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Publications

by members of

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

(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.
| Working papers | Journal articles | Books | Chapters |

Working papers

2025

  1. Yann Dorville & Nhung Luu & Annabelle Mourougane & Julia Schmidt, 2025. "Towards more timely measures of labour productivity growth," OECD Statistics Working Papers 2025/01, OECD Publishing.
  2. 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 202501, University of Pretoria, Department of Economics.
  3. 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 202502, University of Pretoria, Department of Economics.
  4. Onur Polat & Dhanashree Somani & Rangan Gupta & Sayar Karmakar, 2025. "Shortages and Machine-Learning Forecasting of Oil Returns Volatility: 1900-2024," Working Papers 202503, University of Pretoria, Department of Economics.
  5. 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 202504, University of Pretoria, Department of Economics.
  6. Mawuli Segnon & Bjorn Schulte-Tillmann & Riza Demirer & Rangan Gupta, 2025. "Deglobalization and Foreign Exchange Volatility: The Role of Supply Chain Pressures," Working Papers 202506, University of Pretoria, Department of Economics.
  7. Petre Caraiani & Onur Polat & Rangan Gupta & Elie Bouri, 2025. "Climate Risks and Predictability of Financial Risks in the US Banking Sector," Working Papers 202507, University of Pretoria, Department of Economics.
  8. 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 202508, University of Pretoria, Department of Economics.
  9. Massimiliano Caporin & Oguzhan Cepni & Rangan Gupta, 2025. "Unveiling True Connectedness in US State-Level Stock Markets: The Role of Common Factors," Working Papers 202509, University of Pretoria, Department of Economics.
  10. Benedict Clements & Sanjeev Gupta & João Tovar Jalles, 2025. "Promotion of Equitable Monetary and Fiscal Policies," Working Papers REM 2025/0368, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
  11. João Tovar Jalles & André Teixeira, 2025. "Austerity And Banking: The Impact Of Fiscal Consolidation On Bank Efficiency And Stability," Working Papers REM 2025/0370, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.

2024

  1. Julia Schmidt & Graham Pilgrim & Annabelle Mourougane, 2024. "Measuring the demand for AI skills in the United Kingdom," OECD Artificial Intelligence Papers 25, OECD Publishing.
  2. Graham Pilgrim & Emmanuelle Guidetti & Annabelle Mourougane, 2024. "An ocean of data: The potential of data on vessel traffic," OECD Statistics Working Papers 2024/02, OECD Publishing.
  3. 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 2024/04, OECD Publishing.
  4. Julia Schmidt & Graham Pilgrim & Annabelle Mourougane, 2024. "Towards a better understanding of data-intensive firms in the United Kingdom," OECD Statistics Working Papers 2024/07, OECD Publishing.
  5. V. Candila & O. Cepni & G. M. 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 202414, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
  6. Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2024. "Forecasting Growth-at-Risk of the United States: Housing Price versus Housing Sentiment or Attention," Working Papers 202401, University of Pretoria, Department of Economics.
  7. Wenting Liao & Xin Sheng & Rangan Gupta & Sayar Karmakar, 2024. "Extreme Weather Shocks and State-Level Inflation of the United States," Working Papers 202402, University of Pretoria, Department of Economics.
  8. 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 202403, University of Pretoria, Department of Economics.
  9. Rangan Gupta & Sarah Nandnaba & Wei Jiang, 2024. "Climate Change and Growth Dynamics," Working Papers 202404, University of Pretoria, Department of Economics.
  10. Yunhan Zhang & Qiang Ji & David Gabauer & Rangan Gupta, 2024. "How Connected is the Oil-Bank Network? Firm-Level and High-Frequency Evidence," Working Papers 202405, University of Pretoria, Department of Economics.
  11. 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 202406, University of Pretoria, Department of Economics.
  12. 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 202407, University of Pretoria, Department of Economics.
  13. 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 202408, University of Pretoria, Department of Economics.
  14. 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 202409, University of Pretoria, Department of Economics.
  15. 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 202410, University of Pretoria, Department of Economics.
  16. Yuvana Jaichand & Renee van Eyden & Rangan Gupta, 2024. "Presidential Approval Ratings and Stock Market Performance in Latin America," Working Papers 202411, University of Pretoria, Department of Economics.
  17. 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 202412, University of Pretoria, Department of Economics.
  18. 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 202414, University of Pretoria, Department of Economics.
  19. 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 202415, University of Pretoria, Department of Economics.
  20. Vassilios Babalos & Elie Bouri & Rangan Gupta, 2024. "Does the Introduction of US Spot Bitcoin ETFs Affect Spot Returns and Volatility of Major Cryptocurrencies?," Working Papers 202416, University of Pretoria, Department of Economics.
  21. Sarah Nandnaba & Abebe Hailemariam & Rangan Gupta & Xin Sheng, 2024. "A Note on Oil Consumption and Growth: The Role of Greenhouse Gases Emissions," Working Papers 202417, University of Pretoria, Department of Economics.
  22. Afees A. Salisu & Ahamuefula E. Ogbonna & Rangan Gupta & Qiang Ji, 2024. "Energy Market Uncertainties and Exchange Rate Volatility: A GARCH-MIDAS Approach," Working Papers 202418, University of Pretoria, Department of Economics.
  23. Onur Polat & Rangan Gupta & Oguzhan Cepni & Qiang Ji, 2024. "Can Municipal Bonds Hedge US State-Level Climate Risks?," Working Papers 202419, University of Pretoria, Department of Economics.
