Noomen & Gupta, Rangan, 2016, "Forecasting the volatility of the Dow Jones Islamic Stock Market Index: Long memory vs. regime switching," International Review of Economics & Finance, Elsevier, volume 45, issue C, pages 559-571, DOI: 10.1016/j.iref.2016.07.014.
    
    • Adnen Ben Nasr & Thomas Lux & Ahdi Noomen Ajmi & Rangan Gupta, 2014, "Forecasting the Volatility of the Dow Jones Islamic Stock Market Index: Long Memory vs. Regime Switching," Working Papers, Department of Research, Ipag Business School, number 2014-236, Jan.
    • Adnen Ben Nasr & Thomas Lux & Ahdi N. Ajmi & Rangan Gupta, 2014, "Forecasting the Volatility of the Dow Jones Islamic Stock Market Index: Long Memory vs. Regime Switching," Working Papers, University of Pretoria, Department of Economics, number 201412, Mar.
    • Nasr, Adnen Ben & Lux, Thomas & Ajm, Ahdi Noomen & Gupta, Rangan, 2014, "Forecasting the volatility of the dow jones islamic stock market index: Long memory vs. regime switching," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2014-07.
    • Ben Nasr, Adnen & Lux, Thomas & Ajmi, Ahdi Noomen & Gupta, Rangan, 2014, "Forecasting the Volatility of the Dow Jones Islamic Stock Market Index: Long Memory vs. Regime Switching," FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, number 2.
24. Balcilar, Mehmet & Gupta, Rangan & Jooste, Charl & Wohar, Mark E., 2016, "Periodically collapsing bubbles in the South African stock market," Research in International Business and Finance, Elsevier, volume 38, issue C, pages 191-201, DOI: 10.1016/j.ribaf.2016.04.010.
    
    • Mehmet Balcilar & Rangan Gupta & Charl Jooste & Mark E. Wohar, 2016, "Periodically Collapsing Bubbles in the South African Stock Market," Working Papers, University of Pretoria, Department of Economics, number 201624, Mar.
25. Pierdzioch, Christian & Reid, Monique B. & Gupta, Rangan, 2016, "Inflation forecasts and forecaster herding: Evidence from South African survey data," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, volume 62, issue C, pages 42-50, DOI: 10.1016/j.socec.2016.03.004.
    
    • Christian Pierdzioch & Monique B. Reid & Rangan Gupta, 2014, "Inflation Forecasts and Forecaster Herding: Evidence from South African Survey Data," Working Papers, University of Pretoria, Department of Economics, number 201455, Oct.
    • Christian Pierdzioch & Monique B. Reid & Rangan Gupta, 2014, "Inflation Forecasts and Forecaster Herding: Evidence from South African Survey Data," Working Papers, Stellenbosch University, Department of Economics, number 21/2014.
26. Mehmet Balcilar & Rangan Gupta & Charl Jooste, 2016, "The dynamic response of the rand real exchange rate to fundamental shocks," Journal of Economic Studies, Emerald Group Publishing Limited, volume 43, issue 1, pages 108-121, January, DOI: 10.1108/JES-08-2014-0148.
27. Tsangyao Chang & Luis Gil-Alana & Goodness C. Aye & Rangan Gupta & Omid Ranjbar, 2016, "Testing for bubbles in the BRICS stock markets," Journal of Economic Studies, Emerald Group Publishing Limited, volume 43, issue 4, pages 646-660, September, DOI: 10.1108/JES-07-2014-0128.
28. Tsangyao Chang & Wen-Chi Liu & Goodness C. Aye & Rangan Gupta, 2016, "Are there housing bubbles in South Africa? Evidence from SPSM-based panel KSS test with a Fourier function," Global Business and Economics Review, Inderscience Enterprises Ltd, volume 18, issue 5, pages 517-532.
    
    • Tsangyao Chang & Wen-Chi Liu & Goodness C. Aye & Rangan Gupta, 2013, "Are there Housing Bubbles in South Africa? Evidence from SPSM-Based Panel KSS Test with a Fourier Function," Working Papers, University of Pretoria, Department of Economics, number 201377, Nov.
29. Mehmet Balcilar & Rangan Gupta & Charl Jooste, 2016, "Analyzing South Africa’s inflation persistence using an ARFIMA model with Markov-switching fractional differencing parameter," Journal of Developing Areas, Tennessee State University, College of Business, volume 50, issue 1, pages 47-57, January-M.
    
    • Mehmet Balcilar & Rangan Gupta & Charl Jooste, 2014, "Analysing South Africa's Inflation Persistence Using an ARFIMA Model with Markov-Switching Fractional Differencing Parameter," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-09.
    • Mehmet Balcilar & Rangan Gupta & Charl Jooste, 2014, "Analysing South Africa's Inflation Persistence Using an ARFIMA Model with Markov-Switching Fractional Differencing Parameter," Working Papers, University of Pretoria, Department of Economics, number 201440, Aug.
30. Mehmet Balcilar & Shinhye Chang & Rangan Gupta & Vanessa Kasongo & Clement Kyei, 2016, "The relationship between oil and agricultural commodity prices in south africa: a quantile causality approach," Journal of Developing Areas, Tennessee State University, College of Business, volume 50, issue 2, pages 137-152, April-Jun.
    
    • Mehmet Balcilar & Shinhye Chang & Rangan Gupta & Vanessa Kasongo & Clement Kyei, 2016, "The relationship between oil and agricultural commodity prices in South Africa: A quantile causality approach," Journal of Developing Areas, Tennessee State University, College of Business, volume 50, issue 3, pages 93-107, July-Sept.
31. Ghassen El Montasser & Rangan Gupta, 2016, "An Application Of A New Seasonal Unit Root Test For Trending And Breaking Series To Industrial Production Of The Brics," Journal of Developing Areas, Tennessee State University, College of Business, volume 50, issue 4, pages 183-194, October-D.
    
    • Ghassen El Montasser & Rangan Gupta, 2014, "An Application of a New Seasonal Unit Root Test for Trending and Breaking Series to Industrial Production of the BRICS," Working Papers, University of Pretoria, Department of Economics, number 201435, Jul.
32. Nikolaos Antonakakis & Rangan Gupta & John W. Muteba Mwamba, 2016, "Dynamic Comovements Between Housing and Oil Markets in the US over 1859 to 2013: a Note," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 44, issue 3, pages 377-386, September, DOI: 10.1007/s11293-016-9508-4.
    
    • Nikolaos Antonakakis & Rangan Gupta & John W. Muteba Mwamba, 2015, "Dynamic Comovements between Housing and Oil Markets in the US over 1859 to 2013: A Note," Working Papers, University of Pretoria, Department of Economics, number 201579, Oct.
33. Beatrice Simo-Kengne & Stephen Miller & Rangan Gupta & Mehmet Balcilar, 2016, "Evolution of the Monetary Transmission Mechanism in the US: the Role of Asset Returns," The Journal of Real Estate Finance and Economics, Springer, volume 52, issue 3, pages 226-243, April, DOI: 10.1007/s11146-015-9512-5.
    
    • Beatrice D. Simo-Kengne & Stephen M. Miller & Rangan Gupta, 2014, "Evolution of the Monetary Transmission Mechanism in the US: The Role of Asset Returns," Working Papers, University of Nevada, Las Vegas , Department of Economics, number 1405, Dec.
34. Mehmet Balcilar & Rangan Gupta & Clement Kyei & Mark E. Wohar, 2016, "Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test," Open Economies Review, Springer, volume 27, issue 2, pages 229-250, April, DOI: 10.1007/s11079-016-9388-x.
    
    • Mehmet Balcilar & Rangan Gupta & Clement Kyei & Mark Wohar, 2015, "Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test," Working Papers, University of Pretoria, Department of Economics, number 201599, Dec.
35. Xiao-lin Li & Mehmet Balcilar & Rangan Gupta & Tsangyao Chang, 2016, "The Causal Relationship Between Economic Policy Uncertainty and Stock Returns in China and India: Evidence from a Bootstrap Rolling Window Approach," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 52, issue 3, pages 674-689, March, DOI: 10.1080/1540496X.2014.998564.
    
    • Xiao-lin Li & Mehmet Balcilar & Rangan Gupta & Tsangyao Chang, 2013, "The Causal Relationship between Economic Policy Uncertainty and Stock Returns in China and India: Evidence from a Bootstrap Rolling-Window Approach," Working Papers, University of Pretoria, Department of Economics, number 201345, Aug.
36. Rangan Gupta & Mampho P. Modise & Josine Uwilingiye, 2016, "Out-of-Sample Equity Premium Predictability in South Africa: Evidence from a Large Number of Predictors," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 52, issue 8, pages 1935-1955, August, DOI: 10.1080/1540496X.2015.1058075.
    
    • Rangan Gupta & Mampho P. Modise & Josine Uwilingiye, 2011, "Out-of-Sample Equity Premium Predictability in South Africa: Evidence from a Large Number of Predictors," Working Papers, University of Pretoria, Department of Economics, number 201122, Oct.
37. Goodness C. Aye & Mehmet Balcilar & Ghassen El Montasser & Rangan Gupta & Nangamso C. Manjez, 2016, "Can debt ceiling and government shutdown predict us real stock returns? A bootstrap rolling window approach. - Gli effetti sui rendimenti azionari reali negli USA del tetto del debito pubblico e del b," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 69, issue 1, pages 11-32.
38. Mehmet Balcilar & Rangan Gupta & Charl Jooste & Omid Ranjbar, 2016, "Characterising the South African business cycle: is GDP difference-stationary or trend-stationary in a Markov-switching setup? - Il ciclo economico del Sud Africa: il PIL è stazion ario alle differenz," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 69, issue 1, pages 33-44.
39. Ahdi N. Ajmi & Rangan Gupta & Monique Kruger & Nicola Schoeman & Leoné Walters, 2016, "The Nonparametric Relationship between Oil and South African Agricultural Prices - La relazione nonparametrica tra il prezzo del petrolio e i prezzi dei prodotti agricoli in Sud Africa," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 69, issue 2, pages 93-112.
40. Omokolade Akinsomi & Goodness C. Aye & Vassilios Babalos & Fotini Economou & Rangan Gupta, 2016, "Real estate returns predictability revisited: novel evidence from the US REITs market," Empirical Economics, Springer, volume 51, issue 3, pages 1165-1190, November, DOI: 10.1007/s00181-015-1037-5.
    
    • Omokolade Akinsomi & Goodness C. Aye & Vassilios Babalos & Fotini Economou & Rangan Gupta, 2016, "Erratum to: Real estate returns predictability revisited: novel evidence from the US REITs market," Empirical Economics, Springer, volume 51, issue 3, pages 1191-1191, November, DOI: 10.1007/s00181-016-1066-8.
    • Kola Akinsomi & Goodness C. Aye & Vassilios Babalos & Fotini Economou & Rangan Gupta, 2014, "Real Estate Returns Predictability Revisited: Novel Evidence from the US REITs Market," Working Papers, University of Pretoria, Department of Economics, number 201454, Oct.
41. Goodness C. Aye & Stephen M. Miller & Rangan Gupta & Mehmet Balcilar, 2016, "Forecasting US real private residential fixed investment using a large number of predictors," Empirical Economics, Springer, volume 51, issue 4, pages 1557-1580, December, DOI: 10.1007/s00181-015-1059-z.
    
    • Goodness C. Aye & Stephen M. Miller & Rangan Gupta & Mehmet Balcilar, 2013, "Forecasting the US Real Private Residential Fixed Investment Using Large Number of Predictors," Working Papers, University of Pretoria, Department of Economics, number 201348, Aug.
    • Goodness C. Aye & Rangan Gupta & Stephen M. Miller & Mehmet Balcilar, 2014, "Forecasting US Real Private Residential Fixed Investment Using a Large Number of Predictors," Working papers, University of Connecticut, Department of Economics, number 2014-10, May.
42. Lei Chen & Rangan Gupta & Zinnia Mukherjee & Peter Wanke, 2016, "Technical efficiency of Connecticut Long Island Sound lobster fishery: a nonparametric approach to aggregate frontier analysis," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, volume 81, issue 3, pages 1533-1548, April, DOI: 10.1007/s11069-015-2144-5.
    
    • Lei Chen & Rangan Gupta & Zinnia Mukherjee & Peter Wanke, 2015, "Technical Efficiency of Connecticut Long Island Sound Lobster Fishery: A Nonparametric Approach to Aggregate Frontier Analysis," Working Papers, University of Pretoria, Department of Economics, number 201578, Oct.
43. Zinnia Mukherjee & Dipak K. Dey & Rangan Gupta, 2016, "Time series effects of dissolved oxygen and nitrogen on Long Island Sound lobster harvest," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, volume 84, issue 3, pages 1849-1858, December, DOI: 10.1007/s11069-016-2522-7.
44. Tsangyao Chang & Rangan Gupta & Roula Inglesi-Lotz & Masabala & Simo-Kengne & Weideman, 2016, "The causal relationship between natural gas consumption and economic growth: evidence from the G7 countries," Applied Economics Letters, Taylor & Francis Journals, volume 23, issue 1, pages 38-46, January, DOI: 10.1080/13504851.2015.1047085.
    
    • Tsangyao Chang & Rangan Gupta & Roula Inglesi-Lotz & Lilian S. Masabala & Beatrice D. Simo-Kengne & Jaco P. Weideman, 2013, "The causal relationship between natural gas consumption and economic growth: Evidence from the G7 countries," Working Papers, University of Pretoria, Department of Economics, number 201370, Nov.
45. Abdulnasser Hatemi-J & Ahdi N. Ajmi & Ghassen El Montasser & Roula Inglesi-Lotz & Rangan Gupta, 2016, "Research output and economic growth in G7 countries: new evidence from asymmetric panel causality testing," Applied Economics, Taylor & Francis Journals, volume 48, issue 24, pages 2301-2308, May, DOI: 10.1080/00036846.2015.1117052.
    
    • Abdulnasser Hatemi-J & Ahdi N. Ajmi & Ghassen El Montasser & Roula Inglesi-Lotz & Rangan Gupta, 2014, "Research Output and Economic Growth in G7 Countries: New Evidence from Asymmetric Panel Causality Testing," Working Papers, University of Pretoria, Department of Economics, number 201438, Aug.
46. Patrick T. Kanda & Mehmet Balcilar & Pejman Bahramian & Rangan Gupta, 2016, "Forecasting South African inflation using non-linearmodels: a weighted loss-based evaluation," Applied Economics, Taylor & Francis Journals, volume 48, issue 26, pages 2412-2427, June, DOI: 10.1080/00036846.2015.1122731.
    
    • Pejman Bahramian & Mehmet Balcilar & Rangan Gupta & Patrick T. kanda, 2014, "Forecasting South African Inflation Using Non-Linear Models: A Weighted Loss-Based Evaluation," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-19.
    • Patrick T. kanda & Mehmet Balcilar & Pejman Bahramian & Rangan Gupta, 2014, "Forecasting South African Inflation Using Non-Linear Models: A Weighted Loss-Based Evaluation," Working Papers, University of Pretoria, Department of Economics, number 201416, Apr.
47. Aviral K. Tiwari & Claudiu T. Albulescu & Rangan Gupta, 2016, "Time-frequency relationship between US output with commodity and asset prices," Applied Economics, Taylor & Francis Journals, volume 48, issue 3, pages 227-242, January, DOI: 10.1080/00036846.2015.1076154.
    
    • Aviral K. Tiwari & Claudiu T. Albulescu & Rangan Gupta, 2015, "Time-Frequency Relationship between U.S. Output with Commodity and Asset Prices," Working Papers, University of Pretoria, Department of Economics, number 201523, Apr.
48. Stelios Bekiros & Rangan Gupta & Clement Kyei, 2016, "A non-linear approach for predicting stock returns and volatility with the use of investor sentiment indices," Applied Economics, Taylor & Francis Journals, volume 48, issue 31, pages 2895-2898, July, DOI: 10.1080/00036846.2015.1130793.
    
    • Stelios Bekiros & Rangan Gupta & Clement Kyei, 2015, "A Nonlinear Approach for Predicting Stock Returns and Volatility with the Use of Investor Sentiment Indices," Working Papers, University of Pretoria, Department of Economics, number 201536, Jun.
49. Luis A. Gil-Alana & Rangan Gupta & Fernando Perez de Gracia, 2016, "Persistence, mean reversion and non-linearities in the US housing prices over 1830--2013," Applied Economics, Taylor & Francis Journals, volume 48, issue 34, pages 3244-3252, July, DOI: 10.1080/00036846.2015.1136402.
    
    • Luis A. Gil-Alana & Rangan Gupta & Ferando Perez de Gracia, 2014, "Persistence, Mean Reversion and Non-Linearities in US Housing Prices Over 1830-2013," Working Papers, University of Pretoria, Department of Economics, number 201450, Oct.
50. Marcos Álvarez-Díaz & Rangan Gupta, 2016, "Forecasting US consumer price index: does nonlinearity matter?," Applied Economics, Taylor & Francis Journals, volume 48, issue 46, pages 4462-4475, October, DOI: 10.1080/00036846.2016.1158922.
51. Luis A. Gil-Alana & Christophe André & Rangan Gupta & Tsangyao Chang & Omid Ranjbar, 2016, "The Feldstein--Horioka puzzle in South Africa: A fractional cointegration approach," The Journal of International Trade & Economic Development, Taylor & Francis Journals, volume 25, issue 7, pages 978-991, October, DOI: 10.1080/09638199.2016.1151545.
    
    • Luis A Gil-Alana & Christophe André & Rangan Gupta & Tsangyao Chang & Omid Ranjbar, 2015, "The Feldstein-Horioka Puzzle in South Africa: A Fractional Cointegration Approach," Working Papers, University of Pretoria, Department of Economics, number 201501, Jan.
52. Furkan Emirmahmutoglu & Mehmet Bacilar & Nicholas Apergis & Beatrice D. Simo-Kengne & Tsangyao Chang & Rangan Gupta, 2016, "Causal Relationship between Asset Prices and Output in the United States: Evidence from the State-Level Panel Granger Causality Test," Regional Studies, Taylor & Francis Journals, volume 50, issue 10, pages 1728-1741, October, DOI: 10.1080/00343404.2015.1055462.
53. Mario du Preez & Mehmet Balcilar & Aarifah Razak & Steven F. Koch & Rangan Gupta, 2016, "House Values and Proximity to a Landfill in South Africa," Journal of Real Estate Literature, Taylor & Francis Journals, volume 24, issue 1, pages 133-149, January, DOI: 10.1080/10835547.2016.12090417.
54. Lumengo Bonga-Bonga & Jean Luc Erero & Rangan Gupta, 2016, "Impact of Activity Tax in the Property-Owning and Subletting of Fixed Property Sectors on the South African Economy: A CGE Analysis," Journal of Real Estate Literature, Taylor & Francis Journals, volume 24, issue 2, pages 345-357, January, DOI: 10.1080/10835547.2016.12090432.
    
    • Lumengo Bonga-Bonga & Jean Luc Erero & Rangan Gupta, 2016, "Impact of Activity Tax in the Property-Owning and Subletting of Fixed Property Sectors on the South African Economy: A CGE Analysis," Working Papers, University of Pretoria, Department of Economics, number 201611, Feb.
55. Ghassen El-Montasser & Ahdi N. Ajmi & Tsangyao Chang & Beatrice D. Simo-Kengne & Christophe André & Rangan Gupta, 2016, "Cross-Country Evidence on the Causal Relationship between Policy Uncertainty and Housing Prices," Journal of Housing Research, Taylor & Francis Journals, volume 25, issue 2, pages 195-211, January, DOI: 10.1080/10835547.2016.12092119.
56. Goodness C. Aye & Frederick W. Deale & Rangan Gupta, 2016, "Does Debt Ceiling and Government Shutdown Help in Forecasting the US Equity Risk Premium?," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 63, issue 3, pages 273-291.
    
    • Goodness C. Aye & Frederick W. Deale & Rangan Gupta, 2014, "Does Debt Ceiling and Government Shutdown Help in Forecasting the US Equity Risk Premium?," Working Papers, University of Pretoria, Department of Economics, number 201422, May.
57. Nikolaos Antonakakis & Christophe André & Rangan Gupta, 2016, "Dynamic Spillovers in the United States: Stock Market, Housing, Uncertainty, and the Macroeconomy," Southern Economic Journal, John Wiley & Sons, volume 83, issue 2, pages 609-624, October, DOI: 10.1002/soej.12149.
    
    • Nikolaos Antonakakis & Christophe Andre & Rangan Gupta, 2015, "Dynamic Spillovers in the United States: Stock Market, Housing, Uncertainty and the Macroeconomy," Working Papers, University of Pretoria, Department of Economics, number 201521, Apr.
58. Balcilar, Mehmet & Gupta, Rangan & Segnon, Mawuli, 2016, "The role of economic policy uncertainty in predicting U.S. recessions: A mixed-frequency Markov-switching vector autoregressive approach," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 10, pages 1-20, DOI: 10.5018/economics-ejournal.ja.2016-.
    
    • Mehmet Balcilar & Rangan Gupta & Mawuli Segnon, 2015, "The Role of Economic Policy Uncertainty in Predicting U.S. Recessions: A Mixed-Frequency Markov-Switching Vector Autoregressive Approach," Working Papers, University of Pretoria, Department of Economics, number 201558, Aug.
    • Balcilar, Mehmet & Gupta, Rangan & Segnon, Mawuli, 2016, "The role of economic policy uncertainty in predicting U.S. recessions: A mixed-frequency Markov-switching vector autoregressive approach," Economics Discussion Papers, Kiel Institute for the World Economy, number 2016-14.
59. Tiwari, Aviral K. & Dar, Arif B. & Bhanja, Niyati & Gupta, Rangan, 2016, "A historical analysis of the US stock price index using empirical mode decomposition over 1791-2015," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 10, pages 1-15, DOI: 10.5018/economics-ejournal.ja.2016-.
    
    • Aviral K. Tiwari & Arif B. Dar & Niyati Bhanja & Rangan Gupta, 2015, "A Historical Analysis of the US Stock Price Index using Empirical Mode Decomposition over 1791-2015," Working Papers, University of Pretoria, Department of Economics, number 201588, Nov.
    • Tiwari, Aviral Kumar & Dar, Arif Billah & Bhanja, Niyati & Gupta, Rangan, 2016, "A historical analysis of the US stock price index using empirical mode decomposition over 1791-2015," Economics Discussion Papers, Kiel Institute for the World Economy, number 2016-9.
60. João Tovar Jalles, 2016, "A new theory of innovation and growth: the role of banking intermediation and corruption," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 33, issue 4, pages 488-500, October, DOI: 10.1108/SEF-01-2016-0017.
61. António Afonso & João Jalles, 2016, "Economic performance, government size, and institutional quality," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 43, issue 1, pages 83-109, February, DOI: 10.1007/s10663-015-9294-2.
62. Ant�nio Afonso & Jalles, 2016, "Markups' cyclical behaviour: the role of demand and supply shocks," Applied Economics Letters, Taylor & Francis Journals, volume 23, issue 1, pages 1-5, January, DOI: 10.1080/13504851.2015.1044640.
    
    • António Afonso & João Tovar Jalles, 2015, "Markups’ Cyclical Behavior: The role of Demand and Supply Shocks," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2015/08, May.
63. António Afonso & João Tovar Jalles, 2016, "Budgetary decomposition and yield spreads," Applied Economics Letters, Taylor & Francis Journals, volume 23, issue 15, pages 1093-1098, October, DOI: 10.1080/13504851.2015.1136390.
    
    • António Afonso & João Tovar Jalles, 2016, "Budgetary Decomposition and Yield Spreads," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2016/05, Jan.
64. Luca Agnello & Vitor Castro & João Tovar Jalles & Ricardo M. Sousa, 2016, "Financial stress and sovereign debt composition," Applied Economics Letters, Taylor & Francis Journals, volume 23, issue 9, pages 678-683, June, DOI: 10.1080/13504851.2015.1100241.
65. António Afonso & João Tovar Jalles, 2016, "The elusive character of fiscal sustainability," Applied Economics, Taylor & Francis Journals, volume 48, issue 28, pages 2651-2664, June, DOI: 10.1080/00036846.2015.1128074.
66. Rui Esteves & João Tovar Jalles, 2016, "Like Father Like Sons? The Cost of Sovereign Defaults in Reduced Credit to the Private Sector," Journal of Money, Credit and Banking, Blackwell Publishing, volume 48, issue 7, pages 1515-1545, October, DOI: 10.1111/jmcb.12341.
    
    • Esteves, Rui & Jalles, Joao Tovar, 2013, "Like Father like Sons? The Cost of Sovereign Defaults In Reduced Credit to the Private Sector," CEPR Discussion Papers, Centre for Economic Policy Research, number 9303, Jan.
67. Mustapha Ammari & Ghizlane Lakhnati, 2016, "Loss Given Default: Estimating by analyzing the distribution of credit assets and Validation," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, volume 5, issue 2, pages 1-1.
68. Ha-Huy, Thai & Le Van, Cuong & Nguyen, Manh-Hung, 2016, "Arbitrage and asset market equilibrium in infinite dimensional economies with short-selling and risk-averse expected utilities," Mathematical Social Sciences, Elsevier, volume 79, issue C, pages 30-39, DOI: 10.1016/j.mathsocsci.2015.10.007.
    
    • Thai Ha-Huy & Cuong Le Van & Manh-Hung Nguyen, 2016, "Arbitrage and asset market equilibrium in infinite dimensional economies with short-selling and risk-averse expected utilities," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-01302519, Jan, DOI: 10.1016/j.mathsocsci.2015.10.007.
    • Thai Ha-Huy & Cuong Le Van & Nguyen Manh Hung, 2016, "Arbitrage and asset market equilibrium in infinite dimensional economies with short-selling and risk-averse expected utilities," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01390954, Oct.
    • Thai Ha-Huy & Cuong Le Van & Manh-Hung Nguyen, 2016, "Arbitrage and asset market equilibrium in infinite dimensional economies with short-selling and risk-averse expected utilities," Post-Print, HAL, number hal-01302519, Jan, DOI: 10.1016/j.mathsocsci.2015.10.007.
    • Thai Ha-Huy & Cuong Le Van & Nguyen Manh Hung, 2016, "Arbitrage and asset market equilibrium in infinite dimensional economies with short-selling and risk-averse expected utilities," Post-Print, HAL, number halshs-01390954, Oct.
    • Thai Ha-Huy & Cuong Le Van & Manh-Hung Nguyen, 2016, "Arbitrage and asset market equilibrium in infinite dimensional economies with short-selling and risk-averse expected utilities," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-01302519, Jan, DOI: 10.1016/j.mathsocsci.2015.10.007.
    • Thai Ha-Huy & Cuong Le Van & Nguyen Manh-Hung, 2016, "Arbitrage and asset market equilibrium in infinite dimensional economies with short-selling and risk-averse expected utilities," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 16062, Oct, DOI: 10.1016/j.mathsocsci.2015.10.007.
69. Bosi, Stefano & Fontaine, Patrice & Le Van, Cuong, 2016, "Interest rates parity and no arbitrage as equivalent equilibrium conditions in the international financial assets and goods markets," Mathematical Social Sciences, Elsevier, volume 82, issue C, pages 26-36, DOI: 10.1016/j.mathsocsci.2016.04.002.
    
    • Stefano Bosi & Pascal Fontaine & Cuong Le Van, 2016, "Interest rates parity and no arbitrage as equivalent equilibrium conditions in the international financial assets and goods markets," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-01302524, Jul, DOI: 10.1016/j.mathsocsci.2016.04.002.
    • Stefano Bosi & Patrice Fontaine & Cuong Le Van, 2016, "Interest rates parity and no arbitrage as equivalent equilibrium conditions in the international financial assets and goods markets," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01391013, Apr.
    • Stefano Bosi & Pascal Fontaine & Cuong Le Van, 2016, "Interest rates parity and no arbitrage as equivalent equilibrium conditions in the international financial assets and goods markets," Post-Print, HAL, number hal-01302524, Jul, DOI: 10.1016/j.mathsocsci.2016.04.002.
    • Stefano Bosi & Patrice Fontaine & Cuong Le Van, 2016, "Interest rates parity and no arbitrage as equivalent equilibrium conditions in the international financial assets and goods markets," Post-Print, HAL, number halshs-01391013, Apr.
    • Stefano Bosi & Pascal Fontaine & Cuong Le Van, 2016, "Interest rates parity and no arbitrage as equivalent equilibrium conditions in the international financial assets and goods markets," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-01302524, Jul, DOI: 10.1016/j.mathsocsci.2016.04.002.
    • Stefano Bosi & Patrice Fontaine & Cuong Le Van, 2016, "Interest rates parity and no arbitrage as equivalent equilibrium conditions in the international financial assets and goods markets," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 16063, Apr, DOI: 10.1016/j.mathsocsci.2016.04.002.
70. Le, Thai-Ha & Chang, Youngho & Park, Donghyun, 2016, "Trade openness and environmental quality: International evidence," Energy Policy, Elsevier, volume 92, issue C, pages 45-55, DOI: 10.1016/j.enpol.2016.01.030.
71. Le, Thai-Ha & Chang, Youngho, 2016, "Dynamics between strategic commodities and financial variables: Evidence from Japan," Resources Policy, Elsevier, volume 50, issue C, pages 1-9, DOI: 10.1016/j.resourpol.2016.08.006.
72. Thai-Ha Le & Jungsuk Kim & Minsoo Lee, 2016, "Institutional Quality, Trade Openness, and Financial Sector Development in Asia: An Empirical Investigation," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 52, issue 5, pages 1047-1059, May, DOI: 10.1080/1540496X.2015.1103138.
73. Thai-Ha Le, 2016, "Dynamics between energy, output, openness and financial development in sub-Saharan African countries," Applied Economics, Taylor & Francis Journals, volume 48, issue 10, pages 914-933, February, DOI: 10.1080/00036846.2015.1090550.
74. Shahbaz, Muhammad & Loganathan, Nanthakumar & Muzaffar, Ahmed Taneem & Ahmed, Khalid & Ali Jabran, Muhammad, 2016, "How urbanization affects CO2 emissions in Malaysia? The application of STIRPAT model," Renewable and Sustainable Energy Reviews, Elsevier, volume 57, issue C, pages 83-93, DOI: 10.1016/j.rser.2015.12.096.
    
    • Shahbaz, Muhammad & Loganathan, Nanthakumar & Muzaffar, Ahmed Taneem & Ahmed, Khalid & Jabran, Muhammad Ali, 2015, "How Urbanization Affects CO2 Emissions in Malaysia? The Application of STIRPAT Model," MPRA Paper, University Library of Munich, Germany, number 68422, Dec, revised 15 Dec 2015.
75. Quang Nguyen & Marie Claire Villeval & Hui Xu, 2016, "Trust under the Prospect Theory and Quasi-Hyperbolic Preferences: A Field Experiment in Vietnam," Economic Development and Cultural Change, University of Chicago Press, volume 64, issue 3, pages 545-572, DOI: 10.1086/685434.
    
    • Quang Nguyen & Marie Claire Villeval & Hui Xu, 2016, "Trust under the Prospect Theory and Quasi-Hyperbolic Preferences: A Field Experiment in Vietnam," Post-Print, HAL, number halshs-01300735, DOI: 10.1086/685434.
76. Sahut, Jean-Michel & Hikkerova, Lubica & Pupion, Pierre-Charles, 2016, "Perceived unfairness of prices resulting from yield management practices in hotels," Journal of Business Research, Elsevier, volume 69, issue 11, pages 4901-4906, DOI: 10.1016/j.jbusres.2016.04.050.
77. Hikkerova, Lubica & Ilouga, Samuel Nyock & Sahut, Jean-Michel, 2016, "The entrepreneurship process and the model of volition," Journal of Business Research, Elsevier, volume 69, issue 5, pages 1868-1873, DOI: 10.1016/j.jbusres.2015.10.071.
78. Jean-michel Sahut & Medhi Mili & Sana Ben Tekaya & Frédéric Teulon, 2016, "Financial Impacts and antecedents of CSR: a PLS Path Modelling Approach," Economics Bulletin, AccessEcon, volume 36, issue 2, pages 736-751.
79. Switzer, Lorne N. & Picard, Alan, 2016, "Stock market liquidity and economic cycles: A non-linear approach," Economic Modelling, Elsevier, volume 57, issue C, pages 106-119, DOI: 10.1016/j.econmod.2016.04.006.
80. Christoph Wegener & Tobias Basse & Frederik Kunze & Hans-Jörg von Mettenheim, 2016, "Oil prices and sovereign credit risk of oil producing countries: an empirical investigation," Quantitative Finance, Taylor & Francis Journals, volume 16, issue 12, pages 1961-1968, December, DOI: 10.1080/14697688.2016.1211801.
81. Christoph Wegener & Christian Spreckelsen & Tobias Basse & Hans‐Jörg Mettenheim, 2016, "Forecasting Government Bond Yields with Neural Networks Considering Cointegration," Journal of Forecasting, John Wiley & Sons, Ltd., volume 35, issue 1, pages 86-92, January.
82. Nguyen Viet Cuong & Vu Hoang Linh, 2016, "Should Parents Work Away from or Close to Home? The Effect of Parental Absence on Children's Time Use in Vietnam," Journal of Human Development and Capabilities, Taylor & Francis Journals, volume 17, issue 1, pages 110-124, February, DOI: 10.1080/19452829.2015.1103711.
83. Walid Mensi & Shawkat Hammoudeh & Seong-Min Yoon & Duc Khuong Nguyen, 2016, "Asymmetric Linkages between BRICS Stock Returns and Country Risk Ratings: Evidence from Dynamic Panel Threshold Models," Review of International Economics, Wiley Blackwell, volume 24, issue 1, pages 1-19, February.
84. Kang, Sang Hoon & Yoon, Seong-Min, 2016, "Dynamic spillovers between Shanghai and London nonferrous metal futures markets," Finance Research Letters, Elsevier, volume 19, issue C, pages 181-188, DOI: 10.1016/j.frl.2016.07.010.
85. Sang Hoon Kang & Ron McIver & Seong-Min Yoon, 2016, "Modeling Time-Varying Correlations in Volatility Between BRICS and Commodity Markets," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 52, issue 7, pages 1698-1723, July, DOI: 10.1080/1540496X.2016.1143248.

2015

1. Mariateresa Torchia & Andrea Calabrò & Michèle Morner, 2015, "Public-Private Partnerships in the Health Care Sector: A systematic review of the literature," Public Management Review, Taylor & Francis Journals, volume 17, issue 2, pages 236-261, February, DOI: 10.1080/14719037.2013.792380.
2. Gallucci, Carmen & Santulli, Rosalia & Calabrò, Andrea, 2015, "Does family involvement foster or hinder firm performance? The missing role of family-based branding strategies," Journal of Family Business Strategy, Elsevier, volume 6, issue 3, pages 155-165, DOI: 10.1016/j.jfbs.2015.07.003.
3. Chateauneuf, Alain & Mostoufi, Mina & Vyncke, David, 2015, "Multivariate risk sharing and the derivation of individually rational Pareto optima," Mathematical Social Sciences, Elsevier, volume 74, issue C, pages 73-78, DOI: 10.1016/j.mathsocsci.2014.12.004.
   
   • Alain Chateauneuf & Mina Mostoufi & David Vyncke, 2015, "Multivariate risk sharing and the derivation of individually rational Pareto optima," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-01161662, Mar, DOI: 10.1016/j.mathsocsci.2014.12.004.
   • Alain Chateauneuf & Mina Mostoufi & David Vyncke, 2014, "Multivariate risk sharing and the derivation of individually rational Pareto optima," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00942114, Jan.
   • Alain Chateauneuf & Mina Mostoufi & David Vyncke, 2015, "Multivariate risk sharing and the derivation of individually rational Pareto optima," Post-Print, HAL, number hal-01161662, Mar, DOI: 10.1016/j.mathsocsci.2014.12.004.
   • Alain Chateauneuf & Mina Mostoufi & David Vyncke, 2014, "Multivariate risk sharing and the derivation of individually rational Pareto optima," Post-Print, HAL, number halshs-00942114, Jan.
   • Alain Chateauneuf & Mina Mostoufi & David Vyncke, 2015, "Multivariate risk sharing and the derivation of individually rational Pareto optima," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-01161662, Mar, DOI: 10.1016/j.mathsocsci.2014.12.004.
   • Alain Chateauneuf & Mina Mostoufi & David Vyncke, 2014, "Multivariate risk sharing and the derivation of individually rational Pareto optima," Working Papers, Department of Research, Ipag Business School, number 2014-74, Jan.
   • Alain Chateauneuf & Mina Mostoufi & David Vyncke, 2014, "Multivariate risk sharing and the derivation of individually rational Pareto optima," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 14003, Jan, DOI: 10.1016/j.mathsocsci.2014.12.004.
4. Chateauneuf, A. & Lakhnati, G., 2015, "Increases in risk and demand for a risky asset," Mathematical Social Sciences, Elsevier, volume 75, issue C, pages 44-48, DOI: 10.1016/j.mathsocsci.2015.02.005.
   
   • Alain Chateauneuf & Ghizlane Lakhnati, 2015, "Increases in risk and demand for a risky asset," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-01161663, DOI: 10.1016/j.mathsocsci.2015.02.005.
   • Alain Chateauneuf & Ghizlane Lakhnati, 2005, "Increases in risk and demand for risky asset," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00194413, Apr.
   • Alain Chateauneuf & Ghizlane Lakhnati, 2015, "Increases in risk and demand for a risky asset," Post-Print, HAL, number hal-01161663, DOI: 10.1016/j.mathsocsci.2015.02.005.
   • Alain Chateauneuf & Ghizlane Lakhnati, 2005, "Increases in risk and demand for risky asset," Post-Print, HAL, number halshs-00194413, Apr.
   • Alain Chateauneuf & Ghizlane Lakhnati, 2015, "Increases in risk and demand for a risky asset," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-01161663, DOI: 10.1016/j.mathsocsci.2015.02.005.
   • A.Chateauneuf & G.Lakhnati, 2014, "Increases In Risk and Demand for Risky Asset," Working Papers, Department of Research, Ipag Business School, number 2014-600, Jan.
   • Alain Chateauneuf & Ghizlane Lakhnati, 2005, "Increases in risk and demand for risky asset," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1), number b05033, Apr, DOI: 10.1016/j.mathsocsi.2015.02.005.
5. Abderrazak Dhaoui & Mohammed Aydi & Raja Ouled Ahmed Ben Ali, 2015, "Revisiting Empirical Linkages Between Direction Of Canadian Stock Price Index Movement And Oil Supply And Demand Stocks: Artificial Neural Networks And Support Vector Machines Approaches," Journal of Academic Research in Economics, Spiru Haret University, Faculty of Accounting and Financial Management Constanta, volume 7, issue 3 (Decemb, pages 319-344.
6. Nicholas Apergis & Beatrice D. Simo-Kengne & Rangan Gupta, 2015, "Convergence In Provincial-Level South African House Prices: Evidence From The Club Convergence And Clustering Procedure," Review of Urban & Regional Development Studies, Wiley Blackwell, volume 27, issue 1, pages 2-17, March.
   
   • Nicholas Apergis & Beatrice D. Simo-Kengne & Rangan Gupta, 2013, "Convergence in Provincial-Level South African House Prices: Evidence from the Club Convergence and Clustering Procedure," Working Papers, University of Pretoria, Department of Economics, number 201322, May.
7. Ahdi Noomen Ajmi & Goodness C. Aye & Mehmet Balcilar & Ghassen El Montasser & Rangan Gupta, 2015, "Causality between US economic policy and equity market uncertainties: Evidence from linear and nonlinear tests," Journal of Applied Economics, Universidad del CEMA, volume 18, pages 225-246, November.
   
   • Ahdi Noomen Ajmi & Goodness C. Aye & Mehmet Balcilar & Ghassen El Montasser & Rangan Gupta, 2015, "Causality Between Us Economic Policy and Equity Market Uncertainties: Evidence from Linear and Nonlinear Tests," Journal of Applied Economics, Taylor & Francis Journals, volume 18, issue 2, pages 225-246, November, DOI: 10.1016/S1514-0326(15)30010-6.
   • Ahdi N. Ajmi & Goodness C. Aye & Mehmet Balcilar & Ghassen El Montasser & Rangan Gupta, 2013, "Causality between US Economic Policy and Equity Market Uncertainties: Evidence from Linear and Nonlinear Tests," Working Papers, University of Pretoria, Department of Economics, number 201358, Sep.
8. Babalos, Vassilios & Balcilar, Mehmet & Gupta, Rangan, 2015, "Herding behavior in real estate markets: Novel evidence from a Markov-switching model," Journal of Behavioral and Experimental Finance, Elsevier, volume 8, issue C, pages 40-43, DOI: 10.1016/j.jbef.2015.10.004.
9. Balcilar, Mehmet & Gupta, Rangan & Kotzé, Kevin, 2015, "Forecasting macroeconomic data for an emerging market with a nonlinear DSGE model," Economic Modelling, Elsevier, volume 44, issue C, pages 215-228, DOI: 10.1016/j.econmod.2014.10.008.
10. Plakandaras, Vasilios & Gupta, Rangan & Gogas, Periklis & Papadimitriou, Theophilos, 2015, "Forecasting the U.S. real house price index," Economic Modelling, Elsevier, volume 45, issue C, pages 259-267, DOI: 10.1016/j.econmod.2014.10.050.
    
    • Vasilios Plakandaras & Rangan Gupta & Periklis Gogas & Theophilos Papadimitriou, 2017, "Forecasting the U.S. Real House Price Index," Papers, arXiv.org, number 1707.04868, Jul.
    • Vasilios Plakandaras & Rangan Gupta & Periklis Gogas & Theophilos Papadimitriou, 2014, "Forecasting the U.S. Real House Price Index," Working Papers, University of Pretoria, Department of Economics, number 201418, May.
    • Vasilios Plakandaras & Rangan Gupta & Periklis Gogas & Theophilos Papadimitriou, 2014, "Forecasting the U.S. Real House Price Index," Working Paper series, Rimini Centre for Economic Analysis, number 30_14, Nov.
    • Vasilios Plakandaras & Rangan Gupta & Theophilos Papadimitriou & Periklis Gogas, 2014, "Forecasting the U.S. Real House Price Index," DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics, number 10-2014, Apr.
11. Nyakabawo, Wendy & Miller, Stephen M. & Balcilar, Mehmet & Das, Sonali & Gupta, Rangan, 2015, "Temporal causality between house prices and output in the US: A bootstrap rolling-window approach," The North American Journal of Economics and Finance, Elsevier, volume 33, issue C, pages 55-73, DOI: 10.1016/j.najef.2015.03.001.
    