  24. Jiawen Luo & Shengjie Fu & Oguzhan Cepni & Rangan Gupta, 2024. "Climate Risks and Forecastability of US Inflation: Evidence from Dynamic Quantile Model Averaging," Working Papers 202420, University of Pretoria, Department of Economics.
  25. 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 202421, University of Pretoria, Department of Economics.
  26. Xuewei Zhou & Zisheng Ouyang & Rangan Gupta & Qiang Ji, 2024. "Time-Varying Multilayer Networks Analysis of Frequency Connectedness in Commodity Futures Markets," Working Papers 202422, University of Pretoria, Department of Economics.
  27. Rangan Gupta & Christian Pierdzioch, 2024. "Multi-Task Forecasting of the Realized Volatilities of Agricultural Commodity Prices," Working Papers 202423, University of Pretoria, Department of Economics.
  28. 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 202424, University of Pretoria, Department of Economics.
  29. Sarah Nandnaba & Rangan Gupta, 2024. "Assessing the Growth-Enhancing Effect of State Contingent Debt Instruments," Working Papers 202426, University of Pretoria, Department of Economics.
  30. Rangan Gupta & Christian Pierdzioch & Aviral K. Tiwari, 2024. "Gasoline Prices and Presidential Approval Ratings of the United States," Working Papers 202427, University of Pretoria, Department of Economics.
  31. Rangan Gupta & Qiang Ji & Christian Pierdzioch, 2024. "Climate Policy Uncertainty and Financial Stress: Evidence for China," Working Papers 202428, University of Pretoria, Department of Economics.
  32. Afees A. Salisu & Ahamuefula E. Ogbonna & Rangan Gupta, 2024. "Geopolitical Risks and Oil Returns Volatility: A GARCH-MIDAS Approach," Working Papers 202429, University of Pretoria, Department of Economics.
  33. 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 202430, University of Pretoria, Department of Economics.
  34. Afees A. Salisu & Ahamuefula E. Ogbonna & Rangan Gupta & Sisa Shiba, 2024. "Energy Market Uncertainties and Gold Return Volatility: A GARCH-MIDAS Approach," Working Papers 202431, University of Pretoria, Department of Economics.
  35. Elie Bouri & Matteo Foglia & Sayar Karmakar & Rangan Gupta, 2024. "Return-Volatility Nexus in the Digital Asset Class: A Dynamic Multilayer Connectedness Analysis," Working Papers 202432, University of Pretoria, Department of Economics.
  36. Sarah Nandnaba & Rangan Gupta & Samrat Goswami, 2024. "Effects of Climate Risks on Financial Stress: Evidence from Asia-Pacific Countries," Working Papers 202433, University of Pretoria, Department of Economics.
  37. Afees A. Salisu & Ahamuefula E. Ogbonna & Elie Bouri & Rangan Gupta, 2024. "Climate Risks and Prediction of Sectoral REITs Volatility: International Evidence," Working Papers 202434, University of Pretoria, Department of Economics.
  38. 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 202435, University of Pretoria, Department of Economics.
  39. Rangan Gupta & Anandamayee Majumdar & Christian Pierdzioch & Onur Polat, 2024. "Climate Risks and Real Gold Returns over 750 Years," Working Papers 202436, University of Pretoria, Department of Economics.
  40. Onur Polat & Juncal Cunado & Oguzhan Cepni & Rangan Gupta, 2024. "Oil Price Shocks and the Connectedness of US State-Level Financial Markets," Working Papers 202438, University of Pretoria, Department of Economics.
  41. 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 202439, University of Pretoria, Department of Economics.
  42. 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 202440, University of Pretoria, Department of Economics.
  43. 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 202441, University of Pretoria, Department of Economics.
  44. 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 202444, University of Pretoria, Department of Economics.
  45. 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 202445, University of Pretoria, Department of Economics.
  46. 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 202446, University of Pretoria, Department of Economics.
  47. 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 202447, University of Pretoria, Department of Economics.
  48. Petre Caraiani & Carolyn Chisadza & Rangan Gupta, 2024. "Does Climate Affect Investments? Evidence from Firms in the United States," Working Papers 202448, University of Pretoria, Department of Economics.
  49. 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 202449, University of Pretoria, Department of Economics.
  50. 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 202450, University of Pretoria, Department of Economics.
  51. 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 11132, CESifo.
  52. 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 11199, CESifo.
  53. 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 11384, CESifo.
  54. António Afonso & José Alves & João Jalles & Sofia Monteiro, 2024. "Inflation Tales: The Heterogenous Price Effects from Current Account Dynamics," CESifo Working Paper Series 11512, CESifo.
  55. Bettarelli, Luca & Duval, Romain & Furceri, Davide & Jalles, Joao Tovar, 2024. "Labor Market Reforms and Unemployment Fluctuations," CEPR Discussion Papers 18965, C.E.P.R. Discussion Papers.
  56. Jalles, João Tovar, 2024. "Estimating Structural Budget Balances in Developing Asia," ADB Economics Working Paper Series 719, Asian Development Bank.
  57. Jalles, João Tovar & Park , Donghyun & Qureshi, Irfan, 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 737, Asian Development Bank.
  58. 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 10954, The World Bank.
  59. Sabri Boubaker & Thai-Ha Le, 2024. "Green Finance and Sustainable Development Goals," Post-Print hal-04479380, HAL.
  60. Alain Chateauneuf & José Heleno Faro & Jean-Marc Tallon & Vassili Vergopoulos, 2024. "Alpha-maxmin as an aggregation of two selves," PSE Working Papers halshs-04589094, HAL.