    • Wendy Nyakabawo & Stephen M. Miller & Mehmet Balcilar & Sonali Das & Rangan Gupta, 2013, "Temporal Causality between House Prices and Output in the U. S.: A Bootstrap Rolling-Window Approach," Working Papers, University of Pretoria, Department of Economics, number 201329, Jul.
    • Wendy Nyakabawo & Stephen M. Miller & Mehmet Balcilar & Sonali Das & Rangan Gupta, 2013, "Temporal Causality between House Prices and Output in the U.S.: A Bootstrap Rolling-Window Approach," Working papers, University of Connecticut, Department of Economics, number 2013-14, Jun.
12. Bekiros, Stelios & Gupta, Rangan, 2015, "Predicting stock returns and volatility using consumption-aggregate wealth ratios: A nonlinear approach," Economics Letters, Elsevier, volume 131, issue C, pages 83-85, DOI: 10.1016/j.econlet.2015.03.019.
    
    • Stelios Bekiros & Rangan Gupta, 2015, "Predicting Stock Returns and Volatility Using Consumption-Aggregate Wealth Ratios: A Nonlinear Approach," Working Papers, University of Pretoria, Department of Economics, number 201505, Feb.
13. Bekiros, Stelios & Gupta, Rangan & Paccagnini, Alessia, 2015, "Oil price forecastability and economic uncertainty," Economics Letters, Elsevier, volume 132, issue C, pages 125-128, DOI: 10.1016/j.econlet.2015.04.023.
    
    • Stelios Bekiros & Rangan Gupta & Alessia Paccagnini, 2015, "Oil Price Forecastability and Economic Uncertainty," Working Papers, University of Milano-Bicocca, Department of Economics, number 298, Apr, revised Apr 2015.
    • Stelios Bekiros & Rangan Gupta & Alessia Paccagnini, 2015, "Oil Price Forecastability and Economic Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 201518, Mar.
    • Stelios D. Bekiros & Rangan Gupta & Alessia Paccagnini, 2015, "Oil price forecastability and economic uncertainty," Open Access publications, School of Economics, University College Dublin, number 10197/7345, Jul.
14. Chang, Tsangyao & Chen, Wen-Yi & Gupta, Rangan & Nguyen, Duc Khuong, 2015, "Are stock prices related to the political uncertainty index in OECD countries? Evidence from the bootstrap panel causality test," Economic Systems, Elsevier, volume 39, issue 2, pages 288-300, DOI: 10.1016/j.ecosys.2014.10.005.
    
    • Tsangyao Chang & Wen Yi Chen & Rangan Gupta & Duc Khuong Nguyen, 2013, "Are Stock Prices Related to Political Uncertainty Index in OECD Countries? Evidence from Bootstrap Panel Causality Test," Working Papers, Department of Research, Ipag Business School, number 2013-36, Jan.
    • Tsangyao Chang & Wen-Yi Chen & Rangan Gupta & Duc Khuong Nguyen, 2013, "Are Stock Prices Related to Political Uncertainty Index in OECD Countries? Evidence from Bootstrap Panel Causality Test," Working Papers, University of Pretoria, Department of Economics, number 201360, Oct.
15. Nasr, Adnen Ben & Balcilar, Mehmet & Ajmi, Ahdi N. & Aye, Goodness C. & Gupta, Rangan & van Eyden, Reneé, 2015, "Causality between inflation and inflation uncertainty in South Africa: Evidence from a Markov-switching vector autoregressive model," Emerging Markets Review, Elsevier, volume 24, issue C, pages 46-68, DOI: 10.1016/j.ememar.2015.05.003.
    
    • Adnen Ben Nasr & Mehmet Balcilar & Ahdi N. Ajmi & Goodness C. Aye & Rangan Gupta & Reneé van Eyden, 2014, "Causality between Inflation and Inflation Uncertainty in South Africa: Evidence from a Markov-Switching Vector Autoregressive Model," Working Papers, University of Pretoria, Department of Economics, number 201453, Oct.
16. Narayan, Paresh Kumar & Gupta, Rangan, 2015, "Has oil price predicted stock returns for over a century?," Energy Economics, Elsevier, volume 48, issue C, pages 18-23, DOI: 10.1016/j.eneco.2014.11.018.
    
    • Narayan, Paresh Kumar & Gupta, Rangan, 2015, "Has oil price predicted stock returns for over a century?," Working Papers, Deakin University, Department of Economics, number fe_2015_08, Jan, DOI: 10.1016/j.eneco.2014.11.018.
    • Paresh K. Narayan & Rangan Gupta, 2014, "Has Oil Pirce Predicted Stock Returns for Over a Century?," Working Papers, University of Pretoria, Department of Economics, number 201446, Aug.
17. Balcilar, Mehmet & Gupta, Rangan & Miller, Stephen M., 2015, "Regime switching model of US crude oil and stock market prices: 1859 to 2013," Energy Economics, Elsevier, volume 49, issue C, pages 317-327, DOI: 10.1016/j.eneco.2015.01.026.
    
    • Mehmet Balcilar & Rangan Gupta & Stephen M. Miller, 2014, "Regime Switching Model of US Crude Oil and Stock Market Prices: 1859 to 2013," Working Papers, University of Pretoria, Department of Economics, number 201429, Jun.
    • Mehmet Balcilar & Rangan Gupta & Stephen M. Miller, 2014, "Regime Switching Model of US Crude Oil and Stock Market Prices: 1859 to 2013," Working papers, University of Connecticut, Department of Economics, number 2014-26, Sep.
    • Tom Doan, 2025, "BALCILARGUPTAMILLER_EE2015: RATS program to replicate Balcilar, Gupta, Miller(2015) Markov Switching VECM," Statistical Software Components, Boston College Department of Economics, number RTZ00192, revised .
18. Apergis, Nicholas & Aye, Goodness C. & Barros, Carlos Pestana & Gupta, Rangan & Wanke, Peter, 2015, "Energy efficiency of selected OECD countries: A slacks based model with undesirable outputs," Energy Economics, Elsevier, volume 51, issue C, pages 45-53, DOI: 10.1016/j.eneco.2015.05.022.
    
    • Nicholas Apergis & Goodness C. Aye & Carlos P. Barros & Rangan Gupta & Peter Wanke, 2014, "Energy Efficiency of Selected OECD Countries: A Slacks Based Model with Undesirable Outputs," Working Papers, University of Pretoria, Department of Economics, number 201477, Nov.
19. Ben Nasr, Adnen & Gupta, Rangan & Sato, João Ricardo, 2015, "Is there an Environmental Kuznets Curve for South Africa? A co-summability approach using a century of data," Energy Economics, Elsevier, volume 52, issue PA, pages 136-141, DOI: 10.1016/j.eneco.2015.10.005.
    
    • Adnen Ben Nasr & Rangan Gupta & Joao Ricardo Sato, 2014, "Is there an Environmental Kuznets Curve for South Africa? A Co-Summability Approach Using a Century of Data," Working Papers, University of Pretoria, Department of Economics, number 201466, Nov.
20. Nazlioglu, Saban & Soytas, Ugur & Gupta, Rangan, 2015, "Oil prices and financial stress: A volatility spillover analysis," Energy Policy, Elsevier, volume 82, issue C, pages 278-288, DOI: 10.1016/j.enpol.2015.01.003.
21. Aye, Goodness & Gupta, Rangan & Hammoudeh, Shawkat & Kim, Won Joong, 2015, "Forecasting the price of gold using dynamic model averaging," International Review of Financial Analysis, Elsevier, volume 41, issue C, pages 257-266, DOI: 10.1016/j.irfa.2015.03.010.
    
    • Goodness C. Aye & Rangan Gupta & Shawkat Hammoudeh & Won Joong Kim, 2014, "Forecasting the Price of Gold Using Dynamic Model Averaging," Working Papers, University of Pretoria, Department of Economics, number 201415, Apr.
22. Gil-Alana, Luis A. & Aye, Goodness C. & Gupta, Rangan, 2015, "Trends and cycles in historical gold and silver prices," Journal of International Money and Finance, Elsevier, volume 58, issue C, pages 98-109, DOI: 10.1016/j.jimonfin.2015.08.003.
    
    • Luis Alberiko Gil-Alaña & Rangan Gupta, 2016, "Trends and Cycles in Historical Gold and Silver Prices," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 05/2016, Feb.
    • Luis A. Gil-Alana & Goodness C. Aye & Rangan Gupta, 2015, "Trends and Cycles in Historical Gold and Silver Prices," Working Papers, University of Pretoria, Department of Economics, number 201507, Feb.
23. Gil-Alana, Luis A. & Chang, Shinhye & Balcilar, Mehmet & Aye, Goodness C. & Gupta, Rangan, 2015, "Persistence of precious metal prices: A fractional integration approach with structural breaks," Resources Policy, Elsevier, volume 44, issue C, pages 57-64, DOI: 10.1016/j.resourpol.2014.12.004.
    
    • Luis Alberiko Gil-Alaña & Shinhye Chang & Mehmet Balcilar & Goodness C. Aye & Rangan Gupta, 2015, "Persistence of precious metal prices: a fractional integration approach with structural breaks," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 06/2015, Apr.
    • Luis A.Gil-Alana & Shinhye Chang & Mehmet Balcilar & Goodness C. Aye & Rangan Gupta, 2014, "Persistence in Precious Metal Prices: A Fractional Integration Approach with Structural Breaks," Working Papers, University of Pretoria, Department of Economics, number 201458, Oct.
24. Babalos, Vassilios & Stavroyiannis, Stavros & Gupta, Rangan, 2015, "Do commodity investors herd? Evidence from a time-varying stochastic volatility model," Resources Policy, Elsevier, volume 46, issue P2, pages 281-287, DOI: 10.1016/j.resourpol.2015.10.011.
25. Aye, Goodness C. & Balcilar, Mehmet & Gupta, Rangan & Majumdar, Anandamayee, 2015, "Forecasting aggregate retail sales: The case of South Africa," International Journal of Production Economics, Elsevier, volume 160, issue C, pages 66-79, DOI: 10.1016/j.ijpe.2014.09.033.
    
    • Goodness C. Aye & Mehmet Balcilar Author-Name-First Mehmet & Rangan Gupta & Anandamayee Majumdar, 2014, "Forecasting Aggregate Retail Sales: The Case of South Africa," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-21.
    • Goodness C. Aye & Mehmet Balcilar & Rangan Gupta & Anandamayee Majumdar, 2013, "Forecasting Aggregate Retail Sales: The Case of South Africa," Working Papers, University of Pretoria, Department of Economics, number 201312, Feb.
26. Chang, Tsangyao & Gupta, Rangan & Inglesi-Lotz, Roula & Simo-Kengne, Beatrice & Smithers, Devon & Trembling, Amy, 2015, "Renewable energy and growth: Evidence from heterogeneous panel of G7 countries using Granger causality," Renewable and Sustainable Energy Reviews, Elsevier, volume 52, issue C, pages 1405-1412, DOI: 10.1016/j.rser.2015.08.022.
27. El Montasser, Ghassen & Gupta, Rangan & Martins, Andre Luis & Wanke, Peter, 2015, "Are there multiple bubbles in the ethanol–gasoline price ratio of Brazil?," Renewable and Sustainable Energy Reviews, Elsevier, volume 52, issue C, pages 19-23, DOI: 10.1016/j.rser.2015.07.085.
    
    • Ghassen El Montasser & Rangan Gupta & Andre Luis Martins & Peter Wanke, 2014, "Are there Multiple Bubbles in the Ethanol-Gasoline Price Ratio of Brazil?," Working Papers, University of Pretoria, Department of Economics, number 201479, Dec.
28. Li, Xiao-Lin & Chang, Tsangyao & Miller, Stephen M. & Balcilar, Mehmet & Gupta, Rangan, 2015, "The co-movement and causality between the U.S. housing and stock markets in the time and frequency domains," International Review of Economics & Finance, Elsevier, volume 38, issue C, pages 220-233, DOI: 10.1016/j.iref.2015.02.028.
29. Kirsten Thompson & Renee Van Eyden & Rangan Gupta, 2015, "Identifying an index of financial conditions for South Africa," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 32, issue 2, pages 256-274, June, DOI: 10.1108/SEF-07-2013-0098.
30. Janneke Dlamini & Mehmet Balcilar & Rangan Gupta & Roula Inglesi-Lotz, 2015, "Revisiting the causality between electricity consumption and economic growth in South Africa: a bootstrap rolling-window approach," International Journal of Economic Policy in Emerging Economies, Inderscience Enterprises Ltd, volume 8, issue 2, pages 169-190.
    
    • Janneke Dlamini & Mehmet Balcilar & Rangan Gupta & Roula Inglesi-Lotz, 2013, "Revisiting the Causality between Electricity Consumption and Economic Growth in South Africa: A Bootstrap Rolling-Window Approach," Working Papers, University of Pretoria, Department of Economics, number 201330, Jul.
31. T. Chang & O.A. Gadinabokao & R. Gupta & R. Inglesi-Lotz & P. Kanniah & B.D. Simo-Kengne, 2015, "Panel Granger causality between oil consumption and GDP: evidence from BRICS countries," International Journal of Sustainable Economy, Inderscience Enterprises Ltd, volume 7, issue 1, pages 30-41.
    
    • Tsangyao Chang & Olorato Gadinabokao & Rangan Gupta & Roula Inglesi-Lotz & Pervan Kanniah & Beatrice D. Simo-Kengne, 2013, "Panel Granger causality between oil consumption and GDP: Evidence from the BRICS countries," Working Papers, University of Pretoria, Department of Economics, number 201371, Nov.
32. Ahdi N. Ajmi & Goodness C. Aye & Mehmet Balcilar & Rangan Gupta, 2015, "Causality between exports and economic growth in South Africa: evidence from linear and nonlinear tests," Journal of Developing Areas, Tennessee State University, College of Business, volume 49, issue 2, pages 163-181, April-Jun.
    
    • Ahdi N. Ajmi & Goodness C. Aye & Mehmet Balcilar & Rangan Gupta, 2013, "Causality between Exports and Economic Growth in South Africa: Evidence from Linear and Nonlinear Tests," Working Papers, University of Pretoria, Department of Economics, number 201339, Aug.
33. Beatrice Simo-Kengne & Stephen Miller & Rangan Gupta & Goodness Aye, 2015, "Time-Varying Effects of Housing and Stock Returns on U.S. Consumption," The Journal of Real Estate Finance and Economics, Springer, volume 50, issue 3, pages 339-354, April, DOI: 10.1007/s11146-014-9470-3.
34. Rangan Gupta, 2015, "Guest Editor’s Introduction," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 51, issue 3, pages 445-447, May, DOI: 10.1080/1540496X.2015.1025672.
35. Kirsten Thompson & Reneé van Eyden & Rangan Gupta, 2015, "Testing the Out-of-Sample Forecasting Ability of a Financial Conditions Index for South Africa," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 51, issue 3, pages 486-501, May, DOI: 10.1080/1540496X.2015.1025664.
    
    • Kirsten Thompson & Renee van Eyden & Rangan Gupta, 2013, "Testing the Out-of-Sample Forecasting Ability of a Financial Conditions Index for South Africa," Working Papers, University of Pretoria, Department of Economics, number 201383, Dec.
36. Riané de Bruyn & Rangan Gupta & Reneé van Eyden, 2015, "Can We Beat the Random-Walk Model for the South African Rand–U.S. Dollar and South African Rand–UK Pound Exchange Rates? Evidence from Dynamic Model Averaging," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 51, issue 3, pages 502-524, May, DOI: 10.1080/1540496X.2015.1025671.
37. Lumengo Bonga-Bonga & Rangan Gupta & Charl Jooste, 2015, "The Macroeconomic Effects of Uncertainty Shocks in India - Gli effetti macroeconomici degli shock di incertezza in India," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 68, issue 3, pages 373-383.
38. Ghassen El Montasser & Kenza Aggad & Louise Clark & Rangan Gupta & Shannon Kemp, 2015, "Causal Link between Oil Price and Uncertainty in India - Relazione di causalità tra prezzo del petrolio e incertezza in India," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 68, issue 4, pages 437-450.
39. Rangan Gupta & Patrick T. Kanda, 2015, "Does the Price of Oil Help Predict Inflation in South Africa? Historical Evidence Using a Frequency Domain Approach. - Il prezzo del petrolio predice l’inflazione in Sud Africa? Evidenza storica attra," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 68, issue 4, pages 451-467.
40. Rangan Gupta & Gbeada Josiane Seu Epse Kean & Mpho Asnath Tsebe & Nthabiseng Tsoanamatsie & João Ricardo Sato, 2015, "Time-Varying Causality between Oil and Commodity Prices in the Presence of Structural Breaks and Nonlinearity - Causalità time-varying tra petrolio e prezzi delle materie prime in presenza di break st," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 68, issue 4, pages 469-491.
41. Goodness C. Aye & Rangan Gupta & Mampho P. Modise, 2015, "Do Stock Prices Impact Consumption and Interest Rate in South Africa? Evidence from a Time-varying Vector Autoregressive Model," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 14, issue 2, pages 176-196, August, DOI: 10.1177/0972652715584267.
    
    • Goodness C. Aye & Rangan Gupta & Mampho P. Modise, 2012, "Do Stock Prices Impact Consumption and Interest Rate in South Africa? Evidence from a Time-Varying Vector Autoregressive Model," Working Papers, University of Pretoria, Department of Economics, number 201224, Aug.
42. Rangan Gupta & Christophe André & Luis Gil-Alana, 2015, "Comovement in Euro area housing prices: A fractional cointegration approach," Urban Studies, Urban Studies Journal Limited, volume 52, issue 16, pages 3123-3143, December, DOI: 10.1177/0042098014555629.
    
    • Christophe Andre & Luis A. Gil-Alana & Rangan Gupta, 2013, "Comovement in Euro Area Housing Prices: A Fractional Cointegration Approach," Working Papers, University of Pretoria, Department of Economics, number 201359, Sep.
43. Roula Inglesi-Lotz & Tsangyao Chang & Rangan Gupta, 2015, "Causality between research output and economic growth in BRICS," Quality & Quantity: International Journal of Methodology, Springer, volume 49, issue 1, pages 167-176, January, DOI: 10.1007/s11135-013-9980-8.
    
    • Roula Inglesi-Lotz & Tsangyao Chang & Rangan Gupta, 2013, "Causality between Research Output and Economic Growth in BRICS," Working Papers, University of Pretoria, Department of Economics, number 201337, Jul.
44. Mehmet Balcilar & Charl Jooste & Shawkat Hammoudeh & Rangan Gupta & Vassilios Babalos, 2015, "Are there long-run diversification gains from the Dow Jones Islamic finance index?," Applied Economics Letters, Taylor & Francis Journals, volume 22, issue 12, pages 945-950, August, DOI: 10.1080/13504851.2014.990613.
    
    • Mehmet Balcilar & Charl Jooste & Shawkat Hammoudeh & Rangan Gupta & Vassilios Babalos, 2014, "Are there Long-Run Diversification Gains from the Dow Jones Islamic Finance Index?," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-20.
    • Mehmet Balcilar & Charl Jooste & Shawkat Hammoudeh & Rangan Gupta & Vassilios Babalos, 2014, "Are there Long-Run Diversification Gains from the Dow Jones Islamic Finance Index?," Working Papers, University of Pretoria, Department of Economics, number 201433, Jul.
45. Tsangyao Chang & Tsung-Pao Wu & Rangan Gupta, 2015, "Are house prices in South Africa really nonstationary? Evidence from SPSM-based panel KSS test with a Fourier function," Applied Economics, Taylor & Francis Journals, volume 47, issue 1, pages 32-53, January, DOI: 10.1080/00036846.2014.959657.
    
    • Tsangyao Chang & Tsung-pao Wu & Rangan Gupta, 2013, "Are House Prices in South Africa Really Non-Stationary? Evidence from SPSM-Based Panel KSS Test with a Fourier Function," Working Papers, University of Pretoria, Department of Economics, number 201324, Apr.
46. Mehmet Balcilar & Rangan Gupta & Stephen M. Miller, 2015, "The out-of-sample forecasting performance of nonlinear models of regional housing prices in the US," Applied Economics, Taylor & Francis Journals, volume 47, issue 22, pages 2259-2277, May, DOI: 10.1080/00036846.2015.1005814.
    
    • Mehmet Balcilar & Rangan Gupta & Stephen M. Miller, 2012, "The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-27.
    • Mehmet Balcilar & Rangan Gupta & Stephen M. Miller, 2012, "The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US," Working Papers, University of Nevada, Las Vegas , Department of Economics, number 1209, Aug.
    • Mehmet Balcilar & Rangan Gupta & Stephen M. Miller, 2012, "The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US," Working Papers, University of Pretoria, Department of Economics, number 201226, Aug.
    • Mehmet Balcilar & Rangan Gupta & Stephen M. Miller, 2012, "The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US," Working papers, University of Connecticut, Department of Economics, number 2012-12, Aug.
47. Annari De Waal & Rene頖an Eyden & Rangan Gupta, 2015, "Do we need a global VAR model to forecast inflation and output in South Africa?," Applied Economics, Taylor & Francis Journals, volume 47, issue 25, pages 2649-2670, May, DOI: 10.1080/00036846.2015.1008769.
    
    • Annari de Waal & Renee van Eyden & Rangan Gupta, 2013, "Do we need a global VAR model to forecast inflation and output in South Africa?," Working Papers, University of Pretoria, Department of Economics, number 201346, Aug.
48. Mehmet Balcilar & Rangan Gupta & Anandamayee Majumdar & Stephen M. Miller, 2015, "Was the recent downturn in US real GDP predictable?," Applied Economics, Taylor & Francis Journals, volume 47, issue 28, pages 2985-3007, June, DOI: 10.1080/00036846.2015.1011317.
49. Rangan Gupta & Patrick T. Kanda & Mampho P. Modise & Alessia Paccagnini, 2015, "DSGE model-based forecasting of modelled and nonmodelled inflation variables in South Africa," Applied Economics, Taylor & Francis Journals, volume 47, issue 3, pages 207-221, January, DOI: 10.1080/00036846.2014.959707.
    
    • Rangan Gupta & Patrick T. kanda & Mampho P. Modise & Alessia Paccagnini, 2013, "DSGE Model-Based Forecasting of Modeled and Non-Modeled Inflation Variables in South Africa," Working Papers, University of Pretoria, Department of Economics, number 201374, Nov.
    • Rangan Gupta & Patrick T. Kanda & Mampho P. Modise & Alessia Paccagnini, 2015, "DSGE model-based forecasting of modelled and nonmodelled inflation variables in South Africa," Open Access publications, School of Economics, University College Dublin, number 10197/7351.
50. Vasilios Plakandaras & Periklis Gogas & Rangan Gupta & Theophilos Papadimitriou, 2015, "US inflation dynamics on long-range data," Applied Economics, Taylor & Francis Journals, volume 47, issue 36, pages 3874-3890, August, DOI: 10.1080/00036846.2015.1019039.
    
    • Vasilios Plakandaras & Periklis Gogas & Rangan Gupta & Theophilos Papadimitriou, 2014, "US Inflation Dynamics on Long Range Data," Working Papers, University of Pretoria, Department of Economics, number 201452, Oct.
    • Vasilios Plakandaras & Periklis Gogas & Rangan Gupta & Theophilos Papadimitriou, 2015, "US inflation dynamics on long range data," DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics, number 12-2014, Jan.
51. Hossein Hassani & Emmanuel Sirimal Silva & Rangan Gupta & Mawuli K. Segnon, 2015, "Forecasting the price of gold," Applied Economics, Taylor & Francis Journals, volume 47, issue 39, pages 4141-4152, August, DOI: 10.1080/00036846.2015.1026580.
    
    • Hossein Hassani & Emmanuel Sirimal Silva & Rangan Gupta & Mawuli K. Segnon, 2014, "Forecasting the Price of Gold," Working Papers, University of Pretoria, Department of Economics, number 201428, Jun.
52. Saban Nazlioglu & Shawkat Hammoudeh & Rangan Gupta, 2015, "Volatility transmission between Islamic and conventional equity markets: evidence from causality-in-variance test," Applied Economics, Taylor & Francis Journals, volume 47, issue 46, pages 4996-5011, October, DOI: 10.1080/00036846.2015.1039705.
    
    • Saban Nazlioglu & Shawkat Hammoudeh & Rangan Gupta, 2013, "Volatility Transmission between Islamic and Conventional Equity Markets: Evidence from Causality-in-Variance Test," Working Papers, University of Pretoria, Department of Economics, number 201384, Dec.
53. Rangan Gupta & Anandamayee Majumdar, 2015, "Forecasting US real house price returns over 1831-2013: evidence from copula models," Applied Economics, Taylor & Francis Journals, volume 47, issue 48, pages 5204-5213, October, DOI: 10.1080/00036846.2015.1044648.
    
    • Rangan Gupta & Anandamayee Majumdar, 2014, "Forecasting US Real House Price Returns over 1831-2013: Evidence from Copula Models," Working Papers, University of Pretoria, Department of Economics, number 201444, Aug.
54. Ghassen El-Montasser & Roula Inglesi-Lotz & Rangan Gupta, 2015, "Convergence of greenhouse gas emissions among G7 countries," Applied Economics, Taylor & Francis Journals, volume 47, issue 60, pages 6543-6552, December, DOI: 10.1080/00036846.2015.1080809.
    
    • Ghassen El Montasser & Roula Inglesi-Lotz & Rangan Gupta, 2013, "Convergence of Greenhouse Gas Emissions among G7 Countries," Working Papers, University of Pretoria, Department of Economics, number 201386, Dec.
55. Rangan Gupta & Luis A. Gil-Alana & Olaoluwa S. Yaya, 2015, "Do sunspot numbers cause global temperatures? Evidence from a frequency domain causality test," Applied Economics, Taylor & Francis Journals, volume 47, issue 8, pages 798-808, February, DOI: 10.1080/00036846.2014.980575.
    
    • Rangan Gupta & Luis A. Gil-Alana & OlaOluwa S. Yaya, 2013, "Does Sunspot Numbers Cause Global Temperatures? Evidence from a Frequency Domain Causality Test," Working Papers, University of Pretoria, Department of Economics, number 201382, Dec.
56. Nikolaos Antonakakis & Rangan Gupta & Christophe André, 2015, "Dynamic Co-movements between Economic Policy Uncertainty and Housing Market Returns," Journal of Real Estate Portfolio Management, Taylor & Francis Journals, volume 21, issue 1, pages 53-60, January, DOI: 10.1080/10835547.2015.12089971.
    
    • Antonakakis, Nikolaos & Gupta, Rangan & Andre, Christophe, 2015, "Dynamic Co-movements between Economic Policy Uncertainty and Housing Market Returns," MPRA Paper, University Library of Munich, Germany, number 62464, Feb.
    • Nikolaos Antonakakis & Rangan Gupta & Christophe Andre, 2015, "Dynamic Co-movements between Economic Policy Uncertainty and Housing Market Returns," Working Papers, University of Pretoria, Department of Economics, number 201509, Feb.
57. Beatrice D. Simo-Kengne & Rangan Gupta & Goodness C. Aye, 2015, "House Prices and Balance of Trade Dynamics in South Africa: Evidence from an Agnostic Identification Procedure," Journal of Housing Research, Taylor & Francis Journals, volume 24, issue 1, pages 107-126, January, DOI: 10.1080/10835547.2015.12092094.
    
    • Beatrice D. Simo-Kengne & Rangan Gupta & Goodness C. Aye, 2012, "House Prices And Balance Of Trade Dynamics In South Africa: Evidence From An Agnostic Identification Procedure," Working Papers, University of Pretoria, Department of Economics, number 201227, Aug.
58. Goodness C. Aye & Rangan Gupta & Prudence S. Moyo & Nehrunaman Pillay, 2015, "The Impact of Exchange Rate Uncertainty on Exports in South Africa," Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd., volume 6, issue 01, pages 1-14, DOI: 10.1142/S1793993315500040.
59. Aloui, Chaker & Hammoudeh, Shawkat & Hamida, Hela ben, 2015, "Global factors driving structural changes in the co-movement between sharia stocks and sukuk in the Gulf Cooperation Council countries," The North American Journal of Economics and Finance, Elsevier, volume 31, issue C, pages 311-329, DOI: 10.1016/j.najef.2014.12.002.
60. Mensi, Walid & Hammoudeh, Shawkat & Yoon, Seong-Min, 2015, "Structural breaks, dynamic correlations, asymmetric volatility transmission, and hedging strategies for petroleum prices and USD exchange rate," Energy Economics, Elsevier, volume 48, issue C, pages 46-60, DOI: 10.1016/j.eneco.2014.12.004.
61. Aloui, Chaker & Hammoudeh, Shawkat & Hamida, Hela Ben, 2015, "Co-movement between sharia stocks and sukuk in the GCC markets: A time-frequency analysis," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 34, issue C, pages 69-79, DOI: 10.1016/j.intfin.2014.11.003.
62. Ajmi, Ahdi Noomen & Hammoudeh, Shawkat & Nguyen, Duc Khuong & Sato, João Ricardo, 2015, "On the relationships between CO2 emissions, energy consumption and income: The importance of time variation," Energy Economics, Elsevier, volume 49, issue C, pages 629-638, DOI: 10.1016/j.eneco.2015.02.007.
63. Hammoudeh, Shawkat & Lahiani, Amine & Nguyen, Duc Khuong & Sousa, Ricardo M., 2015, "An empirical analysis of energy cost pass-through to CO2 emission prices," Energy Economics, Elsevier, volume 49, issue C, pages 149-156, DOI: 10.1016/j.eneco.2015.02.013.
64. João Tovar Jalles, 2015, "Panel Causality and Cointegration between Productivity and Unemployment," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot GmbH, Berlin, volume 61, issue 2, pages 141-153, DOI: 10.3790/aeq.61.2.141.
65. Joao Tovar Jalles, 2015, "How Quickly is News Incorporated in Fiscal Forecasts?," Economics Bulletin, AccessEcon, volume 35, issue 4, pages 2802-2812.
66. Ball, Laurence & Jalles, João Tovar & Loungani, Prakash, 2015, "Do forecasters believe in Okun’s Law? An assessment of unemployment and output forecasts," International Journal of Forecasting, Elsevier, volume 31, issue 1, pages 176-184, DOI: 10.1016/j.ijforecast.2014.03.009.
    
    • Laurence M. Ball & João Tovar Jalles & Mr. Prakash Loungani, 2014, "Do Forecasters Believe in Okun’s Law? An Assessment of Unemployment and Output Forecasts," IMF Working Papers, International Monetary Fund, number 2014/024, Feb.
67. Jalles, João Tovar & Karibzhanov, Iskander & Loungani, Prakash, 2015, "Cross-country evidence on the quality of private sector fiscal forecasts," Journal of Macroeconomics, Elsevier, volume 45, issue C, pages 186-201, DOI: 10.1016/j.jmacro.2015.04.009.
68. Agnello, Luca & Castro, Vitor & Jalles, João Tovar & Sousa, Ricardo M., 2015, "What determines the likelihood of structural reforms?," European Journal of Political Economy, Elsevier, volume 37, issue C, pages 129-145, DOI: 10.1016/j.ejpoleco.2014.10.007.
69. João Jalles & Martin Andresen, 2015, "The social and economic determinants of suicide in Canadian provinces," Health Economics Review, Springer, volume 5, issue 1, pages 1-12, December, DOI: 10.1186/s13561-015-0041-y.
70. Ant�nio Afonso & João Tovar Jalles, 2015, "Fiscal sustainability: a panel assessment for advanced economies," Applied Economics Letters, Taylor & Francis Journals, volume 22, issue 11, pages 925-929, July, DOI: 10.1080/13504851.2014.987913.
    
    • António Afonso & João Tovar Jalles, 2015, "Fiscal Sustainability: A Panel Assessment for Advanced Economies," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2015/05, Mar.
71. Luca Agnello & Vitor Castro & João Tovar Jalles & Ricardo M. Sousa, 2015, "Do debt crises boost financial reforms?," Applied Economics Letters, Taylor & Francis Journals, volume 22, issue 5, pages 356-360, March, DOI: 10.1080/13504851.2014.943878.
72. Luca Agnello & Vitor Castro & João Tovar Jalles & Ricardo M. Sousa, 2015, "Fiscal consolidation and financial reforms," Applied Economics, Taylor & Francis Journals, volume 47, issue 34-35, pages 3740-3755, July, DOI: 10.1080/00036846.2015.1021457.
73. João Tovar Jalles & Jose Tavares, 2015, "Trade, scale or social capital? Technological progress in poor and rich countries," The Journal of International Trade & Economic Development, Taylor & Francis Journals, volume 24, issue 6, pages 767-808, September, DOI: 10.1080/09638199.2014.969757.
74. Jalles João Tovar, 2015, "Is There A Stable Long-run Relationship Between Unemployment And Productivity? / Czy Istnieje Stabilny Długookresowy Związek Między Bezrobociem A Produktywnością?," Comparative Economic Research, Paradigm, volume 18, issue 2, pages 57-75, June, DOI: 10.1515/cer-2015-0012.
75. António Afonso & João Tovar Jalles, 2015, "How Does Fiscal Policy Affect Investment? Evidence from a Large Panel," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 20, issue 4, pages 310-327, October.
76. Jammazi, Rania & Lahiani, Amine & Nguyen, Duc Khuong, 2015, "A wavelet-based nonlinear ARDL model for assessing the exchange rate pass-through to crude oil prices," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 34, issue C, pages 173-187, DOI: 10.1016/j.intfin.2014.11.011.
77. Jammazi, Rania & Aloui, Chaker, 2015, "Environment degradation, economic growth and energy consumption nexus: A wavelet-windowed cross correlation approach," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 436, issue C, pages 110-125, DOI: 10.1016/j.physa.2015.05.058.
78. Aloui, Chaker & Jammazi, Rania, 2015, "Dependence and risk assessment for oil prices and exchange rate portfolios: A wavelet based approach," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 436, issue C, pages 62-86, DOI: 10.1016/j.physa.2015.05.036.
79. Rania Jammazi & Duc Khuong Nguyen, 2015, "Responses of international stock markets to oil price surges: a regime-switching perspective," Applied Economics, Taylor & Francis Journals, volume 47, issue 41, pages 4408-4422, September, DOI: 10.1080/00036846.2015.1030566.
    
    • Rania Jammazi & Duc Khuong Nguyen, 2014, "Responses of international stock markets to oil price surges: a regimeswitching perspective," Working Papers, Department of Research, Ipag Business School, number 2014-80, Jan.
80. Thai-Ha Le, 2015, "Exchange rate determination in Vietnam," Economics Bulletin, AccessEcon, volume 35, issue 1, pages 657-664.
81. Le, Thai-Ha & Chang, Youngho, 2015, "Effects of oil price shocks on the stock market performance: Do nature of shocks and economies matter?," Energy Economics, Elsevier, volume 51, issue C, pages 261-274, DOI: 10.1016/j.eneco.2015.06.019.
82. Le, Thai-Ha, 2015, "Do soaring global oil prices heat up the housing market? Evidence from Malaysia," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 9, pages 1-30, DOI: 10.5018/economics-ejournal.ja.2015-.
83. Muhammad Shahbaz & Ijaz Ur Rehman & Ahmed Taneem Muzaffar, 2015, "Re-Visiting Financial Development and Economic Growth Nexus: The Role of Capitalization in Bangladesh," South African Journal of Economics, Economic Society of South Africa, volume 83, issue 3, pages 452-471, September.
    
    • Shahbaz, Muhammad & Rehman, Ijaz ur & Ahmed Taneem, Muzaffar, 2014, "Re-Visiting Financial Development and Economic Growth Nexus: The Role of Capitalization in Bangladesh," MPRA Paper, University Library of Munich, Germany, number 57500, Jul, revised 22 Jul 2014.
84. Thang V. Nguyen & Canh Q. Le & Bich T. Tran & Scott E. Bryant, 2015, "Citizen Participation in City Governance: Experiences From Vietnam," Public Administration & Development, Blackwell Publishing, volume 35, issue 1, pages 34-45, February.
85. Jean-Michel Sahut & Lorne Switzer, 2015, "Special issue: Ethical finance and governance. Introduction," Journal of Management & Governance, Springer;Accademia Italiana di Economia Aziendale (AIDEA), volume 19, issue 2, pages 255-257, May, DOI: 10.1007/s10997-013-9258-5.
86. Switzer, Lorne N. & Tahaoglu, Cagdas, 2015, "The benefits of international diversification: market development, corporate governance, market cap, and structural change effects," International Review of Financial Analysis, Elsevier, volume 42, issue C, pages 76-97, DOI: 10.1016/j.irfa.2014.11.010.
87. Diego Cueto & Lorne Switzer, 2015, "Intraday market liquidity, corporate governance, and ownership structure in markets with weak shareholder protection: evidence from Brazil and Chile," Journal of Management & Governance, Springer;Accademia Italiana di Economia Aziendale (AIDEA), volume 19, issue 2, pages 395-419, May, DOI: 10.1007/s10997-013-9263-8.
88. Lorne Switzer & Alan Picard, 2015, "Idiosyncratic Volatility, Momentum, Liquidity, and Expected Stock Returns in Developed and Emerging Markets," Multinational Finance Journal, Multinational Finance Journal, volume 19, issue 3, pages 169-221, September.
89. Nikolas Topaloglou, 2015, "Minimizing bank liquidity risk: evidence from the Lehman crisis," Eurasian Business Review, Springer;Eurasia Business and Economics Society, volume 5, issue 1, pages 23-44, June, DOI: 10.1007/s40821-014-0012-y.
90. Maria-Lenuta Ciupac-Ulici, 2015, "Discrepancies in Human Development Index Values," International Journal of Economics and Empirical Research (IJEER), The Economics and Social Development Organization (TESDO), volume 3, issue 8, pages 389-404, August.
91. CIUPAC-ULICI Maria-Lenuţa, 2015, "Analyzing The Composition Of Hdi In European Countries," Studies in Business and Economics, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 10, issue 3, pages 119-127, December.
92. Maria-Lenuta Ciupac-Ulici, 2015, "Did European Countries Suffer From Different Calculation Of Hdi?," JOURNAL STUDIA UNIVERSITATIS BABES-BOLYAI NEGOTIA, Babes-Bolyai University, Faculty of Business.

2014

1. Boyer, Tristan & Jonard, Nicolas, 2014, "Imitation and efficient contagion," Journal of Economic Behavior & Organization, Elsevier, volume 100, issue C, pages 20-32, DOI: 10.1016/j.jebo.2014.01.009.
   
   • Tristan Boyer & Nicolas Jonard, 2014, "Imitation and Efficient Contagion," Working Papers, Department of Research, Ipag Business School, number 2014-52, Jan.
   • Tristan Boyer & Nicolas Jonard, 2010, "Imitation and Efficient Contagion," DEM Discussion Paper Series, Department of Economics at the University of Luxembourg, number 10-03.
   • Boyer, Tristan & Jonard, Nicolas, 2010, "Imitation and Efficient Contagion," MPRA Paper, University Library of Munich, Germany, number 23430, Jun.
2. Tristan Boyer & Régis Blazy, 2014, "Born to be alive? The survival of innovative and non-innovative French micro-start-ups," Small Business Economics, Springer, volume 42, issue 4, pages 669-683, April, DOI: 10.1007/s11187-013-9522-8.
3. Mussolino, Donata & Calabrò, Andrea, 2014, "Paternalistic leadership in family firms: Types and implications for intergenerational succession," Journal of Family Business Strategy, Elsevier, volume 5, issue 2, pages 197-210, DOI: 10.1016/j.jfbs.2013.09.003.
4. Casaca, Paulo & Chateauneuf, Alain & Faro, José Heleno, 2014, "Ignorance and competence in choices under uncertainty," Journal of Mathematical Economics, Elsevier, volume 54, issue C, pages 143-150, DOI: 10.1016/j.jmateco.2014.02.005.
   
   • Paulo Casaca & Alain Chateauneuf & José Heleno Faro, 2013, "Ignorance and Competence in Choices Under Uncertainty," Business and Economics Working Papers, Unidade de Negocios e Economia, Insper, number 184.
   • Paulo Casaca & Alain Chateauneuf & José Heleno Faro, 2014, "Ignorance and competence in choices under uncertainty," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-01015299, Oct, DOI: 10.1016/j.jmateco.2014.02.005.
   • Paulo Casaca & Alain Chateauneuf & José Heleno Faro, 2014, "Ignorance and competence in choices under uncertainty," Post-Print, HAL, number hal-01015299, Oct, DOI: 10.1016/j.jmateco.2014.02.005.
   • Paulo Casaca & Alain Chateauneuf & José Heleno Faro, 2013, "Ignorance and Competence in Choices Under Uncertainty," Working Papers, Department of Research, Ipag Business School, number 2013-29, Jan.
5. Abderrazak Dhaoui & Naceur Khraief, 2014, "Does Human Psychology Drive Financial Markets? Evidence from International Markets," International Journal of Economics and Empirical Research (IJEER), The Economics and Social Development Organization (TESDO), volume 2, issue 3, pages 100-108, March.
6. Farhani, Sahbi & Shahbaz, Muhammad & Sbia, Rashid & Chaibi, Anissa, 2014, "What does MENA region initially need: Grow output or mitigate CO2 emissions?," Economic Modelling, Elsevier, volume 38, issue C, pages 270-281, DOI: 10.1016/j.econmod.2014.01.001.
7. Farhani, Sahbi & Chaibi, Anissa & Rault, Christophe, 2014, "CO2 emissions, output, energy consumption, and trade in Tunisia," Economic Modelling, Elsevier, volume 38, issue C, pages 426-434, DOI: 10.1016/j.econmod.2014.01.025.
8. Farhani, Sahbi & Shahbaz, Muhammad & Arouri, Mohamed & Teulon, Frédéric, 2014, "The role of natural gas consumption and trade in Tunisia's output," Energy Policy, Elsevier, volume 66, issue C, pages 677-684, DOI: 10.1016/j.enpol.2013.11.040.
   