2023

  1. Annabelle Mourougane & Polina Knutsson & Rodrigo Pazos & Julia Schmidt & Francesco Palermo, 2023. "Nowcasting trade in value added indicators," OECD Statistics Working Papers 2023/03, OECD Publishing.
  2. 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 2023/05, OECD Publishing.
  3. Kejin Wu & Sayar Karmakar & Rangan Gupta, 2023. "GARCHX-NoVaS: A Model-free Approach to Incorporate Exogenous Variables," Papers 2308.13346, arXiv.org, revised Sep 2024.
  4. 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 202301, University of Pretoria, Department of Economics.
  5. Xin Sheng & Rangan Gupta & Qiang Ji, 2023. "The Effects of Disaggregate Oil Shocks on Aggregate Expected Skewness of the United States," Working Papers 202302, University of Pretoria, Department of Economics.
  6. Rangan Gupta & Jacobus Nel & Christian Pierdzioch, 2023. "Drivers of Realized Volatility for South Africa (and the BRIC Countries): Fundamentals versus Sentiment," Working Papers 202303, University of Pretoria, Department of Economics.
  7. Elie Bouri & David Gabauer & Rangan Gupta & Harald Kinateder, 2023. "Geopolitical Risk and Inflation Spillovers across European and North American Economies," Working Papers 202304, University of Pretoria, Department of Economics.
  8. 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 202305, University of Pretoria, Department of Economics.
  9. Afees A. Salisu & Riza Demirer & Rangan Gupta, 2023. "Technological Shocks and Stock Market Volatility Over a Century: A GARCH-MIDAS Approach," Working Papers 202308, University of Pretoria, Department of Economics.
  10. Christophe Andre & Petre Caraiani & Rangan Gupta, 2023. "Fiscal Policy and Stock Markets at the Effective Lower Bound," Working Papers 202309, University of Pretoria, Department of Economics.
  11. Rangan Gupta & Jacobus Nel & Joshua Nielsen & Christian Pierdzioch, 2023. "Stock Market Volatility and Multi-Scale Positive and Negative Bubbles," Working Papers 202310, University of Pretoria, Department of Economics.
  12. 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 202311, University of Pretoria, Department of Economics.
  13. Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2023. "Forecasting the Realized Volatility of Agricultural Commodity Prices: Does Sentiment Matter?," Working Papers 202316, University of Pretoria, Department of Economics.
  14. Riza Demirer & David Gabauer & Rangan Gupta & Joshua Nielsen, 2023. "Gold-to-Platinum Price Ratio and the Predictability of Bubbles in Financial Markets," Working Papers 202317, University of Pretoria, Department of Economics.
  15. 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 202318, University of Pretoria, Department of Economics.
  16. Rangan Gupta & Savanah Hall & Christian Pierdzioch, 2023. "Realized Stock Market Volatility of the United States: The Role of Employee Sentiment," Working Papers 202319, University of Pretoria, Department of Economics.
  17. Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2023. "Financial Stress and Realized Volatility: The Case of Agricultural Commodities," Working Papers 202320, University of Pretoria, Department of Economics.
  18. 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 202321, University of Pretoria, Department of Economics.
  19. 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 202322, University of Pretoria, Department of Economics.
  20. 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 202323, University of Pretoria, Department of Economics.
  21. Xin Sheng & Rangan Gupta & Oguzhan Cepni, 2023. "Time-Varying Effects of Extreme Weather Shocks on Output Growth of the United States," Working Papers 202324, University of Pretoria, Department of Economics.
  22. Rangan Gupta & Joshua Nielsen & Christian Pierdzioch, 2023. "Stock Market Bubbles and the Realized Volatility of Oil Price Returns," Working Papers 202325, University of Pretoria, Department of Economics.
  23. 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 202326, University of Pretoria, Department of Economics.
  24. 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 202327, University of Pretoria, Department of Economics.
  25. 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 202328, University of Pretoria, Department of Economics.
  26. Santino Del Fava & Rangan Gupta & Christian Pierdzioch & Lavinia Rognone, 2023. "Forecasting International Financial Stress: The Role of Climate Risks," Working Papers 202329, University of Pretoria, Department of Economics.
  27. 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 202330, University of Pretoria, Department of Economics.
  28. 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 202332, University of Pretoria, Department of Economics.
  29. 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 202333, University of Pretoria, Department of Economics.
  30. Rangan Gupta & Damien Moodley, 2023. "Housing Search Activity and Quantiles-Based Predictability of Housing Price Movements in the United States," Working Papers 202335, University of Pretoria, Department of Economics.
  31. Afees A. Salisu & Ahamuefula E. Ogbonna & Rangan Gupta & Elie Bouri, 2023. "Energy-Related Uncertainty and International Stock Market Volatility," Working Papers 202336, University of Pretoria, Department of Economics.
  32. 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 202337, University of Pretoria, Department of Economics.
  33. Afees A. Salisu & Rangan Gupta, 2023. "Oil Price Returns Skewness and Forecastability of International Stock Returns Over One Century of Data," Working Papers 202339, University of Pretoria, Department of Economics.
  34. 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 202340, University of Pretoria, Department of Economics.
  35. 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 paper2301, International Center for Public Policy, Andrew Young School of Policy Studies, Georgia State University.
  36. Rasmus Wiese & João Tovar Jalles & Jakob de Haan, 2023. "Structural Reforms and Income Distribution: New Evidence for OECD Countries," CESifo Working Paper Series 10214, CESifo.
  37. 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 10424, CESifo.
  38. Benedict Clements & Sanjeev Gupta & João Tovar Jalles, 2023. "Public Spending and Inclusive Growth in Developing Asia," Working Papers 653, Center for Global Development.
  39. Benedict Clements & Sanjeev Gupta & João Jalles & Bernat Adrogue, 2023. "Climate Change and Government Borrowing Costs: A Triple Whammy for Emerging Market Economies," Working Papers 660, Center for Global Development.
  40. Klaassen, Franc & Beetsma, Roel & Jalles, Joao Tovar, 2023. "How do governments respond to interest rates?," CEPR Discussion Papers 18257, C.E.P.R. Discussion Papers.
  41. 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 2023/005, International Monetary Fund.
  42. 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 2023/047, International Monetary Fund.
  43. Mr. Serhan Cevik & João Tovar Jalles, 2023. "Eye of the Storm: The Impact of Climate Shocks on Inflation and Growth," IMF Working Papers 2023/087, International Monetary Fund.
  44. João Tovar Jalles & Mr. Youssouf Kiendrebeogo & Mr. Waikei R Lam & Mr. Roberto Piazza, 2023. "Revisiting the Countercyclicality of Fiscal Policy," IMF Working Papers 2023/089, International Monetary Fund.
  45. Mr. Serhan Cevik & João Tovar Jalles, 2023. "Restructuring Reforms for Green Growth," IMF Working Papers 2023/120, International Monetary Fund.
  46. Mr. Serhan Cevik & João Tovar Jalles, 2023. "Corruption Kills: Global Evidence from Natural Disasters," IMF Working Papers 2023/220, International Monetary Fund.
  47. Joao Jalles, 2023. "Pandemics and economic turmoil in the shortrun: the role of fiscal space," Working Papers 2023.02, International Network for Economic Research - INFER.
  48. João Tovar Jalles & Georgios Karras, 2023. "Tax Progressivity and Output: Evidence from OECD countries," Working Papers REM 2023/0293, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
  49. 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 2023/0296, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
  50. Ahmed Imran Hunjra & Fazal Muhammad & Saber Sebai, 2023. "The impact of real earnings management on corporate credit risk," Post-Print hal-03633556, HAL.
  51. Muhammad Azam & S. Boubaker & A.I. Hunjra, 2023. "Dynamic Institutions as Pillars for Sustainable Development," Post-Print hal-04458202, HAL.
  52. 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-04433059, HAL.
  53. Lorenzo Bastianello & Alain Chateauneuf & Bernard Cornet, 2023. "Gain-Loss Hedging and Cumulative Prospect Theory," Papers 2304.14843, arXiv.org.
  54. 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) halshs-04353027, HAL.
  55. Marcello Basili & Alain Chateauneuf & Giuliano Antonio & Giuseppe Scianna, 2023. "A representation of Keynes's long-term expectation in financial markets," Working Papers hal-03999320, HAL.
  56. 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 23004, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  57. Pham, Thu Phuong & Singh, Harminder & Vu, Van Hoang, 2023. "The impact of bank loan announcements on stock liquidity," MPRA Paper 116398, University Library of Munich, Germany.
  58. 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," Post-Print hal-04192597, HAL.

2022

  1. 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 202201, University of Pretoria, Department of Economics.
  2. Mawuli Segnon & Rangan Gupta & Bernd Wilfling, 2022. "Forecasting Stock Market Volatility with Regime-Switching GARCH-MIDAS: The Role of Geopolitical Risks," Working Papers 202203, University of Pretoria, Department of Economics.
  3. 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 202204, University of Pretoria, Department of Economics.
  4. 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 202205, University of Pretoria, Department of Economics.
  5. Edmond Berisha & Orkideh Gharehgozli & Rangan Gupta, 2022. "Inflation-Inequality Puzzle: Is it Still Apparent?," Working Papers 202206, University of Pretoria, Department of Economics.
  6. 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 202207, University of Pretoria, Department of Economics.
  7. Xin Sheng & Rangan Gupta & Oguzhan Cepni, 2022. "Persistence of State-Level Uncertainty of the United States: The Role of Climate Risks," Working Papers 202208, University of Pretoria, Department of Economics.
  8. 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 202209, University of Pretoria, Department of Economics.
  9. Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2022. "Climate Risks and Realized Volatility of Major Commodity Currency Exchange Rates," Working Papers 202210, University of Pretoria, Department of Economics.
  10. 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 202211, University of Pretoria, Department of Economics.
  11. 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 202212, University of Pretoria, Department of Economics.
  12. Elie Bouri & Christina Christou & Rangan Gupta, 2022. "Forecasting Returns of Major Cryptocurrencies: Evidence from Regime-Switching Factor Models," Working Papers 202213, University of Pretoria, Department of Economics.
  13. 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 202215, University of Pretoria, Department of Economics.
  14. 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 202216, University of Pretoria, Department of Economics.
  15. 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 202217, University of Pretoria, Department of Economics.
  16. Keagile Lesame & Geoffrey Ngene & Rangan Gupta & Elie Bouri, 2022. "Herding in International REITs Markets around the COVID-19 Pandemic," Working Papers 202218, University of Pretoria, Department of Economics.
  17. 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 202219, University of Pretoria, Department of Economics.
  18. 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 202220, University of Pretoria, Department of Economics.
  19. Alex Plastun & Xolani Sibande & Rangan Gupta & Qiang Ji, 2022. "Price Effects After One-Day Abnormal Returns and Crises in the Stock Markets," Working Papers 202222, University of Pretoria, Department of Economics.
  20. Elie Bouri & Afees A. Salisu & Rangan Gupta, 2022. "Bitcoin Prices and the Realized Volatility of US Sectoral Stock Returns," Working Papers 202224, University of Pretoria, Department of Economics.
  21. 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 202225, University of Pretoria, Department of Economics.
  22. Christophe Andre & Christina Christou & Rangan Gupta, 2022. "Revisiting International House Price Convergence Using House Price Level Data," Working Papers 202226, University of Pretoria, Department of Economics.
  23. 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 202227, University of Pretoria, Department of Economics.
  24. David Gabauer & Rangan Gupta & Sayar Karmakar & Joshua Nielsen, 2022. "Stock Market Bubbles and the Forecastability of Gold Returns (and Volatility)," Working Papers 202228, University of Pretoria, Department of Economics.
  25. Elie Bouri & Rangan Gupta & Luca Rossini, 2022. "The Role of the Monthly ENSO in Forecasting the Daily Baltic Dry Index," Working Papers 202229, University of Pretoria, Department of Economics.
  26. Petre Caraiani & Rangan Gupta & Jacobus Nel & Joshua Nielsen, 2022. "Monetary Policy and Bubbles in G7 Economies: Evidence from a Panel VAR Approach," Working Papers 202230, University of Pretoria, Department of Economics.
  27. Mehmet Balcilar & Rangan Gupta & Jacobus Nel, 2022. "Rare Disaster Risks and Gold over 700 Years: Evidence from Nonparametric Quantile Regressions," Working Papers 202231, University of Pretoria, Department of Economics.
  28. Afees A. Salisu & Riza Demirer & Rangan Gupta, 2022. "Policy Uncertainty and Stock Market Volatility Revisited: The Predictive Role of Signal Quality," Working Papers 202232, University of Pretoria, Department of Economics.
  29. Elie Bouri & Rangan Gupta & Jacobus Nel & Sisa Shiba, 2022. "Contagious Diseases and Gold: Over 700 Years of Evidence from Quantile Regressions," Working Papers 202233, University of Pretoria, Department of Economics.
  30. Rangan Gupta & Xiaojin Sun, 2022. "Time-Varying Parameter Four-Equation DSGE Model," Working Papers 202234, University of Pretoria, Department of Economics.
  31. 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 202236, University of Pretoria, Department of Economics.
  32. 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 202237, University of Pretoria, Department of Economics.
  33. 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 202238, University of Pretoria, Department of Economics.
  34. 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 202239, University of Pretoria, Department of Economics.
  35. 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 202240, University of Pretoria, Department of Economics.
  36. 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 202241, University of Pretoria, Department of Economics.
  37. 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 202242, University of Pretoria, Department of Economics.
  38. Rangan Gupta & Jacobus Nel & Joshua Nielsen, 2022. "US Monetary Policy and BRICS Stock Market Bubbles," Working Papers 202243, University of Pretoria, Department of Economics.
  39. Carolyn Chisadza & Matthew Clance & Xin Sheng & Rangan Gupta, 2022. "Climate Change and Inequality," Working Papers 202244, University of Pretoria, Department of Economics.
  40. 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 202245, University of Pretoria, Department of Economics.
  41. Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2022. "Climate Risks and State-Level Stock-Market Realized Volatility," Working Papers 202246, University of Pretoria, Department of Economics.
  42. Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2022. "Business Applications and State-Level Stock Market Realized Volatility: A Forecasting Experiment," Working Papers 202247, University of Pretoria, Department of Economics.
  43. 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 202249, University of Pretoria, Department of Economics.
  44. Xin Sheng & Carolyn Chisadza & Rangan Gupta & Christian Pierdzioch, 2022. "Climate Shocks and Wealth Inequality in the United Kingdom: Evidence from Monthly Data," Working Papers 202250, University of Pretoria, Department of Economics.
  45. 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 202251, University of Pretoria, Department of Economics.
  46. 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 202252, University of Pretoria, Department of Economics.
  47. Bruno Coric & Rangan Gupta, 2022. "Economic Disasters and Inequality," Working Papers 202255, University of Pretoria, Department of Economics.
  48. 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 202256, University of Pretoria, Department of Economics.
  49. Jiawen Luo & Oguzhan Cepni & Riza Demirer & Rangan Gupta, 2022. "Forecasting Multivariate Volatilities with Exogenous Predictors: An Application to Industry Diversification Strategies," Working Papers 202258, University of Pretoria, Department of Economics.
  50. António Afonso & João Tovar Jalles & Ana Venâncio, 2022. "A Tale of Government Spending Efficiency and Trust in the State," CESifo Working Paper Series 10075, CESifo.
  51. 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 9618, CESifo.
  52. António Afonso & João Tovar Jalles & Zoe Venter, 2022. "Minimum Wage and Collective Bargaining Reforms: A Narrative Database for Advance Economies," CESifo Working Paper Series 9692, CESifo.
  53. Benedict Clements & Sanjeev Gupta & João Tovar Jalles, 2022. "Fiscal Policy for Inclusive Growth in Asia," Working Papers 611, Center for Global Development.
  54. Sanjeev Gupta & João Tovar Jalles, 2022. "Priorities for Strengthening Key Revenue Sources in Asia," Working Papers 612, Center for Global Development.
  55. 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 625, Center for Global Development.
  56. António Afonso & Florence Huart & João Tovar Jalles & Piotr Stanek, 2022. "Twin deficits revisited: A role for fiscal institutions?," Post-Print hal-03702590, HAL.
  57. Mr. Serhan Cevik & João Tovar Jalles, 2022. "For Whom the Bell Tolls: Climate Change and Inequality," IMF Working Papers 2022/103, International Monetary Fund.
  58. João Tovar Jalles & Mr. Paulo A Medas, 2022. "Economic Growth After Debt Surges," IMF Working Papers 2022/159, International Monetary Fund.
  59. João Tovar Jalles & Georgios Karras, 2022. "The Trade Effects of Pandemics," Working Papers REM 2022/0214, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
  60. Luiz de Mello & João Tovar Jalles, 2022. "Decentralisation and the environment: Survey-based and cross-country evidence," Working Papers REM 2022/0215, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
  61. João Tovar Jalles & Georgios Karras, 2022. "Volatility and the Current Account: Extending the Evidence," Working Papers REM 2022/0252, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
  62. 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-04452673, HAL.
  63. Vo, Long Hai & Le, Thai-Ha & Park, Donghyun, 2022. "Digital Divide Decoded: Can E-Commerce and Remote Workforce Enhance Enterprise Resilience in the COVID-19 Era?," ADB Economics Working Paper Series 667, Asian Development Bank.
  64. Lorenzo Bastianello & Alain Chateauneuf & Bernard Cornet, 2022. "Put-Call Parities, absence of arbitrage opportunities and non-linear pricing rules," Papers 2203.16292, arXiv.org.
  65. Alain Chateauneuf & Bernard Cornet, 2022. "Submodular financial markets with frictions," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-03722920, HAL.
  66. 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-03722936, HAL.
  67. Alain Chateauneuf & Bernard Cornet, 2022. "The risk-neutral non-additive probability with market frictions," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-03722945, HAL.
  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-03882736, HAL.
  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 Entrepre," Post-Print halshs-03924430, HAL.