   • Mohamed Arouri & Sahbi Farhani & Muhammad Shahbaz & Frédéric Teulon, 2014, "The Role of Natural Gas Consumption and Trade in Tunisia’s Output," Working Papers, Department of Research, Ipag Business School, number 2014-57, Jan.
   • Farhani, Sahbi & Shahbaz, Muhammad, 2013, "The Role of Natural Gas Consumption and Trade in Tunisia’s Output," MPRA Paper, University Library of Munich, Germany, number 48083, Jun, revised 05 Jun 2013.
   • Farhani, Sahbi & Shahbaz, Muhammad & Arouri, Mohammed, 2013, "The Role of Natural Gas Consumption and Trade in Tunisia’s Output," MPRA Paper, University Library of Munich, Germany, number 49260, Aug, revised 21 Aug 2013.
9. Farhani, Sahbi & Mrizak, Sana & Chaibi, Anissa & Rault, Christophe, 2014, "The environmental Kuznets curve and sustainability: A panel data analysis," Energy Policy, Elsevier, volume 71, issue C, pages 189-198, DOI: 10.1016/j.enpol.2014.04.030.
   
   • Sahbi Farhani & Sana Mrizak & Anissa Chaibi & Christophe Rault, 2014, "The environmental Kuznets curve and sustainability: A panel data analysis," Working Papers, Department of Research, Ipag Business School, number 2014-300, Jan.
10. Farhani, Sahbi & Shahbaz, Muhammad, 2014, "What role of renewable and non-renewable electricity consumption and output is needed to initially mitigate CO2 emissions in MENA region?," Renewable and Sustainable Energy Reviews, Elsevier, volume 40, issue C, pages 80-90, DOI: 10.1016/j.rser.2014.07.170.
    
    • Sahbi, Farhani & Shahbaz, Muhammad, 2014, "What role of renewable and non-renewable electricity consumption and output is needed to initially mitigate CO2 emissions in MENA region?," MPRA Paper, University Library of Munich, Germany, number 57461, Jul, revised 19 Jul 2014.
11. Alam, M.S. & Begnun, S.N. & Gupta, R. & Islam, S.N., 2014, "GENETIC DIVERSITY ANALYSIS OF RICE (Oryza sativa L.) LANDRACES THROUGH RAPD MARKERS," International Journal of Agricultural Research, Innovation and Technology (IJARIT), IJARIT Research Foundation, volume 4, issue 01, June, DOI: 10.22004/ag.econ.305357.
12. Gupta, Rangan & Hammoudeh, Shawkat & Kim, Won Joong & Simo-Kengne, Beatrice D., 2014, "Forecasting China's foreign exchange reserves using dynamic model averaging: The roles of macroeconomic fundamentals, financial stress and economic uncertainty," The North American Journal of Economics and Finance, Elsevier, volume 28, issue C, pages 170-189, DOI: 10.1016/j.najef.2014.02.003.
    
    • Rangan Gupta & Shawkat Hammoudeh & Won Joong Kim & Beatrice D. Simo-Kengne, 2013, "Forecasting China’s Foreign Exchange Reserves Using Dynamic Model Averaging: The Role of Macroeconomic Fundamentals, Financial Stress and Economic Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 201338, Aug.
13. Álvarez-Díaz, Marcos & Hammoudeh, Shawkat & Gupta, Rangan, 2014, "Detecting predictable non-linear dynamics in Dow Jones Islamic Market and Dow Jones Industrial Average indices using nonparametric regressions," The North American Journal of Economics and Finance, Elsevier, volume 29, issue C, pages 22-35, DOI: 10.1016/j.najef.2014.05.001.
14. Aye, Goodness C. & Dadam, Vincent & Gupta, Rangan & Mamba, Bonginkosi, 2014, "Oil price uncertainty and manufacturing production," Energy Economics, Elsevier, volume 43, issue C, pages 41-47, DOI: 10.1016/j.eneco.2014.02.004.
15. Apergis, Nicholas & El-Montasser, Ghassen & Sekyere, Emmanuel & Ajmi, Ahdi N. & Gupta, Rangan, 2014, "Dutch disease effect of oil rents on agriculture value added in Middle East and North African (MENA) countries," Energy Economics, Elsevier, volume 45, issue C, pages 485-490, DOI: 10.1016/j.eneco.2014.07.025.
16. Gil-Alana, Luis A. & Gupta, Rangan, 2014, "Persistence and cycles in historical oil price data," Energy Economics, Elsevier, volume 45, issue C, pages 511-516, DOI: 10.1016/j.eneco.2014.08.018.
    
    • Luis A. Gil-Alana & Rangan Gupta, 2013, "Persistence and Cycles in Historical Oil Prices Data," Working Papers, University of Pretoria, Department of Economics, number 201375, Nov.
17. Cowan, Wendy N. & Chang, Tsangyao & Inglesi-Lotz, Roula & Gupta, Rangan, 2014, "The nexus of electricity consumption, economic growth and CO2 emissions in the BRICS countries," Energy Policy, Elsevier, volume 66, issue C, pages 359-368, DOI: 10.1016/j.enpol.2013.10.081.
    
    • Wendy N. Cowan & Tsangyao Chang & Roula Inglesi-Lotz & Rangan Gupta, 2013, "The nexus of electricity consumption, economic growth and CO2 emissions in the BRICS countries," Working Papers, University of Pretoria, Department of Economics, number 201340, Aug.
18. Gupta, Rangan & Hammoudeh, Shawkat & Modise, Mampho P. & Nguyen, Duc Khuong, 2014, "Can economic uncertainty, financial stress and consumer sentiments predict U.S. equity premium?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 33, issue C, pages 367-378, DOI: 10.1016/j.intfin.2014.09.004.
    
    • Rangan Gupta & Shawkat Hammoudeh & Mampho P. Modise & Duc Khuong Nguyen, 2013, "Can Economic Uncertainty, Financial Stress and Consumer Sentiments Predict U.S. Equity Premium?," Working Papers, Department of Research, Ipag Business School, number 2013-20, Jan.
    • Rangan Gupta & Shawkat Hammoudeh & Mampho P. Modise & Duc Khuong Nguyen, 2014, "Can Economic Uncertainty, Financial Stress and Consumer Senti-ments Predict U.S. Equity Premium?," Working Papers, Department of Research, Ipag Business School, number 2014-436, Jan.
    • Rangan Gupta & Shawkat Hammoudeh & Mampho P. Modise & Duc Khuong Nguyen, 2013, "Can Economic Uncertainty, Financial Stress and Consumer Sentiments Predict U.S. Equity Premium?," Working Papers, University of Pretoria, Department of Economics, number 201351, Sep.
19. Bittencourt, Manoel & Gupta, Rangan & Stander, Lardo, 2014, "Tax evasion, financial development and inflation: Theory and empirical evidence," Journal of Banking & Finance, Elsevier, volume 41, issue C, pages 194-208, DOI: 10.1016/j.jbankfin.2014.01.009.
    
    • Manoel Bittencourt & Rangan Gupta & Lardo Stander, 2013, "Tax evasion, financial development and inflation: theory and empirical evidence," Working Papers, University of Pretoria, Department of Economics, number 201316, Mar.
20. Aye, Goodness C. & Balcilar, Mehmet & Bosch, Adél & Gupta, Rangan, 2014, "Housing and the business cycle in South Africa," Journal of Policy Modeling, Elsevier, volume 36, issue 3, pages 471-491, DOI: 10.1016/j.jpolmod.2014.03.001.
    
    • Goodness C. Aye & Mehmet Balcilar Author-Name-First Mehmet & Adel Bosch & Rangan Gupta, 2014, "Housing and the Business Cycle in South Africa," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-22.
    • Goodness C. Aye & Mehmet Balcilar & Adel Bosch & Rangan Gupta, 2013, "Housing and the Business Cycle in South Africa," Working Papers, University of Pretoria, Department of Economics, number 201323, May.
21. Rangan Gupta & Charl Jooste & Kanyane Matlou, 2014, "A time-varying approach to analysing fiscal policy and asset prices in South Africa," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 6, issue 1, pages 46-63, April, DOI: 10.1108/JFEP-01-2013-0003.
    
    • Rangan Gupta & Charl Jooste & Kanyane Matlou, 2013, "A Time-Varying Approach to Analysing Fiscal Policy and Asset Prices in South Africa," Working Papers, University of Pretoria, Department of Economics, number 201303, Jan.
22. Tsangyao Chang & Beatrice D. Simo-Kengne & Rangan Gupta, 2014, "The causal relationship between house prices and growth in the nine provinces of South Africa: evidence from panel - Granger causality tests," International Journal of Sustainable Economy, Inderscience Enterprises Ltd, volume 6, issue 4, pages 345-358.
23. Sonali Das & Rangan Gupta & Patrick Kanda & Monique Reid & Christian Tipoy & Mulatu Zerihun, 2014, "Real interest rate persistence in South Africa: evidence and implications," Economic Change and Restructuring, Springer, volume 47, issue 1, pages 41-62, February, DOI: 10.1007/s10644-012-9132-5.
    
    • Sonali Das & Rangan Gupta & Patrick T. Kanda & Monique Reid & Christian K. Tipoy & Mulatu F. Zerihun, 2012, "Real Interest Rate Persistence in South Africa: Evidence and Implications," Working Papers, University of Pretoria, Department of Economics, number 201204, Jan.
    • Sonali Das & Rangan Gupta & Patrick T. Kanda & Monique Reid & Christian K. Tipoy & Mulatu F. Zerihun, 2012, "Real Interest Rate Persistence in South Africa: Evidence and Implications," Working Papers, Stellenbosch University, Department of Economics, number 17/2012.
24. Goodness C. Aye & Mehmet Balcilar & Rangan Gupta & Charl Jooste & Stephen M. Miller & Zeynel Abidin Ozdemir, 2014, "Fiscal Policy Shocks and the Dynamics of Asset Prices," Public Finance Review, , volume 42, issue 4, pages 511-531, July, DOI: 10.1177/1091142113501713.
25. Rangan Gupta & Anandamayee Majumdar, 2014, "Reconsidering the welfare cost of inflation in the US: a nonparametric estimation of the nonlinear long-run money-demand equation using projection pursuit regressions," Empirical Economics, Springer, volume 46, issue 4, pages 1221-1240, June, DOI: 10.1007/s00181-013-0721-6.
    
    • Rangan Gupta & Anandamayee Majumdar, 2011, "Reconsidering the Welfare Cost of Inflation in the US: A Nonparametric Estimation of the Nonlinear Long-Run Money Demand Equation using Projection Pursuit Regressions," Working Papers, University of Pretoria, Department of Economics, number 201114, Jun.
26. Roula Inglesi-Lotz & Mehmet Balcilar & Rangan Gupta, 2014, "Time-varying causality between research output and economic growth in US," Scientometrics, Springer;Akadémiai Kiadó, volume 100, issue 1, pages 203-216, July, DOI: 10.1007/s11192-014-1257-z.
    
    • Roula Inglesi-Lotz & Mehmet Balcilar & Rangan Gupta, 2013, "Time-Varying Causality between Research Output and Economic Growth in the US," Working Papers, University of Pretoria, Department of Economics, number 201350, Aug.
27. Rangan Gupta & Alain Kabundi & Stephen Miller & Josine Uwilingiye, 2014, "Using large data sets to forecast sectoral employment," Statistical Methods & Applications, Springer;Società Italiana di Statistica, volume 23, issue 2, pages 229-264, June, DOI: 10.1007/s10260-013-0243-6.
    
    • Rangan Gupta & Alain Kabundi & Stephen M. Miller & Josine Uwilingiye, 2011, "Using Large Data Sets to Forecast Sectoral Employment," Working Papers, University of Nevada, Las Vegas , Department of Economics, number 1106, Mar.
    • Rangan Gupta & Alain Kabundi & Stephen M. Miller & Josine Uwilingiye, 2011, "Using Large Data Sets to Forecast Sectoral Employment," Working Papers, University of Pretoria, Department of Economics, number 201101, Jan.
    • Rangan Gupta & Alain Kabundi & Stephen M. Miller & Josine Uwilingiye, 2011, "Using Large Data Sets to Forecast Sectoral Employment," Working papers, University of Connecticut, Department of Economics, number 2011-02, Jan, revised Aug 2012.
28. Adnen Ben Nasr & Ahdi Noomen Ajmi & Rangan Gupta, 2014, "Modelling the volatility of the Dow Jones Islamic Market World Index using a fractionally integrated time-varying GARCH (FITVGARCH) model," Applied Financial Economics, Taylor & Francis Journals, volume 24, issue 14, pages 993-1004, July, DOI: 10.1080/09603107.2014.920476.
    
    • Adnen Ben Nasr & Ahdi N. Ajmi & Rangan Gupta, 2013, "Modeling the Volatility of the Dow Jones Islamic Market World Index Using a Fractionally Integrated Time Varying GARCH (FITVGARCH) Model," Working Papers, University of Pretoria, Department of Economics, number 201357, Sep.
29. Rangan Gupta & Shawkat Hammoudeh & Beatrice D. Simo-Kengne & Soodabeh Sarafrazi, 2014, "Can the Sharia-based Islamic stock market returns be forecasted using large number of predictors and models?," Applied Financial Economics, Taylor & Francis Journals, volume 24, issue 17, pages 1147-1157, September, DOI: 10.1080/09603107.2014.924296.
    
    • Rangan Gupta & Shawkat Hammoudeh & Beatrice D. Simo-Kengne & Soodabeh Sarafrazi, 2013, "Can the Sharia-Based Islamic Stock Market Returns be Forecasted Using Large Number of Predictors and Models?," Working Papers, University of Pretoria, Department of Economics, number 201381, Dec.
30. Goodness C. Aye & Mehmet Balcilar & Rangan Gupta & Nicholas Kilimani & Amandine Nakumuryango & Siobhan Redford, 2014, "Predicting BRICS stock returns using ARFIMA models," Applied Financial Economics, Taylor & Francis Journals, volume 24, issue 17, pages 1159-1166, September, DOI: 10.1080/09603107.2014.924297.
    
    • Goodness C. Aye & Mehmet Balcilar & Rangan Gupta & Nicholas Kilimani & Amandine Nakumuryango & Siobhan Redford, 2012, "Predicting BRICS Stock Returns Using ARFIMA Models," Working Papers, University of Pretoria, Department of Economics, number 201235, Dec.
31. Christophe Andr頍 & Luis A. Gil-Alana & Rangan Gupta, 2014, "Testing for persistence in housing price-to-income and price-to-rent ratios in 16 OECD countries," Applied Economics, Taylor & Francis Journals, volume 46, issue 18, pages 2127-2138, June, DOI: 10.1080/00036846.2014.896988.
    
    • Christophe Andre & Luis A. Gil-Alana & Rangan Gupta, 2013, "Testing for Persistence in Housing Price-to-Income and Price-to-Rent Ratios in 16 OECD Countries," Working Papers, University of Pretoria, Department of Economics, number 201321, May.
32. Mehmet Balcilar & Rangan Gupta & Stephen M. Miller, 2014, "Housing and the Great Depression," Applied Economics, Taylor & Francis Journals, volume 46, issue 24, pages 2966-2981, August, DOI: 10.1080/00036846.2014.916393.
    
    • Mehmet Balcilar & Rangan Gupta & Stephen M. Miller, 2013, "Housing and the Great Depression," Working Papers, University of Nevada, Las Vegas , Department of Economics, number 1301, Apr.
    • Mehmet Balcilar & Rangan Gupta & Stephen M. Miller, 2013, "Housing and the Great Depression," Working Papers, University of Pretoria, Department of Economics, number 201308, Jan.
    • Mehmet Balcilar & Rangan Gupta & Stephen M. Miller, 2012, "Housing and the Great Depression," Working papers, University of Connecticut, Department of Economics, number 2012-47, Nov.
33. Mehmet Balcilar & Rene頶an Eyden & Roula Inglesi-Lotz & Rangan Gupta, 2014, "Time-varying linkages between tourism receipts and economic growth in South Africa," Applied Economics, Taylor & Francis Journals, volume 46, issue 36, pages 4381-4398, December, DOI: 10.1080/00036846.2014.957445.
    
    • Mehmet Balcilar & Renee van Eyden & Roula Inglesi-Lotz & Rangan Gupta, 2013, "Time-Varying Linkages between Tourism Receipts and Economic Growth in South Africa," Working Papers, University of Pretoria, Department of Economics, number 201363, Oct.
34. Goodness C. Aye & Mehmet Balcilar & John P. Dunne & Rangan Gupta & Rene� van Eyden, 2014, "Military expenditure, economic growth and structural instability: a case study of South Africa," Defence and Peace Economics, Taylor & Francis Journals, volume 25, issue 6, pages 619-633, December, DOI: 10.1080/10242694.2014.886432.
    
    • Goodness C. Aye & Mehmet Balcilar & John P. Dunne & Rangan Gupta & Renee van Eyden, 2013, "Military Expenditure, Economic Growth and Structural Instability: A Case Study of South Africa," Working Papers, University of Pretoria, Department of Economics, number 201344, Aug.
35. Esti Van Wyk de Vries & Rangan Gupta & Reneé Van Eyden, 2014, "Intertemporal portfolio allocation and hedging demand: an application to South Africa," Journal of Business Economics and Management, Taylor & Francis Journals, volume 15, issue 4, pages 744-775, September, DOI: 10.3846/16111699.2012.688855.
    
    • Esti van Wyk de Vries & Rangan Gupta & Renee van Eyden, 2011, "Intertemporal portfolio allocation and hedging demand: An application to South Africa," Working Papers, University of Pretoria, Department of Economics, number 201133, Dec.
36. Nicholas Apergis & Beatrice Simo-Kengne & Rangan Gupta, 2014, "The Long-Run Relationship Between Consumption, House Prices, and Stock Prices in South Africa: Evidence from Provincial-level Data," Journal of Real Estate Literature, Taylor & Francis Journals, volume 22, issue 1, pages 83-99, January, DOI: 10.1080/10835547.2014.12090371.
    
    • Nicholas Apergis & Beatrice D. Simo-Kengne & Rangan Gupta, 2013, "The Long-Run Relationship between Consumption, House Prices and Stock Prices in South Africa: Evidence from Provincial-Level Data," Working Papers, University of Pretoria, Department of Economics, number 201326, Jun.
37. Khalifa, Ahmed A.A. & Hammoudeh, Shawkat & Otranto, Edoardo, 2014, "Patterns of volatility transmissions within regime switching across GCC and global markets," International Review of Economics & Finance, Elsevier, volume 29, issue C, pages 512-524, DOI: 10.1016/j.iref.2013.08.002.
38. Ajmi, Ahdi Noomen & Hammoudeh, Shawkat & Nguyen, Duc Khuong & Sarafrazi, Soodabeh, 2014, "How strong are the causal relationships between Islamic stock markets and conventional financial systems? Evidence from linear and nonlinear tests," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 28, issue C, pages 213-227, DOI: 10.1016/j.intfin.2013.11.004.
    
    • Ahdi Noomen Ajmi & Shawkat Hammoudeh & Duc Khuong Nguyen & Soodabeh Sarafrazi, 2013, "How strong are the causal relationships between Islamic stock markets and conventional financial systems? Evidence from linear and nonlinear tests," Working Papers, Department of Research, Ipag Business School, number 2013-35, Jan.
39. Chkili, Walid & Hammoudeh, Shawkat & Nguyen, Duc Khuong, 2014, "Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory," Energy Economics, Elsevier, volume 41, issue C, pages 1-18, DOI: 10.1016/j.eneco.2013.10.011.
    
    • Walid Chkili & Shawkat Hammoudeh & Duc Khuong Nguyen, 2014, "Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory," Working Papers, Department of Research, Ipag Business School, number 2014-325, Jan.
    • Walid Chkili & Shawkat Hammoudeh & Duc Khuong Nguyen, 2014, "Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory," Working Papers, Department of Research, Ipag Business School, number 2014-389, Jan.
40. Mensi, Walid & Hammoudeh, Shawkat & Yoon, Seong-Min, 2014, "Structural breaks and long memory in modeling and forecasting volatility of foreign exchange markets of oil exporters: The importance of scheduled and unscheduled news announcements," International Review of Economics & Finance, Elsevier, volume 30, issue C, pages 101-119, DOI: 10.1016/j.iref.2013.10.004.
41. Hammoudeh, Shawkat & Nguyen, Duc Khuong & Sousa, Ricardo M., 2014, "Energy prices and CO2 emission allowance prices: A quantile regression approach," Energy Policy, Elsevier, volume 70, issue C, pages 201-206, DOI: 10.1016/j.enpol.2014.03.026.
    
    • Shawkat Hammoudeh & Duc Khuong Nguyen & Ricardo M. Sousa, 2014, "Energy prices and CO2 emission allowance prices: A quantile regression approach," Working Papers, Department of Research, Ipag Business School, number 2014-185, Jan.
    • Shawkat Hammoudeh & Amine Lahiani & Duc Khuong Nguyen & Ricardo M. Sousa, 2014, "Energy prices and CO2 emission allowance prices: A quantile regression approach," NIPE Working Papers, NIPE - Universidade do Minho, number 06/2014.
42. Hammoudeh, Shawkat & Nguyen, Duc Khuong & Sousa, Ricardo M., 2014, "What explain the short-term dynamics of the prices of CO2 emissions?," Energy Economics, Elsevier, volume 46, issue C, pages 122-135, DOI: 10.1016/j.eneco.2014.07.020.
    
    • Shawkat Hammoudeh & Duc Khuong Nguyen & Ricardo M. Sousa, 2014, "What explains the short-term dynamics of the prices of CO2 emissions?," NIPE Working Papers, NIPE - Universidade do Minho, number 04/2014.
43. Mensi, Walid & Hammoudeh, Shawkat & Yoon, Seong-Min, 2014, "How do OPEC news and structural breaks impact returns and volatility in crude oil markets? Further evidence from a long memory process," Energy Economics, Elsevier, volume 42, issue C, pages 343-354, DOI: 10.1016/j.eneco.2013.11.005.
44. Khalifa, Ahmed A.A. & Hammoudeh, Shawkat & Otranto, Edoardo, 2014, "Extracting portfolio management strategies from volatility transmission models in regime-changing environments: Evidence from GCC and global markets," Economic Modelling, Elsevier, volume 41, issue C, pages 365-374, DOI: 10.1016/j.econmod.2014.05.027.
45. Arouri, Mohamed & Hammoudeh, Shawkat & Jawadi, Fredj & Nguyen, Duc Khuong, 2014, "Financial linkages between US sector credit default swaps markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 33, issue C, pages 223-243, DOI: 10.1016/j.intfin.2014.08.002.
46. Hammoudeh, Shawkat & Mensi, Walid & Reboredo, Juan Carlos & Nguyen, Duc Khuong, 2014, "Dynamic dependence of the global Islamic equity index with global conventional equity market indices and risk factors," Pacific-Basin Finance Journal, Elsevier, volume 30, issue C, pages 189-206, DOI: 10.1016/j.pacfin.2014.10.001.
47. Sarafrazi, Soodabeh & Hammoudeh, Shawkat & AraújoSantos, Paulo, 2014, "Downside risk, portfolio diversification and the financial crisis in the euro-zone," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 32, issue C, pages 368-396, DOI: 10.1016/j.intfin.2014.06.008.
48. Ahdi Noomen Ajmi & Ghassen El-montasser & Shawkat Hammoudeh & Duc Khuong Nguyen, 2014, "Oil prices and MENA stock markets: new evidence from nonlinear and asymmetric causalities during and after the crisis period," Applied Economics, Taylor & Francis Journals, volume 46, issue 18, pages 2167-2177, June, DOI: 10.1080/00036846.2014.896987.
    
    • Ahdi Noomen Ajmi & Ghassen El Montasser & Shawkat Hammoudeh & Duc Khuong Nguyen, 2014, "Oil prices and MENA stock markets:New evidence from nonlinear and asymmetric causalities during and after the crisis period," Working Papers, Department of Research, Ipag Business School, number 2014-79, Jan.
49. Mensi, Walid & Hammoudeh, Shawkat & Nguyen, Duc Khuong & Yoon, Seong-Min, 2014, "Dynamic spillovers among major energy and cereal commodity prices," Energy Economics, Elsevier, volume 43, issue C, pages 225-243, DOI: 10.1016/j.eneco.2014.03.004.
    
    • Walid Mensi & Shawkat Hammoudeh & Duc Khuong Nguyen & Seong-Min Yoon, 2014, "Dynamic spillovers among major energy and cereal commodity prices," Working Papers, Department of Research, Ipag Business School, number 2014-160, Jan.
50. Aloui, Riadh & Aïssa, Mohamed Safouane Ben & Hammoudeh, Shawkat & Nguyen, Duc Khuong, 2014, "Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management," Energy Economics, Elsevier, volume 42, issue C, pages 332-342, DOI: 10.1016/j.eneco.2013.12.005.
    
    • Riadh Aloui & Mohamed Safouane Ben Aïssa & Shawkat Hammoudeh & Duc Khuong Nguyen, 2014, "Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management," Working Papers, Department of Research, Ipag Business School, number 2014-590, Jan.
51. Liu, Tengdong & Hammoudeh, Shawkat & Santos, Paulo Araújo, 2014, "Downside risk and portfolio diversification in the euro-zone equity markets with special consideration of the crisis period," Journal of International Money and Finance, Elsevier, volume 44, issue C, pages 47-68, DOI: 10.1016/j.jimonfin.2014.01.006.
52. Mensi, Walid & Hammoudeh, Shawkat & Reboredo, Juan Carlos & Nguyen, Duc Khuong, 2014, "Do global factors impact BRICS stock markets? A quantile regression approach," Emerging Markets Review, Elsevier, volume 19, issue C, pages 1-17, DOI: 10.1016/j.ememar.2014.04.002.
    
    • Walid Mensi & Shawkat Hammoudeh & Juan Carlos Reboredo & Duc Khuong Nguyen, 2014, "Do global factors impact BRICS stock markets? A quantile regression approach," Working Papers, Department of Research, Ipag Business School, number 2014-159, Jan.
53. Hammoudeh, Shawkat & Nguyen, Duc Khuong & Reboredo, Juan Carlos & Wen, Xiaoqian, 2014, "Dependence of stock and commodity futures markets in China: Implications for portfolio investment," Emerging Markets Review, Elsevier, volume 21, issue C, pages 183-200, DOI: 10.1016/j.ememar.2014.09.002.
54. Balcilar, Mehmet & Demirer, Rıza & Hammoudeh, Shawkat, 2014, "What drives herding in oil-rich, developing stock markets? Relative roles of own volatility and global factors," The North American Journal of Economics and Finance, Elsevier, volume 29, issue C, pages 418-440, DOI: 10.1016/j.najef.2014.06.009.
55. Afonso, António & Jalles, João Tovar, 2014, "Assessing fiscal episodes," Economic Modelling, Elsevier, volume 37, issue C, pages 255-270, DOI: 10.1016/j.econmod.2013.10.035.
    
    • António Afonso & João Tovar Jalles, 2011, "Assessing fiscal episodes," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2011/15, Aug.
56. Agnello, Luca & Castro, Vitor & Tovar Jalles, João & Sousa, Ricardo M., 2014, "Fiscal adjustments, labour market flexibility and unemployment," Economics Letters, Elsevier, volume 124, issue 2, pages 231-235, DOI: 10.1016/j.econlet.2014.05.029.
57. António Afonso & João Jalles, 2014, "A longer-run perspective on fiscal sustainability," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 41, issue 4, pages 821-847, November, DOI: 10.1007/s10663-013-9240-0.
    
    • António Afonso & João Tovar Jalles, 2011, "A Longer-run Perspective on Fiscal Sustainability," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2011/17, Aug.
58. Sue Bowden & JoÃo tovar jalles & Álvaro santos Pereira & Alex Sadler, 2014, "Respiratory tuberculosis and standards of living in postwar Europe," European Review of Economic History, European Historical Economics Society, volume 18, issue 1, pages 57-81.
59. Ant�nio Afonso & João Tovar Jalles, 2014, "Causality for the government budget and economic growth," Applied Economics Letters, Taylor & Francis Journals, volume 21, issue 17, pages 1198-1201, November, DOI: 10.1080/13504851.2014.916383.
    
    • António Afonso & João Tovar Jalles, 2014, "Causalilty for the government budget and economic growth," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2014/07, Jan.
60. Ant Afonso & João Tovar Jalles, 2014, "Fiscal composition and long-term growth," Applied Economics, Taylor & Francis Journals, volume 46, issue 3, pages 349-358, January, DOI: 10.1080/00036846.2013.848030.
    
    • Afonso, António & Jalles, João Tovar, 2013, "Fiscal composition and long-term growth," Working Paper Series, European Central Bank, number 1518, Mar.
61. Jebabli, Ikram & Arouri, Mohamed & Teulon, Frédéric, 2014, "On the effects of world stock market and oil price shocks on food prices: An empirical investigation based on TVP-VAR models with stochastic volatility," Energy Economics, Elsevier, volume 45, issue C, pages 66-98, DOI: 10.1016/j.eneco.2014.06.008.
    
    • Ikram Jebabli & Mohamed Arouri & Frédéric Teulon, 2014, "On the effects of world stock market and oil price shocks on food prices: An empirical investigation based on TVPVAR models with stochastic volatility," Working Papers, Department of Research, Ipag Business School, number 2014-209, Jan.
62. Dana, R.A. & Le Van, C., 2014, "Efficient allocations and equilibria with short-selling and incomplete preferences," Journal of Mathematical Economics, Elsevier, volume 53, issue C, pages 101-105, DOI: 10.1016/j.jmateco.2014.06.003.
    
    • Rose-Anne Dana & Cuong Le Van, 2014, "Efficient allocations and equilibria with short-selling and incomplete preferences," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-01306274, Aug, DOI: 10.1016/j.jmateco.2014.06.003.
    • Rose-Anne Dana & Cuong Le Van, 2014, "Efficient allocations and Equilibria with short-selling and Incomplete Preferences," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01020646, May.
    • Rose-Anne Dana & Cuong Le Van, 2014, "Efficient allocations and Equilibria with short-selling and Incomplete Preferences," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 14041, May, DOI: 10.1016/j.jmateco.2014.06.003.
63. Alain Ayong Le Kama & Thai Ha-Huy & Cuong Le Van & Katheline Schubert, 2014, "A never-decisive and anonymous criterion for optimal growth models," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 55, issue 2, pages 281-306, February, DOI: 10.1007/s00199-013-0759-x.
    
    • Alain Ayong Le Kama & Ha-Huy Thai & Cuong Le Van & Katheline Schubert, 2014, "A never-decisive and anonymous criterion for optimal growth models," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-01044568, Feb, DOI: 10.1007/s00199-013-0759-x.
    • Alain Ayong Le Kama & Ha-Huy Thai & Cuong Le Van & Katheline Schubert, 2014, "A never-decisive and anonymous criterion for optimal growth models," Post-Print, HAL, number hal-01044568, Feb, DOI: 10.1007/s00199-013-0759-x.
    • Alain Ayong Le Kama & Thai Ha Huy & Coung Le Van & Katheline Schubert, 2013, "A Never-decisive and Anonymous Criterion for Optimal Growth Models," Working Papers, Department of Research, Ipag Business School, number 2013-2, Jan.
64. Guesmi, Khaled & Moisseron, Jean-Yves & Teulon, Frédéric, 2014, "Integration versus segmentation in Middle East North Africa Equity Market: Time variations and currency risk," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 28, issue C, pages 204-212, DOI: 10.1016/j.intfin.2013.10.005.
    
    • Khaled Guesmi & Jean-Yves Moisseron & Frédéric Teulon, 2014, "Integration versus segmentation in Middle East North Africa equity market: Time variations and currency risk," Working Papers, Department of Research, Ipag Business School, number 2014-293, Jan.
65. Morvant-Roux, Solène & Guérin, Isabelle & Roesch, Marc & Moisseron, Jean-Yves, 2014, "Adding Value to Randomization with Qualitative Analysis: The Case of Microcredit in Rural Morocco," World Development, Elsevier, volume 56, issue C, pages 302-312, DOI: 10.1016/j.worlddev.2013.03.002.
    
    • Solène Morvant-Roux & Isabelle Guérin & Marc Roesch & Jean-Yves Moisseron, 2014, "Adding value to randomization with qualitative analysis : the case of microcredit in rural Morocco," Post-Print, HAL, number ird-01471911, DOI: 10.1016/j.worlddev.2013.03.00.
66. Ahmed Taneem Muzaffar & Anis Chowdhury, 2014, "The IMF and the policy of low inflation: A review of Article IV consultations for selected Asian developing countries," The Economic and Labour Relations Review, , volume 25, issue 3, pages 435-454, September, DOI: 10.1177/1035304614544272.
67. Guesmi, Khaled & Teulon, Frederic & Muzaffar, Ahmed Taneem, 2014, "The evolution of risk premium as a measure for intra-regional equity market integration," International Review of Financial Analysis, Elsevier, volume 35, issue C, pages 13-19, DOI: 10.1016/j.irfa.2014.07.003.
    
    • Khaled Guesmi & Frederic Teulon & Ahmed Taneem Muzaffar, 2014, "The Evolution of Risk Premium as a Measure for Intra-regional Equity Market Integration," Working Papers, Department of Research, Ipag Business School, number 2014-365, Jan.
68. Cuong Nguyen & M. Bhatti & Aziz Hayat, 2014, "Volatility linkages in the spot and futures market in Australia: a copula approach," Quality & Quantity: International Journal of Methodology, Springer, volume 48, issue 5, pages 2589-2603, September, DOI: 10.1007/s11135-013-9909-2.
69. Jean-Michel Sahut & Marta Peris-Ortiz, 2014, "Small business, innovation, and entrepreneurship," Small Business Economics, Springer, volume 42, issue 4, pages 663-668, April, DOI: 10.1007/s11187-013-9521-9.
70. S. Nyock Ilouga & A. Nyock Mouloungni & J. Sahut, 2014, "Entrepreneurial intention and career choices: the role of volition," Small Business Economics, Springer, volume 42, issue 4, pages 717-728, April, DOI: 10.1007/s11187-013-9524-6.
    
    • S. Nyock Ilouga & A.C. Mouloungui & J.-M. Sahut, 2014, "Entrepreneurial intention and career choices: The role of volition," Working Papers, Department of Research, Ipag Business School, number 2014-167, Jan.
    • Samuel Nyock Ilouga & A.C. Nyock Mouloungni & Jean Michel Sahut, 2014, "Entrepreneurial intention and career choices: The role of volition," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/205549.
71. Jean-michel Sahut & Medhi Mili, 2014, "Determinants of loans and deposits strategies of foreign bank subsidiaries in emerging countries," Economics Bulletin, AccessEcon, volume 34, issue 2, pages 695-704.
72. Gharbi, Sami & Sahut, Jean-Michel & Teulon, Frédéric, 2014, "R&D investments and high-tech firms' stock return volatility," Technological Forecasting and Social Change, Elsevier, volume 88, issue C, pages 306-312, DOI: 10.1016/j.techfore.2013.10.006.
    
    • Sami Gharbi & Jean-Michel Sahut & Frédéric Teulon, 2014, "R&D investments and high-tech firms' stock return volatility," Working Papers, Department of Research, Ipag Business School, number 2014-218, Jan.
73. Bernard Cova & Gregorio Fuschillo & Marcel Saucet, 2014, "Attualità e prospettive dello Street Marketing," Micro & Macro Marketing, Società editrice il Mulino, issue 1, pages 145-166.
74. Daniela-Georgeta BEJU & Maria-Lenuta CIUPAC-ULICI, 2014, "Public Expenditure Evolution in EU4 Countries," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 16, pages 103-113, December.
75. Christian Von Spreckelsen & Frederik Kunze & Torsten Windels & Hans-Jörg Von Mettenheim, 2014, "Forecasting renminbi quotes in the revised Chinese FX market - can we get implications for the onshore/offshore spread-behaviour?," International Journal of Economic Policy in Emerging Economies, Inderscience Enterprises Ltd, volume 7, issue 1, pages 66-76.
76. Michael H. Breitner & Christian Dunis & Hans-Jörg Mettenheim & Christopher Neely & Georgios Sermpinis & Christian Spreckelsen & Hans‐Jörg Mettenheim & Michael H. Breitner, 2014, "Real‐Time Pricing and Hedging of Options on Currency Futures with Artificial Neural Networks," Journal of Forecasting, John Wiley & Sons, Ltd., volume 33, issue 6, pages 419-432, September.
77. Cornelius Köpp & Hans-Jörg Mettenheim & Michael Breitner, 2014, "Decision Analytics with Heatmap Visualization for Multi-step Ensemble Data," Business & Information Systems Engineering: The International Journal of WIRTSCHAFTSINFORMATIK, Springer;Gesellschaft für Informatik e.V. (GI), volume 6, issue 3, pages 131-140, June, DOI: 10.1007/s12599-014-0326-4.
78. Sibbertsen, Philipp & Wegener, Christoph & Basse, Tobias, 2014, "Testing for a break in the persistence in yield spreads of EMU government bonds," Journal of Banking & Finance, Elsevier, volume 41, issue C, pages 109-118, DOI: 10.1016/j.jbankfin.2014.01.003.
    
    • Sibbertsen, Philipp & Wegener, Christoph & Basse, Tobias, 2013, "Testing for a Break in the Persistence in Yield Spreads of EMU Government Bonds," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-517, Aug.

2013

1. Achabou, Mohamed Akli & Dekhili, Sihem, 2013, "Luxury and sustainable development: Is there a match?," Journal of Business Research, Elsevier, volume 66, issue 10, pages 1896-1903, DOI: 10.1016/j.jbusres.2013.02.011.
2. Boubaker, Heni & Sghaier, Nadia, 2013, "Portfolio optimization in the presence of dependent financial returns with long memory: A copula based approach," Journal of Banking & Finance, Elsevier, volume 37, issue 2, pages 361-377, DOI: 10.1016/j.jbankfin.2012.09.006.
3. Heni Boubaker & Anne Péguin-Feissolle, 2013, "Estimating the Long-Memory Parameter in Nonstationary Processes Using Wavelets," Computational Economics, Springer;Society for Computational Economics, volume 42, issue 3, pages 291-306, October, DOI: 10.1007/s10614-012-9355-6.
4. Bonato, Matteo & Caporin, Massimiliano & Ranaldo, Angelo, 2013, "Risk spillovers in international equity portfolios," Journal of Empirical Finance, Elsevier, volume 24, issue C, pages 121-137, DOI: 10.1016/j.jempfin.2013.09.005.
   
   • Matteo Bonato & Massimiliano Caporin & Angelo Ranaldo, 2012, "Risk spillovers in international equity portfolios," Working Papers, Swiss National Bank, number 2012-03.
   • Bonato, Mateo & Caporin, Massimiliano & Ranaldo, Angelo, 2012, "Risk Spillovers in International Equity Portfolios," Working Papers on Finance, University of St. Gallen, School of Finance, number 1214, Feb.
5. Andrea Calabrò & Mariateresa Torchia & Francesco Ranalli, 2013, "Ownership and control in local public utilities: the Italian case," Journal of Management & Governance, Springer;Accademia Italiana di Economia Aziendale (AIDEA), volume 17, issue 4, pages 835-862, November, DOI: 10.1007/s10997-011-9206-1.
6. Calabrò, Andrea & Torchia, Mariateresa & Pukall, Thilo & Mussolino, Donata, 2013, "The influence of ownership structure and board strategic involvement on international sales: The moderating effect of family involvement," International Business Review, Elsevier, volume 22, issue 3, pages 509-523, DOI: 10.1016/j.ibusrev.2012.07.002.
7. Andrea Calabrò & Donata Mussolino, 2013, "How do boards of directors contribute to family SME export intensity? The role of formal and informal governance mechanisms," Journal of Management & Governance, Springer;Accademia Italiana di Economia Aziendale (AIDEA), volume 17, issue 2, pages 363-403, May, DOI: 10.1007/s10997-011-9180-7.
8. Thilo Pukall & Andrea Calabrò & Morten Huse, 2013, "Governance-Mechanismen in Familienunternehmen: Inhibitoren oder Katalysatoren für die Internationalisierung des Unternehmens?," ZfKE – Zeitschrift für KMU und Entrepreneurship, Duncker & Humblot, Berlin, volume 61, issue 4, pages 243-263, DOI: 10.3790/zfke.61.4.243.
9. Chateauneuf, Alain & Ventura, Caroline, 2013, "G-continuity, impatience and myopia for Choquet multi-period utilities," Journal of Mathematical Economics, Elsevier, volume 49, issue 1, pages 97-105, DOI: 10.1016/j.jmateco.2012.10.003.
   
   • Alain Chateauneuf & Caroline Ventura, 2013, "G-continuity, impatience and myopia for Choquet multi-period utilities," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00964446, Jan, DOI: 10.1016/j.jmateco.2012.10.003.
   • Alain Chateauneuf & Caroline Ventura, 2013, "G-continuity, impatience and myopia for Choquet multi-period utilities," Post-Print, HAL, number hal-00964446, Jan, DOI: 10.1016/j.jmateco.2012.10.003.
   • Alain Chateauneuf & Caroline Ventura, 2013, "G-continuity, impatience and myopia for Choquet multi-period utilities," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-00964446, Jan, DOI: 10.1016/j.jmateco.2012.10.003.
10. Abderrazak Dhaoui & Saad Bourouis & Melek Acar Boyacioglu, 2013, "The Impact Of Investor Psychology On Stock Markets: Evidence From France," Journal of Academic Research in Economics, Spiru Haret University, Faculty of Accounting and Financial Management Constanta, volume 5, issue 1 (June), pages 35-59.
11. Farhani, Sahbi, 2013, "Renewable Energy Consumption, Economic Growth and Co2 Emissions: Evidence from Selected Mena Countries," Energy Economics Letters, Asian Economic and Social Society, volume 1, issue 2, pages 24-41.
12. Aye, G.C. & Goswami, S. & Gupta, R., 2013, "Metropolitan House Prices In Regions of India: Do They Converge?," Regional and Sectoral Economic Studies, Euro-American Association of Economic Development, volume 13, issue 1, pages 135-144.
13. Gupta, Rangan & Modise, Mampho P., 2013, "Macroeconomic Variables and South African Stock Return Predictability," Economic Modelling, Elsevier, volume 30, issue C, pages 612-622, DOI: 10.1016/j.econmod.2012.10.015.
    