2021

  1. 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 1698, OECD Publishing.
  2. Annabelle Mourougane, 2021. "Measuring digital trade," OECD Going Digital Toolkit Notes 18, OECD Publishing.
  3. Alexander Jaax & Frédéric Gonzales & Annabelle Mourougane, 2021. "Nowcasting aggregate services trade," OECD Trade Policy Papers 253, OECD Publishing.
  4. Annabelle Mourougane & Sebastian Benz & Frédéric Gonzales, 2021. "Services trade in the United Kingdom and the global economy," OECD Trade Policy Papers 257, OECD Publishing.
  5. 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 GRU_2021_008, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
  6. 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 GRU_2021_017, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
  7. Edmond Berisha & John Meszaros & Rangan Gupta, 2021. "Income Inequality and House Prices across US States," GRU Working Paper Series GRU_2021_018, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
  8. Christina Christou & Rangan Gupta & Fredj Jawadi, 2021. "Does inequality help in forecasting equity premium in a panel of G7 countries?," Post-Print hal-04478772, HAL.
  9. Cepni, Oguzhan & Demirer, Riza & Gupta, Rangan & Sensoy, Ahmet, 2021. "Interest Rate Uncertainty and the Predictability of Bank Revenues," Working Papers 2-2021, Copenhagen Business School, Department of Economics.
  10. Xin Sheng & Rangan Gupta & Afees A. Salisu & Elie Bouri, 2021. "OPEC News and Exchange Rate Forecasting Using Dynamic Bayesian Learning," Working Papers 202101, University of Pretoria, Department of Economics.
  11. 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 202102, University of Pretoria, Department of Economics.
  12. Afees A. Salisu & Umar Bida Ndako & Rangan Gupta, 2021. "Forecasting US Output Growth with Large Information Sets," Working Papers 202103, University of Pretoria, Department of Economics.
  13. Carolyn Chisadza & Matthew Clance & Rangan Gupta, 2021. "Government Effectiveness and Covid-19 Pandemic," Working Papers 202104, University of Pretoria, Department of Economics.
  14. Elie Bouri & Rangan Gupta & Christian Pierdzioch & Afees A. Salisu, 2021. "El Nino and Forecastability of Oil-Price Realized Volatility," Working Papers 202105, University of Pretoria, Department of Economics.
  15. 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 202106, University of Pretoria, Department of Economics.
  16. Woraphon Yamaka & Rangan Gupta & Sukrit Thongkairat & Paravee Maneejuk, 2021. "Structural and Predictive Analyses with a Mixed Copula-Based Vector Autoregression Model," Working Papers 202108, University of Pretoria, Department of Economics.
  17. 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 202111, University of Pretoria, Department of Economics.
  18. Riza Demirer & Rangan Gupta & He Li & Yu You, 2021. "Financial Vulnerability and Volatility in Emerging Stock Markets: Evidence from GARCH-MIDAS Models," Working Papers 202112, University of Pretoria, Department of Economics.
  19. 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 202113, University of Pretoria, Department of Economics.
  20. 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 202114, University of Pretoria, Department of Economics.
  21. Geoffrey M. Ngene & Rangan Gupta, 2021. "Impact of Housing Policy Uncertainty on Herding Behavior: Evidence from UK's Regional Housing Markets," Working Papers 202115, University of Pretoria, Department of Economics.
  22. Afees A. Salisu & Rangan Gupta & Won Joong Kim, 2021. "Exchange Rate Predictability with Nine Alternative Models for BRICS Countries," Working Papers 202116, University of Pretoria, Department of Economics.
  23. 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 202117, University of Pretoria, Department of Economics.
  24. Rangan Gupta & Jacobus Nel & Christian Pierdzioch, 2021. "Investor Confidence and Forecastability of US Stock Market Realized Volatility : Evidence from Machine Learning," Working Papers 202118, University of Pretoria, Department of Economics.
  25. 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 202119, University of Pretoria, Department of Economics.
  26. Afees A. Salisu & Rangan Gupta & Qiang Ji, 2021. "Forecasting Oil Price over 150 Years: The Role of Tail Risks," Working Papers 202120, University of Pretoria, Department of Economics.
  27. 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 202121, University of Pretoria, Department of Economics.
  28. 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 202122, University of Pretoria, Department of Economics.
  29. 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 202126, University of Pretoria, Department of Economics.
  30. 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 202127, University of Pretoria, Department of Economics.
  31. 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 202128, University of Pretoria, Department of Economics.
  32. Afees A. Salisu & Rangan Gupta & Siphesihle Ntyikwe & Riza Demirer, 2021. "Gold and the Global Financial Cycle," Working Papers 202129, University of Pretoria, Department of Economics.
  33. Jiawen Luo & Riza Demirer & Rangan Gupta & Qiang Ji, 2021. "Forecasting Oil and Gold Volatilities with Sentiment Indicators Under Structural Breaks," Working Papers 202130, University of Pretoria, Department of Economics.
  34. 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 202132, University of Pretoria, Department of Economics.
  35. Rangan Gupta & Christian Pierdzioch, 2021. "Forecasting the Volatility of Crude Oil: The Role of Uncertainty and Spillovers," Working Papers 202135, University of Pretoria, Department of Economics.
  36. 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 202136, University of Pretoria, Department of Economics.
  37. Rangan Gupta & Christian Pierdzioch, 2021. "Uncertainty, Spillovers, and Forecasts of the Realized Variance of Gold Returns," Working Papers 202137, University of Pretoria, Department of Economics.
  38. 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 202138, University of Pretoria, Department of Economics.
  39. Carolyn Chisadza & Matthew Clance & Rangan Gupta, 2021. "Social Capital and Protests in the United States," Working Papers 202139, University of Pretoria, Department of Economics.
  40. Sisa Shiba & Rangan Gupta, 2021. "Uncertainty Related to Infectious Diseases and Forecastability of the Realised Volatility of US Treasury Securities," Working Papers 202140, University of Pretoria, Department of Economics.
  41. Afees A. Salisu & Elie Bouri & Rangan Gupta, 2021. "Out-of-Sample Predictability of Gold Market Volatility: The Role of US Nonfarm Payroll," Working Papers 202143, University of Pretoria, Department of Economics.
  42. Afees A. Salisu & Rangan Gupta, 2021. "Commodity Prices and Forecastability of South African Stock Returns Over a Century: Sentiments versus Fundamentals," Working Papers 202144, University of Pretoria, Department of Economics.
  43. Afees A. Salisu & Rangan Gupta & Riza Demirer, 2021. "The Financial US Uncertainty Spillover Multiplier: Evidence from a GVAR Model," Working Papers 202145, University of Pretoria, Department of Economics.
  44. 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 202146, University of Pretoria, Department of Economics.
  45. 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 202147, University of Pretoria, Department of Economics.
  46. 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 202149, University of Pretoria, Department of Economics.
  47. 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 202150, University of Pretoria, Department of Economics.
  48. 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 202152, University of Pretoria, Department of Economics.
  49. 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 202153, University of Pretoria, Department of Economics.
  50. 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 202154, University of Pretoria, Department of Economics.