    • Rangan Gupta & Mampho P. Modise, 2011, "Macroeconomic Variables and South African Stock Return Predictability," Working Papers, University of Pretoria, Department of Economics, number 201107, Mar.
14. Simo-Kengne, Beatrice D. & Balcilar, Mehmet & Gupta, Rangan & Reid, Monique & Aye, Goodness C., 2013, "Is the relationship between monetary policy and house prices asymmetric across bull and bear markets in South Africa? Evidence from a Markov-switching vector autoregressive model," Economic Modelling, Elsevier, volume 32, issue C, pages 161-171, DOI: 10.1016/j.econmod.2013.02.006.
15. Gupta, Rangan & Steinbach, Rudi, 2013, "A DSGE-VAR model for forecasting key South African macroeconomic variables," Economic Modelling, Elsevier, volume 33, issue C, pages 19-33, DOI: 10.1016/j.econmod.2013.03.012.
16. Gupta, Rangan & Modise, Mampho P., 2013, "Does the source of oil price shocks matter for South African stock returns? A structural VAR approach," Energy Economics, Elsevier, volume 40, issue C, pages 825-831, DOI: 10.1016/j.eneco.2013.10.005.
    
    • Rangan Gupta & Mampho P. Modise, 2013, "Does the Source of Oil Price Shocks Matter for South African Stock Returns? A Structural VAR Approach," Working Papers, University of Pretoria, Department of Economics, number 201318, Apr.
17. Amusa, Kafayat & Gupta, Rangan & Karolia, Shaakira & Simo-Kengne, Beatrice D., 2013, "The long-run impact of inflation in South Africa," Journal of Policy Modeling, Elsevier, volume 35, issue 5, pages 798-812, DOI: 10.1016/j.jpolmod.2011.05.001.
    
    • Kafayat Amusa & Rangan Gupta & Shaakira Karolia & Beatrice D. Simo Kengne, 2010, "The Long-Run Impact of Inflation in South Africa," Working Papers, University of Pretoria, Department of Economics, number 201029, Dec.
18. Rangan Gupta & Monique Reid, 2013, "Macroeconomic surprises and stock returns in South Africa," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 30, issue 3, pages 266-282, July, DOI: 10.1108/SEF-Apr-2012-0049.
    
    • Rangan Gupta & Monique Reid, 2012, "Macroeconomic Surprises and Stock Returns in South Africa," Working Papers, University of Pretoria, Department of Economics, number 201212, Apr.
    • Rangan Gupta & Monique Reid, 2012, "Macroeconomic Surprises and Stock Returns in South Africa," Working Papers, Stellenbosch University, Department of Economics, number 05/2012.
19. Tsangyao Chang & Beatrice D. Simo-Kengne & Rangan Gupta, 2013, "The causal relationship between exports and economic growth in the nine provinces of South Africa: evidence from panel-Granger causality test," International Journal of Economic Policy in Emerging Economies, Inderscience Enterprises Ltd, volume 6, issue 3, pages 296-310.
    
    • Tsangyao Chang & Beatrice D. Simo-Kengne & Rangan Gupta, 2013, "The Causal Relationship between Exports and Economic Growth in the Nine Provinces of South Africa: Evidence from Panel-Granger Causality Tests," Working Papers, University of Pretoria, Department of Economics, number 201319, Apr.
20. Goodness C. Aye & Mehmet Balcilar & Adél Bosch & Rangan Gupta & Francois Stofberg, 2013, "The out-of-sample forecasting performance of non-linear models of real exchange rate behaviour: The case of the South African Rand," European Journal of Comparative Economics, Cattaneo University (LIUC), volume 10, issue 1, pages 121-148, April.
    
    • Goodness C. Aye & Mehmet Balcilar & Adel Bosch & Rangan Gupta & Francois Stofberg, 2013, "The out-of-sample forecasting performance of non-linear models of real exchange rate behaviour: The case of the South African Rand," Working Papers, University of Pretoria, Department of Economics, number 201304, Jan.
21. Rangan Gupta & Faaiqa Hartley, 2013, "The Role of Asset Prices in Forecasting Inflation and Output in South Africa," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 12, issue 3, pages 239-291, December, DOI: 10.1177/0972652713512913.
    
    • Rangan Gupta & Faaiqa Hartley, 2011, "The Role of Asset Prices in Forecasting Inflation and Output in South Africa," Working Papers, University of Pretoria, Department of Economics, number 201115, Jul.
22. Mehmet Balcilar & Abebe Beyene & Rangan Gupta & Monaheng Seleteng, 2013, "‘Ripple’ Effects in South African House Prices," Urban Studies, Urban Studies Journal Limited, volume 50, issue 5, pages 876-894, April, DOI: 10.1177/0042098012458551.
23. Mehmet Balcilar & Rangan Gupta & Anandamayee Majumdar & Stephen Miller, 2013, "Forecasting Nevada gross gaming revenue and taxable sales using coincident and leading employment indexes," Empirical Economics, Springer, volume 44, issue 2, pages 387-417, April, DOI: 10.1007/s00181-011-0536-2.
    
    • Mehmet Balcilar & Rangan Gupta & Anandamayee Majumdar & Stephen Miller, 2010, "Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-01.
    • Mehmet Balcilar & Rangan Gupta & Anandamayee Majumdar & Stephen M. Miller, 2011, "Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes," Working Papers, University of Nevada, Las Vegas , Department of Economics, number 1103, Mar.
    • Mehmet Balcilar & Rangan Gupta & Anandamayee Majumdar & Stephen M. Miller, 2010, "Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes," Working Papers, University of Pretoria, Department of Economics, number 201018, Jul.
    • Mehmet Balcilar & Rangan Gupta & Anandamayee Majumdar & Stephen M. Miller, 2010, "Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes," Working papers, University of Connecticut, Department of Economics, number 2010-21, Jul.
24. Rangan Gupta, 2013, "Forecasting house prices for the four census regions and the aggregate US economy in a data-rich environment," Applied Economics, Taylor & Francis Journals, volume 45, issue 33, pages 4677-4697, November, DOI: 10.1080/00036846.2013.797561.
25. Beatrice D. Simo-Kengne & Rangan Gupta & Manoel Bittencourt, 2013, "The Impact of House Prices on Consumption in South Africa: Evidence from Provincial-Level Panel VARs," Housing Studies, Taylor & Francis Journals, volume 28, issue 8, pages 1133-1154, November, DOI: 10.1080/02673037.2013.804492.
    
    • Beatrice D. Simo-Kengne & Rangan Gupta & Manoel Bittencourt, 2012, "THE IMPACT OF HOUSE PRICES ON CONSUMPTION IN SOUTH AFRICA: EVIDENCE FROM PROVINCIAL-LEVEL PANEL VARs," Working Papers, University of Pretoria, Department of Economics, number 201211, Mar.
26. Luis Gil-Alana & Goodness Ave & Rangan Gupta, 2013, "Testing for Persistence in South African House Prices," Journal of Real Estate Literature, Taylor & Francis Journals, volume 21, issue 2, pages 293-314, January, DOI: 10.1080/10835547.2013.12090367.
27. Goodness Aye & Mehmet Balcilar & Rangan Gupta, 2013, "Long- and Short-Run Relationships between House and Stock Prices in South Africa: A Nonparametric Approach," Journal of Housing Research, Taylor & Francis Journals, volume 22, issue 2, pages 203-219, January, DOI: 10.1080/10835547.2013.12092078.
    
    • Goodness C. Aye & Mehmet Balcilar & Rangan Gupta, 2011, "Long- and Short-Run Relationships between House and Stock Prices in South Africa: A Nonparametric Approach," Working Papers, University of Pretoria, Department of Economics, number 201136, Dec.
28. Riané de Bruyn & Rangan Gupta & Lardo Stander, 2013, "Testing the Monetary Model for Exchange Rate Determination in South Africa: Evidence from 101 Years of Data," Contemporary Economics, Vizja University, volume 7, issue 1, March.
    
    • Riane de Bruyn & Rangan Gupta & Lardo stander, 2011, "Testing the Monetary Model for Exchange Rate Determination in South Africa: Evidence from 101 Years of Data," Working Papers, University of Pretoria, Department of Economics, number 201134, Dec.
29. Shawkat Hammoudeh & Mohan Nandha & Yuan Yuan, 2013, "Dynamics of CDS spread indexes of US financial sectors," Applied Economics, Taylor & Francis Journals, volume 45, issue 2, pages 213-223, January, DOI: 10.1080/00036846.2011.597727.
30. Balcilar, Mehmet & Demirer, Rıza & Hammoudeh, Shawkat, 2013, "Investor herds and regime-switching: Evidence from Gulf Arab stock markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 23, issue C, pages 295-321, DOI: 10.1016/j.intfin.2012.09.007.
31. Ramazan Sari & Mehmet Uzunkaya & Shawkat Hammoudeh, 2013, "The Relationship Between Disaggregated Country Risk Ratings and Stock Market Movements: An ARDL Approach," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 49, issue 1, pages 4-16, January.
32. Hammoudeh, Shawkat & Liu, Tengdong & Chang, Chia-Lin & McAleer, Michael, 2013, "Risk spillovers in oil-related CDS, stock and credit markets," Energy Economics, Elsevier, volume 36, issue C, pages 526-535, DOI: 10.1016/j.eneco.2012.10.010.
    
    • Shawkat Hammoudeh & Tengdong Liu & Chia-Lin Chang & Michael McAleer, 2011, "Risk Spillovers in Oil-Related CDS, Stock and Credit Markets," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 11/17, Apr.
    • Hammoudeh, S.M. & Liu, T. & Chang, C-L. & McAleer, M.J., 2011, "Risk Spillovers in Oil-Related CDS, Stock and Credit Markets," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2011-15, Apr.
    • Shawkat Hammoudeh & Tengdong Liu & Chia-Lin Chang & Michael McAleer, 2011, "Risk Spillovers in Oil-Related CDS, Stock and Credit Markets," KIER Working Papers, Kyoto University, Institute of Economic Research, number 772, Apr.
    • Shawkat Hammoudeh & Tengdong Liu & Chia-Lin Chang & Michael McAleer, 2011, "Risk Spillovers in Oil-Related CDS, Stock and Credit Markets," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2011-12.
33. Kim, Won Joong & Hammoudeh, Shawkat, 2013, "Impacts of global and domestic shocks on inflation and economic growth for actual and potential GCC member countries," International Review of Economics & Finance, Elsevier, volume 27, issue C, pages 298-317, DOI: 10.1016/j.iref.2012.10.009.
34. Aloui, Riadh & Hammoudeh, Shawkat & Nguyen, Duc Khuong, 2013, "A time-varying copula approach to oil and stock market dependence: The case of transition economies," Energy Economics, Elsevier, volume 39, issue C, pages 208-221, DOI: 10.1016/j.eneco.2013.04.012.
35. Hammoudeh, Shawkat & McAleer, Michael, 2013, "Risk management and financial derivatives: An overview," The North American Journal of Economics and Finance, Elsevier, volume 25, issue C, pages 109-115, DOI: 10.1016/j.najef.2012.06.014.
    
    • Shawkat Hammoudeh & Michael McAleer, 2012, "Risk Management and Financial Derivatives: An Overview," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 12/10, Apr.
    • Hammoudeh, S.M. & McAleer, M.J., 2012, "Risk Management and Financial Derivatives: An Overview," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2012-14, Apr.
    • Michael McAleer & Shawkat Hammoudeh, 2012, "Risk Management and Financial Derivatives:An Overview," KIER Working Papers, Kyoto University, Institute of Economic Research, number 816, Apr.
    • Shawkat Hammoudeh & Michael McAleer, 2012, "Risk Management and Financial Derivatives: An Overview," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2012-08, Apr.
36. Hammoudeh, Shawkat & Araújo Santos, Paulo & Al-Hassan, Abdullah, 2013, "Downside risk management and VaR-based optimal portfolios for precious metals, oil and stocks," The North American Journal of Economics and Finance, Elsevier, volume 25, issue C, pages 318-334, DOI: 10.1016/j.najef.2012.06.012.
37. Liu, Tengdong & Hammoudeh, Shawkat & Thompson, Mark A., 2013, "A momentum threshold model of stock prices and country risk ratings: Evidence from BRICS countries," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 27, issue C, pages 99-112, DOI: 10.1016/j.intfin.2013.07.013.
38. Arouri, Mohamed El Hedi & Hammoudeh, Shawkat & Lahiani, Amine & Nguyen, Duc Khuong, 2013, "On the short- and long-run efficiency of energy and precious metal markets," Energy Economics, Elsevier, volume 40, issue C, pages 832-844, DOI: 10.1016/j.eneco.2013.10.004.
    
    • Mohamed El Hedi Arouri & Shawkat Hammoudeh & Amine Lahiani & Duc Khuong Nguyen, 2013, "On the short- and long-run efficiency of energy and precious metal markets," Working Papers, HAL, number hal-00798036, Mar.
39. Araújo Santos, Paulo & Fraga Alves, Isabel & Hammoudeh, Shawkat, 2013, "High quantiles estimation with Quasi-PORT and DPOT: An application to value-at-risk for financial variables," The North American Journal of Economics and Finance, Elsevier, volume 26, issue C, pages 487-496, DOI: 10.1016/j.najef.2013.02.017.
40. Hammoudeh, Shawkat & Sari, Ramazan & Uzunkaya, Mehmet & Liu, Tengdong, 2013, "The dynamics of BRICS's country risk ratings and domestic stock markets, U.S. stock market and oil price," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 94, issue C, pages 277-294, DOI: 10.1016/j.matcom.2012.01.002.
41. Cavalcanti, Tiago & Jalles, João Tovar, 2013, "Macroeconomic effects of oil price shocks in Brazil and in the United States," Applied Energy, Elsevier, volume 104, issue C, pages 475-486, DOI: 10.1016/j.apenergy.2012.10.039.
42. Afonso, António & Jalles, João Tovar, 2013, "Growth and productivity: The role of government debt," International Review of Economics & Finance, Elsevier, volume 25, issue C, pages 384-407, DOI: 10.1016/j.iref.2012.07.004.
    
    • António Afonso & João Tovar Jalles, 2011, "Growth and Productivity: the role of Government Debt," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2011/13, Jul.
43. António Afonso & João Tovar Jalles, 2013, "Do fiscal rules matter for growth?," Applied Economics Letters, Taylor & Francis Journals, volume 20, issue 1, pages 34-40, January, DOI: 10.1080/13504851.2012.674198.
    
    • António Afonso & João Tovar Jalles, 2012, "Do fiscal rules matter for growth?," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2012/07, Jan.
44. António Afonso & João Tovar Jalles, 2013, "The cyclicality of education, health, and social security government spending," Applied Economics Letters, Taylor & Francis Journals, volume 20, issue 7, pages 669-672, May, DOI: 10.1080/13504851.2012.730125.
    
    • António Afonso & João Tovar Jalles, 2012, "The cyclicality of education, health, and social security government spending," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2012/30, Sep.
45. M. E. Arouri & H. Ben Ameur & N. Jawadi & F. Jawadi & W. Louhichi, 2013, "Are Islamic finance innovations enough for investors to escape from a financial downturn? Further evidence from portfolio simulations," Applied Economics, Taylor & Francis Journals, volume 45, issue 24, pages 3412-3420, August, DOI: 10.1080/00036846.2012.707776.
    
    • Mohamed El Hedi Arouri & Hachmi Ben Ameur & Nabila Jawadi & Fredj Jawadi & Waël Louhichi, 2013, "Are Islamic finance innovations enough for investors to escape from a financial downturn? Further evidence from portfolio simulations," Grenoble Ecole de Management (Post-Print), HAL, number halshs-00875595, DOI: 10.1080/00036846.2012.707776.
    • Mohamed El Hedi Arouri & Hachmi Ben Ameur & Nabila Jawadi & Fredj Jawadi & Waël Louhichi, 2013, "Are Islamic finance innovations enough for investors to escape from a financial downturn? Further evidence from portfolio simulations," Post-Print, HAL, number halshs-00875595, DOI: 10.1080/00036846.2012.707776.
46. Fredj Jawadi & Nabila Jawadi & Duc Khuong Nguyen & Hassan Obeid, 2013, "Information technology sector and equity markets: an empirical investigation," Applied Financial Economics, Taylor & Francis Journals, volume 23, issue 9, pages 729-737, May, DOI: 10.1080/09603107.2012.734594.
47. Faten Ben Slimane & Mohamed Mehanaoui & Irfan Akbar Kazi, 2013, "How Does the Financial Crisis Affect Volatility Behavior and Transmission Among European Stock Markets?," IJFS, MDPI, volume 1, issue 3, pages 1-21, August.
    
    • Faten Ben Slimane & Mohamed Mehanaoui & Irfan Akbar Kazi, 2013, "How Does the Financial Crisis Affect Volatility Behavior and Transmission Among European Stock Markets?," Post-Print, HAL, number hal-01128024, Aug, DOI: 10.3390/ijfs1030081.
48. Le, Thai-Ha & Chang, Youngho, 2013, "Oil price shocks and trade imbalances," Energy Economics, Elsevier, volume 36, issue C, pages 78-96, DOI: 10.1016/j.eneco.2012.12.002.
49. Jean Messiha & Bruno-Laurent Moschetto & Frédéric Teulon, 2013, "Pouvait-on éteindre la crise financière chypriote sans affaiblir durablement l'Europe ?," Revue d'économie financière, Association d'économie financière, volume 0, issue 4, pages 299-316.
50. Nguyen, Thang V. & Le, Ngoc T.B. & Bryant, Scott E., 2013, "Sub-national institutions, firm strategies, and firm performance: A multilevel study of private manufacturing firms in Vietnam," Journal of World Business, Elsevier, volume 48, issue 1, pages 68-76, DOI: 10.1016/j.jwb.2012.06.008.
51. Nguyen, Quang & Leung, Pingsun, 2013, "Revenue targeting in fisheries," Environment and Development Economics, Cambridge University Press, volume 18, issue 5, pages 559-575, October.
52. Attar, Andrea & Campioni, Eloisa & Piaser, Gwenaël, 2013, "Two-sided communication in competing mechanism games," Journal of Mathematical Economics, Elsevier, volume 49, issue 1, pages 62-70, DOI: 10.1016/j.jmateco.2012.09.009.
53. El Hedi Arouri, Mohamed & Rault, Christophe & Sova, Anamaria & Sova, Robert & Teulon, Frédéric, 2013, "Market structure and the cost of capital," Economic Modelling, Elsevier, volume 31, issue C, pages 664-671, DOI: 10.1016/j.econmod.2013.01.004.
    
    • Mohamed El Hedi Arouri & Christophe Rault & Robert Sova & Anamaria Sova, 2013, "Market Structure and the Cost of Capital," CESifo Working Paper Series, CESifo, number 4097.
    • Mohamed El Hedi Arouri & Christophe Rault & Ana Maria Sova & Robert Sova & Frédéric Teulon, 2013, "Market Structure and the Cost of Capital," Working Papers, HAL, number hal-00798048, Mar.
54. Lorne N. Switzer & Jun Wang, 2013, "Default Risk Estimation, Bank Credit Risk, and Corporate Governance," Financial Markets, Institutions & Instruments, John Wiley & Sons, volume 22, issue 2, pages 91-112, May, DOI: 10.1111/fmii.12005.
55. Mehmet Pinar & Thanasis Stengos & Nikolas Topaloglou, 2013, "Measuring human development: a stochastic dominance approach," Journal of Economic Growth, Springer, volume 18, issue 1, pages 69-108, March, DOI: 10.1007/s10887-012-9083-8.
    
    • Mehmet Pinar & Thanasis Stengos & Nikolas Topaloglou, 2012, "Measuring human development: a stochastic dominance approach," Working Papers, University of Guelph, Department of Economics and Finance, number 1209.
    • Mehmet Pinar & Thanasis Stengos & Nikolas Topaloglou, 2012, "Measuring Human Development: A Stochastic Dominance Approach," Working Paper series, Rimini Centre for Economic Analysis, number 42_12, Jun.
56. Ciupac-Ulici Maria-Lenuta & Ardelean Ciprian George & Nistor Ioan Alin, 2013, "Theoretical Aspects Of Financial Liberalization Process," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 867-875, July.
57. BEJU Daniela Georgeta & CIUPAC-ULICI Maria-Lenuta, 2013, "Does Financial Liberalization Affect Banking System?," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 65, issue 5, pages 45-68.
58. Ioan Alin Nistor & Maria Ciupac-Ulici & Ioana Radu, 2013, "Testing the Granger Causality between the Dynamics of the Romanian Mutual Fund Market and the Economy," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 15, pages 48-59, December.
59. Ciupac-Ulici Maria-Lenuta & Beju Daniela-Georgeta, 2013, "The Impact Of Financial Liberalization On Romanian Banking System Efficiency," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 1070-1077, July.
60. Cornelius Köpp & Hans-Jörg Mettenheim & Michael Breitner, 2013, "Load Management in Power Grids," Business & Information Systems Engineering: The International Journal of WIRTSCHAFTSINFORMATIK, Springer;Gesellschaft für Informatik e.V. (GI), volume 5, issue 1, pages 35-44, February, DOI: 10.1007/s12599-012-0246-0.
61. Cuong Nguyen & Vu Linh & Thang Nguyen, 2013, "Urban poverty in Vietnam: determinants and policy implications," International Journal of Development Issues, Emerald Group Publishing Limited, volume 12, issue 2, pages 110-139, June, DOI: 10.1108/IJDI-08-2012-0049.
    
    • Nguyen Viet, Cuong & Vu Hoang, Linh & Nguyen, Thang, 2010, "Urban Poverty in Vietnam: Determinants and Policy Implications," MPRA Paper, University Library of Munich, Germany, number 40767, Dec.
62. Kang, Sang Hoon & Yoon, Seong-Min, 2013, "Modeling and forecasting the volatility of petroleum futures prices," Energy Economics, Elsevier, volume 36, issue C, pages 354-362, DOI: 10.1016/j.eneco.2012.09.010.
    
    • Seong-Min Yoon & Sang Hoon Kang, 2012, "Modelling and forecasting the volatility of petroleum futures prices," EcoMod2012, EcoMod, number 3944, Jul.
63. Kang, Sang Hoon & Cheong, Chongcheul & Yoon, Seong-Min, 2013, "Intraday volatility spillovers between spot and futures indices: Evidence from the Korean stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 392, issue 8, pages 1795-1802, DOI: 10.1016/j.physa.2013.01.017.

2012

1. M. Bonato & M. Caporin & A. Ranaldo, 2012, "A forecast-based comparison of restricted Wishart autoregressive models for realized covariance matrices," The European Journal of Finance, Taylor & Francis Journals, volume 18, issue 9, pages 761-774, October, DOI: 10.1080/1351847X.2011.601629.
2. Matteo Bonato, 2012, "Modeling fat tails in stock returns: a multivariate stable-GARCH approach," Computational Statistics, Springer, volume 27, issue 3, pages 499-521, September, DOI: 10.1007/s00180-011-0270-4.
3. Aloisio Araujo & Alain Chateauneuf & José Faro, 2012, "Pricing rules and Arrow–Debreu ambiguous valuation," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 49, issue 1, pages 1-35, January, DOI: 10.1007/s00199-011-0660-4.
   
   • Aloisio Araujo & Alain Chateauneuf & José Heleno Faro, 2012, "Pricing rules and Arrow-Debreu ambiguous valuation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00685413, Jan, DOI: 10.1007/s00199-011-0660-4.
   • Aloisio Araujo & Alain Chateauneuf & José Heleno Faro, 2012, "Pricing rules and Arrow-Debreu ambiguous valuation," Post-Print, HAL, number hal-00685413, Jan, DOI: 10.1007/s00199-011-0660-4.
   • Aloisio Araujo & Alain Chateauneuf & José Heleno Faro, 2012, "Pricing rules and Arrow-Debreu ambiguous valuation," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-00685413, Jan, DOI: 10.1007/s00199-011-0660-4.
4. Carlier, G. & Dana, R.-A. & Galichon, A., 2012, "Pareto efficiency for the concave order and multivariate comonotonicity," Journal of Economic Theory, Elsevier, volume 147, issue 1, pages 207-229, DOI: 10.1016/j.jet.2011.11.011.
   
   • Guillaume Carlier & Rose-Anne Dana & Alfred Galichon, 2012, "Pareto efficiency for the concave order and multivariate comonotonicity," Post-Print, HAL, number hal-01053549, DOI: 10.1016/j.jet.2011.11.011.
5. Sahbi FARHANI, 2012, "Tests of Parameters Instability: Theoretical Study and Empirical Analysis on Two Types of Models (ARMA Model and Market Model)," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 2, issue 3, pages 246-266.
6. Sahbi Farhani & Jaleleddine Ben Rejeb, 2012, "Energy Consumption, Economic Growth and CO2 Emissions: Evidence from Panel Data for MENA Region," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 2, issue 2, pages 71-81.
7. Sahbi FARHANI, 2012, "Impact of Oil Price Increases on U.S. Economic Growth:Causality Analysis and Study of the Weakening Effects in Relationship," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 2, issue 3, pages 108-122.
8. Christophe Andre & Rangan Gupta & Patrick T. Kanda, 2012, "Do House Prices Impact Consumption and Interest Rate? Evidence from OECD Countries using an Agnostic Identification Procedure," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot, Berlin, volume 58, issue 1, pages 19-70, DOI: 10.3790/aeq.58.1.19.
   
   • Christophe André & Rangan Gupta & Patrick T. Kanda, 2012, "Do House Prices Impact Consumption and Interest Rate?: Evidence from OECD Countries Using an Agnostic Identification Procedure," OECD Economics Department Working Papers, OECD Publishing, number 947, Mar, DOI: 10.1787/5k9d192klphd-en.
   • Christophe Andre & Rangan Gupta & Patrick T. Kanda, 2011, "Do House Prices Impact Consumption and Interest Rate? Evidence from OECD Countries using an Agnostic Identification Procedure," Working Papers, University of Pretoria, Department of Economics, number 201118, Sep.
9. Rangan GUPTA & Roula INGLESI-LOTZ, 2012, "Macro Shocks and Real US Stock Prices with Special Focus on the “Great Recession”," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 12, issue 2.
   
   • Rangan Gupta & Roula Inglesi-Lotz, 2012, "Macro Shocks and Real US Stock Prices with Special Focus on the "Great Recession"," Working Papers, University of Pretoria, Department of Economics, number 201208, Feb.
10. Goodness C. AYE & Rangan GUPTA, 2012, "The Effects Of Monetary Policy On Real Farm Prices In South Africa," Regional and Sectoral Economic Studies, Euro-American Association of Economic Development, volume 12, issue 1, pages 147-158.
    
    • Goodness C. Aye & Rangan Gupta, 2011, "The Effects of Monetary Policy On Real Farm Prices in South Africa," Working Papers, University of Pretoria, Department of Economics, number 201119, Oct.
11. Gupta, Rangan & Modise, Mampho P., 2012, "South African stock return predictability in the context data mining: The role of financial variables and international stock returns," Economic Modelling, Elsevier, volume 29, issue 3, pages 908-916, DOI: 10.1016/j.econmod.2011.12.013.
    
    • Rangan Gupta & Mampho P. Modise, 2010, "South African Stock Return Predictability in the Context of Data Mining: The Role of Financial Variables and International Stock Returns," Working Papers, University of Pretoria, Department of Economics, number 201027, Dec.
12. Babikir, Ali & Gupta, Rangan & Mwabutwa, Chance & Owusu-Sekyere, Emmanuel, 2012, "Structural breaks and GARCH models of stock return volatility: The case of South Africa," Economic Modelling, Elsevier, volume 29, issue 6, pages 2435-2443, DOI: 10.1016/j.econmod.2012.06.038.
    
    • Ali Babikir & Rangan Gupta & Chance Mwabutwa & Emmanuel Owusu-Sekyere, 2010, "Structural Breaks and GARCH Models of Stock Return Volatility: The Case of South Africa," Working Papers, University of Pretoria, Department of Economics, number 201030, Dec.
13. Rangan Gupta & Josine Uwilingiye, 2012, "Comparing South African Inflation Volatility Across Monetary Policy Regimes: An Application of Saphe Cracking," Journal of Developing Areas, Tennessee State University, College of Business, volume 46, issue 1, pages 45-54, January-J.
    
    • Rangan Gupta & Josine Uwilingiye, 2009, "Comparing South African Inflation Volatility Across Monetary Policy Regimes: An Application Of Saphe Cracking," Working Papers, University of Pretoria, Department of Economics, number 200906, Feb.
14. Rangan Gupta & Stephen Miller, 2012, "The Time-Series Properties of House Prices: A Case Study of the Southern California Market," The Journal of Real Estate Finance and Economics, Springer, volume 44, issue 3, pages 339-361, April, DOI: 10.1007/s11146-010-9234-7.
    
    • Rangan Gupta & Stephen M. Miller, 2009, "The Time-Series Properties of House Prices: A Case Study of the Southern California Market," Working Papers, University of Nevada, Las Vegas , Department of Economics, number 0912, Mar, revised Dec 2009.
15. Rangan Gupta & Mampho P. Modise, 2012, "Valuation Ratios and Stock Return Predictability in South Africa: Is It There?," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 48, issue 1, pages 70-82, January.
16. Rangan Gupta & Stephen Miller, 2012, "“Ripple effects” and forecasting home prices in Los Angeles, Las Vegas, and Phoenix," The Annals of Regional Science, Springer;Western Regional Science Association, volume 48, issue 3, pages 763-782, June, DOI: 10.1007/s00168-010-0416-2.
    
    • Rangan Gupta & Stephen M. Miller, 2009, ""Ripple Effects” and Forecasting Home Prices in Los Angeles, Las Vegas, and Phoenix," Working Papers, University of Nevada, Las Vegas , Department of Economics, number 0902, Jan.
    • Rangan Gupta & Stephen M. Miller, 2009, "“Ripple Effects” and Forecasting Home Prices In Los Angeles, Las Vegas, and Phoenix," Working Papers, University of Pretoria, Department of Economics, number 200901, Jan.
    • Rangan Gupta & Stephen M. Miller, 2009, ""Ripple Effects" and Forecasting Home Prices in Los Angeles, Las Vegas, and Phoenix," Working papers, University of Connecticut, Department of Economics, number 2009-05, Jan, revised Jun 2009.
17. Beatrice Simo-Kengne & Manoel Bittencourt & Rangan Gupta, 2012, "House Prices and Economic Growth in South Africa: Evidence From Provincial-Level Data," Journal of Real Estate Literature, Taylor & Francis Journals, volume 20, issue 1, pages 97-117, January, DOI: 10.1080/10835547.2012.12090311.
    
    • Beatrice D. Simo-Kengne & Manoel Bittencourt & Rangan Gupta, 2011, "House Prices and Economic Growth in South Africa: Evidence from Provincial-Level Data," Working Papers, University of Pretoria, Department of Economics, number 201116, Aug.
18. Chang, Chia-Lin & Chen, Li-Hsueh & Hammoudeh, Shawkat & McAleer, Michael, 2012, "Asymmetric adjustments in the ethanol and grains markets," Energy Economics, Elsevier, volume 34, issue 6, pages 1990-2002, DOI: 10.1016/j.eneco.2012.07.026.
    
    • Chia-Lin Chang & Li-Hsueh Chen & Shawkat Hammoudeh & Michael McAleer, 2010, "Asymmetric Adjustments in the Ethanol and Grains Markets," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/78, Dec.
    • Chang, C-L. & Chen, L.H. & Hammoudeh, S.M. & McAleer, M.J., 2011, "Asymmetric Adjustment in the Ethanol and Grains Markets," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-78, Jan.
    • Chia-Lin Chang & Li-Hsueh Chen & Shawkat Hammoudeh & Michael McAleer, 2010, "Asymmetric Adjustments in the Ethanol and Grains Markets," KIER Working Papers, Kyoto University, Institute of Economic Research, number 752, Dec.
    • Chia-Lin Chang & Li-Hsueh Chen & Shawkat Hammoudeh & Michael McAleer, 2012, "Asymmetric Adjustments in the Ethanol and Grains Markets," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2012-11, revised Apr 2012.
19. Arouri, Mohamed El Hedi & Hammoudeh, Shawkat & Lahiani, Amine & Nguyen, Duc Khuong, 2012, "Long memory and structural breaks in modeling the return and volatility dynamics of precious metals," The Quarterly Review of Economics and Finance, Elsevier, volume 52, issue 2, pages 207-218, DOI: 10.1016/j.qref.2012.04.004.
    
    • Mohamed El Hedi Arouri & Shawkat Hammoudeh & Amine Lahiani & Duc Khuong Nguyen, 2013, "Long memory and structural breaks in modeling the return and volatility dynamics of precious metals," Working Papers, HAL, number hal-00798033, Mar.
20. Sari, Ramazan & Hammoudeh, Shawkat & Chang, Chia-Lin & McAleer, Michael, 2012, "Causality between market liquidity and depth for energy and grains," Energy Economics, Elsevier, volume 34, issue 5, pages 1683-1692, DOI: 10.1016/j.eneco.2012.02.006.
    
    • Ramazan Sari & Shawkat Hammoudeh & Chia-Lin Chang & Michael McAleer, 2011, "Causality Between Market Liquidity and Depth for Energy and Grains," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 11/15, Apr.
    • Sari, R. & Hammoudeh, S.M. & Chang, C-L. & McAleer, M.J., 2011, "Causality Between Market Liquidity and Depth for Energy and Grains," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2011-14, Apr.
    • Ramazan Sari & Shawkat Hammoudeh & Chia-Lin Chang & Michael McAleer, 2011, "Causality Between Market Liquidity and Depth for Energy and Grains," KIER Working Papers, Kyoto University, Institute of Economic Research, number 769, Apr.
    • Ramazan Sari & Shawkat Hammoudeh & Chia-Lin Chang & Michael McAleer, 2011, "Causality Between Market Liquidity and Depth for Energy and Grains," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2011-10.
21. Won Joong Kim & Shawkat Hammoudeh & Eisa A. Aleisa, 2012, "SYNCHRONIZATION OF ECONOMIC SHOCKS BETWEEN GULF COOPERATION COUNCIL AND UNITED STATES, EUROPE, JAPAN, AND OIL MARKET: CHOICE OF EXCHANGE RATE REGIME-super-†," Contemporary Economic Policy, Western Economic Association International, volume 30, issue 4, pages 584-602, October, DOI: j.1465-7287.2011.00279.x.
22. João Tovar Jalles, 2012, "Openness, Regional Trade Agreements and Growth: Evidence from Asia," Asian Economic Journal, East Asian Economic Association, volume 26, issue 1, pages 63-85, March, DOI: j.1467-8381.2011.02073.x.
23. Alvaro Pereira & João Jalles & Martin Andresen, 2012, "Structural change and foreign direct investment: globalization and regional economic integration," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, volume 11, issue 1, pages 35-82, April, DOI: 10.1007/s10258-011-0077-9.
24. António Afonso & João Tovar Jalles, 2012, "Fiscal volatility, financial crises and growth," Applied Economics Letters, Taylor & Francis Journals, volume 19, issue 18, pages 1821-1826, December, DOI: 10.1080/13504851.2012.667531.
    
    • António Afonso & João Tovar Jalles, 2012, "Fiscal Volatility, Financial Crises and Growth," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2012/06, Jan.
25. António Afonso & João Tovar Jalles, 2012, "Measuring the success of fiscal consolidations," Applied Financial Economics, Taylor & Francis Journals, volume 22, issue 13, pages 1053-1061, July, DOI: 10.1080/09603107.2011.637894.
    
    • António Afonso & João Tovar-Valles, 2011, "Measuring the Success of Fiscal Consolidations," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2011/22, Oct.
26. Jammazi, Rania & Aloui, Chaker, 2012, "Crude oil price forecasting: Experimental evidence from wavelet decomposition and neural network modeling," Energy Economics, Elsevier, volume 34, issue 3, pages 828-841, DOI: 10.1016/j.eneco.2011.07.018.
27. Jammazi, Rania, 2012, "Oil shock transmission to stock market returns: Wavelet-multivariate Markov switching GARCH approach," Energy, Elsevier, volume 37, issue 1, pages 430-454, DOI: 10.1016/j.energy.2011.11.011.
    
    • Rania Jammazi, 2014, "Oil Shock Transmission to Stock Market Returns: Wavelet Multivariate Markov Switching GARCH Approach," Working Papers, Department of Research, Ipag Business School, number 2014-197, Jan.
28. Jammazi, Rania, 2012, "Cross dynamics of oil-stock interactions: A redundant wavelet analysis," Energy, Elsevier, volume 44, issue 1, pages 750-777, DOI: 10.1016/j.energy.2012.05.017.
29. Farhan Akbar & Irfan Kazi & Thierry Chauveau, 2012, "Active portfolio strategies to manage exchange rate risk exposure related to external debt portfolio of pakistan," Economics Bulletin, AccessEcon, volume 32, issue 1, pages 1-8.
30. Goenka, Aditya & Le Van, Cuong & Nguyen, Manh-Hung, 2012, "Existence Of Competitive Equilibrium In An Optimal Growth Model With Heterogeneous Agents And Endogenous Leisure," Macroeconomic Dynamics, Cambridge University Press, volume 16, issue S1, pages 33-51, April.
    
    • Aditya Goenka & Cuong Le Van & Manh-Hung Nguyen, 2012, "Existence of competitive equilibrium in an optimal growth model with heterogeneous agents and endogenous leisure," Working Papers, Development and Policies Research Center (DEPOCEN), Vietnam, number 121.
    • Aditya Goenka & Cuong Le Van & Manh-Hung Nguyen, 2011, "Existence of competitive equilibrium in an optimal growth model with heterogeneous agents and endogenous leisure," Working Papers, Development and Policies Research Center (DEPOCEN), Vietnam, number 110.
    • Cuong Le Van & Manh-Hung Nguyen, 2008, "Existence of competitive equilibrium in an optimal growth model with heterogeneous agents and endogenous leisure," Working Papers, Development and Policies Research Center (DEPOCEN), Vietnam, number 45, Jun.
    • Aditya Goenka & Cuong Le Van & Manh-Hung Nguyen, 2011, "Existence of competitive equilibrium in an optimal growth model with heterogeneous agents and endogenous leisure," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00593945, Apr.
    • Aditya Goenka & Cuong Le Van & Manh-Hung Nguyen, 2011, "Existence of competitive equilibrium in an optimal growth model with heterogeneous agents and endogenous leisure," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00639739, Nov, DOI: 10.1017/S1365100511000587.
    • Aditya Goenka & Cuong Le Van & Manh-Hung Nguyen, 2011, "Existence of competitive equilibrium in an optimal growth model with heterogeneous agents and endogenous leisure," Post-Print, HAL, number halshs-00593945, Apr.
    • Aditya Goenka & Cuong Le Van & Manh-Hung Nguyen, 2011, "Existence of competitive equilibrium in an optimal growth model with heterogeneous agents and endogenous leisure," Post-Print, HAL, number halshs-00639739, Nov, DOI: 10.1017/S1365100511000587.
    • Aditya Goenka & Cuong Le Van & Manh-Hung Nguyen, 2011, "Existence of competitive equilibrium in an optimal growth model with heterogeneous agents and endogenous leisure," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-00639739, Nov, DOI: 10.1017/S1365100511000587.
    • LE VAN Cuong & NGUYEN Manh-Hung, 2008, "Existence of competitive equilibrium in an optimal growth model with heterogeneous agents and endogenous leisure," LERNA Working Papers, LERNA, University of Toulouse, number 08.24.268, Sep.
    • Goenka, Aditya & Le Van, Cuong & Nguyen, Manh-Hung, 2010, "Existence of competitive equilibrium in an optimal growth model with heterogeneous agents and endogenous leisure," LERNA Working Papers, LERNA, University of Toulouse, number 10-24-330, Dec.
    • Aditya Goenka & Cuong Le Van & Manh-Hung Nguyen, 2011, "Existence of competitive equilibrium in an optimal growth model with heterogeneous agents and endogenous leisure," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 11023, Apr, DOI: 10.1017/S1365100511000587.
    • Goenka, Aditya & Le Van, Quang & Nguyen, Manh-Hung, 2010, "Existence of competitive equilibrium in an optimal growth model with heterogeneous agents and endogenous leisure," TSE Working Papers, Toulouse School of Economics (TSE), number 10-211, Dec.
31. Thai-Ha Le & Youngho Chang, 2012, "Oil Price Shocks and Gold Returns," International Economics, CEPII research center, issue 131, pages 71-104.
32. Günter Coenen & Christopher J. Erceg & Charles Freedman & Davide Furceri & Michael Kumhof & René Lalonde & Douglas Laxton & Jesper Lindé & Annabelle Mourougane & Dirk Muir & Susanna Mursula & Carlos d, 2012, "Effects of Fiscal Stimulus in Structural Models," American Economic Journal: Macroeconomics, American Economic Association, volume 4, issue 1, pages 22-68, January.
    
    • Mr. Michael Kumhof & Mr. Dirk V Muir & Carlos de Resende & Jan in ‘t Veld & René Lalonde & Davide Furceri & Annabelle Mourougane & John Roberts & Stephen Snudden & Mathias Trabandt & Günter Coenen & S, 2010, "Effects of Fiscal Stimulus in Structural Models," IMF Working Papers, International Monetary Fund, number 2010/073, Mar.
33. Furceri, Davide & Mourougane, Annabelle, 2012, "The effect of financial crises on potential output: New empirical evidence from OECD countries," Journal of Macroeconomics, Elsevier, volume 34, issue 3, pages 822-832, DOI: 10.1016/j.jmacro.2012.05.010.
    