  51. 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 202155, University of Pretoria, Department of Economics.
  52. 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 202157, University of Pretoria, Department of Economics.
  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," Working Papers 202158, University of Pretoria, Department of Economics.
  54. 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 202159, University of Pretoria, Department of Economics.
  55. 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 202160, University of Pretoria, Department of Economics.
  56. 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 202161, University of Pretoria, Department of Economics.
  57. Afees A. Salisu & Riza Demirer & Rangan Gupta, 2021. "Financial Turbulence, Systemic Risk and the Predictability of Stock Market Volatility," Working Papers 202162, University of Pretoria, Department of Economics.
  58. Maryam Movahedifar & Hossein Hassani & Masoud Yarmohammadi & Mahdi Kalantari & Rangan Gupta, 2021. "A robust approach for outlier imputation: Singular Spectrum Decomposition," Working Papers 202164, University of Pretoria, Department of Economics.
  59. 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 202165, University of Pretoria, Department of Economics.
  60. Sayar Karmakar & Riza Demirer & Rangan Gupta, 2021. "Bitcoin Mining Activity and Volatility Dynamics in the Power Market," Working Papers 202166, University of Pretoria, Department of Economics.
  61. Tendai Zawaira & Matthew Clance & Carolyn Chisadza & Rangan Gupta, 2021. "Financial Inclusion and Gender Inequality in sub-Saharan Africa," Working Papers 202167, University of Pretoria, Department of Economics.
  62. 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 202168, University of Pretoria, Department of Economics.
  63. 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 202169, University of Pretoria, Department of Economics.
  64. 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 202170, University of Pretoria, Department of Economics.
  65. Ahdi Noomen Ajmi & Roula Inglesi-Lotz, 2021. "Revisiting the Kuznets Curve Hypothesis for Tunisia: Carbon Dioxide vs. Ecological Footprint," Working Papers 202171, University of Pretoria, Department of Economics.
  66. Rangan Gupta & Christian Pierdzioch, 2021. "Climate Risks and Forecastability of the Realized Volatility of Gold and Other Metal Prices," Working Papers 202172, University of Pretoria, Department of Economics.
  67. Jiqian Wang & Rangan Gupta & Oguzhan Cepni & Feng Ma, 2021. "Forecasting International REITs Volatility: The Role of Oil-Price Uncertainty," Working Papers 202173, University of Pretoria, Department of Economics.
  68. 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 202174, University of Pretoria, Department of Economics.
  69. 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 202175, University of Pretoria, Department of Economics.
  70. 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 202176, University of Pretoria, Department of Economics.
  71. Rangan Gupta & Christian Pierdzioch, 2021. "Climate Risk and the Volatility of Agricultural Commodity Price Fluctuations: A Forecasting Experiment," Working Papers 202177, University of Pretoria, Department of Economics.
  72. Ruipeng Liu & Rangan Gupta & Elie Bouri, 2021. "Conventional and Unconventional Monetary Policy Rate Uncertainty and Stock Market Volatility: A Forecasting Perspective," Working Papers 202178, University of Pretoria, Department of Economics.
  73. 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 202179, University of Pretoria, Department of Economics.
  74. Juncal Cunado & David Gabauer & Rangan Gupta, 2021. "Realized Volatility Spillovers between Energy and Metal Markets: A Time-Varying Connectedness Approach," Working Papers 202180, University of Pretoria, Department of Economics.
  75. Sisa Shiba & Juncal Cunado & Rangan Gupta, 2021. "Predictability of the Realised Volatility of International Stock Markets Amid Uncertainty Related to Infectious Diseases," Working Papers 202181, University of Pretoria, Department of Economics.
  76. Yue-Jun Zhang & Han Zhang & Rangan Gupta, 2021. "Forecasting the Artificial Intelligence Index Returns: A Hybrid Approach," Working Papers 202182, University of Pretoria, Department of Economics.
  77. Mehmet Balcilar & David Gabauer & Rangan Gupta & Christian Pierdzioch, 2021. "Climate Risks and Forecasting Stock-Market Returns in Advanced Economies Over a Century," Working Papers 202183, University of Pretoria, Department of Economics.
  78. Xin Sheng & Won Joong Kim & Rangan Gupta, 2021. "The Impacts of Oil Price Volatility on Financial Stress: Is the COVID-19 Period Different?," Working Papers 202184, University of Pretoria, Department of Economics.
  79. Nicholas Apergis & Konstantinos Gavriilidis & Rangan Gupta, 2021. "Does Climate Policy Uncertainty Affect Tourism Demand? Evidence from Time-Varying Causality Tests," Working Papers 202186, University of Pretoria, Department of Economics.
  80. 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 202187, University of Pretoria, Department of Economics.
  81. 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 54, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
  82. António Afonso & José Alves & João Tovar Jalles, 2021. "(Non-)Keynesian Effects of Fiscal Austerity: New Evidence from a Large Sample," EconPol Working Paper 55, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
  83. António Afonso & João Tovar Jalles & Ana Venâncio, 2021. "Do Financial Markets Reward Government Spending Efficiency?," EconPol Working Paper 62, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
  84. Sanjeev Gupta & João Tovar Jalles, 2021. "Can COVID-19 Induce Governments to Implement Tax Reforms in Developing Countries?," Working Papers 567, Center for Global Development.
  85. 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 2021/054, International Monetary Fund.
  86. Victor Barros & João Tovar Jalles & Joaquim Miranda Sarmento, 2021. "Drivers of the Tax Effort: Evidence from a Large Panel," Working Papers REM 2021/0169, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
  87. 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 2021/0189, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
  88. 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-03155732, HAL.
  89. 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 ," Post-Print hal-03364876, HAL.
  90. Zaier Aouani & Alain Chateauneuf & Caroline Ventura, 2021. "Propensity for hedging and ambiguity aversion," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-03330739, HAL.
  91. Aloisio Araujo & Jean-Marc Bonnisseau & Alain Chateauneuf, 2021. "Mackey compactness in B(S)," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-03461538, HAL.
  92. 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-02549993, HAL.
  93. 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-03182510, HAL.
  94. Seabright, Paul & Raiber, Eva & Ren, Weiwei & Bovet, Jeanne & Wang, Charlotte, 2021. "What Do Parents Want? Parental Spousal Preferences in China," CEPR Discussion Papers 16035, C.E.P.R. Discussion Papers.
  95. Joël Bellassen & Charlotte Wang, 2021. "Representation of Chinese Language and Culture Through Analysis of Media Coverage of Linguistic Education in France," Working Papers 2021-007, Department of Research, Ipag Business School.
  96. François Fulconis & Raphael Lissillour, 2021. "Toward a behavioral approach of international shipping: a study of the interorganisational dynamics of maritime safety," Post-Print hal-03364884, HAL.
  97. Raphaël Lissillour & François Fulconis & Harilaos N Psaraftis, 2021. "A nomos perspective of shipping service industries," Post-Print hal-03364908, HAL.
  98. François Fulconis & Raphaël Lissillour, 2021. "Classification Societies And Maritime Safety: Inter-Organisational Dynamics In International Shipping," Post-Print hal-03365016, HAL.