    • Davide Furceri & Annabelle Mourougane, 2009, "The Effect of Financial Crises on Potential Output: New Empirical Evidence from OECD Countries," OECD Economics Department Working Papers, OECD Publishing, number 699, May, DOI: 10.1787/224126122024.
34. Davide Furceri & Annabelle Mourougane, 2012, "How Do Institutions Affect Structural Unemployment in Times of Crises?," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 59, issue 4, pages 393-419.
    
    • Davide Furceri & Annabelle Mourougane, 2009, "How do Institutions Affect Structural Unemployment in Times of Crises?," OECD Economics Department Working Papers, OECD Publishing, number 730, Nov, DOI: 10.1787/220734255421.
35. Jean-Yves Moisseron & El Mouhoud Mouhoub, 2012, "Introduction. Économie politique des dynamiques institutionnelles dans le monde arabe," Revue Tiers-Monde, Armand Colin, volume 0, issue 4, pages 7-17.
36. Cherif Omari & Jean-Yves Moisseron & Arlène Alpha, 2012, "L'agriculture algérienne face aux défis alimentaires. Trajectoire historique et perspectives," Revue Tiers-Monde, Armand Colin, volume 0, issue 2, pages 123-141.
37. Jean-Yves Moisseron & Manar Bayoumi, 2012, "La Méditerranée comme concept et représentation," Revue Tiers-Monde, Armand Colin, volume 0, issue 1, pages 179-196.
38. Bhatti, M. Ishaq & Nguyen, Cuong C., 2012, "Diversification evidence from international equity markets using extreme values and stochastic copulas," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 22, issue 3, pages 622-646, DOI: 10.1016/j.intfin.2012.02.004.
39. Nguyen, Cuong C. & Bhatti, M. Ishaq, 2012, "Copula model dependency between oil prices and stock markets: Evidence from China and Vietnam," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 22, issue 4, pages 758-773, DOI: 10.1016/j.intfin.2012.03.004.
40. Andrea Attar & Eloisa Campioni & Gwenaël Piaser & Uday Rajan, 2012, "Competing mechanism games of moral hazard: communication and robustness," Review of Economic Design, Springer;Society for Economic Design, volume 16, issue 4, pages 283-296, December, DOI: 10.1007/s10058-012-0116-8.
    
    • Andrea Attar & Eloisa Campioni & Gwenael Piaser & Uday Rajan, 2011, "Competing Mechanism Games of Moral Hazard: Communication and Robustness," CEIS Research Paper, Tor Vergata University, CEIS, number 196, Jun, revised 10 Jun 2011.
41. Mili, Mehdi & Sahut, Jean-Michel & Teulon, Frédéric, 2012, "Non linear and asymmetric linkages between real growth in the Euro area and global financial market conditions: New evidence," Economic Modelling, Elsevier, volume 29, issue 3, pages 734-741, DOI: 10.1016/j.econmod.2012.01.008.
42. Jean-michel Sahut & Medhi Mili & Frédéric Teulon, 2012, "What is the linkage between real growth in the Euro area and global financial market conditions?," Economics Bulletin, AccessEcon, volume 32, issue 3, pages 2464-2480.
    
    • Jean-Michel Sahut & Medhi Mili & Frédéric Teulon, 2014, "What is the linkage between real growth in the Euro area and global financial market conditions ?," Working Papers, Department of Research, Ipag Business School, number 2014-324, Jan.
43. Pauline Barrieu & Nadine Bellamy & Jean-Michel Sahut, 2012, "Assessing the Costs of Protection in a Context of Switching Stochastic Regimes," Applied Mathematical Finance, Taylor & Francis Journals, volume 19, issue 6, pages 495-511, December, DOI: 10.1080/1350486X.2011.642615.
    
    • Barrieu, Pauline & Bellamy, Nadine & Sahut, Jean-Michel, 2012, "Assessing the costs of protection in a context of switching stochastic regimes," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 42431.
44. Medhi Mili & Jean-Michel Sahut & Fred�ric Teulon, 2012, "New evidence of the expectation hypothesis of interest rates: a flexible nonlinear approach," Applied Financial Economics, Taylor & Francis Journals, volume 22, issue 2, pages 165-176, January, DOI: 10.1080/09603107.2011.607127.
45. Guglielmo Maria Caporale & Christophe Rault & Robert Sova & Anamaria Sova, 2012, "European free trade agreements and trade balance: Evidence from four new European Union members," The Journal of International Trade & Economic Development, Taylor & Francis Journals, volume 21, issue 6, pages 839-863, January, DOI: 10.1080/09638199.2011.555562.
46. Arouri, Mohamed El Hedi & Caporale, Guglielmo Maria & Rault, Christophe & Sova, Robert & Sova, Anamaria, 2012, "Environmental Regulation and Competitiveness: Evidence from Romania," Ecological Economics, Elsevier, volume 81, issue C, pages 130-139, DOI: 10.1016/j.ecolecon.2012.07.001.
    
    • Mohamed El Hedi Arouri & Guglielmo Maria Caporale & Christophe Rault & Robert Sova & Anamaria Sova, 2012, "Environmental Regulation and Competitiveness: Evidence from Romania," CESifo Working Paper Series, CESifo, number 3916.
    • Caporale, Guglielmo Maria & Rault, Christophe & Sova, Robert & Sova, Anamaria, 2010, "Environmental Regulation and Competitiveness: Evidence from Romania," IZA Discussion Papers, IZA Network @ LISER, number 5029, Jun.
    • Guglielmo Caporale & Christophe Rault & Robert Sova & Anamaria Sova, 2010, "Environmental Regulation and Competitiveness: Evidence from Romania," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp995, Jun.
47. Agliardi, Elettra & Agliardi, Rossella & Pinar, Mehmet & Stengos, Thanasis & Topaloglou, Nikolas, 2012, "A new country risk index for emerging markets: A stochastic dominance approach," Journal of Empirical Finance, Elsevier, volume 19, issue 5, pages 741-761, DOI: 10.1016/j.jempfin.2012.08.003.
48. Stéphane Saussier & Phuong Tra Tran, 2012, "L'efficacité des contrats de partenariat en France : une première évaluation quantitative," Revue d'économie industrielle, De Boeck Université, volume 0, issue 4, pages 81-110.
    
    • Stéphane Saussier & Phuong Tra Tran, 2012, "L’efficacité des contrats de partenariat en France : une première évaluation quantitative," Post-Print, HAL, number halshs-01887741, Dec, DOI: 10.4000/rei.5480.
49. Maria-Lenuta CIUPAC-ULICI, 2012, "Do structural break tests identify capital increase?," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 14, pages 114-120, December.
50. Ioan Alin NISTOR & Maria-Lenuta CIUPAC-ULICI & Mircea-Cristian GHERMAN, 2012, "Stock markets liberalization affects volatility?," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 14, pages 45-51, December.
51. GHERMAN Mircea-Cristian & CIUPAC-ULICI Maria-Lenuta & COMAN Alexandru, 2012, "The Intensity Of Liberalization," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 0, issue 4, pages 290-296.
52. Radu Ioana & Nistor Ioan Alin & Ciupac-Ulici Maria Lenuþa, 2012, "Main Determinants of the Mutual Funds Dynamics in Romania before and after the Financial Crisis," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 1347-1352, Decembre.
53. Vu Hoang Linh, 2012, "Efficiency of rice farming households in Vietnam," International Journal of Development Issues, Emerald Group Publishing Limited, volume 11, issue 1, pages 60-73, April, DOI: 10.1108/14468951211213868.
54. Ian Coxhead & Vu Hoang Linh & Le Dong Tam, 2012, "Global market shocks and poverty in Vietnam: the case of rice," Agricultural Economics, International Association of Agricultural Economists, volume 43, issue 5, pages 575-592, September, DOI: j.1574-0862.2012.00604.x.
    
    • Coxhead, Ian A. & Linh, Vu Hoang & Tam, Le Dong, 2011, "Global Market Shocks and Poverty in Vietnam: The Case of Rice," Staff Papers, University of Wisconsin-Madison, Department of Agricultural and Applied Economics, number 116706, Jul, DOI: 10.22004/ag.econ.116706.
    • Ian Coxhead & Vu Hoang Linh & Le Dong Tam, 2012, "Global market shocks and poverty in Vietnam: the case of rice," Working Papers, Development and Policies Research Center (DEPOCEN), Vietnam, number 148.
    • Coxhead, Ian & Linh, Vu Hoang & Le, Dong Tam, 2011, "Global Market Shocks and Poverty in Vietnam: The Case of Rice," Staff Paper Series, University of Wisconsin, Agricultural and Applied Economics, number 559, Jul.
55. Vu Hoang Linh, 2012, "An overview of access to and inequality in the education system of Viet Nam," Asia-Pacific Development Journal, United Nations Economic and Social Commission for Asia and the Pacific (ESCAP), volume 19, issue 1, pages 37-62, June.
56. Chongcheul Cheong & Young‐Jae Kim & Seong‐Min Yoon, 2012, "Can We Predict Exchange Rate Movements at Short Horizons?," Journal of Forecasting, John Wiley & Sons, Ltd., volume 31, issue 7, pages 565-579, November.

2011

1. Boubaker Heni & Boutahar Mohamed, 2011, "A wavelet-based approach for modelling exchange rates," Statistical Methods & Applications, Springer;Società Italiana di Statistica, volume 20, issue 2, pages 201-220, June, DOI: 10.1007/s10260-010-0152-x.
2. Bonato, Matteo, 2011, "Robust estimation of skewness and kurtosis in distributions with infinite higher moments," Finance Research Letters, Elsevier, volume 8, issue 2, pages 77-87, June.
3. Andrea Calabrò & Mariateresa Torchia, 2011, "Conflict of interests and governance mechanisms in Italian local public utilities," Banca Impresa Società, Società editrice il Mulino, issue 1, pages 105-136.
4. Mariateresa Torchia & Andrea Calabrò & Morten Huse, 2011, "Women Directors on Corporate Boards: From Tokenism to Critical Mass," Journal of Business Ethics, Springer, volume 102, issue 2, pages 299-317, August, DOI: 10.1007/s10551-011-0815-z.
5. Chateauneuf, Alain & Ventura, Caroline, 2011, "Partial probabilistic information," Journal of Mathematical Economics, Elsevier, volume 47, issue 1, pages 22-28, January.
   
   • Alain Chateauneuf & Caroline Ventura, 2011, "Partial probabilistic information," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00685404, Jan, DOI: 10.1016/j.jmateco.2010.09.007.
   • Alain Chateauneuf & Caroline Ventura, 2011, "Partial probabilistic information," Post-Print, HAL, number hal-00685404, Jan, DOI: 10.1016/j.jmateco.2010.09.007.
   • Alain Chateauneuf & Caroline Ventura, 2011, "Partial probabilistic information," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-00685404, Jan, DOI: 10.1016/j.jmateco.2010.09.007.
6. Michèle Cohen & Alain Chateauneuf & Eric Danan & Thibault Gajdos & Raphaël Giraud & Meglena Jeleva & Fabrice Philippe & Jean-Marc Tallon & Jean-Christophe Vergnaud, 2011, "Tribute to Jean-Yves Jaffray," Theory and Decision, Springer, volume 71, issue 1, pages 1-10, July, DOI: 10.1007/s11238-010-9210-y.
7. Alain Chateauneuf & Thibault Gajdos & Jean-Yves Jaffray, 2011, "Regular updating," Theory and Decision, Springer, volume 71, issue 1, pages 111-128, July, DOI: 10.1007/s11238-010-9203-x.
   
   • Alain Chateauneuf & Thibault Gajdos Preuss & Jean-Yves Jaffray, 2011, "Regular updating," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00455779, Jul, DOI: 10.1007/s11238-010-9203-x.
   • Alain Chateauneuf & Thibault Gajdos Preuss & Jean-Yves Jaffray, 2011, "Regular updating," Post-Print, HAL, number hal-00455779, Jul, DOI: 10.1007/s11238-010-9203-x.
   • Alain Chateauneuf & Thibault Gajdos Preuss & Jean-Yves Jaffray, 2011, "Regular updating," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-00455779, Jul, DOI: 10.1007/s11238-010-9203-x.
8. Luciano Castro & Alain Chateauneuf, 2011, "Ambiguity aversion and trade," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 48, issue 2, pages 243-273, October, DOI: 10.1007/s00199-011-0642-6.
   
   • Luciano de Castro & Alain Chateauneuf, 2011, "Ambiguity aversion and trade," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00685408, Oct, DOI: 10.1007/s00199-011-0642-6.
   • Luciano de Castro & Alain Chateauneuf, 2011, "Ambiguity aversion and trade," Post-Print, HAL, number hal-00685408, Oct, DOI: 10.1007/s00199-011-0642-6.
   • Luciano de Castro & Alain Chateauneuf, 2011, "Ambiguity aversion and trade," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-00685408, Oct, DOI: 10.1007/s00199-011-0642-6.
   • Alain Chateauneuf & Luciano I. de Castro, 2011, "Ambiguity Aversion and Trade," Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science, number 1526, Apr.
9. Rangan Gupta, 2011, "Growth-Effects of Inflation Targeting: The Role of Financial Sector Development," Annals of Economics and Finance, Society for AEF, volume 12, issue 1, pages 65-87, May.
   
   • Rangan Gupta, 2006, "Growth-Effects of Inflation Targeting: The Role of Financial Sector Development," Working Papers, University of Pretoria, Department of Economics, number 200610, Mar.
10. Rangan Gupta & Alain Kabundi, 2011, "Forecasting Macroeconomic Variables Using Large Datasets: Dynamic Factor Model versus Large-Scale BVARs," Indian Economic Review, Department of Economics, Delhi School of Economics, volume 46, issue 1, pages 23-40.
    
    • Rangan Gupta & Alain Kabundi, 2008, "Forecasting Macroeconomic Variables Using Large Datasets: Dynamic Factor Model versus Large-Scale BVARs," Working Papers, University of Pretoria, Department of Economics, number 200816, Jun.
11. Balcilar, Mehmet & Gupta, Rangan & Shah, Zahra B., 2011, "An in-sample and out-of-sample empirical investigation of the nonlinearity in house prices of South Africa," Economic Modelling, Elsevier, volume 28, issue 3, pages 891-899, May.
    
    • Mehmet Balcilar & Rangan Gupta & Zahra Shah, 2010, "An In-Sample and Out-of-Sample Empirical Investigation of the Nonlinearity in House Prices of South Africa," Working Papers, University of Pretoria, Department of Economics, number 201008, Mar.
12. Gupta, Rangan & Kabundi, Alain & Miller, Stephen M., 2011, "Forecasting the US real house price index: Structural and non-structural models with and without fundamentals," Economic Modelling, Elsevier, volume 28, issue 4, pages 2013-2021, July.
    
    • Rangan Gupta & Alan Kabundi & Stephen M. Miller, 2010, "Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals," Working Papers, University of Nevada, Las Vegas , Department of Economics, number 1001, Dec.
    • Rangan Gupta & Alain Kabundi & Stephen M. Miller, 2009, "Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals," Working Papers, University of Pretoria, Department of Economics, number 200927, Dec.
    • Rangan Gupta & Alain Kabundi & Stephen M. Miller, 2009, "Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals," Working papers, University of Connecticut, Department of Economics, number 2009-42, Dec.
13. Gupta, Rangan & Kabundi, Alain, 2011, "A large factor model for forecasting macroeconomic variables in South Africa," International Journal of Forecasting, Elsevier, volume 27, issue 4, pages 1076-1088, October.
14. Sonali Das & Rangan Gupta & Alain Kabundi, 2011, "Forecasting regional house price inflation: a comparison between dynamic factor models and vector autoregressive models," Journal of Forecasting, John Wiley & Sons, Ltd., volume 30, issue 2, pages 288-302, March.
15. Rangan Gupta & Emmanuel Ziramba, 2011, "Is the Permanent Income Hypothesis Really Well-Suited for Forecasting?," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, volume 37, issue 2, pages 165-177.
16. Rangan Gupta, 2011, "Currency Substitution and Financial Repression," International Economic Journal, Taylor & Francis Journals, volume 25, issue 1, pages 47-61, DOI: 10.1080/10168731003753875.
    
    • Rangan Gupta, 2008, "Currency Substitution and Financial Repression," Working Papers, University of Pretoria, Department of Economics, number 200806, Apr.
    • Rangan Gupta, 2008, "Currency Substitution and Financial Repression," ERSA Working Paper Series, Economic Research Southern Africa, number 070, Feb.
17. Riona Arjoon & Mariëtte Botes & Laban K. Chesang & Rangan Gupta, 2011, "The long-run relationship between inflation and real stock prices: empirical evidence from South Africa," Journal of Business Economics and Management, Taylor & Francis Journals, volume 13, issue 4, pages 600-613, July, DOI: 10.3846/16111699.2011.620162.
    
    • Riona Arjoon & Mariette Botes & Laban K. Chesang & Rangan Gupta, 2010, "The Long-Run Relationship between Inflation and Real Stock Prices: Empirical Evidence from South Africa," Working Papers, University of Pretoria, Department of Economics, number 201028, Dec.
18. Sonali Das & Rangan Gupta & Patrick Kanda, 2011, "International Articles: Bubbles In South African House Prices And Their Impact On Consumption," Journal of Real Estate Literature, Taylor & Francis Journals, volume 19, issue 1, pages 69-91, January, DOI: 10.1080/10835547.2011.12090282.
19. Rangan Gupta & Alain Kabundi & Stephen Miller, 2011, "Using Large Data Sets to Forecast House Prices: A Case Study of Twenty U.S. States," Journal of Housing Research, Taylor & Francis Journals, volume 20, issue 2, pages 161-190, January, DOI: 10.1080/10835547.2011.12092042.
20. Bhar, Ramaprasad & Hammoudeh, Shawkat, 2011, "Commodities and financial variables: Analyzing relationships in a changing regime environment," International Review of Economics & Finance, Elsevier, volume 20, issue 4, pages 469-484, October.
21. Hammoudeh, Shawkat & Chen, Li-Hsueh & Yuan, Yuan, 2011, "Asymmetric convergence and risk shift in the TED spreads," The North American Journal of Economics and Finance, Elsevier, volume 22, issue 3, pages 277-297, DOI: 10.1016/j.najef.2011.05.001.
22. Hammoudeh, Shawkat & Sari, Ramazan, 2011, "Financial CDS, stock market and interest rates: Which drives which?," The North American Journal of Economics and Finance, Elsevier, volume 22, issue 3, pages 257-276, DOI: 10.1016/j.najef.2011.04.001.
23. Hammoudeh, Shawkat & Malik, Farooq & McAleer, Michael, 2011, "Risk management of precious metals," The Quarterly Review of Economics and Finance, Elsevier, volume 51, issue 4, pages 435-441, DOI: 10.1016/j.qref.2011.07.002.
    
    • Shawkat Hammoudeh & Farooq Malik & Michael McAleer, 2010, "Risk Management of Precious Metals," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/37, May.
    • Hammoudeh, S.M. & Malik, F. & McAleer, M.J., 2010, "Risk management of precious metals," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-48, Jul.
    • Shawkat Hammoudeh & Farooq Malik & Michael McAleer, 2011, "Risk Management of Precious Metals," KIER Working Papers, Kyoto University, Institute of Economic Research, number 765, Mar.
    • Shawkat Hammoudeh & Farooq Malik & Michael McAleer, 2011, "Risk Management of Precious Metals," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2011-04.
24. Chen, Li-Hsueh & Hammoudeh, Shawkat & Yuan, Yuan, 2011, "Asymmetric convergence in US financial credit default swap sector index markets," The Quarterly Review of Economics and Finance, Elsevier, volume 51, issue 4, pages 408-418, DOI: 10.1016/j.qref.2011.06.001.
25. António Afonso & João Jalles, 2011, "Appraising fiscal reaction functions," Economics Bulletin, AccessEcon, volume 31, issue 4, pages 3320-3330.
    
    • António Afonso & João Tovar-Valles, 2011, "Appraising fiscal reaction functions," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2011/23, Oct.
26. Joao Tovar Jalles, 2011, "The Impact Of Democracy And Corruption On The Debt-Growth Relationship In Developing Countries," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, volume 36, issue 4, pages 41-72, December.
27. khaled GUESMI & Irfan Kazi & Farhan Akbar, 2011, "Measuring stock market volatility in oecd economy," Economics Bulletin, AccessEcon, volume 31, issue 4, pages 1-58.
28. Irfan akbar Kazi & Hakimzadi Wagan & Farhan Akbar, 2011, "The changing international transmission of us monetary policy shocks: is there evidence of contagion effect on oecd countries," Economics Bulletin, AccessEcon, volume 31, issue 4, pages 1-49.
    
    • Kazi, Irfan Akbar & Wagan, Hakimzadi & Akbar, Farhan, 2013, "The changing international transmission of U.S. monetary policy shocks: Is there evidence of contagion effect on OECD countries," Economic Modelling, Elsevier, volume 30, issue C, pages 90-116, DOI: 10.1016/j.econmod.2012.07.020.
    • Irfan Akbar Kazi & Hakimzadi Wagan & Farhan Akbar, 2012, "The changing international transmission of US monetary policy shocks: is there evidence of contagion effect on OECD countries," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2012-27.
29. Irfan Akbar Kazi & Hakimzadi Wagan & Farhan Akbar, 2011, "Identifying interdependency among monetary policy, exchange rates, reits and stock markets during the period of global financial crisis in oecd countries," Economics Bulletin, AccessEcon, volume 31, issue 3, pages 1-42.
30. Imen Khanchel El Mehdi & Souad Seboui, 2011, "Corporate diversification and earnings management," Review of Accounting and Finance, Emerald Group Publishing Limited, volume 10, issue 2, pages 176-196, May, DOI: 10.1108/14757701111129634.
31. Erol, Selman & Le Van, Cuong & Saglam, Cagri, 2011, "Existence, optimality and dynamics of equilibria with endogenous time preference," Journal of Mathematical Economics, Elsevier, volume 47, issue 2, pages 170-179, March.
    
    • Cuong Le Van & Cagri Saglam & Selman Erol, 2011, "Existence, Optimality and Dynamics of Equilibria with Endogenous Time Preference," Working Papers, Development and Policies Research Center (DEPOCEN), Vietnam, number 94.
    • Cuong Le Van & Cagri Saglam & Selman Erol, 2011, "Existence, Optimality and Dynamics of Equilibria with Endogenous Time Preference," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00639731, Mar.
    • Cuong Le Van & Cagri Saglam & Selman Erol, 2011, "Existence, Optimality and Dynamics of Equilibria with Endogenous Time Preference," Post-Print, HAL, number halshs-00639731, Mar.
    • Cuong Le Van & Cagri Saglam & Selman Erol, 2011, "Existence, Optimality and Dynamics of Equilibria with Endogenous Time Preference," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-00639731, Mar.
32. Dogan, Erol & Le Van, Cuong & Saglam, Cagri, 2011, "Optimal timing of regime switching in optimal growth models: A Sobolev space approach," Mathematical Social Sciences, Elsevier, volume 61, issue 2, pages 97-103, March.
    
    • Erol Dogan & Cuong Le Van & Cagri Saglam, 2010, "Optimal timing of regime switching in optimal growth models: A Sobolev space approach," Working Papers, Development and Policies Research Center (DEPOCEN), Vietnam, number 90.
    • Cuong Le Van & Erol Dogan & Cagri Saglam, 2011, "Optimal timing of regime switching in optimal growth models: A Sobolev space approach," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00639729, Mar, DOI: 10.1016/j.mathsocsci.2010.11.005.
    • Cuong Le Van & Erol Dogan & Cagri Saglam, 2011, "Optimal timing of regime switching in optimal growth models: A Sobolev space approach," Post-Print, HAL, number halshs-00639729, Mar, DOI: 10.1016/j.mathsocsci.2010.11.005.
    • Cuong Le Van & Erol Dogan & Cagri Saglam, 2011, "Optimal timing of regime switching in optimal growth models: A Sobolev space approach," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-00639729, Mar, DOI: 10.1016/j.mathsocsci.2010.11.005.
33. Thai-Ha Le & Youngho Chang, 2011, "Oil and gold: correlation or causation?," Economics Bulletin, AccessEcon, volume 31, issue 3, pages 1-31.
    
    • Thai-Ha Le & Youngho Chang, 2011, "Oil And Gold: Correlation Or Causation?," Working Papers, Development and Policies Research Center (DEPOCEN), Vietnam, number 113.
    • Le, Thai-Ha & Chang, Youngho, 2011, "Oil and gold: correlation or causation?," MPRA Paper, University Library of Munich, Germany, number 31795, Jun.
34. Ahmed Taneem Muzaffar & S. S. M. Sadrul Huda, 2011, "Does Corruption Lead To Welfare Loss? An Empirical Evidence From Real Estate Sector of Bangladesh," Organizations and Markets in Emerging Economies, Faculty of Economics, Vilnius University, volume 2, issue 1.
35. Thang Ngoc Nguyen & Quang Truong & Dirk Buyens, 2011, "Training and firm performance in economies in transition: a comparison between Vietnam and China," Asia Pacific Business Review, Taylor & Francis Journals, volume 17, issue 1, pages 103-119, January, DOI: 10.1080/13602381003773982.
36. Quang Nguyen, 2011, "Does nurture matter: Theory and experimental investigation on the effect of working environment on risk and time preferences," Journal of Risk and Uncertainty, Springer, volume 43, issue 3, pages 245-270, December, DOI: 10.1007/s11166-011-9130-4.
37. Sahut, Jean-Michel & Mili, Mehdi, 2011, "Banking distress in MENA countries and the role of mergers as a strategic policy to resolve distress," Economic Modelling, Elsevier, volume 28, issue 1, pages 138-146, DOI: 10.1016/j.econmod.2010.09.017.
    
    • Sahut, Jean-Michel & Mili, Mehdi, 2011, "Banking distress in MENA countries and the role of mergers as a strategic policy to resolve distress," Economic Modelling, Elsevier, volume 28, issue 1-2, pages 138-146, January.
38. Jean‐Michel Sahut & Sandrine Boulerne & Frédéric Teulon, 2011, "Do IFRS provide better information about intangibles in Europe?," Review of Accounting and Finance, Emerald Group Publishing Limited, volume 10, issue 3, pages 267-290, August, DOI: 10.1108/14757701111155798.
    
    • Sandrine Boulerne & Jean-Michel Sahut & Frédéric Teulon, 2011, "Do IFRS provide better information about intangibles in Europe ?," Post-Print, HAL, number halshs-02099254, DOI: 10.1108/1475770lllll55798.
    • Jean-Michel Sahut & Sandrine Boulerne & Frederic Teulon, 2014, "Do IFRS Provide Better Information About Intangibles in Europe ?," Working Papers, Department of Research, Ipag Business School, number 2014-361, Jan.
39. Lorne N. Switzer & Yu Cao, 2011, "Shareholder interests vs board of director members' interests and company performance," Review of Accounting and Finance, Emerald Group Publishing Limited, volume 10, issue 3, pages 228-245, August, DOI: 10.1108/14757701111155770.
40. Topaloglou, Nikolas & Vladimirou, Hercules & Zenios, Stavros A., 2011, "Optimizing international portfolios with options and forwards," Journal of Banking & Finance, Elsevier, volume 35, issue 12, pages 3188-3201, DOI: 10.1016/j.jbankfin.2011.05.003.
41. Angela-Maria Filip & Daniela Georgeta Beju & Maria-Miruna Pochea & Maria Ulici, 2011, "Cost Of Capital Estimation For Major Corporations. Evidence On Best Practice," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania / Editura Economica, volume 5, issue 5(558)(su, pages 273-277, July.
42. Ioan Alin NISTOR & Maria-Lenuta ULICI & Anca NAN, 2011, "The Impact of Capital Account Liberalization on Romanian Financial Account," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 13, pages 125-132, December.
43. Maria-Lenuta ULICI & Ioan Alin NISTOR, 2011, "Financial Liberalization and Stock Market Efficiency," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 13, pages 154-160, December.
44. Vu, Linh & Glewwe, Paul, 2011, "Impacts of Rising Food Prices on Poverty and Welfare in Vietnam," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, volume 36, issue 01, pages 1-14, April, DOI: 10.22004/ag.econ.105512.
    
    • Linh Vu Hoang & Paul Glewwe, 2009, "Impacts of Rising Food Prices on Poverty and Welfare in Vietnam," Working Papers, Development and Policies Research Center (DEPOCEN), Vietnam, number 65.
45. Linh Vu & Bob Baulch, 2011, "Assessing Alternative Poverty Proxy Methods in Rural Vietnam," Oxford Development Studies, Taylor & Francis Journals, volume 39, issue 3, pages 339-367, September, DOI: 10.1080/13600818.2011.599207.
46. Suyeol Ryu & Seong‐Min Yoon, 2011, "Monotone strong increases in risk and their comparative statics," International Journal of Economic Theory, The International Society for Economic Theory, volume 7, issue 3, pages 269-281, September, DOI: j.1742-7363.2011.00163.x.
47. Kang, Sang Hoon & Jiang, Zhuhua & Cheong, Chongcheul & Yoon, Seong-Min, 2011, "Changes of firm size distribution: The case of Korea," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 390, issue 2, pages 319-327, DOI: 10.1016/j.physa.2010.10.007.
48. Kang, Sang Hoon & Cheong, Chongcheul & Yoon, Seong-Min, 2011, "Structural changes and volatility transmission in crude oil markets," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 390, issue 23, pages 4317-4324, DOI: 10.1016/j.physa.2011.06.056.
49. Sang Hoon Kang & Seong-Min Yoon, 2011, "The Global Financial Crisis and the Integration of Emerging Stock Markets in Asia," East Asian Economic Review, Korea Institute for International Economic Policy, volume 15, issue 4, pages 49-72, DOI: 10.11644/KIEP.JEAI.2011.15.4.239.

2010

1. Andrea Calabrò, 2010, "The Privatization Process and Its Effects on the Italian Accountability System," DSI Essays Series, DSI - Dipartimento di Studi sull'Impresa, volume 11.
2. Chateauneuf, Alain & Ventura, Caroline, 2010, "The no-trade interval of Dow and Werlang: Some clarifications," Mathematical Social Sciences, Elsevier, volume 59, issue 1, pages 1-14, January.
   
   • Alain Chateauneuf & Caroline Ventura, 2010, "The no-trade interval of Dow and Werlang: Some clarifications," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00634653, Jan, DOI: 10.1016/j.mathsocsci.2009.09.008.
   • Alain Chateauneuf & Caroline Ventura, 2008, "The no-trade interval of Dow and Werlang : some clarifications," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00341174, Jul.
   • Alain Chateauneuf & Caroline Ventura, 2009, "The no-trade interval of Dow and Werlang : some clarifications," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00442861, Feb.
   • Alain Chateauneuf & Caroline Ventura, 2010, "The no-trade interval of Dow and Werlang: Some clarifications," Post-Print, HAL, number hal-00634653, Jan, DOI: 10.1016/j.mathsocsci.2009.09.008.
   • Alain Chateauneuf & Caroline Ventura, 2008, "The no-trade interval of Dow and Werlang : some clarifications," Post-Print, HAL, number halshs-00341174, Jul.
   • Alain Chateauneuf & Caroline Ventura, 2009, "The no-trade interval of Dow and Werlang : some clarifications," Post-Print, HAL, number halshs-00442861, Feb.
   • Alain Chateauneuf & Caroline Ventura, 2010, "The no-trade interval of Dow and Werlang: Some clarifications," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-00634653, Jan, DOI: 10.1016/j.mathsocsci.2009.09.008.
   • Alain Chateauneuf & Caroline Ventura, 2009, "The no-trade interval of Dow and Werlang: some clarifications," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 09083, Feb, DOI: 10.1016/j.mathsocsci.2009.09.008.
   • Alain Chateauneuf & Caroline Ventura, 2008, "The no-trade interval of Dow and Werlang: some clarifications," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number b08065, Jul, DOI: 10.1016/j.mathsocsci.2009.09.008.
3. Manel Guechtouli, 2010, "E-HRM’s Impact on an Environmental Scanning Process: How Can Technology Support the Selection of Information?," International Journal of Technology and Human Interaction (IJTHI), IGI Global Scientific Publishing, volume 6, issue 3, pages 53-66, July.
4. Albert H. de Wet & Reneé van Eyden & Rangan Gupta, 2010, "Loan Portfolio Conditional Loss Estimation Using an Error-Correcting Macroeconometric Model," The African Finance Journal, Africagrowth Institute, volume 12, issue 2, pages 28-49.
5. Rangan Gupta & Josine Uwilingiye, 2010, "Dynamic Time Inconsistency And The South African Reserve Bank," South African Journal of Economics, Economic Society of South Africa, volume 78, issue 1, pages 76-88, March, DOI: 10.1111/j.1813-6982.2010.01234.x.
6. Rangan Gupta & Cobus Vermeulen, 2010, "Private and Public Health Expenditures in an Endogenous Growth Model with Inflation Targeting," Annals of Economics and Finance, Society for AEF, volume 11, issue 1, pages 139-153, May.
   
   • Rangan Gupta & Cobus Vermeulen, 2010, "Private and Public Health Expenditures in an Endogenous Growth Model with Inflation Targeting," Working Papers, University of Pretoria, Department of Economics, number 201001, Feb.
7. Sonali DAS , Rangan GUPTA & Patrick A. KAYA, 2010, "Convergence Of Metropolitan House Prices In South Africa: A Re-Examination Using Efficient Unit Root Tests," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 10, issue 1.
   
   • Sonali Das & Rangan Gupta & Patrick Agu Kaya, 2009, "Convergence of Metropolitan House Prices in South Africa: A Re-Examination Using Efficient Unit Root Tests," Working Papers, University of Pretoria, Department of Economics, number 200922, Oct.
8. Gupta, Rangan & Jurgilas, Marius & Kabundi, Alain, 2010, "The effect of monetary policy on real house price growth in South Africa: A factor-augmented vector autoregression (FAVAR) approach," Economic Modelling, Elsevier, volume 27, issue 1, pages 315-323, January.
   
   • Rangan Gupta & Marius Jurgilas & Alain Kabundi, 2009, "The Effect Of Monetary Policy On Real House Price Growth In South Africa: A Factor Augmented Vector Autoregression (Favar) Approach," Working Papers, University of Pretoria, Department of Economics, number 200905, Jan.
9. Guangling “Dave” Liu & Rangan Gupta & Eric Schaling, 2010, "Forecasting the South African economy: a hybrid‐DSGE approach," Journal of Economic Studies, Emerald Group Publishing Limited, volume 37, issue 2, pages 181-195, May, DOI: 10.1108/01443581011043573.
10. Rangan Gupta & Alain Kabundi, 2010, "The effect of monetary policy on house price inflation," Journal of Economic Studies, Emerald Group Publishing Limited, volume 37, issue 6, pages 616-626, November, DOI: 10.1108/01443581011086657.
11. Rangan Gupta & Alain Kabundi, 2010, "Forecasting macroeconomic variables in a small open economy: a comparison between small- and large-scale models," Journal of Forecasting, John Wiley & Sons, Ltd., volume 29, issue 1-2, pages 168-185, DOI: 10.1002/for.1143.
    
    • Rangan Gupta & Alain Kabundi, 2008, "Forecasting Macroeconomic Variables in a Small Open Economy: A Comparison between Small- and Large-Scale Models," Working Papers, University of Pretoria, Department of Economics, number 200830, Sep.
12. Rangan Gupta & Alain Kabundi & Mampho Modise, 2010, "Has the SARB become more effective post inflation targeting?," Economic Change and Restructuring, Springer, volume 43, issue 3, pages 187-204, August, DOI: 10.1007/s10644-009-9083-7.
    
    • Rangan Gupta & Alain Kabundi & Mampho P. Modise, 2009, "Has the SARB Become More Effective Post Inflation Targeting?," Working Papers, University of Pretoria, Department of Economics, number 200925, Nov.
13. Rangan Gupta & Sonali Das, 2010, "Predicting Downturns in the US Housing Market: A Bayesian Approach," The Journal of Real Estate Finance and Economics, Springer, volume 41, issue 3, pages 294-319, October, DOI: 10.1007/s11146-008-9163-x.
    
    • Rangan Gupta & Sonali Das, 2008, "Predicting Downturns in the US Housing Market: A Bayesian Approach," Working Papers, University of Pretoria, Department of Economics, number 200821, Jun.
14. Rangan Gupta & Alain Kabundi & Emmanuel Ziramba, 2010, "The Effect Of Defense Spending On Us Output: A Factor Augmented Vector Autoregression (Favar) Approach," Defence and Peace Economics, Taylor & Francis Journals, volume 21, issue 2, pages 135-147, DOI: 10.1080/10242690903569056.
    
    • Rangan Gupta & Alain Kabundi & Emmanuel Ziramba, 2009, "The Effect Of Defense Spending On Us Output: A Factor Augmented Vector Autoregression (Favar) Approach," Working Papers, University of Pretoria, Department of Economics, number 200911, Mar.
15. Rangan Gupta & Emmanuel Ziramba, 2010, "Optimal public policy with endogenous mortality," Journal of Economic Policy Reform, Taylor and Francis Journals, volume 13, issue 3, pages 241-249, DOI: 10.1080/17487870.2010.503085.
    
    • Rangan Gupta & Emmanuel Ziramba, 2008, "Optimal Public Policy with Endogenous Mortality," Working Papers, University of Pretoria, Department of Economics, number 200829, Aug.
16. Sonali Das & Rangan Gupta & Alain Kabundi, 2010, "The Blessing of Dimensionality in Forecasting Real House Price Growth in the Nine Census Divisions of the U.S," Journal of Housing Research, Taylor & Francis Journals, volume 19, issue 1, pages 89-109, January, DOI: 10.1080/10835547.2010.12092016.
    
    • Sonali Das & Rangan Gupta & Alain Kabundi, 2009, "The Blessing Of Dimensionality In Forecasting Real House Price Growth In The Nine Census Divisions Of The Us," Working Papers, University of Pretoria, Department of Economics, number 200902, Jan.
17. Rangan Gupta & Christian Tipoy & Sonali Das, 2010, "Could We Have Predicted the Recent Downturn in Home Sales in the Four U.S. Census Regions?," Journal of Housing Research, Taylor & Francis Journals, volume 19, issue 2, pages 111-128, January, DOI: 10.1080/10835547.2010.12092026.
    
    • Rangan Gupta & Christian K. Tipoy & Sonali Das, 2009, "Could We Have Predicted the Recent Downturn in Home Sales of the Four US Census Regions?," Working Papers, University of Pretoria, Department of Economics, number 200926, Dec.
18. Hammoudeh, Shawkat & Yuan, Yuan & Chiang, Thomas & Nandha, Mohan, 2010, "Symmetric and asymmetric US sector return volatilities in presence of oil, financial and economic risks," Energy Policy, Elsevier, volume 38, issue 8, pages 3922-3932, August.
19. Sari, Ramazan & Hammoudeh, Shawkat & Soytas, Ugur, 2010, "Dynamics of oil price, precious metal prices, and exchange rate," Energy Economics, Elsevier, volume 32, issue 2, pages 351-362, March.
20. Choi, Kyongwook & Hammoudeh, Shawkat, 2010, "Volatility behavior of oil, industrial commodity and stock markets in a regime-switching environment," Energy Policy, Elsevier, volume 38, issue 8, pages 4388-4399, August.
21. Hammoudeh, Shawkat & Bhar, Ramaprasad & Thompson, Mark A., 2010, "Re-examining the dynamic causal oil-macroeconomy relationship," International Review of Financial Analysis, Elsevier, volume 19, issue 4, pages 298-305, September.
22. Hammoudeh, Shawkat M. & Yuan, Yuan & McAleer, Michael & Thompson, Mark A., 2010, "Precious metals-exchange rate volatility transmissions and hedging strategies," International Review of Economics & Finance, Elsevier, volume 19, issue 4, pages 633-647, October.
    
    • Shawkat Hammoudeh & Yuan Yuan & Michael McAleer & Mark A. Thompson, 2009, "Precious Metals-Exchange Rate Volatility Transmissions and Hedging Strategies," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-187, Oct.
    • Hammoudeh, S.M. & Yuan, Y. & McAleer, M.J. & Thompson, M.A., 2009, "Precious Metals-Exchange Rate Volatility Transmissions and Hedging Strategies," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2009-38, Nov.
    • Shawkat Hammoudeh & Yuan Yuan & Michael McAleer & Mark A. Thompson, 2009, "Precious Metals-Exchange Rate Volatility Transmissions and Hedging Strategies," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-684, Oct.
23. Joao Tovar Jalles, 2010, "Does democracy foster or hinder growth? Extreme-type political regimes in a large panel," Economics Bulletin, AccessEcon, volume 30, issue 2, pages 1359-1372.
24. Jalles, João Tovar, 2010, "How to measure innovation? New evidence of the technology-growth linkage," Research in Economics, Elsevier, volume 64, issue 2, pages 81-96, June.
25. João Tovar Jalles, 2010, "Inter‐country trade dependence and inflation transmission mechanisms," International Journal of Development Issues, Emerald Group Publishing Limited, volume 9, issue 3, pages 198-213, September, DOI: 10.1108/14468951011073299.
26. Jammazi, Rania & Aloui, Chaker, 2010, "Wavelet decomposition and regime shifts: Assessing the effects of crude oil shocks on stock market returns," Energy Policy, Elsevier, volume 38, issue 3, pages 1415-1435, March.
27. Dana, R.A. & Le Van, C., 2010, "Overlapping risk adjusted sets of priors and the existence of efficient allocations and equilibria with short-selling," Journal of Economic Theory, Elsevier, volume 145, issue 6, pages 2186-2202, November.
    
    • Rose-Anne Dana & Cuong Le Van, 2010, "Overlapping risk adjusted sets of priors and the existence of efficient allocations and equilibria with short-selling," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00470670, Nov, DOI: 10.1016/j.jet.2010.08.002.
28. Le Van, Cuong & Schubert, Katheline & Nguyen, Tu Anh, 2010, "With exhaustible resources, can a developing country escape from the poverty trap?," Journal of Economic Theory, Elsevier, volume 145, issue 6, pages 2435-2447, November.
    