2020

  1. Annabelle Mourougane & Balazs Egert & Mark Baker & Gábor Fülöp, 2020. "The Policy Drivers of Self-Employment: New Evidence from Europe," CESifo Working Paper Series 8780, CESifo.
  2. Annabelle Mourougane & Eun Jung Kim, 2020. "Boosting productivity in the United Kingdom’s service sectors," OECD Economics Department Working Papers 1629, OECD Publishing.
  3. 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 1630, OECD Publishing.
  4. 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 1631, OECD Publishing.
  5. Sebastian Benz & Frédéric Gonzales & Annabelle Mourougane, 2020. "The Impact of COVID-19 international travel restrictions on services-trade costs," OECD Trade Policy Papers 237, OECD Publishing.
  6. 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 E2020/3, Cardiff University, Cardiff Business School, Economics Section.
  7. 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 2020-01, School of Economics, University of Cape Town.
  8. 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 202001, University of Pretoria, Department of Economics.
  9. Oguzhan Cepni & David Gabauer & Rangan Gupta & Khuliso Ramabulana, 2020. "Time-Varying Spillover of US Trade War on the Growth of Emerging Economies," Working Papers 202002, University of Pretoria, Department of Economics.
  10. Elie Bouri & Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch, 2020. "Forecasting Realized Volatility of Bitcoin: The Role of the Trade War," Working Papers 202003, University of Pretoria, Department of Economics.
  11. Matteo Bonato & Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch, 2020. "A Note on Investor Happiness and the Predictability of Realized Volatility of Gold," Working Papers 202004, University of Pretoria, Department of Economics.
  12. Rangan Gupta & Chi Keung Marco Lau & Jacobus A Nel & Xin Sheng, 2020. "Monetary Policy Uncertainty Spillovers in Time- and Frequency-Domains," Working Papers 202005, University of Pretoria, Department of Economics.
  13. 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 202006, University of Pretoria, Department of Economics.
  14. 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 202007, University of Pretoria, Department of Economics.
  15. 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 202008, University of Pretoria, Department of Economics.
  16. Matteo Bonato & Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch, 2020. "Investor Happiness and Predictability of the Realized Volatility of Oil Price," Working Papers 202009, University of Pretoria, Department of Economics.
  17. 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 202010, University of Pretoria, Department of Economics.
  18. Matteo Bonato & Rangan Gupta & Christian Pierdzioch, 2020. "Do Oil-Price Shocks Predict the Realized Variance of U.S. REITs?," Working Papers 2020100, University of Pretoria, Department of Economics.
  19. Edmond Berisha & Carolyn Chisadza & Matthew Clance & Rangan Gupta, 2020. "Income Inequality and Oil Resources: Panel Evidence from the United States," Working Papers 2020103, University of Pretoria, Department of Economics.
  20. 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 2020104, University of Pretoria, Department of Economics.
  21. Afees A. Salisu & Juncal Cunado & Rangan Gupta, 2020. "Geopolitical Risks and Historical Exchange Rate Volatility of the BRICS," Working Papers 2020105, University of Pretoria, Department of Economics.
  22. 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 2020106, University of Pretoria, Department of Economics.
  23. Riza Demirer & Rangan Gupta & Christian Pierdzioch, 2020. "Forecasting Realized Stock-Market Volatility: Do Industry Returns have Predictive Value?," Working Papers 2020107, University of Pretoria, Department of Economics.
  24. 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 2020110, University of Pretoria, Department of Economics.
  25. 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 2020111, University of Pretoria, Department of Economics.
  26. 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 202012, University of Pretoria, Department of Economics.
  27. Elie Bouri & Rangan Gupta & Xuan Vinh Vo, 2020. "Jumps in Geopolitical Risk and the Cryptocurrency Market: The Singularity of Bitcoin," Working Papers 202015, University of Pretoria, Department of Economics.
  28. 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 202016, University of Pretoria, Department of Economics.
  29. Edmond Berisha & David Gabauer & Rangan Gupta & Chi Keung Marco Lau, 2020. "Time-Varying Influence of Household Debt on Inequality in United Kingdom," Working Papers 202017, University of Pretoria, Department of Economics.
  30. Elie Bouri & Rangan Gupta, 2020. "Jumps in Energy and Non-Energy Commodities," Working Papers 202018, University of Pretoria, Department of Economics.
  31. Carolyn Chisadza & Matthew Clance & Rangan Gupta & Peter Wanke, 2020. "Uncertainty and Tourism in Africa," Working Papers 202019, University of Pretoria, Department of Economics.
  32. Hardik A. Marfatia & Rangan Gupta & Keagile Lesame, 2020. "Dynamic Impact of Unconventional Monetary Policy on International REITs," Working Papers 202020, University of Pretoria, Department of Economics.
  33. Elie Bouri & Riza Demirer & David Gabauer & Rangan Gupta, 2020. "Sentiment and Financial Market Connectedness: The Role of Investor Happiness," Working Papers 202022, University of Pretoria, Department of Economics.
  34. 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 202024, University of Pretoria, Department of Economics.
  35. 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 202025, University of Pretoria, Department of Economics.