    • Cuong Le Van & Katheline Schubert & Tu Anh Nguyen, 2007, "With Exhaustible Resources, Can A Developing Country Escape From The Poverty Trap?," Working Papers, Development and Policies Research Center (DEPOCEN), Vietnam, number 15, Jul.
    • Cuong Le Van & Katheline Schubert & Tu-Anh Nguyen, 2007, "With exhaustible resources, can a developing country escape from the poverty trap?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00203180, Jul.
    • Cuong Le Van & Katheline Schubert & Tu-Anh Nguyen, 2010, "With Exhaustible Resources, Can A Developing Country Escape From The Poverty Trap?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00470655, Nov, DOI: 10.1016/j.jet.2010.07.005.
    • Cuong Le Van & Katheline Schubert & Tu-Anh Nguyen, 2007, "With exhaustible resources, can a developing country escape from the poverty trap?," Post-Print, HAL, number halshs-00203180, Jul.
    • Cuong Le Van & Katheline Schubert & Tu-Anh Nguyen, 2010, "With Exhaustible Resources, Can A Developing Country Escape From The Poverty Trap?," Post-Print, HAL, number halshs-00470655, Nov, DOI: 10.1016/j.jet.2010.07.005.
    • Cuong Le Van & Katheline Schubert & Tu-Anh Nguyen, 2010, "With Exhaustible Resources, Can A Developing Country Escape From The Poverty Trap?," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-00470655, Nov, DOI: 10.1016/j.jet.2010.07.005.
    • Cuong Le Van & Katheline Schubert & Tu Anh Nguyen, 2007, "With exhaustible resources, can a developing country escape from the poverty trap?," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number v07075, Jul, DOI: 10.1016/j.jet.2010.07.005.
29. Cuong Le Van & Tu-Anh Nguyen & Manh-Hung Nguyen & Thai Luong, 2010, "New Technology, Human Capital, and Growth in a Developing Country," Mathematical Population Studies, Taylor & Francis Journals, volume 17, issue 4, pages 215-241, DOI: 10.1080/08898480.2010.514852.
    
    • Cuong Le Van & Tu-Anh Nguyen & Manh-Hung Nguyen & Thai Bao Luong, 2010, "New Technology, Human Capital and Growth in a Developing Country," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00470647, Dec, DOI: 10.1080/08898480.2010.514852.
    • Cuong Le Van & Tu-Anh Nguyen & Manh-Hung Nguyen & Thai Bao Luong, 2010, "New Technology, Human Capital and Growth in a Developing Country," Post-Print, HAL, number halshs-00470647, Dec, DOI: 10.1080/08898480.2010.514852.
    • Cuong Le Van & Tu-Anh Nguyen & Manh-Hung Nguyen & Thai Bao Luong, 2010, "New Technology, Human Capital and Growth in a Developing Country," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-00470647, Dec, DOI: 10.1080/08898480.2010.514852.
30. Davide Furceri & Annabelle Mourougane, 2010, "Structural indicators: A critical review," OECD Journal: Economic Studies, OECD Publishing, volume 2010, issue 1, pages 1-34, DOI: 10.1787/eco_studies-2010-5kmh5xphhn.
31. Davide Furceri & Annabelle Mourougane, 2010, "Une lecture de la crise à la lumière des crises passées," Économie et Statistique, Programme National Persée, volume 438, issue 1, pages 19-42, DOI: 10.3406/estat.2010.9589.
    
    • Davide Furceri & Annabelle Mourougane, 2010, "Une lecture de la crise à la lumière des crises passées," Post-Print, HAL, number hal-05606304.
32. Sofia Johan & Dorra Najar, 2010, "The Role of Corruption, Culture, and Law in Investment Fund Manager Fees," Journal of Business Ethics, Springer, volume 95, issue 2, pages 147-172, September, DOI: 10.1007/s10551-011-0852-7.
33. Tomomi Tanaka & Colin F. Camerer & Quang Nguyen, 2010, "Risk and Time Preferences: Linking Experimental and Household Survey Data from Vietnam," American Economic Review, American Economic Association, volume 100, issue 1, pages 557-571, March.
34. Attar, Andrea & Campioni, Eloisa & Piaser, Gwenaël & Rajan, Uday, 2010, "On multiple-principal multiple-agent models of moral hazard," Games and Economic Behavior, Elsevier, volume 68, issue 1, pages 376-380, January.
    
    • Andrea Attar & Eloisa Campioni & Gwenaël Piaser & Uday Rajan, 2007, "On multiple-principal multiple-agent models of moral hazard," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 07-01.
35. Jean-michel Sahut, 2010, "A Flexible Non Linear Model to Test the Expectation Hypothesis of Interest Rates," Economics Bulletin, AccessEcon, volume 30, issue 3, pages 2297-2311.
    
    • Jean-Michel Sahut, 2014, "A Flexible Non Linear Model to Test the Expectation Hypothesis of Interest Rates," Working Papers, Department of Research, Ipag Business School, number 2014-352, Jan.
36. Jean-michel Sahut & Medhi Mili, 2010, "Are Mergers a Solution to Bank Distress in MENA Countries?," Economics Bulletin, AccessEcon, volume 30, issue 4, pages 2627-2641.
    
    • Jean-Michel Sahut & Mehdi Mili, 2014, "Are Mergers a Solution to Bank Distress in MENA Countries ?," Working Papers, Department of Research, Ipag Business School, number 2014-349, Jan.
37. Switzer, Lorne N., 2010, "The behaviour of small cap vs. large cap stocks in recessions and recoveries: Empirical evidence for the United States and Canada," The North American Journal of Economics and Finance, Elsevier, volume 21, issue 3, pages 332-346, December.
38. Lorne N. Switzer & Haibo Fan, 2010, "Limit Orders, Trading Activity, and Transactions Costs in Equity Futures in an Electronic Trading Environment," International Econometric Review (IER), Economic Research Association, volume 2, issue 1, pages 11-35, April.
39. Bala Arshanapalli & William Nelson & Lorne Switzer, 2010, "The effects of macroeconomic announcements on equity returns and their connections to Fama-French factors," Applied Financial Economics, Taylor & Francis Journals, volume 20, issue 16, pages 1257-1267, DOI: 10.1080/09603107.2010.485925.
40. Scaillet, Olivier & Topaloglou, Nikolas, 2010, "Testing for Stochastic Dominance Efficiency," Journal of Business & Economic Statistics, American Statistical Association, volume 28, issue 1, pages 169-180.
    
    • Olivier Scaillet & Nikolas Topaloglou, 2005, "Testing for Stochastic Dominance Efficiency," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp154, Jul.
    • Nikolas Topaloglou & Olivier Scaillet & University of Geneva, 2006, "Testing foe Stochastic Dominance Efficiency," Computing in Economics and Finance 2006, Society for Computational Economics, number 74, Jul.
41. Ioan NISTOR & Maria ULICI, 2010, "Banking crisis. Case of U.S. banks versus UK banks," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 11, pages 26-34, May.
42. Nistor Ioan & Ulici (Ciupac-Ulici) Maria & Schiau (Macavei) Laura Liana, 2010, "Impact Of Financial Crisis On Construction Firm`S Cost Of Capital," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 2, pages 616-622, December.
43. Ioan Nistor & Mirela Pintea & Maria Ulici, 2010, "The Implications Of The Global Crisis On The Financial Performances Of The Romanian Banking System," Analele Stiintifice ale Universitatii "Alexandru Ioan Cuza" din Iasi - Stiinte Economice (1954-2015), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, volume 2010, pages 149-160, july.
44. Ioan NISTOR & Maria ULICI, 2010, "The impact of Lehman Brothers on Romanian banks listed on BVB," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 12, pages 21-28, December.
45. Kang, Sang Hoon & Jiang, Zhuhua & Lee, Yeonjeong & Yoon, Seong-Min, 2010, "Weather effects on the returns and volatility of the Shanghai stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 389, issue 1, pages 91-99, DOI: 10.1016/j.physa.2009.09.010.
46. Kang, Sang Hoon & Cheong, Chongcheul & Yoon, Seong-Min, 2010, "Contemporaneous aggregation and long-memory property of returns and volatility in the Korean stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 389, issue 21, pages 4844-4854, DOI: 10.1016/j.physa.2010.06.040.
47. Kang, Sang Hoon & Cheong, Chongcheul & Yoon, Seong-Min, 2010, "Long memory volatility in Chinese stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 389, issue 7, pages 1425-1433, DOI: 10.1016/j.physa.2009.12.004.
48. Sang Hoon Kang & Seong-Min Yoon, 2010, "Sudden Changes and Persistence in Volatility of Korean Equity Sector Returns," Korean Economic Review, Korean Economic Association, volume 26, pages 431-451.

2009

1. Yingying Zhang & Simon Dolan & Tony Lingham & Yochanan Altman, 2009, "International Strategic Human Resource Management: A Comparative Case Analysis of Spanish Firms in China," Management and Organization Review, The International Association for Chinese Management Research, volume 5, issue 2, pages 195-222, July.
   
   • Zhang, Yingying & Dolan, Simon & Lingham, Tony & Altman, Yochanan, 2009, "International Strategic Human Resource Management: A Comparative Case Analysis of Spanish Firms in China," Management and Organization Review, Cambridge University Press, volume 5, issue 2, pages 195-222, July.
2. Yong Han & Yochanan Altman, 2009, "Supervisor and Subordinate Guanxi: A Grounded Investigation in the People’s Republic of China," Journal of Business Ethics, Springer, volume 88, issue 1, pages 91-104, April, DOI: 10.1007/s10551-008-9827-8.
3. Andrea Calabrò & Valentina Ferraro & Silvia Testarmata, 2009, "The Governance of New Immigrants Inflow: from Emergency Management to Social Inclusion Policies. The Case Study of the Municipality of Rome," DSI Essays Series, DSI - Dipartimento di Studi sull'Impresa, volume 3.
4. Andrea Calabrò & Emiliano Di Carlo & Francesco Ranalli, 2009, "Which Conflict? Understanding Conflicts inside the Board of Directors," DSI Essays Series, DSI - Dipartimento di Studi sull'Impresa, volume 8.
5. Andrea Calabrò & Emiliano Di Carlo, 2009, "The Role of IPO in Internationalization Process of Family Business. The Italian Case of the Burani Family. Is it a Black Swan?," DSI Essays Series, DSI - Dipartimento di Studi sull'Impresa, volume 9.
6. Andrea Calabro & Donata Mussolino & Morten Huse, 2009, "The role of board of directors in the internationalisation process of small and medium sized family businesses," International Journal of Globalisation and Small Business, Inderscience Enterprises Ltd, volume 3, issue 4, pages 393-411.
7. Chateauneuf, Alain & Faro, José Heleno, 2009, "Ambiguity through confidence functions," Journal of Mathematical Economics, Elsevier, volume 45, issue 9-10, pages 535-558, September.
   
   • Alain Chateauneuf & José Heleno Faro, 2009, "Ambiguity through confidence functions," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00634651, Sep, DOI: 10.1016/j.jmateco.2009.05.001.
   • Alain Chateauneuf & José Heleno Faro, 2009, "Ambiguity through confidence functions," Post-Print, HAL, number hal-00634651, Sep, DOI: 10.1016/j.jmateco.2009.05.001.
   • Alain Chateauneuf & José Heleno Faro, 2009, "Ambiguity through confidence functions," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-00634651, Sep, DOI: 10.1016/j.jmateco.2009.05.001.
8. Rangan Gupta, 2009, "Bayesian Methods Of Forecasting Inventory Investment," South African Journal of Economics, Economic Society of South Africa, volume 77, issue 1, pages 113-126, March, DOI: 10.1111/j.1813-6982.2009.01199.x.
9. Thabo M. Mokoena & Rangan Gupta & Reneé Van Eyden, 2009, "Testing For Ppp Using Sadc Real Exchange Rates," South African Journal of Economics, Economic Society of South Africa, volume 77, issue 3, pages 351-362, September, DOI: 10.1111/j.1813-6982.2009.01220.x.
   
   • Thabo Mokoena & Rangan Gupta & Renee van Eyden, 2008, "Testing for PPP Using SADC Real Exchange Rates," Working Papers, University of Pretoria, Department of Economics, number 200822, Jun.
10. Thabo M. Mokoena & Rangan Gupta & Reneé Van Eyden, 2009, "Testing For Fractional Integration In Southern African Development Community Real Exchange Rates," South African Journal of Economics, Economic Society of South Africa, volume 77, issue 4, pages 531-537, December, DOI: 10.1111/j.1813-6982.2009.01224.x.
11. Rangan Gupta, 2009, "Financial Liberalization and a Possible Growth-Inflation Trade-Off," Indian Economic Review, Department of Economics, Delhi School of Economics, volume 44, issue 1, pages 1-19, July.
    
    • Rangan Gupta, 2006, "Financial Liberalization and a Possible Growth-Inflation Trade-Off," Working Papers, University of Pretoria, Department of Economics, number 200617, Aug.
12. Thabo M. Mokoena & Gupta, R. & Van Eyden, R., 2009, "Half-Life Deviations from PPP in the South African Development Community (SADC)," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 9, issue 1.
13. de Wet, Albertus H. & van Eyden, Reneé & Gupta, Rangan, 2009, "Linking global economic dynamics to a South African-specific credit risk correlation model," Economic Modelling, Elsevier, volume 26, issue 5, pages 1000-1011, September.
    
    • Albert H. De Wet & Renee´ Van Eyden & Rangan Gupta, 2007, "Linking Global Economic Dynamics to a South African-Specific Credit Risk Correlation Model," Working Papers, University of Pretoria, Department of Economics, number 200719, Sep.
14. Das, Sonali & Gupta, Rangan & Kabundi, Alain, 2009, "Could we have predicted the recent downturn in the South African housing market?," Journal of Housing Economics, Elsevier, volume 18, issue 4, pages 325-335, December.
    
    • Sonali Das & Rangan Gupta & Alain Kabundi, 2008, "Could We Have Predicted The Recent Downturn In The South African Housing Market?," Working Papers, University of Pretoria, Department of Economics, number 200831, Oct.
15. Rangan Gupta & Emmanuel Ziramba, 2009, "Tax evasion and financial repression: a reconsideration using endogenous growth models," Journal of Economic Studies, Emerald Group Publishing Limited, volume 36, issue 6, pages 660-674, October, DOI: 10.1108/01443580911001788.
    
    • Rangan Gupta & Emmanuel Ziramba, 2008, "Tax Evasion and Financial Repression: A Reconsideration Using Endogenous Growth Models," Working Papers, University of Pretoria, Department of Economics, number 200808, May.
    • Emmanuel Ziramba & Rangan Gupta, 2008, "Tax evasion and financial repression: A reconsideration using endogenous growth models," ERSA Working Paper Series, Economic Research Southern Africa, number 081, May.
16. Guangling 'Dave' Liu & Rangan Gupta & Eric Schaling, 2009, "A New-Keynesian DSGE model for forecasting the South African economy," Journal of Forecasting, John Wiley & Sons, Ltd., volume 28, issue 5, pages 387-404, DOI: 10.1002/for.1103.
    
    • Guangling (Dave) Liu & Rangan Gupta & Eric Schaling, 2008, "A New-Keynesian DSGE Model for Forecasting the South African Economy," Working Papers, University of Pretoria, Department of Economics, number 200805, Apr.
17. Samrat Goswami & Rangan Gupta, 2009, "An Endogenous Growth Model of a Financially Repressed Small Open Economy," International Economic Journal, Taylor & Francis Journals, volume 23, issue 1, pages 143-161, DOI: 10.1080/10168730802696772.
    
    • Samrat Goswami & Rangan Gupta, 2006, "An Endogenous Growth Model of a Financially Repressed Small Open Economy," Working Papers, University of Pretoria, Department of Economics, number 200616, Jul.
18. R Gupta & K Komen, 2009, "Time Aggregation and the Contradictions with Causal Relationships: Can Economic Theory Come to the Rescue?," Studies in Economics and Econometrics, Taylor & Francis Journals, volume 33, issue 1, pages 16-27, April, DOI: 10.1080/10800379.2009.12106460.
    
    • Rangan Gupta & Kibii Komen, 2008, "Time Aggregation and the Contradictions with Causal Relationships: Can Economic Theory Come to the Rescue?," Working Papers, University of Pretoria, Department of Economics, number 200802, Feb.
19. R Gupta & J Uwilingiye, 2009, "Time Aggregation, Long-Run Money Demand and the Welfare Cost of Inflation," Studies in Economics and Econometrics, Taylor & Francis Journals, volume 33, issue 3, pages 95-109, December, DOI: 10.1080/10800379.2009.12106474.
    
    • Rangan Gupta & Josine Uwilingiye, 2008, "Time Aggregation, Long-Run Money Demand and the Welfare Cost of Inflation," Working Papers, University of Pretoria, Department of Economics, number 200825, Jul.
20. Soytas, Ugur & Sari, Ramazan & Hammoudeh, Shawkat & Hacihasanoglu, Erk, 2009, "World oil prices, precious metal prices and macroeconomy in Turkey," Energy Policy, Elsevier, volume 37, issue 12, pages 5557-5566, December.
21. Shawkat Hammoudeh & Ramazan Sari & Bradley T. Ewing, 2009, "Relationships Among Strategic Commodities And With Financial Variables: A New Look," Contemporary Economic Policy, Western Economic Association International, volume 27, issue 2, pages 251-264, April, DOI: 10.1111/j.1465-7287.2008.00126.x.
22. Hammoudeh, Shawkat M. & Yuan, Yuan & McAleer, Michael, 2009, "Shock and volatility spillovers among equity sectors of the Gulf Arab stock markets," The Quarterly Review of Economics and Finance, Elsevier, volume 49, issue 3, pages 829-842, August.
    
    • Hammoudeh, S.M. & Yuan, Y. & McAleer, M.J., 2008, "Shock and volatility spillovers among equity sectors of the Gulf Arab stock markets," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2008-29, Nov.
23. Shawkat HAMMOUDEH & Ramazan SARI & Eisa ALESIA, 2009, "GCC Petrodollar Surpluses and the US Current Account Imbalance," Ekonomik Yaklasim, Ekonomik Yaklasim Association, volume 20, issue 73, pages 39-54, DOI: 10.5455/ey.10695.
24. Joao Tovar Jalles, 2009, "Do Oil Prices Matter? The Case of a Small Open Economy," Annals of Economics and Finance, Society for AEF, volume 10, issue 1, pages 65-87, May.
25. Aloui, Chaker & Jammazi, Rania, 2009, "The effects of crude oil shocks on stock market shifts behaviour: A regime switching approach," Energy Economics, Elsevier, volume 31, issue 5, pages 789-799, September.
26. N. Hung & C. Le Van & P. Michel, 2009, "Non-convex aggregate technology and optimal economic growth," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 40, issue 3, pages 457-471, September, DOI: 10.1007/s00199-008-0376-2.
    
    • N. M. Hung & Cuong Le Van & P. Michel, 2008, "Non-convex Aggregate Technology and Optimal Economic Growth," Working Papers, Development and Policies Research Center (DEPOCEN), Vietnam, number 23.
    • Manh Nguyen Hung & Cuong Le Van & Philippe Michel, 2005, "Non-convex aggregative technology and optimal economic growth," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00197556, Dec.
    • Nguyen Manh Hung & Cuong Le Van & Philippe Michel, 2009, "Non-convex Aggregate Technology and Optimal Economic Growth," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00267100, Sep.
    • Manh Nguyen Hung & Cuong Le Van & Philippe Michel, 2005, "Non-convex aggregative technology and optimal economic growth," Post-Print, HAL, number halshs-00197556, Dec.
    • Nguyen Manh Hung & Cuong Le Van & Philippe Michel, 2009, "Non-convex Aggregate Technology and Optimal Economic Growth," Post-Print, HAL, number halshs-00267100, Sep.
    • Nguyen Manh Hung & Cuong Le Van & Philippe Michel, 2009, "Non-convex Aggregate Technology and Optimal Economic Growth," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-00267100, Sep.
    • N.M. Hung & C. Le Van & P. Michel, 2006, "Non-Convex Aggregate Technology and Optimal Economic Growth," Cahiers de recherche, Université Laval - Département d'économique, number 0603.
    • Manh Hung Nguyen & Cuong Le Van & Philippe Michel, 2005, "Non-convex aggregative technology and optimal economic growth," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1), number b05095, Dec.
27. Annabelle Mourougane & Lukas Vogel, 2009, "Speed of Adjustment to Selected Labour Market and Tax Reforms," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, volume 51, issue 4, pages 500-519, December.
    
    • Annabelle Mourougane & Lukas Vogel, 2008, "Speed of Adjustment to Selected Labour Market and Tax Reforms," OECD Economics Department Working Papers, OECD Publishing, number 647, Oct, DOI: 10.1787/234217500715.
28. Hong, Jacky F.L. & Nguyen, Thang V., 2009, "Knowledge embeddedness and the transfer mechanisms in multinational corporations," Journal of World Business, Elsevier, volume 44, issue 4, pages 347-356, October.
29. Nguyen Van Thang & Nick Freeman, 2009, "State-owned enterprises in Vietnam: are they 'crowding out' the private sector?," Post-Communist Economies, Taylor & Francis Journals, volume 21, issue 2, pages 227-247, DOI: 10.1080/14631370902778674.
30. Nguyen, Thang V. & Rose, Jerman, 2009, "Building trust--Evidence from Vietnamese entrepreneurs," Journal of Business Venturing, Elsevier, volume 24, issue 2, pages 165-182, March.
31. Nguyen, Quang & Leung, PingSun, 2009, "Do Fishermen Have Different Attitudes Toward Risk? An Application of Prospect Theory to the Study of Vietnamese Fishermen," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, volume 34, issue 3, pages 1-21, December, DOI: 10.22004/ag.econ.57624.
32. Nguyen, Quang & Leung, PingSun, 2009, "Choice of Remuneration Regime in Fisheries: The Case of Hawaii’s Longline Fisheries," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, volume 34, issue 3, pages 1-20, December, DOI: 10.22004/ag.econ.57625.
    
    • Nguyen, Quang, 2009, "choice of remuneration regime in fisheries: the case of Hawaii’s longline fisheries," MPRA Paper, University Library of Munich, Germany, number 13792, Mar.
33. Fredj Jawadi & Catherine Bruneau & Nadia Sghaier, 2009, "Nonlinear Cointegration Relationships Between Non‐Life Insurance Premiums and Financial Markets," Journal of Risk & Insurance, The American Risk and Insurance Association, volume 76, issue 3, pages 753-783, September, DOI: 10.1111/j.1539-6975.2009.01314.x.
34. Sova, Robert & Albu, Lucian Liviu & Stanciu, Ion & Sova, Anamaria, 2009, "Patterns of Foreign Direct Investment in the New EU Countries," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 6, issue 2, pages 42-51, June.
35. Guglielmo Caporale & Christophe Rault & Robert Sova & Anamaria Sova, 2009, "On the bilateral trade effects of free trade agreements between the EU-15 and the CEEC-4 countries," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 145, issue 2, pages 189-206, July, DOI: 10.1007/s10290-009-0011-8.
    
    • Guglielmo Caporale & Christophe Rault & Robert Sova & Anamaria Sova, 2009, "On the bilateral trade effects of free trade agreements between the EU-15 and the CEEC-4 countries," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 145, issue 3, pages 573-573, October, DOI: 10.1007/s10290-009-0020-7.
    • Guglielmo Maria Caporale & Christophe Rault & Robert Sova & Ana Maria Sova, 2008, "On the Bilateral Trade Effects of Free Trade Agreements between the EU-15 and the CEEC-4 Countries," CESifo Working Paper Series, CESifo, number 2419.
    • Guglielmo Maria Caporale & Christophe Rault & Ana Maria Sova & Robert Sova, 2008, "On the Bilateral Trade Effects of Free Trade Agreements between the EU-15 and the CEEC-4 Countries," Post-Print, HAL, number halshs-00363693, Jul.
    • Caporale, Guglielmo Maria & Rault, Christophe & Sova, Anamaria & Sova, Robert, 2008, "On the Bilateral Trade Effects of Free Trade Agreements between the EU-15 and the CEEC-4 Countries," IZA Discussion Papers, IZA Network @ LISER, number 3782, Oct.
36. Christophe Rault & Robert Sova & Ana Maria Sova, 2009, "Modelling international trade flows between CEEC and OECD countries," Applied Economics Letters, Taylor & Francis Journals, volume 16, issue 15, pages 1547-1554, DOI: 10.1080/13504850701564330.
    
    • Christophe Rault & Robert Sova & Ana Maria Sova, 2008, "Modeling International Trade Flows between CEEC and OECD Countries," CESifo Working Paper Series, CESifo, number 2282.
    • Christophe Rault & Ana Maria Sova & Robert Sova, 2008, "Modeling International Trade Flows Between CEEC and OECD Countries," Post-Print, HAL, number halshs-00202794.
37. Lorne N. Switzer & Hui Lin, 2009, "Corporate governance, compliance and valuation effects of Sarbanes-Oxley on US and foreign firms," International Journal of Business Governance and Ethics, Inderscience Enterprises Ltd, volume 4, issue 4, pages 400-426.
38. Nistor Ioan & Ulici Maria, 2009, "The Financial Crisis And The Impact Over The Sectors Of Economy," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 3, issue 1, pages 288-293, May.
39. Alexandru Todea & Maria Ulici & Simona Silaghi, 2009, "Adaptive Markets Hypothesis - Evidence from Asia-Pacific Financial Markets," The Review of Finance and Banking, Academia de Studii Economice din Bucuresti, Romania / Facultatea de Finante, Asigurari, Banci si Burse de Valori / Catedra de Finante, volume 1, issue 1, pages 007-013, December.
40. Ioan NISTOR & Maria ULICI, 2009, "Impact of financial crisis over the evolution of banks from the capital market," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 10, pages 22-31, December.
41. Ioan NISTOR & Maria ULICI & Mirela-Oana PINTEA, 2009, "The global financial crisis and its implications on the Romanian banking systems," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 9, pages 160-167, May.
42. Kent Olson & Linh Vu, 2009, "Economic efficiency in farm households: trends, explanatory factors, and estimation methods," Agricultural Economics, International Association of Agricultural Economists, volume 40, issue 5, pages 587-599, September, DOI: 10.1111/j.1574-0862.2009.00400.x.
43. Jungseek Hwang & Sungkyun Park & Sang Hoon Kang & Suyeol Ryu & Seong-Min Yoon, 2009, "Volatility Dynamics Of Euro–Dollar Foreign Exchange Market," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania / Editura Economica, volume 12, issue 12(541)(s, pages 756-762, December.
44. Seong-Min Yoon & Sang Hoon Kang & Sung-Jin Cho & Gyun Woo & Jeong-Hoon Ji, 2009, "Forecasting Long-Memory Volatility Of The Australian Futures Market," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania / Editura Economica, volume 12, issue 12(541)(s, pages 763-770, December.
45. Sang Hoon Kang & Hwan-Gue Cho & Suyeol Ryu & Seong-Min Yoon & Sung-Jin Cho, 2009, "Value-At-Risk Analysis Of Kospi 200 Sector Indices," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania / Editura Economica, volume 12, issue 12(541)(s, pages 771-777, December.
46. Kang, Sang Hoon & Kang, Sang-Mok & Yoon, Seong-Min, 2009, "Forecasting volatility of crude oil markets," Energy Economics, Elsevier, volume 31, issue 1, pages 119-125, January.
47. Kang, Sang Hoon & Cho, Hwan-Gue & Yoon, Seong-Min, 2009, "Modeling sudden volatility changes: Evidence from Japanese and Korean stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 388, issue 17, pages 3543-3550, DOI: 10.1016/j.physa.2009.05.028.
48. Yoon, Seong-Min & Kang, Sang Hoon, 2009, "Weather effects on returns: Evidence from the Korean stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 388, issue 5, pages 682-690, DOI: 10.1016/j.physa.2008.11.017.
49. Sang Hoon Kang & Seong-Min Yoon, 2009, "Value-at-Risk Analysis for Asian Emerging Markets: Asymmetry and Fat Tails in Returns Innovation," Korean Economic Review, Korean Economic Association, volume 25, pages 387-411.
50. Sang Hoon Kang & Seong-Min Yoon, 2009, "Modeling and Forecasting the Volatility of Eastern European Emerging Markets," East Asian Economic Review, Korea Institute for International Economic Policy, volume 13, issue 1, pages 113-132, DOI: 10.11644/KIEP.JEAI.2009.13.1.198.

2008

1. Carole Poirel & Dominique Bonet Fernandez, 2008, "La stratégie de distribution multiple À la recherche de synergies entre canal physique et canal virtuel," Revue française de gestion, Lavoisier, volume 0, issue 2, pages 155-170.
2. Basili, Marcello & Chateauneuf, Alain & Fontini, Fulvio, 2008, "Precautionary principle as a rule of choice with optimism on windfall gains and pessimism on catastrophic losses," Ecological Economics, Elsevier, volume 67, issue 3, pages 485-491, October.
   
   • Marcello Basili & Alain Chateauneuf & Fulvio Fontini, 2008, "Precautionary principle as a rule of choice with optimism on windfall gains and pessimism on catatrophic losses," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00273211, Oct, DOI: 10.1016/j.ecolecon.2007.12.030.
   • Marcello Basili & Alain Chateauneuf & Fulvio Fontini, 2008, "Precautionary principle as a rule of choice with optimism on windfall gains and pessimism on catatrophic losses," Post-Print, HAL, number hal-00273211, Oct, DOI: 10.1016/j.ecolecon.2007.12.030.
3. Chateauneuf, A. & Grabisch, M. & Rico, A., 2008, "Modeling attitudes toward uncertainty through the use of the Sugeno integral," Journal of Mathematical Economics, Elsevier, volume 44, issue 11, pages 1084-1099, December.
   
   • Alain Chateauneuf & Michel Grabisch & Agnès Rico, 2008, "Modeling attitudes toward uncertainty through the use of the Sugeno integral," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00327700, Dec, DOI: 10.1016/j.jmateco.2007.09.003.
   • Alain Chateauneuf & Michel Grabisch & Agnès Rico, 2008, "Modeling attitudes toward uncertainty through the use of the Sugeno integral," Post-Print, HAL, number halshs-00327700, Dec, DOI: 10.1016/j.jmateco.2007.09.003.
4. Aouani, Zaier & Chateauneuf, Alain, 2008, "Exact capacities and star-shaped distorted probabilities," Mathematical Social Sciences, Elsevier, volume 56, issue 2, pages 185-194, September.
   
   • Zaier Aouani & Alain Chateauneuf, 2008, "Exact Capacities and Star-Shaped Distorted Probabilities," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00271367, Sep, DOI: 10.1016/j.mathsocsci.2008.01.006.
   • Zaier Aouani & Alain Chateauneuf, 2008, "Exact Capacities and Star-Shaped Distorted Probabilities," Post-Print, HAL, number hal-00271367, Sep, DOI: 10.1016/j.mathsocsci.2008.01.006.
   • Zaier Aouani, 2004, "Exact capacities and star shaped distorted probabilities," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1), number b04117, Dec.
5. G. Carlier & R. Dana, 2008, "Two-persons efficient risk-sharing and equilibria for concave law-invariant utilities," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 36, issue 2, pages 189-223, August, DOI: 10.1007/s00199-007-0266-z.
6. Abderrazak Dhaoui, 2008, "R&D diversification in MNCs: Between earnings management and shareholders increasing wealth," Journal of Business Economics and Management, Taylor & Francis Journals, volume 9, issue 3, pages 199-205, June, DOI: 10.3846/1611-1699.2008.9.199-205.
7. Serge Amabile & Manel Guechtouli, 2008, "Veille et sélection de l’information:intégrer les acteurs dans le développement de filtres informationnels intelligents," Revue Finance Contrôle Stratégie, revues.org, volume 11, issue 3, pages 189-215, September.
8. Widad Guechtouli, 2008, "Prior Knowledge Versus Constructed Knowledge: What Impact On Learning?," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., volume 11, issue 02, pages 289-302, DOI: 10.1142/S0219525908001635.
9. Rangan Gupta & Emmanuel Ziramba, 2008, "Costly Tax Enforcement and Financial Repression," Economic Notes, Banca Monte dei Paschi di Siena SpA, volume 37, issue 2, pages 141-154, July, DOI: 10.1111/j.1468-0300.2008.00194.x.
   
   • Rangan Gupta & Emmanuel Ziramba, 2008, "Costly Tax Enforcement and Financial Repression," Working Papers, University of Pretoria, Department of Economics, number 200818, Jun.
   • Emmanuel Ziramba & Rangan Gupta, 2008, "Costly tax enforcement and financial repression," ERSA Working Paper Series, Economic Research Southern Africa, number 099, Oct.
10. Rangan Gupta & Josine Uwilingiye, 2008, "Measuring The Welfare Cost Of Inflation In South Africa," South African Journal of Economics, Economic Society of South Africa, volume 76, issue 1, pages 16-25, March, DOI: 10.1111/j.1813-6982.2008.00159.x.
    
    • Rangan Gupta & Josine Uwilingiye, 2008, "Measuring the Welfare Cost of Inflation in South Africa," Working Papers, University of Pretoria, Department of Economics, number 200804, Mar.
    • Josine Uwilingiye & Rangan Gupta, 2008, "Measuring the welfare cost of inflation in South Africa," ERSA Working Paper Series, Economic Research Southern Africa, number 068, Feb.
11. Rangan Gupta & Sonali Das, 2008, "Spatial Bayesian Methods Of Forecasting House Prices In Six Metropolitan Areas Of South Africa," South African Journal of Economics, Economic Society of South Africa, volume 76, issue 2, pages 298-313, June, DOI: 10.1111/j.1813-6982.2008.00191.x.
    
    • Rangan Gupta & Sonali Das, 2008, "Spatial Bayesian Methods of Forecasting House Prices in Six Metropolitan Areas of South Africa," Working Papers, University of Pretoria, Department of Economics, number 200813, Jun.
12. Gupta, Rangan, 2008, "Tax evasion and financial repression," Journal of Economics and Business, Elsevier, volume 60, issue 6, pages 517-535.
    
    • Rangan Gupta, 2005, "Tax Evasion and Financial Repression," Working papers, University of Connecticut, Department of Economics, number 2005-34, Jul, revised Jun 2007.
13. Hammoudeh, Shawkat & Yuan, Yuan, 2008, "Metal volatility in presence of oil and interest rate shocks," Energy Economics, Elsevier, volume 30, issue 2, pages 606-620, March.
14. Hammoudeh, Shawkat & Li, Huimin, 2008, "Sudden changes in volatility in emerging markets: The case of Gulf Arab stock markets," International Review of Financial Analysis, Elsevier, volume 17, issue 1, pages 47-63.
15. Bhar, Ramaprasad & Hammoudeh, Shawkat & Thompson, Mark A., 2008, "Component structure for nonstationary time series: Application to benchmark oil prices," International Review of Financial Analysis, Elsevier, volume 17, issue 5, pages 971-983, December.
16. Allouch, Nizar & Le Van, Cuong, 2008, "Walras and dividends equilibrium with possibly satiated consumers," Journal of Mathematical Economics, Elsevier, volume 44, issue 9-10, pages 907-918, September.
    
    • Allouch, Nizar & Le Van, Cuong, 2009, "Erratum to "Walras and dividends equilibrium with possibly satiated consumers"," Journal of Mathematical Economics, Elsevier, volume 45, issue 3-4, pages 320-328, March.
    • Nizar Allouch & Cuong Le Van, 2008, "Walras and dividends equilibrium with possibly satiated consumers," Working Papers, Development and Policies Research Center (DEPOCEN), Vietnam, number 26, Jan.
    • Nizar Allouch & Cuong Le Van, 2008, "Walras and dividends equilibrium with possibly satiated consumers," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00101189, Sep, DOI: 10.1016/j.jmateco.2006.09.005.
    • Nizar Allouch & Cuong Le Van, 2008, "Walras and dividends equilibrium with possibly satiated consumers," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00241543, Jan.
    • Nizar Allouch & Cuong Le Van, 2008, "Walras and dividends equilibrium with possibly satiated consumers," Post-Print, HAL, number halshs-00101189, Sep, DOI: 10.1016/j.jmateco.2006.09.005.
    • Nizar Allouch & Cuong Le Van, 2008, "Walras and dividends equilibrium with possibly satiated consumers," Post-Print, HAL, number halshs-00241543, Jan.
    • Nizar Allouch & Cuong Le Van, 2008, "Walras and dividends equilibrium with possibly satiated consumers," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number b08010, Jan, DOI: 10.1016/j.jmateco.2006.09.005.
    • Nizar Allouch & Cuong Le Van, 2006, "Walras and Dividends Equilibrium with Possibly Satiated Consumers," Working Papers, Queen Mary University of London, School of Economics and Finance, number 555, Mar.
17. Hippolyte d’Albis & Pascal Gourdel & Cuong Le Van, 2008, "Existence of solutions in continuous-time optimal growth models," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 37, issue 2, pages 321-333, November, DOI: 10.1007/s00199-007-0294-8.
    
    • Hippolyte d'Albis & Pascal Gourdel & Cuong Le Van, 2008, "Existence of Solutions in Continuous-time Optimal Growth Models," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00177269, Nov, DOI: 10.1007/s00199-007-0294-8.
    • Hippolyte d'Albis & Pascal Gourdel & Cuong Le Van, 2004, "Existence of Solutions in Continuous-time Optimal Growth Models," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-03330885, Jun.
    • Hippolyte d'Albis & Pascal Gourdel & Cuong Le Van, 2008, "Existence of Solutions in Continuous-time Optimal Growth Models," Post-Print, HAL, number halshs-00177269, Nov, DOI: 10.1007/s00199-007-0294-8.
    • Hippolyte d'Albis & Pascal Gourdel & Cuong Le Van, 2004, "Existence of Solutions in Continuous-time Optimal Growth Models," Post-Print, HAL, number halshs-03330885, Jun.
    • D'ALBIS Hippolyte & GOURDEL Pascal & LE VAN Cuong, 2007, "Existence of Solutions in Continuous-time Optimal Growth Models," LERNA Working Papers, LERNA, University of Toulouse, number 07.11.232, Aug.
    • Hippolyte d'Albis & Pascal Gourdel & Cuong Le Van, 2004, "Existence of solutions in continuous-time optimal growth models," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1), number b04063, Jun.
18. Anh Ngoc Nguyen & Ngoc Quang Pham & Chuc Dinh Nguyen & Nhat Duc Nguyen, 2008, "Innovation and exports in Vietnam's SME sector," The European Journal of Development Research, Taylor and Francis Journals, volume 20, issue 2, pages 262-280, DOI: 10.1080/09578810802060801.
19. Louis Eeckhoudt & Maurice Marchand & Pierre Pestieau & Gwenaël Piaser, 2008, "Vaccination versus “wait and treat”: how to subsidize them?," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), volume 9, issue 1, pages 33-39, February, DOI: 10.1007/s10198-006-0026-1.
    
    • EECKHOUDT, Louis & MARCHAND, Maurice & PESTIEAU, Pierre & PIASER, Gwenaël, 2009, "Vaccination versus ‘wait and treat’: how to subsidize them?," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2007, Jan, DOI: 10.1007/s10198-006-0026-1.
    • L. Eeckhoudt & M. Marchand & Pierre Pestieau & G. Piaser, 2008, "Vaccination versus "wait and treat" : how to subsidize them ?," Post-Print, HAL, number hal-00284699.
20. Attar, Andrea & Majumdar, Dipjyoti & Piaser, Gwenaël & Porteiro, Nicolás, 2008, "Common agency games: Indifference and separable preferences," Mathematical Social Sciences, Elsevier, volume 56, issue 1, pages 75-95, July.
21. Topaloglou, Nikolas & Vladimirou, Hercules & Zenios, Stavros A., 2008, "A dynamic stochastic programming model for international portfolio management," European Journal of Operational Research, Elsevier, volume 185, issue 3, pages 1501-1524, March.
22. Topaloglou, Nikolas & Vladimirou, Hercules & Zenios, Stavros A., 2008, "Pricing options on scenario trees," Journal of Banking & Finance, Elsevier, volume 32, issue 2, pages 283-298, February.
23. Kang, Sang Hoon & Yoon, Seong-Min, 2008, "Long memory features in the high frequency data of the Korean stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 387, issue 21, pages 5189-5196, DOI: 10.1016/j.physa.2008.05.050.
24. Sang Hoon Kang & SEONG-MIN YOON, 2008, "Asymmetry and Long Memory Features in Volatility: Evidence From Korean Stock Market," Korean Economic Review, Korean Economic Association, volume 24, pages 383-412.

2007

1. Chateauneuf, Alain & Eichberger, Jurgen & Grant, Simon, 2007, "Choice under uncertainty with the best and worst in mind: Neo-additive capacities," Journal of Economic Theory, Elsevier, volume 137, issue 1, pages 538-567, November.
   
   • Grant, Simon & Chateauneuf, A. & Eichberger, J., 2002, "Choice under Uncertainty with the Best and Worst in Mind: Neo-additive Capacities," Working Papers, Rice University, Department of Economics, number 2002-10, Sep.
   • Alain Chateauneuf & Jürgen Eichberger & Simon Grant, 2007, "Choice under uncertainty with the best and worst in mind: neo-additive capacities," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00271279, DOI: 10.1016/j.jet.2007.01.017.
   • Alain Chateauneuf & Jürgen Eichberger & Simon Grant, 2007, "Choice under uncertainty with the best and worst in mind: neo-additive capacities," Post-Print, HAL, number hal-00271279, DOI: 10.1016/j.jet.2007.01.017.
   • Chateauneuf, Alain & Eichberger, Jürgen & Grant, Simon, 2003, "Choice under uncertainty with the best and worst in mind : neo-additive capacities," Papers, Sonderforschungsbreich 504, number 03-10.
   • Chateauneuf, Alain & Eichberger, Jürgen & Grant, Simon, 2003, "Choice under Uncertainty with the Best and Worst in Mind: Neo-additive Capacities," Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim, number 03-10, Jun.
2. Alain Chateauneuf & Ghizlane Lakhnati, 2007, "From sure to strong diversification," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 32, issue 3, pages 511-522, September, DOI: 10.1007/s00199-006-0126-2.
   
   • Alain Chateauneuf & Ghizlane Lakhnati, 2007, "From sure to strong diversification," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00271265, Sep, DOI: 10.1007/s00199-006-0126-2.
   • Alain Chateauneuf & Ghizlane Lakhnati, 2005, "From sure to strong diversification," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00194670, Apr.
   • Alain Chateauneuf & Ghizlane Lakhnati, 2007, "From sure to strong diversification," Post-Print, HAL, number hal-00271265, Sep, DOI: 10.1007/s00199-006-0126-2.
   • Alain Chateauneuf & Ghizlane Lakhnati, 2005, "From sure to strong diversification," Post-Print, HAL, number halshs-00194670, Apr.
   • Alain Chateauneuf & Ghizlane Lakhnati, 2005, "From sure to strong diversification," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1), number b05035, Apr, DOI: 10.1007/s00199-006-0126-2.
3. Dana, Rose-Anne & Scarsini, Marco, 2007, "Optimal risk sharing with background risk," Journal of Economic Theory, Elsevier, volume 133, issue 1, pages 152-176, March.
4. Carlier, G. & Dana, R.-A., 2007, "Are generalized call-spreads efficient?," Journal of Mathematical Economics, Elsevier, volume 43, issue 5, pages 581-596, June.
5. Guangling (dave Liu & Rangan Gupta, 2007, "A Small‐Scale Dsge Model For Forecasting The South African Economy," South African Journal of Economics, Economic Society of South Africa, volume 75, issue 2, pages 179-193, June, DOI: 10.1111/j.1813-6982.2007.00118.x.
   
   • Guangling (Dave) Liu & Rangan Gupta, 2006, "A Small-Scale DSGE Model for Forecasting the South African Economy," Working Papers, University of Pretoria, Department of Economics, number 200621, Oct.
6. Rangan Gupta, 2007, "FORECASTING THE SOUTH AFRICAN ECONOMY WITH GIBBS SAMPLED BVECMs," South African Journal of Economics, Economic Society of South Africa, volume 75, issue 4, pages 631-643, December, DOI: 10.1111/j.1813-6982.2007.00141.x.
   
   • Rangan Gupta, 2007, "Forecasting the South African Economy with Gibbs Sampled BVECMs," Working Papers, University of Pretoria, Department of Economics, number 200701, Jan.
7. Rangan Gupta, 2007, "Financial Liberalization and the Dynamics of Inflation, Nominal Exchange Rate, and Terms of Trade," Indian Economic Review, Department of Economics, Delhi School of Economics, volume 42, issue 2, pages 165-176, December.
   
   • Rangan Gupta, 2005, "Financial Liberalization and the Dynamics of Inflation, the Nominal Exchange Rate and the Terms of Trade," Working Papers, University of Pretoria, Department of Economics, number 200504, Sep.
8. Rangan Gupta, 2007, "Financial Liberalization and Inflationary Dynamics: An Open Economy Analysis," International Economic Journal, Taylor & Francis Journals, volume 21, issue 3, pages 335-360, DOI: 10.1080/10168730701541228.
   
   • Rangan Gupta, 2005, "Financial Liberalization and Inflationary Dynamics: An Open Economy Analysis," Working papers, University of Connecticut, Department of Economics, number 2005-32, Jul.
9. Nandha, Mohan & Hammoudeh, Shawkat, 2007, "Systematic risk, and oil price and exchange rate sensitivities in Asia-Pacific stock markets," Research in International Business and Finance, Elsevier, volume 21, issue 2, pages 326-341, June.
10. Malik, Farooq & Hammoudeh, Shawkat, 2007, "Shock and volatility transmission in the oil, US and Gulf equity markets," International Review of Economics & Finance, Elsevier, volume 16, issue 3, pages 357-368.
11. Hammoudeh, Shawkat & Choi, Kyongwook, 2007, "Characteristics of permanent and transitory returns in oil-sensitive emerging stock markets: The case of GCC countries," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 17, issue 3, pages 231-245, July.
12. Imen Khanchel El Mehdi, 2007, "Empirical Evidence on Corporate Governance and Corporate Performance in Tunisia," Corporate Governance: An International Review, Wiley Blackwell, volume 15, issue 6, pages 1429-1441, November, DOI: 10.1111/j.1467-8683.2007.00655.x.
13. Le Van, Cuong & Minh, Nguyen Ba, 2007, "No-arbitrage condition and existence of equilibrium with dividends," Journal of Mathematical Economics, Elsevier, volume 43, issue 2, pages 135-152, February.
    
    • LE VAN, Cuong & BA MINH, Nguyen, 2004, "No-arbitrage condition and existence of equilibrium with dividends," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2004034, Jun.
    • Cuong Le Van & Nguyen Ba Minh, 2007, "No-arbitrage condition and existence of equilibrium with dividends," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00101177, Feb, DOI: 10.1016/j.jmateco.2006.05.010.
    • Cuong Le Van & Nguyen Ba Minh, 2004, "No-arbitrage condition and existence of equilibrium with dividends," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1), number b04058, Jun.
14. Le Van, Cuong & Mitra, Tapan & Nishimura, Kazuo & Venditti, Alain, 2007, "Instability and fluctuations in intertemporal equilibrium models: Presentation," Journal of Mathematical Economics, Elsevier, volume 43, issue 3-4, pages 231-235, April.
15. Le Van, Cuong & Nguyen, Manh-Hung & Vailakis, Yiannis, 2007, "Equilibrium dynamics in an aggregative model of capital accumulation with heterogeneous agents and elastic labor," Journal of Mathematical Economics, Elsevier, volume 43, issue 3-4, pages 287-317, April.
    
    • Cuong Le Van & Manh-Hung Nguyen & Yiannis Vailakis, 2007, "Equilibrium dynamics in an aggregative model of capital accumulation with heterogeneous agents and elastic labor," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00101237, Apr, DOI: 10.1016/j.jmateco.2006.06.003.
    • Cuong Le Van & Manh-Hung Nguyen & Yiannis Vailakis, 2005, "Equilibrium dynamics in an aggregative model of capital accumulation with heterogeneous agents and elastic labor," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00197560, Dec.
    • Cuong Le Van & Manh-Hung Nguyen & Yiannis Vailakis, 2007, "Equilibrium dynamics in an aggregative model of capital accumulation with heterogeneous agents and elastic labor," Post-Print, HAL, number halshs-00101237, Apr, DOI: 10.1016/j.jmateco.2006.06.003.
    • Cuong Le Van & Manh-Hung Nguyen & Yiannis Vailakis, 2005, "Equilibrium dynamics in an aggregative model of capital accumulation with heterogeneous agents and elastic labor," Post-Print, HAL, number halshs-00197560, Dec.
    • Cuong Le Van & Manh Hung Nguyen & Yiannis Vailakis, 2005, "Equilibrium dynamics in an aggregative model of capital accumulation with heterogeneous agents and elastic labor," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1), number b05096, Dec, DOI: 10.1016/j.jmateco.2006.06.003.
16. Cuong Van & Raouf Boucekkine & Cagri Saglam, 2007, "Optimal Control in Infinite Horizon Problems: A Sobolev Space Approach," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 32, issue 3, pages 497-509, September, DOI: 10.1007/s00199-006-0118-2.
    
    • LE VAN, Cuong & BOUCEKKINE, Raouf & SAGLAM, Cagri, 2004, "Optimal control in infinite horizon problems: A Sobolev space approach," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2004089, Dec.
    • LE VAN, CUONG & BOUCEKKINE, Raouf & SAGLAM, Cagri, 2007, "Optimal control in infinite horizon problems: A Sobolev space approach," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1956, Jan, DOI: 10.1007/s00199-006-0118-2.
    • Cuong Le Van & Raouf Boucekkine & Cagri Saglam, 2007, "Optimal control in infinite horizon problems: a Sobolev spaces approach," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00101140, Sep, DOI: 10.1007/s00199-006-0118-2.
    • Cuong Le Van & Raouf Boucekkine & Cagri Saglam, 2005, "Optimal control in infinite horizon problems: a Sobolev space approach," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00197546, Sep.
    • Cuong Le Van & Raouf Boucekkine & Cagri Saglam, 2007, "Optimal control in infinite horizon problems: a Sobolev spaces approach," Post-Print, HAL, number halshs-00101140, Sep, DOI: 10.1007/s00199-006-0118-2.
    • Cuong Le Van & Raouf Boucekkine & Cagri Saglam, 2005, "Optimal control in infinite horizon problems: a Sobolev space approach," Post-Print, HAL, number halshs-00197546, Sep.
    • Cuong Le Van & Raouf Boucekkine & Cagri Saglam, 2005, "Optimal control in infinite horizon problems: a Sobolev space approach," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1), number b05094, Sep, DOI: 10.1007%2Fs00199-006-0118-2.
17. Cuong Van & Frank Page & Myrna Wooders, 2007, "Risky arbitrage, asset prices, and externalities," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 33, issue 3, pages 475-491, December, DOI: 10.1007/s00199-006-0151-1.
    
    • Cuong Le Van & Frank H. Page & Myrna H. Wooders, 2007, "Risky Arbitrage, Asset Prices, and Externalities," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00102698, Dec, DOI: 10.1007/s00199-006-0151-1.
    • Cuong Le Van & Frank H. Page & Myrna H. Wooders, 2007, "Risky Arbitrage, Asset Prices, and Externalities," Post-Print, HAL, number halshs-00102698, Dec, DOI: 10.1007/s00199-006-0151-1.
    • Cuong Le Van & Frank H. Page, Jr. & Myrna Wooders, 2005, "Risky Arbitage, Asset Prices, and Externalities," Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics, number 0524, Sep.
18. Getinet Astatike Haile & Anh Ngoc Nguyen, 2007, "Determinants of academic attainment in the United States: A quantile regression analysis of test scores," Education Economics, Taylor & Francis Journals, volume 16, issue 1, pages 29-57, DOI: 10.1080/09645290701523218.
19. Cyril Hariton & Gwenaël Piaser, 2007, "When Redistribution Leads to Regressive Taxation," Journal of Public Economic Theory, Association for Public Economic Theory, volume 9, issue 4, pages 589-606, August, DOI: 10.1111/j.1467-9779.2007.00321.x.
    
    • HARITON, Cyril & PIASER, Gwenaël, 2004, "When redistribution leads to regressive taxation," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2004020, Apr.
    • Cyril Hariton & Gwen�el Piaser & Gwena�l Piaser, 2006, "When Redistribution Leads to Regressive Taxation," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2006_30.
20. Attar, Andrea & Piaser, Gwenael & Porteiro, Nicolas, 2007, "Negotiation and take-it or leave-it in common agency with non-contractible actions," Journal of Economic Theory, Elsevier, volume 135, issue 1, pages 590-593, July.
21. Attar, Andrea & Piaser, Gwenael & Porteiro, Nicolas, 2007, "A note on Common Agency models of moral hazard," Economics Letters, Elsevier, volume 95, issue 2, pages 278-284, May.
    
    • Andrea Attar & Nicolas Porteiro & Gwena�l Piaser, 2006, "A note on Common Agency models of moral hazard," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2006_36.
22. Switzer, Lorne N., 2007, "Corporate governance, Sarbanes-Oxley, and small-cap firm performance," The Quarterly Review of Economics and Finance, Elsevier, volume 47, issue 5, pages 651-666, December.
23. Bala G Arshanapalli & Lorne N Switzer & Karim Panju, 2007, "Equity-style timing: A multi-style rotation model for the Russell large-cap and small-cap growth and value style indexes," Journal of Asset Management, Palgrave Macmillan, volume 8, issue 1, pages 9-23, May, DOI: 10.1057/palgrave.jam.2250056.
24. Lorne N. Switzer & Mario El‐Khoury, 2007, "Extreme volatility, speculative efficiency, and the hedging effectiveness of the oil futures markets," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 27, issue 1, pages 61-84, January.
25. Lim, Gyuchang & Kim, SooYong & Yoon, Seong-Min & Jung, Jae-Won & Kim, Kyungsik, 2007, "Dynamical stochastic processes of returns in financial markets," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 376, issue C, pages 517-524, DOI: 10.1016/j.physa.2006.10.051.
    
    • Gyuchang Lim & Soo Yong Kim & Junyuan Zhou & Seong-Min Yoon & Kyungsik Kim, 2005, "Dynamical Stochastic Processes of Returns in Financial Markets," Papers, arXiv.org, number physics/0512216, Dec.
26. Kim, Kyungsik & Yoon, Seong-Min & Kim, SooYong & Chang, Ki-Ho & Kim, Yup & Hoon Kang, Sang, 2007, "Dynamical structures of high-frequency financial data," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 376, issue C, pages 525-531, DOI: 10.1016/j.physa.2006.10.054.
    
    • Kyungsik Kim & Seong-Min Yoon & Soo Yong Kim & Ki-Ho Chang & Yup Kim, 2005, "Dynamical Structures of High-Frequency Financial Data," Papers, arXiv.org, number physics/0512225, Dec.
27. Kang, Sang Hoon & Yoon, Seong-Min, 2007, "Long memory properties in return and volatility: Evidence from the Korean stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 385, issue 2, pages 591-600, DOI: 10.1016/j.physa.2007.07.051.
28. Seong¡-Min Yoon & Sang-Hoon Kang, 2007, "A Skewed Student-t Value-at-Risk Approach for Long Memory Volatility Processes in Japanese Financial Markets," East Asian Economic Review, Korea Institute for International Economic Policy, volume 11, issue 1, pages 211-240, DOI: 10.11644/KIEP.JEAI.2007.11.1.169.

2006

1. Rangan Gupta & Moses M. Sichei, 2006, "A Bvar Model For The South African Economy," South African Journal of Economics, Economic Society of South Africa, volume 74, issue 3, pages 391-409, September, DOI: 10.1111/j.1813-6982.2006.00077.x.
   
   • Rangan Gupta & Moses M. Sichei, 2006, "A BVAR Model for the South African Economy," Working Papers, University of Pretoria, Department of Economics, number 200612, Jun.
2. Rangan Gupta, 2006, "FORECASTING THE SOUTH AFRICAN ECONOMY WITH VARs AND VECMs," South African Journal of Economics, Economic Society of South Africa, volume 74, issue 4, pages 611-628, December, DOI: 10.1111/j.1813-6982.2006.00090.x.
   
   • Rangan Gupta, 2006, "Forecasting the South African Economy with VARs and VECMs," Working Papers, University of Pretoria, Department of Economics, number 200618, Aug.
3. Hammoudeh, Shawkat & Choi, Kyongwook, 2006, "Behavior of GCC stock markets and impacts of US oil and financial markets," Research in International Business and Finance, Elsevier, volume 20, issue 1, pages 22-44, March.
4. Cuong Le Van & Lisa Morhaim, 2006, "On optimal growth models when the discount factor is near 1 or equal to 1," International Journal of Economic Theory, The International Society for Economic Theory, volume 2, issue 1, pages 55-76, March, DOI: 10.1111/j.1365-2966.2006.0024.x.
   
   • Cuong Le Van & Lisa Morhaim, 2006, "On optimal growth models when the discount factor is near 1 or equal to 1," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00096034, Mar, DOI: 10.1111/j.1365-2966.2006.0024.x.
5. Cuong Le Van & Cécile Couharde & Thai Bao Luong, 2006, "The Determination of the Equilibrium Exchange Rate in a Simple General Equilibrium Model," Review of Development Economics, Wiley Blackwell, volume 10, issue 3, pages 506-517, August, DOI: 10.1111/j.1467-9361.2006.00349.x.
   
   • LE VAN, Cuong & COUHARDE, Cecile & LUONG, Thai Bao, 2004, "The determination of the equilibrium exchange rate in a simple general equilibrium model," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2004026, May.
   • Cuong Le Van & Cécile Couharde & Thai Bao Luong, 2006, "The Determination of the Equilibrium Exchange Rate in a Simple General Equilibrium Model," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00119099, Aug, DOI: 10.1111/j.1467-9361.2006.00349.x.
   • Cuong Le Van & Cécile Couharde & Thai Bao Luong, 2004, "The Determination of the Equilibrium Exchange Rate in a Simple General Equilibrium Model," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-03331130, May.
   • Cuong Le Van & Cécile Couharde & Thai Bao Luong, 2006, "The Determination of the Equilibrium Exchange Rate in a Simple General Equilibrium Model," Post-Print, HAL, number halshs-00119099, Aug, DOI: 10.1111/j.1467-9361.2006.00349.x.
   • Cuong Le Van & Cécile Couharde & Thai Bao Luong, 2004, "The Determination of the Equilibrium Exchange Rate in a Simple General Equilibrium Model," Post-Print, HAL, number halshs-03331130, May.
   • Cuong Le Van & Cécile Couharde & Thai Bao Luong, 2004, "The determination of the equilibrium exchange rate in a simple general equilibrium model," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1), number b04060, May.
6. Cuong Le Van & Cuong Le Van, 2006, "PET 06 Hanoi," Economics Bulletin, AccessEcon, volume 28, issue 21, pages 1.
7. d'Albis, Hippolyte & Le Van, Cuong, 2006, "Existence of a competitive equilibrium in the Lucas (1988) model without physical capital," Journal of Mathematical Economics, Elsevier, volume 42, issue 1, pages 46-55, February.
   
   • Hippolyte d'Albis & Cuong Le Van, 2006, "Existence of a competitive equilibrium in the Lucas (1988) model without physical capital," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00101208, Feb, DOI: 10.1016/j.jmateco.2005.04.001.
   • Hippolyte d'Albis & Cuong Le Van, 2006, "Existence of a competitive equilibrium in the Lucas (1988) model without physical capital," Post-Print, HAL, number halshs-00101208, Feb, DOI: 10.1016/j.jmateco.2005.04.001.
8. Allouch, Nizar & Le Van, Cuong & Page, Frank Jr., 2006, "Arbitrage and equilibrium in unbounded exchange economies with satiation," Journal of Mathematical Economics, Elsevier, volume 42, issue 6, pages 661-674, September.
   
   • Nizar Allouch & Cuong Le Van & Frank H. Page, 2006, "Arbitrage and equilibrium in unbounded exchange economies with satiation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00096040, Sep, DOI: 10.1016/j.jmateco.2006.03.001.
   • Nizar Allouch & Cuong Le Van & Frank H. Page, 2006, "Arbitrage and equilibrium in unbounded exchange economies with satiation," Post-Print, HAL, number halshs-00096040, Sep, DOI: 10.1016/j.jmateco.2006.03.001.
9. Ralston, David A. & Terpstra-Tong, Jane & Maignan, Isabelle & Napier, Nancy K. & Nguyen, Van Thang, 2006, "Vietnam: A cross-cultural comparison of upward influence ethics," Journal of International Management, Elsevier, volume 12, issue 1, pages 85-105, March.
10. Thang V. Nguyen & Ngoc T. B. Le & Nick J. Freeman, 2006, "Trust and Uncertainty: A Study of Bank Lending to Private SMEs in Vietnam," Asia Pacific Business Review, Taylor & Francis Journals, volume 12, issue 4, pages 547-568, October, DOI: 10.1080/13602380600571260.
11. Jim Taylor & Anh Ngoc Nguyen, 2006, "An Analysis of the Value Added by Secondary Schools in England: Is the Value Added Indicator of Any Value?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 68, issue 2, pages 203-224, April, DOI: 10.1111/j.1468-0084.2006.00159.x.
12. Anh Ngoc Nguyen & Jim Taylor & Steve Bradley, 2006, "The Estimated Effect Of Catholic Schooling On Educational Outcomes Using Propensity Score Matching," Bulletin of Economic Research, Wiley Blackwell, volume 58, issue 4, pages 285-307, October, DOI: 10.1111/j.0307-3378.2006.00245.x.
    
    • A N Nguyen & J Taylor & S Bradley, 2005, "The estimated effect of Catholic schooling on educational outcomes using propensity score matching," Working Papers, Lancaster University Management School, Economics Department, number 565730.
13. Pierre Pestieau & Gwanaël Piaser & Motohiro Sato, 2006, "PAYG pension systems with capital mobility," International Tax and Public Finance, Springer;International Institute of Public Finance, volume 13, issue 5, pages 587-599, September, DOI: 10.1007/s10797-006-6079-3.
    
    • MARCHAND, Maurice & PESTIEAU, Pierre & PIASER, Gwenaël, 2004, "PAYG pension systems with capital mobility," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2004031, May.
    • Pierre Pestieau & Gwanaël Piaser & Motohiro Sato, 2006, "PAYG pension systems with capital mobility," Post-Print, HAL, number halshs-00754127, Oct, DOI: 10.1007/s10797-006-6079-3.
14. Attar Andrea & Campioni Eloisa & Piaser Gwenael, 2006, "Multiple Lending and Constrained Efficiency in the Credit Market," The B.E. Journal of Theoretical Economics, De Gruyter, volume 6, issue 1, pages 1-37, October, DOI: 10.2202/1534-5971.1253.
    
    • ATTAR, Andrea & CAMPIONI, Eloisa & PIASER, Gwenaël, 2005, "Multiple lending and constrained efficiency in the credit market," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2005031, 00.
    • Andrea, ATTAR & Eloisa, CAMPIONI & Gwenaël, PIASER, 2005, "Multiple Lending and Constrained Efficiency in the Credit Market," Discussion Papers (ECON - Département des Sciences Economiques), Université catholique de Louvain, Département des Sciences Economiques, number 2005024, Mar.
    • Andrea Attar & Eloisa Campioni & Gwen�el Piaser, 2006, "Multiple Lending and Constrained Efficiency in the Credit Market," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2006_29.
15. Lorne N. Switzer & Catherine Kelly, 2006, "Corporate governance mechanisms and the performance of small-cap firms in Canada," International Journal of Business Governance and Ethics, Inderscience Enterprises Ltd, volume 2, issue 3/4, pages 294-328.
16. Bala Arshanapalli & Edmond d'Ouville & Frank Fabozzi & Lorne Switzer, 2006, "Macroeconomic news effects on conditional volatilities in the bond and stock markets," Applied Financial Economics, Taylor & Francis Journals, volume 16, issue 5, pages 377-384, DOI: 10.1080/09603100500511068.
17. Yoon, Seong-Min & Choi, J.S. & Kim, Y. & Kim, Kyungsik, 2006, "Phase transition of dynamical herd behaviors for Yen–Dollar exchange rates," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 359, issue C, pages 563-568, DOI: 10.1016/j.physa.2005.05.072.
18. Yoon, Seong-Min & Choi, J.S. & Christopher Lee, C. & Yum, Myung-Kul & Kim, Kyungsik, 2006, "Dynamical volatilities for yen–dollar exchange rates," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 359, issue C, pages 569-575, DOI: 10.1016/j.physa.2005.05.089.
    
    • Kyungsik Kim & Seong-Min Yoon & C. Christopher Lee & Myung-Kul Yum, 2004, "Dynamical Volatilities for Yen-Dollar Exchange Rates," Papers, arXiv.org, number cond-mat/0409097, Sep.

2005

1. Marcello Basili & Alain Chateauneuf & Fulvio Fontini, 2005, "Choices Under Ambiguity With Familiar And Unfamiliar Outcomes," Theory and Decision, Springer, volume 58, issue 2, pages 195-207, March, DOI: 10.1007/s11238-005-5682-6.
   
   • Marcello Basili & Alain Chateauneuf & Fulvio Fontini, 2005, "Choices under ambiguity with familiar and unfamilar outcomes," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00271349, Mar, DOI: 10.1007/s11238-005-5682-6.
   • Marcello Basili & Alain Chateauneuf & Fulvio Fontini, 2005, "Choices under ambiguity with familiar and unfamilar outcomes," Post-Print, HAL, number hal-00271349, Mar, DOI: 10.1007/s11238-005-5682-6.
   • Marcello Basili & Alain Chateauneuf & Fulvio Fontini, 2004, "Choices under ambiguity with familiar and unfamiliar outcomes," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1), number b04115, Oct.
2. Alain Chateauneuf & Michéle Cohen & Isaac Meilijson, 2005, "More pessimism than greediness: a characterization of monotone risk aversion in the rank-dependent expected utility model," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 25, issue 3, pages 649-667, April, DOI: 10.1007/s00199-003-0451-7.
   
   • Chateauneuf, A. & Cohen, M. & Meilijson, I., 1997, "More Pessimism than Greediness: A Characterization of Monotone Risk Aversion in the Rank-Dependant Expected Utility Model," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 97.53.
   • Alain Chateauneuf & Michèle Cohen & Isaac Meilijson, 2005, "More pessimism than greediness: a characterization of monotone risk aversion in the Rank-Dependent Expected Utility model," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00211906, DOI: 10.1007/s00199-003-0451-7.
   • Alain Chateauneuf & Michèle Cohen & Isaac Meilijson, 2005, "More pessimism than greediness: a characterization of monotone risk aversion in the Rank-Dependent Expected Utility model," Post-Print, HAL, number halshs-00211906, DOI: 10.1007/s00199-003-0451-7.
3. Alain Chateauneuf & Fabio Maccheroni & Massimo Marinacci & Jean-Marc Tallon, 2005, "Monotone continuous multiple priors," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 26, issue 4, pages 973-982, November, DOI: 10.1007/s00199-004-0540-2.
   
   • Alain Chateauneuf & Fabio Macheronni & Massimo Marinacci & Jean-Marc Tallon, 2005, "Monotone continuous multiple priors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00177057, DOI: 10.1007/s00199-004-0540-2.
   • Alain Chateauneuf & Fabio Macheronni & Massimo Marinacci & Jean-Marc Tallon, 2005, "Monotone continuous multiple priors," Post-Print, HAL, number halshs-00177057, DOI: 10.1007/s00199-004-0540-2.
   • Massimo Marinacci & Fabio Maccheroni & Alain Chateauneuf & Jean-Marc Tallon, 2003, "Monotone Continuous Multiple Priors," ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research, number 30-2003, Jun.
4. Rose‐Anne Dana, 2005, "A Representation Result For Concave Schur Concave Functions," Mathematical Finance, Wiley Blackwell, volume 15, issue 4, pages 613-634, October, DOI: 10.1111/j.1467-9965.2005.00253.x.
5. Carlier, G. & Dana, R.-A., 2005, "Rearrangement inequalities in non-convex insurance models," Journal of Mathematical Economics, Elsevier, volume 41, issue 4-5, pages 483-503, August.
6. Rangan Gupta, 2005, "Costly State Monitoring and Reserve Requirements," Annals of Economics and Finance, Society for AEF, volume 6, issue 2, pages 263-288, November.
   
   • Rangan Gupta, 2004, "Costly State Monitoring and Reserve Requirements," Working papers, University of Connecticut, Department of Economics, number 2004-33, Oct, revised Jul 2005.
7. Hammoudeh, Shawkat & Li, Huimin, 2005, "Oil sensitivity and systematic risk in oil-sensitive stock indices," Journal of Economics and Business, Elsevier, volume 57, issue 1, pages 1-21.
8. Cuong Le Van & François Magnien, 2005, "No‐arbitrage condition and existence of equilibrium in asset markets with a continuum of traders," International Journal of Economic Theory, The International Society for Economic Theory, volume 1, issue 1, pages 43-55, March, DOI: 10.1111/j.1742-7363.2005.00004.x.
   
   • Cuong Le Van & François Magnien, 2005, "No-arbitrage condition and existence of equilibrium in asset markets with a continuum of traders," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00101351, Mar, DOI: 10.1111/j.1742-7363.2005.00004.x.
9. Le Van, Cuong & Vailakis, Yiannis, 2005, "Recursive utility and optimal growth with bounded or unbounded returns," Journal of Economic Theory, Elsevier, volume 123, issue 2, pages 187-209, August.
   
   • LE VAN, Cuong & VAILAKIS, Yiannis, 2002, "Recursive utility and optimal growth with bounded or unbounded returns," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2002055, Oct.
   • Cuong Le Van & Yiannis Vailakis, 2005, "Recursive utility and optimal growth with bounded or unbounded returns," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00101201, Aug, DOI: 10.1016/j.jet.2004.06.007.
10. Julian Morgan & Annabelle Mourougane, 2005, "What Can Changes In Structural Factors Tell Us About Unemployment In Europe?," Scottish Journal of Political Economy, Scottish Economic Society, volume 52, issue 1, pages 75-104, February, DOI: 10.1111/j.0036-9292.2005.00336.x.
    
    • Morgan, Julian & Mourougane, Annabelle, 2001, "What can changes in structural factors tell us about unemployment in Europe?," Working Paper Series, European Central Bank, number 81, Oct.
11. Nguyen, Thang V., 2005, "Learning to trust: a study of interfirm trust dynamics in Vietnam," Journal of World Business, Elsevier, volume 40, issue 2, pages 203-221, May.
12. Thang Nguyen & Marc Weinstein & Alan Meyer, 2005, "Development of Trust: A Study of Interfirm Relationships in Vietnam," Asia Pacific Journal of Management, Springer, volume 22, issue 3, pages 211-235, September, DOI: 10.1007/s10490-005-3567-4.
13. Anh Nguyen & Getinet Haile & Jim Taylor, 2005, "Ethnic And Gender Differences In Intergenerational Mobility: A Study Of 26‐Year‐Olds In The Usa," Scottish Journal of Political Economy, Scottish Economic Society, volume 52, issue 4, pages 544-564, September, DOI: 10.1111/j.1467-9485.2005.00355.x.
14. Gwenael Piaser, 2005, "Stochastic and deterministic menus in common agency games," Economics Bulletin, AccessEcon, volume 4, issue 11, pages 1-6.
15. Hans-Jörg Von Mettenheim & Michael H. Breitner, 2005, "Coarse-Grained Parallelization Of The Advanced Neurosimulator Faun 1.0 With Pvm And The Enhanced Cornered Rat Game Revisited," International Game Theory Review (IGTR), World Scientific Publishing Co. Pte. Ltd., volume 7, issue 03, pages 347-365, DOI: 10.1142/S0219198905000569.

2004

1. Chateauneuf, Alain & Cohen, Michele & Meilijson, Isaac, 2004, "Four notions of mean-preserving increase in risk, risk attitudes and applications to the rank-dependent expected utility model," Journal of Mathematical Economics, Elsevier, volume 40, issue 5, pages 547-571, August.
   
   • Alain Chateauneuf & Michèle Cohen & Isaac Meilijson, 2004, "Four notions of mean preserving increase in risk, risk attitudes and applications to the Rank-Dependent Expected Utility model," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00212281, DOI: 10.1016/S0304-4068(03)00044-2.
   • Alain Chateauneuf & Michèle Cohen & Isaac Meilijson, 2004, "Four notions of mean preserving increase in risk, risk attitudes and applications to the Rank-Dependent Expected Utility model," Post-Print, HAL, number halshs-00212281, DOI: 10.1016/S0304-4068(03)00044-2.
2. Chateauneuf, Alain & Rebille, Yann, 2004, "A Yosida-Hewitt decomposition for totally monotone games," Mathematical Social Sciences, Elsevier, volume 48, issue 1, pages 1-9, July.
3. Chateauneuf, Alain & Rebille, Yann, 2004, "Some characterizations of non-additive multi-period models," Mathematical Social Sciences, Elsevier, volume 48, issue 3, pages 235-250, November.
4. Alain Chateauneuf & Patrick Moyes, 2004, "Lorenz non-consistent welfare and inequality measurement," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, volume 2, issue 2, pages 61-87, August, DOI: 10.1007/s10888-004-4383-7.
   
   • Alain Chateauneuf & Patrick Moyes, 2005, "Lorenz non-consistent welfare and inequality measurement," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, volume 2, issue 2, pages 61-87, January, DOI: 10.1007/s10888-005-4383-2.
   • Alain Chateauneuf & Patrick Moyes, 2004, "Lorenz non-consistent welfare and inequality measurement," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00156441.
   • Alain Chateauneuf & Patrick Moyes, 2004, "Lorenz non-consistent welfare and inequality measurement," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00160177.
   • Alain Chateauneuf & Patrick Moyes, 2004, "Lorenz non-consistent welfare and inequality measurement," Post-Print, HAL, number hal-00156441.
   • Alain Chateauneuf & Patrick Moyes, 2004, "Lorenz non-consistent welfare and inequality measurement," Post-Print, HAL, number hal-00160177.
   • Alain Chateauneuf & Patrick Moyes, 2004, "Lorenz Non-Consistent Welfare and Inequality Measurement," IDEP Working Papers, Institut d'economie publique (IDEP), Marseille, France, number 0406, May, revised May 2004.
5. Valerie Mignon & Gilles Dufrenot & Slim Chaouachi, 2004, "Modelling the misalignments of the Dollar-Sterling real exchange rate: A nonlinear cointegration perspective," Economics Bulletin, AccessEcon, volume 3, issue 19, pages 1-11.
   
   • S. Chaouachi & G. Dufrenot & V.Mignon, 2003, "Modelling the misalignement of the Dollar-Sterling real exchange rate: A nonlinear cointegration perspective," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2003-03.
   • Slim CHAOUACHI & Gilles DUFRENOT & Val=E9rie MIGNON, 2003, "Modelling the misalignments of the Dollar-Sterling real exchange rate: a nonlinear cointegration perspective," International Finance, University Library of Munich, Germany, number 0309002, Sep.
6. Rose-Anne Dana, 2004, "Ambiguity, uncertainty aversion and equilibrium welfare," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 23, issue 3, pages 569-587, March, DOI: 10.1007/s00199-003-0383-2.
7. Hammoudeh, Shawkat & Li, Huimin, 2004, "The impact of the Asian crisis on the behavior of US and international petroleum prices," Energy Economics, Elsevier, volume 26, issue 1, pages 135-160, January.
8. Hammoudeh, Shawkat & Dibooglu, Sel & Aleisa, Eisa, 2004, "Relationships among U.S. oil prices and oil industry equity indices," International Review of Economics & Finance, Elsevier, volume 13, issue 4, pages 427-453.
9. Shawkat Hammoudeh & Eisa Aleisa, 2004, "Dynamic Relationships among GCC Stock Markets and Nymex Oil Futures," Contemporary Economic Policy, Western Economic Association International, volume 22, issue 2, pages 250-269, April, DOI: 10.1093/cep/byh018.
10. Bernard Cornet & Hubert Kempf & Cuong Le Van & Myrna Wooders, 2004, "Numéro spécial "Études d'économie publique" / Special Issue "Public Economics"," Annals of Economics and Statistics, GENES, issue 75-76, pages 1-7.
11. Pascal Gourdel & Liem Hoang Ngoc & Cuong Le Van & Tédie Mazamba, 2004, "Health care and Economic Growth," Annals of Economics and Statistics, GENES, issue 75-76, pages 257-272.
    
    • Pascal Gourdel & Liem Hoang-Ngoc & Cuong Le Van & Tédié Mazamba, 2004, "Health Care and Economic Growth," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00119022.
12. Le Van, Cuong & Saglam, H. Cagri, 2004, "Quality Of Knowledge Technology, Returns To Production Technology, And Economic Development," Macroeconomic Dynamics, Cambridge University Press, volume 8, issue 2, pages 147-161, April.
    
    • LE VAN, Cuong & SAGLAM, H. Cagri, 2004, "Quality of knowledge technology, returns to production technology, and economic development," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1747, Jan, DOI: 10.1017/S1365100503030086.
    • Cuong LE VAN & H. Cagri SAGLAM, 2001, "Quality of Knowledge Technology, Returns to Production Technology and Economic Development," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2002004, Nov.
    • Cuong Le Van & H. Cagri Saglam, 2004, "Quality of Knowledge Technology, Returns to Production Technology and Economic Development," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00118994, Apr, DOI: 10.1017/S1365100503030086.
    • Cuong Le Van & H. Cagri Saglam, 2004, "Quality of Knowledge Technology, Returns to Production Technology and Economic Development," Post-Print, HAL, number halshs-00118994, Apr, DOI: 10.1017/S1365100503030086.
13. Le Van, Cuong & Cagri Saglam, H., 2004, "Optimal growth models and the Lagrange multiplier," Journal of Mathematical Economics, Elsevier, volume 40, issue 3-4, pages 393-410, June.
    
    • LE VAN, Cuong & SAGLAM, Cagri, 2003, "Optimal growth models and the Lagrange multiplier," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2003083, Nov.
    • LE VAN, Cuong & SAGLAM, H. Cagri, 2004, "Optimal growth models and the Lagrange multiplier," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1748, Jan, DOI: 10.1016/j.jmateco.2003.10.002.
    • Cuong Le Van & H. Cagri Saglam, 2004, "Optimal growth models and the Lagrange multiplier," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00118996, DOI: 10.1016/j.jmateco.2003.10.002.
    • Cuong Le Van & H. Cagri Saglam, 2004, "Optimal growth models and the Lagrange multiplier," Post-Print, HAL, number halshs-00118996, DOI: 10.1016/j.jmateco.2003.10.002.
14. Kim, Kyungsik & Yoon, Seong-Min & Kim, Yup, 2004, "Herd behaviors in the stock and foreign exchange markets," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 341, issue C, pages 526-532, DOI: 10.1016/j.physa.2004.05.052.
    
    • Kyungsik Kim & Seong-Min Yoon & Yup Kim, 2003, "Herd Behaviors in the Stock and Foreign Exchange Markets," Papers, arXiv.org, number cond-mat/0304451, Apr.
15. Kim, Kyungsik & Yoon, Seong-Min, 2004, "Multifractal features of financial markets," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 344, issue 1, pages 272-278, DOI: 10.1016/j.physa.2004.06.131.
16. Kim, Kyungsik & Yoon, Seong-Min & Kul Yum, Myung, 2004, "Dynamics of the minority game for patients," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 344, issue 1, pages 30-35, DOI: 10.1016/j.physa.2004.06.083.

2003

1. Alain Chateauneuf & Jürgen Eichberger & Simon Grant, 2003, "A simple axiomatization and constructive representation proof for choquet expected utility," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 22, issue 4, pages 907-915, November, DOI: 10.1007/s00199-002-0345-0.
   
   • Grant, Simon & Chateauneuf, Alain & Eichberger, Jurgen, 2002, "A Simple Axiomatization and Constructive Representation Proof for Choquet Expected Utility," Working Papers, Rice University, Department of Economics, number 2002-09, Nov.
   • Chateauneuf, Alain & Eichberger, Jürgen & Grant, Simon, 2003, "A simple axiomatization and constructive representation proof for Choquet Expexted Utility," Papers, Sonderforschungsbreich 504, number 03-26.
   • Chateauneuf, Alain & Eichberger, Jürgen & Grant, Simon, 2003, "A Simple Axiomatization and Constructive Representation Proof for Choquet Expected Utility," Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim, number 03-26, Oct.
2. Guillaume Carlier & Rose-Anne Dana, 2003, "Pareto efficient insurance contracts when the insurer's cost function is discontinuous," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 21, issue 4, pages 871-893, June, DOI: 10.1007/s00199-002-0281-z.
3. Hammoudeh, Shawkat & Li, Huimin & Jeon, Bang, 2003, "Causality and volatility spillovers among petroleum prices of WTI, gasoline and heating oil in different locations," The North American Journal of Economics and Finance, Elsevier, volume 14, issue 1, pages 89-114, March.
4. Durán, Jorge & Le Van, Cuong, 2003, "Simple Proof Of Existence Of Equilibrium In A One-Sector Growth Model With Bounded Or Unbounded Returns From Below," Macroeconomic Dynamics, Cambridge University Press, volume 7, issue 3, pages 317-332, June.
   
   • DURAN, Jorge & LE VAN, Cuong, 2000, "A simple proof of existence of equilibrium in a one sector growth model with bounded or unbounded returns from below," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2000050, Oct.
   • Duran, Jorge & Le Van, Cuong, 2000, "A simple proof of existence of equilibrium in a one sector growth modelp with bounded or unbounded returns from below," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2000025, Oct.
   • Jorge Duran & Cuong Le Van, 2003, "Simple Proof of Existence of Equilibrium in a One-Sector Growth Model with Bounded or Unbounded Returns from below," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00119082, DOI: 10.1017/S1365100502020047.
   • Jorge Duran & Cuong Le Van, 2003, "Simple Proof of Existence of Equilibrium in a One-Sector Growth Model with Bounded or Unbounded Returns from below," Post-Print, HAL, number halshs-00119082, DOI: 10.1017/S1365100502020047.
5. Cuong Le Van & Yiannis Vailakis, 2003, "Existence of a competitive equilibrium in a one sector growth model with heterogeneous agents and irreversible investment," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 22, issue 4, pages 743-771, November, DOI: 10.1007/s00199-002-0355-y.
   
   • LE VAN, Cuong & VAILAKIS, Yiannis, 2003, "Existence of a competitive equilibrium in a one sector growth model with heterogeneous agents and irreversible investment," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1762, Jan, DOI: 10.1007/s00199-002-0355-y.
   • Cuong LE VAN & Yiannis VALAKIS, 2001, "Existence of a competitive equilibrium in one sector growth model with heterogeneous agents and irreversible investment," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2001018, Sep.
   • Cuong Le Van & Yiannis Vailakis, 2003, "Existence of a competitive equilibrium in a one sector growth model with heterogeneous agents and irreversible investment," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00119095, Nov, DOI: 10.1007/s00199-002-0355-y.
6. Annabelle Mourougane & Moreno Roma, 2003, "Can confidence indicators be useful to predict short term real GDP growth?," Applied Economics Letters, Taylor & Francis Journals, volume 10, issue 8, pages 519-522, DOI: 10.1080/1350485032000100305.
   
   • Mourougane, Annabelle & Roma, Moreno, 2002, "Can confidence indicators be useful to predict short term real GDP growth?," Working Paper Series, European Central Bank, number 133, Mar.
7. Anh Ngoc Nguyen & Jim Taylor, 2003, "Post-high school choices: New evidence from a multinomial logit model," Journal of Population Economics, Springer;European Society for Population Economics, volume 16, issue 2, pages 287-306, May, DOI: 10.1007/s001480300149.

2002

1. Chateauneuf, Alain & Gajdos, Thibault & Wilthien, Pierre-Henry, 2002, "The Principle of Strong Diminishing Transfer," Journal of Economic Theory, Elsevier, volume 103, issue 2, pages 311-333, April.
   
   • Chateauneuf, A. & Gajdos, T. & Wilthien, P.-H., 1999, "The Principle of Strong Kiminishing Transfer," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 1999-96.
   • Alain Chateauneuf & Thibault Gajdos Preuss & Pierre-Henry Wilthien, 2002, "The Principle of Strong Diminishing Transfer," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00085936.
   • Alain Chateauneuf & Thibault Gajdos Preuss & Pierre-Henry Wilthien, 2002, "The Principle of Strong Diminishing Transfer," Post-Print, HAL, number halshs-00085936.
2. Abouda, Moez & Chateauneuf, Alain, 2002, "Characterization of symmetrical monotone risk aversion in the RDEU model," Mathematical Social Sciences, Elsevier, volume 44, issue 1, pages 1-15, September.
   
   • Abouda, M. & Chateauneuf, A., 1999, "A Characterization of the Symmetrical Monotone Risk Aversion in the RDEU Model," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 1999.87.
3. Moez Abouda & Alain Chateauneuf, 2002, "Positivity of bid-ask spreads and symmetrical monotone risk aversion ," Theory and Decision, Springer, volume 52, issue 2, pages 149-170, March, DOI: 10.1023/A:1015560016516.
4. Jean-Marc Tallon & Alain Chateauneuf, 2002, "Diversification, convex preferences and non-empty core in the Choquet expected utility model," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 19, issue 3, pages 509-523.
   
   • Alain Chateauneuf & Jean-Marc Tallon, 2000, "Diversification, Convex Preferences and Non-Empty Core," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 0751, Aug.
   • Tallon, J.-M. & Chateauneuf, A., 1998, "Diversification, Convex Preferences and Non-Empty Core," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 98.32.
   • Alain Chateauneuf & Rose Anne Dana & Jean-Marc Tallon, 2002, "Diversification, convex preferences and non-empty core in the Choquet expected utility model," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00174770.
   • Alain Chateauneuf & Rose Anne Dana & Jean-Marc Tallon, 2002, "Diversification, convex preferences and non-empty core in the Choquet expected utility model," Post-Print, HAL, number halshs-00174770.
5. Alain Chateauneuf & Michéle Cohen & Dieter Denneberg, 2002, "General introduction to this special issue on Choquet integral and applications," Statistical Papers, Springer, volume 43, issue 1, pages 1-3, January, DOI: 10.1007/s00362-001-0082-7.
6. Antoine Billot & Alain Chateauneuf & Itzhak Gilboa & Jean-Marc Tallou, 2002, "Sharing beliefs and the absence of betting in the Choquet expected utility model," Statistical Papers, Springer, volume 43, issue 1, pages 127-136, January, DOI: 10.1007/s00362-001-0090-7.
   
   • Antoine Billot & Alain Chateauneuf & Itzhak Gilboa & Jean-Marc Tallon, 2002, "Sharing beliefs and the absence of betting in the Choquet expected utility model," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00481307, DOI: 10.1007/s00362-001-0090-7.
   • Antoine Billot & Alain Chateauneuf & Itzhak Gilboa & Jean-Marc Tallon, 2002, "Sharing beliefs and the absence of betting in the Choquet expected utility model," Post-Print, HAL, number hal-00481307, DOI: 10.1007/s00362-001-0090-7.
7. Tang, Linghui & Hammoudeh, Shawkat, 2002, "An empirical exploration of the world oil price under the target zone model," Energy Economics, Elsevier, volume 24, issue 6, pages 577-596, November.
8. Dimaria, Charles-Henri & Le Van, Cuong, 2002, "Optimal Growth, Debt, Corruption, And R&D," Macroeconomic Dynamics, Cambridge University Press, volume 6, issue 5, pages 597-613, November.
9. Le Van, Cuong & Morhaim, Lisa, 2002, "Optimal Growth Models with Bounded or Unbounded Returns: A Unifying Approach," Journal of Economic Theory, Elsevier, volume 105, issue 1, pages 158-187, July.
   
   • LE VAN, Cuong & MORHAIM, Lisa, 2001, "Optimal growth models with bounded or unbounded returns: a unifying approach," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2001034, Aug.
   • Le Van, C. & Morhaim, L., 2000, "Optimal Growth Models with Bounded or Unbounded Returns : a Unifying Approach," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 2000.64.
10. Allouch, Nizar & Le Van, Cuong & Page, Frank Jr., 2002, "The geometry of arbitrage and the existence of competitive equilibrium," Journal of Mathematical Economics, Elsevier, volume 38, issue 4, pages 373-391, December.
    
    • Allouch, Nizar & Le Van, Cuong & Page, Frank H., Jr., undated, "The Geometry of Arbitrage and the Existence of Competitive Equilibrium," Economic Research Papers, University of Warwick - Department of Economics, number 269368, DOI: 10.22004/ag.econ.269368.
    • Allouch, Nizar & Le Van, Cuong & Page, Jr. Frank H., 2001, "The geometry of arbitrage and the existence of competitive equilibrium," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 598.
11. Lisa Morhaim & Charles-Henri Dimaria & Cuong Le Van, 2002, "The discrete time version of the Romer model," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 20, issue 1, pages 133-158.
    
    • Le Van, C. & Morhaim, L. & Dimaria, C.-H., 2000, "The Discrete Time Version of the Romer Model," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 2000.63.
12. Jean-Yves Moisseron, 2002, "La crise du régionalisme en Méditerranée," Revue Tiers Monde, Programme National Persée, volume 43, issue 169, pages 91-112, DOI: 10.3406/tiers.2002.1569.
13. Gwenaël Piaser & Denis Raynaud, 2002, "Consultation médicale. L'influence du revenu et de l'assurance complémentaire," Revue Économique, Programme National Persée, volume 53, issue 1, pages 113-133, DOI: 10.3406/reco.2002.410393.
    
    • Gwenaël Piaser & Denis Raynaud, 2002, "Consultation médicale. L'influence du revenu et de l'assurance complémentaire," Revue économique, Presses de Sciences-Po, volume 53, issue 1, pages 113-133.
14. Topaloglou, Nikolas & Vladimirou, Hercules & Zenios, Stavros A., 2002, "CVaR models with selective hedging for international asset allocation," Journal of Banking & Finance, Elsevier, volume 26, issue 7, pages 1535-1561, July.

2001

1. Alain Chateauneuf & Robert Kast & André Lapied, 2001, "Conditioning Capacities and Choquet Integrals: The Role of Comonotony," Theory and Decision, Springer, volume 51, issue 2, pages 367-386, December, DOI: 10.1023/A:1015567329595.
2. Rose-Anne Dana, 2001, "original papers : Uniqueness of Arrow-Debreu and Arrow-Radner equilibrium when utilities are additively separable," Review of Economic Design, Springer;Society for Economic Design, volume 6, issue 2, pages 155-173.
3. Le Van, Cuong & Truong Xuan, Duc Ha, 2001, "Asset market equilibrium in Lp spaces with separable utilities," Journal of Mathematical Economics, Elsevier, volume 36, issue 3, pages 241-254, December.

2000

1. Antoine Billot & Alain Chateauneuf & Itzhak Gilboa & Jean-Marc Tallon, 2000, "Sharing Beliefs: Between Agreeing and Disagreeing," Econometrica, Econometric Society, volume 68, issue 3, pages 685-694, May.
   
   • Billot, A. & Chateauneuf, A. & Gilboa, I. & Tallon, J.-M., 1998, "Sharing Beliefs: Between Agreeing and Disagreeing," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 98.30.
   • Itzhak Gilboa & Antoine Billot & Alain Chateauneuf & Jean-Marc Tallon, 2000, "Sharing Beliefs: between Agreeing and Disagreeing," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00753122, May, DOI: 10.1111/1468-0262.00127.
   • Antoine Billot & Alain Chateauneuf & Itzhak Gilboa & Jean-Marc Tallon, 2000, "Sharing beliefs: between agreeing and disagreeing," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00174553.
   • Itzhak Gilboa & Antoine Billot & Alain Chateauneuf & Jean-Marc Tallon, 2000, "Sharing Beliefs: between Agreeing and Disagreeing," Post-Print, HAL, number hal-00753122, May, DOI: 10.1111/1468-0262.00127.
   • Antoine Billot & Alain Chateauneuf & Itzhak Gilboa & Jean-Marc Tallon, 2000, "Sharing beliefs: between agreeing and disagreeing," Post-Print, HAL, number halshs-00174553.
2. Chateauneuf, Alain & Dana, Rose-Anne & Tallon, Jean-Marc, 2000, "Optimal risk-sharing rules and equilibria with Choquet-expected-utility," Journal of Mathematical Economics, Elsevier, volume 34, issue 2, pages 191-214, October.
   
   • Chateauneuf, A. & Dana, R.-A, & Tallon, J.-M., 1997, "Optimal Risk-Sharing Rules and Equilibria With Non-Additive Expected Utility," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 97.54.
   • Alain Chateauneuf & Rose Anne Dana & Jean-Marc Tallon, 2000, "Optimal risk-sharing rules and equilibria with Choquet-expected-utility," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00451997, DOI: 10.1016/S0304-4068(00)00041-0.
   • Alain Chateauneuf & Rose Anne Dana & Jean-Marc Tallon, 2000, "Optimal risk-sharing rules and equilibria with Choquet-expected-utility," Post-Print, HAL, number halshs-00451997, DOI: 10.1016/S0304-4068(00)00041-0.
3. Dana, Rose-Anne & Le Van, Cuong, 2000, "Arbitrage, duality and asset equilibria," Journal of Mathematical Economics, Elsevier, volume 34, issue 3, pages 397-413, November.
   
   • Dana, Rose-Anne & Le Van, Cuong, 1996, "Arbitrage, duality and asset equilibria," CEPREMAP Working Papers (Couverture Orange), CEPREMAP, number 9613.
4. Alain Sand-Zantman & Jean Louis Brillet & Cuong Le Van & Jacques Mazier, 2000, "Modelling Transition And International Opening In Asia: The Case Of Vietnam With A Comparison With China And The “Asian Tigers”," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, volume 42, issue 4, pages 93-130, December.
   
   • Sand-Zantman, A. & Brillet, J.L. & Le Van, C. & Mazier, J., 2000, "Modelling Transition and International Opening in Asia: The Case of Vietnam with a Comparison with China and the "Asian Tigers"," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 2000.31.
   • Alain Sand-Zantman & Jean-Louis Brillet & Cuong Le Van & Jacques Mazier, 2000, "Modelling Transition And International Opening In Asia: The Case Of Vietnam With A Comparison With China And The "Asian Tigers"," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00372748, DOI: 10.1057/ces.2000.25.
5. Lorne N. Switzer & Paula L. Varson & Samia Zghidi, 2000, "Standard and Poor’s depository receipts and the performance of the S&P 500 index futures market," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 20, issue 8, pages 705-716, September.

1999

1. Chateauneuf, Alain, 1999, "Comonotonicity axioms and rank-dependent expected utility theory for arbitrary consequences," Journal of Mathematical Economics, Elsevier, volume 32, issue 1, pages 21-45, August.
2. Chateauneuf, Alain & Wakker, Peter, 1999, "An Axiomatization of Cumulative Prospect Theory for Decision under Risk," Journal of Risk and Uncertainty, Springer, volume 18, issue 2, pages 137-145, August.
   
   • Chateauneuf, A. & Wakker, P., 1998, "An Axiomatization of Cumulative Prospect Theory for Decision Under Risk," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 98.51.
3. Dana, Rose-Anne & Le Van, Cuong & Magnien, Francois, 1999, "On the Different Notions of Arbitrage and Existence of Equilibrium," Journal of Economic Theory, Elsevier, volume 87, issue 1, pages 169-193, July.
   
   • Dana, Rose-Anne & Le Van, Cuong & Magnien, François, 1996, "On the different notions of arbitrage and existence of equilibrium," CEPREMAP Working Papers (Couverture Orange), CEPREMAP, number 9616.
   • Dana, R.-A. & Le Van, C. & Magnien, F., 1999, "On the Different Notions of Arbitrage and Existence of Equilibrium," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 1999.34.
4. Dana, Rose-Anne, 1999, "Existence, uniqueness and determinacy of equilibrium in C.A.P.M. with a riskless asset," Journal of Mathematical Economics, Elsevier, volume 32, issue 2, pages 167-175, October.
5. Askenazy, Philippe & Le Van, Cuong, 1999, "A Model of Optimal Growth Strategy," Journal of Economic Theory, Elsevier, volume 85, issue 1, pages 24-51, March.
   
   • Askenazy, Philippe & Le Van, 1997, "A model of optimal growth strategy," CEPREMAP Working Papers (Couverture Orange), CEPREMAP, number 9707.
   • Askenazy, P. & Le Van, C., 1997, "A Model of Optimal Growth Strategy," DELTA Working Papers, DELTA (Ecole normale supérieure), number 97-27.
6. David A Ralston & Nguyen Van Thang & Nancy K Napier, 1999, "A Comparative Study of the Work Values of North and South Vietnamese Managers," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, volume 30, issue 4, pages 655-672, December.
7. Tae Park & Lorne Switzer & Robert Bedrossian, 1999, "The interactions between trading volume and volatility: evidence from the equity options markets," Applied Financial Economics, Taylor & Francis Journals, volume 9, issue 6, pages 627-637, DOI: 10.1080/096031099332078.

1998

1. Annabelle Mourougane, 1998, "Indépendance de la Banque centrale et politique monétaire: application à la Banque centrale euopéenne," Revue Française d'Économie, Programme National Persée, volume 13, issue 1, pages 135-197, DOI: 10.3406/rfeco.1998.1043.

1996

1. A. Chateauneuf & R. Kast & A. Lapied, 1996, "Choquet Pricing For Financial Markets With Frictions1," Mathematical Finance, Wiley Blackwell, volume 6, issue 3, pages 323-330, July, DOI: 10.1111/j.1467-9965.1996.tb00119.x.
2. Chateauneuf, Alain, 1996, "Decomposable capacities, distorted probabilities and concave capacities," Mathematical Social Sciences, Elsevier, volume 31, issue 1, pages 19-37, February.
3. Dana, R. A. & Le Van, C., 1996, "Asset Equilibria in Lp spaces with complete markets: A duality approach," Journal of Mathematical Economics, Elsevier, volume 25, issue 3, pages 263-280.
   
   • Dana, R.A. & Le Van, C., 1996, "Asset Equilibria in "L" Spaces with Complete Markets: A Duality Approach," Papers, Toulouse - GREMAQ, number 95.388.
4. Bonnisseau, Jean-Marc & Le Van, Cuong, 1996, "On the subdifferential of the value function in economic optimization problems," Journal of Mathematical Economics, Elsevier, volume 25, issue 1, pages 55-73.
   
   • Jean-Marc Bonnisseau & Cuong Le Van, 1996, "On the subdifferential of the value function in economic optimization problems," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00187221, DOI: 10.1016/0304-4068(95)00717-2.
   • Jean-Marc Bonnisseau & Cuong Le Van, 1996, "On the subdifferential of the value function in economic optimization problems," Post-Print, HAL, number hal-00187221, DOI: 10.1016/0304-4068(95)00717-2.
5. Boucekkine, Raouf & Le Van, Cuong, 1996, "Checking for Saddlepoint Stability: An Easy Test," Computational Economics, Springer;Society for Computational Economics, volume 9, issue 4, pages 317-330, November.
6. Cuong Le Van, 1996, "Complete characterization of Yannelis-Zame and Chichilnisky-Kalman-Mas-Colell properness conditions on preferences for separable concave functions defined in $L^{p}_{+}.$ and Lp (*)," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 8, issue 1, pages 155-166.
7. Le Van, Cuong, 1996, "Complete Characterization of Yannelis-Zame and Chichilnisky-Kalman-Mas-Colell Properness Conditions on Preferences for Separable Concave Functions Defined in L[superscript p subscript +] and L[superscript p]," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 8, issue 1, pages 155-166, June.
8. Xavier Bonnet & Eric Dubois & Sandrine Duchêne & Alain Jacquot & Annabelle Mourougane, 1996, "Résorption des déséquilibres de l'économie française : une exploration à l'horizon 2001," Économie et Statistique, Programme National Persée, volume 299, issue 1, pages 129-143, DOI: 10.3406/estat.1996.6167.
9. Tae H. Park & Lorne N. Switzer, 1996, "An Economic Analysis of Real Estate Swaps," Canadian Journal of Economics, Canadian Economics Association, volume 29, issue s1, pages 527-533, April.
10. Tae H. Park & Lorne N. Switzer, 1996, "Mean reversion of interest‐rate term premiums and profits from trading strategies with treasury futures spreads," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 16, issue 3, pages 331-352, May.

1995

1. Dana, Rose-Anne, 1995, "An extension of Milleron, Mitjushin and Polterovich's result," Journal of Mathematical Economics, Elsevier, volume 24, issue 3, pages 259-269.
2. Hammoudeh, Shawkat & Madan, Vibhas, 1995, "Expectations, target zones, and oil price dynamics," Journal of Policy Modeling, Elsevier, volume 17, issue 6, pages 597-613, December.
3. Kryzanowski, Lawrence & Switzer, Lorne & Jiang, Li, 1995, "Stock market crash behavior of screen-sorted portfolios," International Review of Economics & Finance, Elsevier, volume 4, issue 3, pages 227-244.
4. Park, Tae H & Switzer, Lorne N, 1995, "Risk Management of Real Estate: The Case of Real Estate Swaps," The Journal of Real Estate Finance and Economics, Springer, volume 11, issue 3, pages 219-233, November.
5. Tae H. Park & Lorne N. Switzer, 1995, "Bivariate GARCH estimation of the optimal hedge ratios for stock index futures: A note," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 15, issue 1, pages 61-67, February.
6. Tae H. Park & Lorne N. Switzer, 1995, "Index participation units and the performance of index futures markets: Evidence from the Toronto 35 index participation units market," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 15, issue 2, pages 187-200, April.

1994

1. Chateauneuf, Alain & Cohen, Michele, 1994, "Risk Seeking with Diminishing Marginal Utility in a Non-expected Utility Model," Journal of Risk and Uncertainty, Springer, volume 9, issue 1, pages 77-91, July.
2. Hammoudeh, Shawkat & Madan, Vibhas, 1994, "Escaping the tolerance trap : Implications of rigidity in OPEC's output adjustment mechanism," Energy Economics, Elsevier, volume 16, issue 1, pages 3-8, January.
3. Hadji, Ismail & Le Van, Cuong, 1994, "Convergence of equilibria in an intertemporal general equilibrium model : A dynamical system approach," Journal of Economic Dynamics and Control, Elsevier, volume 18, issue 2, pages 381-396, March.
4. Switzer, LN & Ladany, SP, 1994, "Currency-free evaluation of investment results and the R index: an addendum," Omega, Elsevier, volume 22, issue 5, pages 535-536, September.

1993

1. Chateauneuf, Alain & Wakker, Peter, 1993, "From local to global additive representation," Journal of Mathematical Economics, Elsevier, volume 22, issue 6, pages 523-545.
2. Dana, Rose-Anne, 1993, "Existence, uniqueness and determinacy of Arrow-Debreu equilibria in finance models," Journal of Mathematical Economics, Elsevier, volume 22, issue 6, pages 563-579.
3. Dana, Rose Anne, 1993, "Existence and Uniqueness of Equilibria When Preferences Are Additively Separable," Econometrica, Econometric Society, volume 61, issue 4, pages 953-957, July.

1992

1. Hammoudeh, Shawkat & Madan, Vibhas, 1992, "The dynamic stability of OPEC's oil price mechanism," Energy Economics, Elsevier, volume 14, issue 1, pages 65-71, January.
2. Doukas, John & Switzer, Lorne, 1992, "The stock market's valuation of R&D spending and market concentration," Journal of Economics and Business, Elsevier, volume 44, issue 2, pages 95-114, May.

1991

1. Chateauneuf, Alain, 1991, "On the use of capacities in modeling uncertainty aversion and risk aversion," Journal of Mathematical Economics, Elsevier, volume 20, issue 4, pages 343-369.
2. Dana, Rose-Anne & Van, Cuong Le, 1991, "Optimal growth and Pareto optimality," Journal of Mathematical Economics, Elsevier, volume 20, issue 2, pages 155-180.
   
   • Dana Rose-anne & Le Van Cuong, 1987, "Optimal growth and pareto-optimality," CEPREMAP Working Papers (Couverture Orange), CEPREMAP, number 8723.
3. Philippe Ducos & Philippe Khuong-Huu & Jean-Pierre Lardy & Cuong Le Van, 1991, "Une maquette de l'économie vietnamienne de 1980 à 1988," Revue Économique, Programme National Persée, volume 42, issue 1, pages 95-110.

1989

1. Chateauneuf, Alain & Jaffray, Jean-Yves, 1989, "Some characterizations of lower probabilities and other monotone capacities through the use of Mobius inversion," Mathematical Social Sciences, Elsevier, volume 17, issue 3, pages 263-283, June.
   
   • Alain Chateauneuf & Jean-Yves Jaffray, 2008, "Some Characterizations of Lower Probabilities and Other Monotone Capacities through the Use of Mobius Inversion," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00649208, DOI: 10.1007/978-3-540-44792-4_19.
   • Alain Chateauneuf & Jean-Yves Jaffray, 2008, "Some Characterizations of Lower Probabilities and Other Monotone Capacities through the Use of Mobius Inversion," Post-Print, HAL, number hal-00649208, DOI: 10.1007/978-3-540-44792-4_19.
   • Alain Chateauneuf & Jean-Yves Jaffray, 2008, "Some Characterizations of Lower Probabilities and Other Monotone Capacities through the Use of Mobius Inversion," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-00649208, DOI: 10.1007/978-3-540-44792-4_19.
2. Dana, Rose-Anne & Florenzano, Monique & Le Van, Cuong & Levy, Dominique, 1989, "Production prices and general equilibrium prices : A long-run property of a Leontief economy," Journal of Mathematical Economics, Elsevier, volume 18, issue 3, pages 263-280, June.
3. Dana, Rose-Anne & Florenzano, Monique & Levan, Cuong & Levy, Dominique, 1989, "Asymptotic properties of a Leontief economy," Journal of Economic Dynamics and Control, Elsevier, volume 13, issue 4, pages 553-568, October.
   
   • Dana Rose-anne & Florenzano Monique & Le Van Cuong & Levy Dominique, 1988, "Asymptotic properties of a leontief economy," CEPREMAP Working Papers (Couverture Orange), CEPREMAP, number 8814.

1987

1. Chateauneuf, Alain, 1987, "Continuous representation of a preference relation on a connected topological space," Journal of Mathematical Economics, Elsevier, volume 16, issue 2, pages 139-146, April.
2. Dana, Rose-Anne & Montrucchio, Luigi, 1987, "On rational dynamic strategies in infinite horizon models where agents discount the future," Journal of Economic Behavior & Organization, Elsevier, volume 8, issue 3, pages 497-511, September.
3. Le Van, Cuong, 1987, "Stationary uncertainty frontiers in macroeconometric models and existence and uniqueness of solutions to matrix Riccati equations," Journal of Economic Dynamics and Control, Elsevier, volume 11, issue 1, pages 93-116, March.

1986

1. Dana, Rose-Anne & Montrucchio, Luigi, 1986, "Dynamic complexity in duopoly games," Journal of Economic Theory, Elsevier, volume 40, issue 1, pages 40-56, October.
2. Le Van, Cuong, 1986, "Stationary uncertainty frontiers in macroeconometric models An approach for solving matrix Riccati equations," Journal of Economic Dynamics and Control, Elsevier, volume 10, issue 1-2, pages 225-229, June.
3. Florenzano, Monigue & Le Van, Cuong, 1986, "A note on the Gale-Nikaido-Debreu lemma and the existence of general equilibrium," Economics Letters, Elsevier, volume 22, issue 2-3, pages 107-110.

1985

1. Chateauneuf, Alain, 1985, "On the existence of a probability measure compatible with a total preorder on a Boolean algebra," Journal of Mathematical Economics, Elsevier, volume 14, issue 1, pages 43-52, February.
2. Ayyash, S. & Hammoudeh, S., 1985, "Economic analysis of energy management for cooling systems in Kuwait," Energy, Elsevier, volume 10, issue 6, pages 721-725, DOI: 10.1016/0360-5442(85)90104-5.
3. Edwin Mansfield & Lorne Switzer, 1985, "How Effective Are Canada's Direct Tax Incentives for R and D?," Canadian Public Policy, University of Toronto Press, volume 11, issue 2, pages 241-246, June.
4. Mansfield, Edwin & Switzer, Lorne, 1985, "The effects of R&D tax credits and allowances in Canada," Research Policy, Elsevier, volume 14, issue 2, pages 97-107, April.

1984

1. Hammoudeh, Shawkat & Ayyash, Saud & Suri, R. K., 1984, "Conventional and solar cooling systems for Kuwait : An economic analysis," Energy Economics, Elsevier, volume 6, issue 4, pages 259-266, October.
2. Cuong Le Van & Pierre Malgrange & Michel Deleau, 1984, "Stabilisation efficace des systèmes économiques en présence d'incertitude : expérimentation avec une maquette du modèle DMS," Revue Économique, Programme National Persée, volume 35, issue 3, pages 507-536, DOI: 10.3406/reco.1984.408791.
3. Edwin Mansfield & Lorne Switzer, 1984, "Effects of Federal Support on Company-Financed R and D: The Case of Energy," Management Science, INFORMS, volume 30, issue 5, pages 562-571, May, DOI: 10.1287/mnsc.30.5.562.
4. Switzer, Lorne, 1984, "The Determinants of Industrial R&D: A Funds Flow Simultaneous Equation Approach," The Review of Economics and Statistics, MIT Press, volume 66, issue 1, pages 163-168, February.

1983

1. Gerald Mars & Yochanan Altman, 1983, "The cultural bases of soviet Georgia's second economy," Europe-Asia Studies, Taylor & Francis Journals, volume 35, issue 4, pages 546-560, DOI: 10.1080/09668138308411503.
2. Mansfield, Edwin & Romeo, Anthony & Switzer, Lorne, 1983, "R&D price indexes and real R&D expenditures in the United States," Research Policy, Elsevier, volume 12, issue 2, pages 105-112, April.

1979

1. Hammoudeh, Shawkat, 1979, "The future oil price behaviour of OPEC and Saudi Arabia : A survey of optimization models," Energy Economics, Elsevier, volume 1, issue 3, pages 156-166, July.

Undated

1. Claude Alavoine & Dominique Bonet Fernandez & Marie-Jos� Scotto & Fr�d�ric Teulon, undated, "Les politiques publiques de r�duction de l'offre de travail," IPAG Economics and Management Letters, Department of Research, Ipag Business School, volume 3.
2. Dominique Bonet Fernandez, undated, "Pour une gestion durable des ressources : le mod�le de l��conomie circulaire," IPAG Economics and Management Letters, Department of Research, Ipag Business School, volume 2.
3. Dominique Bonet Fernandez & Fr�d�ric Teulon, undated, "L'Alg�rie en qu�te d'un nouvel avenir (1�re partie)," IPAG Economics and Management Letters, Department of Research, Ipag Business School, volume 4.
   
   • Dominique Bonet Fernandez & Fr�d�ric Teulon, undated, "L'Alg�rie en qu�te d'un nouvel avenir (2�me partie)," IPAG Economics and Management Letters, Department of Research, Ipag Business School, volume 5.
   • Dominique Bonet Fernandez & Fr�d�ric Teulon, undated, "L'Alg�rie en qu�te d'un nouvel avenir (3�me partie)," IPAG Economics and Management Letters, Department of Research, Ipag Business School, volume 6.
4. Ilaria Dalla Pozza & Lionel Texier, undated, "Digitalisation, le nouveau chantier de l'assurance," IPAG Economics and Management Letters, Department of Research, Ipag Business School, volume 14.
5. Ueckermann, E.M. & Blignaut, J.N. & Gupta, Rangan & Raubenheimer, J., undated, "Modelling South African grain farmers’ preferences to adopt derivative contracts using discrete choice models," Agrekon, Agricultural Economics Association of South Africa (AEASA), volume 47, issue 2, pages 1-18, DOI: 10.22004/ag.econ.37631.
6. Khaled Guesmi & Duc Khuong Nguyen & Nadia Sghaier & Fr�d�ric Teulon, undated, "Overview of the 2nd International Symposium on Energy and Finance Issues: Part I," IPAG Economics and Management Letters, Department of Research, Ipag Business School, volume 10.
   
   • Marc Joëts & Duc Khuong Nguyen & Fr�d�ric Teulon, undated, "Overview of the 2nd International Symposium on Energy and Finance Issues: Part II," IPAG Economics and Management Letters, Department of Research, Ipag Business School, volume 11.
7. Khaled Guesmi & Duc Khuong Nguyen & Nadia Sghaier & Fr�d�ric Teulon, undated, "Les fonds souverains et le spectre des Etats rentiers : Le cas du Qatar," IPAG Economics and Management Letters, Department of Research, Ipag Business School, volume 9.
8. Lorne N. Switzer & Jun Wang, 0, "An event based approach for quantifying the effects of securities fraud in the IT industry," Information Systems Frontiers, Springer, volume 0, issue , pages 1-11, DOI: 10.1007/s10796-017-9753-3.
   
   • Lorne N. Switzer & Jun Wang, 2017, "An event based approach for quantifying the effects of securities fraud in the IT industry," Information Systems Frontiers, Springer, volume 19, issue 3, pages 457-467, June, DOI: 10.1007/s10796-017-9753-3.

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Books

2025

1. Christopher E C Gan & Nirosha Hewa-Wellalage & Ahmed Imran Hunjra (ed.), 2025, "Digital Banking and Finance:A Handbook," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number q0479, ISBN: ARRAY(0x795d1720).

2024

1. Ahmed Imran Hunjra & John W. Goodell (ed.), 2024, "The Palgrave Handbook of Green Finance for Sustainable Development," Palgrave Studies in Impact Finance, Palgrave Macmillan, number 978-3-031-65756-6, ISBN: ARRAY(0x88588a38), March, DOI: 10.1007/978-3-031-65756-6.
2. Sabri Boubaker & Thai-Ha Le (ed.), 2024, "Handbook of Environmental and Green Finance:Toward a Sustainable Future," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number q0426, ISBN: ARRAY(0x79427d98).
3. Sabri Boubaker & Thai-Ha Le (ed.), 2024, "Green Finance and Sustainable Development Goals," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number q0427, ISBN: ARRAY(0x789321a0).

2023

1. António Afonso & João Tovar Jalles & Ana Venâncio (ed.), 2023, "Handbook on Public Sector Efficiency," Books, Edward Elgar Publishing, number 19879, ISBN: ARRAY(0x98297208).

2021

1. Sang-Chul Park & Naohiro Ogawa & Chul Ju Kim & Pitchaya Sirivunnabood & Thai-Ha Le (ed.), 2021, "Demographic Transition and Its Impacts in Asia and Europe," ADBI Books, Asian Development Bank Institute, number 20, September.

2017

1. Marta Peris-Ortiz & Frédèric Teulon & Dominique Bonet-Fernandez (ed.), 2017, "Social Entrepreneurship in Non-Profit and Profit Sectors," International Studies in Entrepreneurship, Springer, number 978-3-319-50850-4, ISBN: ARRAY(0x7dae49b0), December, DOI: 10.1007/978-3-319-50850-4.

2013

1. Morten Balling & Peter Egger & Ernest Gnan (ed.), 2013, "States, Banks, and the Financing of the Economy: Fiscal Policy and Sovereign Risk Perspectives," SUERF Studies, SUERF - The European Money and Finance Forum, number 2013/2, ISBN: ARRAY(0x977c8c18), October.

2012

1. Nussenbaum, Maurice (ed.), 2012, "La rémunération dans les fonds d’investissement : évaluation et traitement fiscal," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/11178.

2008

1. Mondher Bellalah & Jean-Luc Prigent & Jean-Michel Sahut & Georges Pariente & Olivier Levyne & Michel (ed.), 2008, "Risk Management and Value:Valuation and Asset Pricing," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 6574, ISBN: ARRAY(0x7859d050).

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Chapters

2025

1. Annabelle Mourougane, 2025, "How Have Balance of Payments Statistics Been Used in OECD Statistical and Policy Analysis?," Springer Books, Springer, in: Ursula Schipper & Robert Kirchner & Jens Walter, "Measuring International Economics", DOI: 10.1007/978-3-031-77193-4_11.

2024

1. Muhammad Azam & Ahmed Imran Hunjra & Mohammad Kabir Hassan, 2024, "The Role of Financing in Achieving Sustainable Development Goals: Economic and Legal Implications," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, in: Sabri Boubaker & Thai-Ha Le, "Green Finance and Sustainable Development Goals".
2. Ahmed Imran Hunjra & Mahnoor Hanif & Dilvin Taşkın & Qasim Zureigat, 2024, "Renewable Energy Transition for Sustainable Economic Development: Implications for Green Recovery in the Post COVID-19 Era," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 15, in: Sabri Boubaker & Thai-Ha Le, "Green Finance and Sustainable Development Goals".
3. Benedict Clements & Sanjeev Gupta & João Tovar Jalles, 2024, "Fiscal policy and income redistribution in the turbulent era," Chapters, Edward Elgar Publishing, chapter 10, in: Enrique Alberola, "Fiscal Policy in a Turbulent Era".

2023

1. Ahmed Imran Hunjra & Murugesh Arunachalam & Rashid Mehmood & Mahnoor Hanif, 2023, "Systematic and Unsystematic Determinants of Liquidity Risk of Islamic Banks," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 24, in: Khaled Hussainey & Hidaya Al Lawati, "Islamic Accounting and Finance A Handbook".
2. Ant—nio Afonso & João Tovar Jalles & Ana Venâncio, 2023, "Government spending efficiency, measurement and applications: A cross-country efficiency dataset," Chapters, Edward Elgar Publishing, chapter 3, in: António Afonso & João Tovar Jalles & Ana Venâncio, "Handbook on Public Sector Efficiency".
   
   • António Afonso & João Tovar Jalles & Ana Venâncio, 2020, "Government Spending Efficiency, Measurement and Applications: a CrossCountry Efficiency Dataset," EconPol Working Paper, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 50.
   • António Afonso & João Tovar Jalles & Ana Venâncio, 2020, "GovernmentSpending Efficiency, MeasurementandApplications:a Cross-country Efficiency Dataset," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2020/0147, Nov.

2022

1. Reneé van Eyden & Rangan Gupta & Christophe André & Xin Sheng, 2022, "The effect of macroeconomic uncertainty on housing returns and volatility: evidence from US state-level data," Chapters, Edward Elgar Publishing, chapter 8, in: Charles K.Y. Leung, "Handbook of Real Estate and Macroeconomics".
   
   • Renee van Eyden & Rangan Gupta & Christophe Andre & Xin Sheng, 2021, "The Effect of Macroeconomic Uncertainty on Housing Returns and Volatility: Evidence from US State-Level Data," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2021_008, Apr.
   • Renee van Eyden & Rangan Gupta & Christophe Andre & Xin Sheng, 2021, "The Effect of Macroeconomic Uncertainty on Housing Returns and Volatility: Evidence from US State-Level Data," Working Papers, University of Pretoria, Department of Economics, number 202131, Apr.
2. Sitara Karim & Mustafa Raza Rabbani & Abu Bashar & Ahmed Imran Hunjra, 2022, "Fintech Innovation and Its Application in Islamic Banking from Pakistan," Springer Books, Springer, in: M. Kabir Hassan & Mustafa Raza Rabbani & Mamunur Rashid, "FinTech in Islamic Financial Institutions", DOI: 10.1007/978-3-031-14941-2_8.
3. Muhammad AZAM & Ahmed Imran HUNJRA & Dilvin TASKIN, 2022, "Macroeconomic-Financial Policies and Climate Change Nexus: Theory & Practices," Springer Books, Springer, chapter 0, in: Hachmi BEN AMEUR & Zied FTITI & Wael LOUHICHI & Jean-Luc PRIGENT, "Crises and Uncertainty in the Economy", DOI: 10.1007/978-981-19-3296-0_3.
4. Thai-Ha Le & Phoumin Han & Ha-Chi Le, 2022, "Electricity Market Development in Viet Nam: Historical Trends and Future Perspectives," Springer Books, Springer, in: Han Phoumin & Rabindra Nepal & Fukunari Kimura & Gazi Salah Uddin & Farhad Taghizadeh-Hesary, "Revisiting Electricity Market Reforms", DOI: 10.1007/978-981-19-4266-2_3.

2021

1. Sahbi Farhani & Imen Gam & Ilhem Barboura, 2021, "The Impact of Multiple Vaccines on the Death Rate — A Focused Review for BCG Vaccination in the COVID-19 Pandemic Period," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, in: Khaled Guesmi, "COVID-19 Pandemic and Energy Markets Commodity Markets, Cryptocurrencies and Electricity Consumption under the COVID-19".
2. Ahmed Imran Hunjra & Murugesh Arunachalam & Mahnoor Hanif, 2021, "Correction to: Financial Development-Economic Growth Nexus: Theoretical Underpinnings, Empirical Evidence, and Critical Reflections," Springer Books, Springer, in: Muhammad Shahbaz & Alaa Soliman & Subhan Ullah, "Economic Growth and Financial Development", DOI: 10.1007/978-3-030-79003-5_13.
   
   • Ahmed Imran Hunjra & Murugesh Arunachalam & Mahnoor Hanif, 2021, "Financial Development-Economic Growth Nexus: Theoretical Underpinnings, Empirical Evidence, and Critical Reflections," Springer Books, Springer, in: Muhammad Shahbaz & Alaa Soliman & Subhan Ullah, "Economic Growth and Financial Development", DOI: 10.1007/978-3-030-79003-5_9.
3. Thai-Ha Le & Farhad Taghizadeh-Hesary & Canh Phuc Nguyen, 2021, "Obstacles to Doing Business in Asia: Cross-Country Analysis for State-Owned Enterprises and Private Firms," ADB Institute Series on Development Economics, Springer, chapter 0, in: Farhad Taghizadeh-Hesary & Naoyuki Yoshino & Chul Ju Kim & Kunmin Kim, "Reforming State-Owned Enterprises in Asia", DOI: 10.1007/978-981-15-8574-6_15.
4. Chi Quynh Nguyen & Thai-Ha Le, 2021, "The Nexus Between Trade Openness and Foreign Direct Investment Amid Structural Economic Vulnerability in Developing Countries," Springer Books, Springer, in: Justin Paul & Sanjay Dhir, "Globalization, Deglobalization, and New Paradigms in Business", DOI: 10.1007/978-3-030-81584-4_4.

2020

1. Zheng Fang & Thai-Ha Le, 2020, "Cointegrating Relationship and Granger Causal Analysis in Energy Economics — A Practical Guidance," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 28, in: Stéphane Goutte & Duc Khuong Nguyen, "HANDBOOK OF ENERGY FINANCE Theories, Practices and Simulations".

2018

1. Alain Chateauneuf & Vassili Vergopoulos & Jianbo Zhang, 2018, "Infinite Supermodularity and Preferences," Chapters, IntechOpen, in: Danijela Tuljak-Suban, "Game Theory - Applications in Logistics and Economy", DOI: 10.5772/intechopen.79150.
   
   • Alain Chateauneuf & Vassili Vergopoulos & Jianbo Zhang, 2017, "Infinite supermodularity and preferences," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 63, issue 1, pages 99-109, January, DOI: 10.1007/s00199-015-0942-3.
   • Alain Chateauneuf & Vassili Vergopoulos & Jianbo Zhang, 2016, "Infinite supermodularity and preferences," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-01302555, DOI: 10.1007/s00199-015-0942-3.
   • Alain Chateauneuf & Vassili Vergopoulos & Jianbo Zhang, 2016, "Infinite supermodularity and preferences," Post-Print, HAL, number hal-01302555, DOI: 10.1007/s00199-015-0942-3.
   • Alain Chateauneuf & Vassili Vergopoulos & Jianbo Zhang, 2016, "Infinite supermodularity and preferences," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-01302555, DOI: 10.1007/s00199-015-0942-3.
   • Alain Chateauneuf & Vassili Vergopoulos & Jianbo Zhang, 2015, "Infinite Supermodularity and Preferences," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 201505, Oct, revised Oct 2015.

2017

1. Marta Peris-Ortiz & Frédèric Teulon & Dominique Bonet-Fernandez, 2017, "Social Entrepreneurship in Non-profit and Profit Activities. Theoretical and Empirical Landscape: An Overview," International Studies in Entrepreneurship, Springer, chapter 0, in: Marta Peris-Ortiz & Frédèric Teulon & Dominique Bonet-Fernandez, "Social Entrepreneurship in Non-Profit and Profit Sectors", DOI: 10.1007/978-3-319-50850-4_1.

2008

1. Jean-Michel Sahut, 2008, "Option Market Microstructure," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 23, in: Mondher Bellalah & Jean-Luc Prigent & Jean-Michel Sahut & Georges Pariente & Olivier Levyne & Michel, "Risk Management And Value Valuation and Asset Pricing".
2. Nikolas Topaloglou & Hercules Vladimirou & Stavros A. Zenios, 2008, "Controlling Currency Risk with Options or Forwards," Springer Optimization and Its Applications, Springer, in: Constantin Zopounidis & Michael Doumpos & Panos M. Pardalos, "Handbook of Financial Engineering", DOI: 10.1007/978-0-387-76682-9_9.

2004

1. Steve Bradley & Anh Ngoc Nguyen, 2004, "The School-to-Work Transition," Chapters, Edward Elgar Publishing, chapter 13, in: Geraint Johnes & Jill Johnes, "International Handbook on the Economics of Education".

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