  36. 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 202027, University of Pretoria, Department of Economics.
  37. 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 202029, University of Pretoria, Department of Economics.
  38. Edmond Berisha & David Gabauer & Rangan Gupta & Jacobus Nel, 2020. "Time-Varying Predictability of Financial Stress on Inequality in United Kingdom," Working Papers 202030, University of Pretoria, Department of Economics.
  39. 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 202031, University of Pretoria, Department of Economics.
  40. Riza Demirer & David Gabauer & Rangan Gupta & Qiang Ji, 2020. "Monetary Policy and Speculative Spillovers in Financial Markets," Working Papers 202032, University of Pretoria, Department of Economics.
  41. Semih Emre Cekin & Rangan Gupta & Eric Olson, 2020. "The Taylor Curve: International Evidence," Working Papers 202034, University of Pretoria, Department of Economics.
  42. Rangan Gupta & Xin Sheng & Qiang Ji, 2020. "Movements in Real Estate Uncertainty in the United States: The Role of Oil Shocks," Working Papers 202035, University of Pretoria, Department of Economics.
  43. Oguzhan Cepni & Rangan Gupta & Cenk C. Karahan & Brian M. Lucey, 2020. "Oil Price Shocks and Yield Curve Dynamics in Emerging Markets," Working Papers 202036, University of Pretoria, Department of Economics.
  44. 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 202037, University of Pretoria, Department of Economics.
  45. Igor Fedotenkov & Rangan Gupta, 2020. "The Effects of Public Expenditures on Labour Productivity in Europe," Working Papers 202038, University of Pretoria, Department of Economics.
  46. Oguzhan Cepni & Rangan Gupta, 2020. "Time-Varying Impact of Monetary Policy Shocks on U.S. Stock Returns: The Role of Investor Sentiment," Working Papers 202039, University of Pretoria, Department of Economics.
  47. Afees A. Salisu & Rangan Gupta, 2020. "Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility in the United Kingdom," Working Papers 202041, University of Pretoria, Department of Economics.
  48. 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 202043, University of Pretoria, Department of Economics.
  49. 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 202044, University of Pretoria, Department of Economics.
  50. 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 202045, University of Pretoria, Department of Economics.
  51. Mehmet Balcilar & Rangan Gupta & Theshne Kisten, 2020. "The Impact of Uncertainty Shocks in South Africa: The Role of Financial Regimes," Working Papers 202046, University of Pretoria, Department of Economics.
  52. Elie Bouri & Oguzhan Cepni & David Gabauer & Rangan Gupta, 2020. "Return Connectedness across Asset Classes around the COVID-19 Outbreak," Working Papers 202047, University of Pretoria, Department of Economics.
  53. Rangan Gupta & Xin Sheng, 2020. "The Effects of Oil Shocks on Macroeconomic Uncertainty: Evidence from a Large Panel Dataset of US States," Working Papers 202048, University of Pretoria, Department of Economics.
  54. Elie Bouri & Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch, 2020. "Forecasting Power of Infectious Diseases-Related Uncertainty for Gold Realized Volatility," Working Papers 202049, University of Pretoria, Department of Economics.
  55. 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 202050, University of Pretoria, Department of Economics.
  56. 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 202051, University of Pretoria, Department of Economics.
  57. Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch & Seong-Min Yoon, 2020. "OPEC News and Jumps in the Oil Market," Working Papers 202053, University of Pretoria, Department of Economics.
  58. 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 202054, University of Pretoria, Department of Economics.
  59. Oguzhan Cepni & Rangan Gupta & Yigit Onay, 2020. "The Role of Investor Sentiment in Forecasting Housing Returns in China: A Machine Learning Approach," Working Papers 202055, University of Pretoria, Department of Economics.
  60. Heni Boubaker & Giorgio Canarella & Rangan Gupta & Stephen M. Miller, 2020. "Hybrid ARFIMA Wavelet Artificial Neural Network Model for DJIA Index Forecasting," Working Papers 202056, University of Pretoria, Department of Economics.
  61. Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna, 2020. "Point and Density Forecasting of Macroeconomic and Financial Uncertainties of the United States," Working Papers 202058, University of Pretoria, Department of Economics.
  62. Elie Bouri & David Gabauer & Rangan Gupta & Aviral Kumar Tiwari, 2020. "Volatility Connectedness of Major Cryptocurrencies: The Role of Investor Happiness," Working Papers 202059, University of Pretoria, Department of Economics.
  63. 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 202060, University of Pretoria, Department of Economics.
  64. Hardik A. Marfatia & Christophe Andre & Rangan Gupta, 2020. "Predicting Housing Market Sentiment: The Role of Financial, Macroeconomic and Real Estate Uncertainties," Working Papers 202061, University of Pretoria, Department of Economics.
  65. Rangan Gupta & Xin Sheng & Mehmet Balcilar & Qiang Ji, 2020. "Time-Varying Impact of Pandemics on Global Output Growth," Working Papers 202062, University of Pretoria, Department of Economics.
  66. 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 202063, University of Pretoria, Department of Economics.
  67. 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 202064, University of Pretoria, Department of Economics.
  68. 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 202065, University of Pretoria, Department of Economics.
  69. 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 202066, University of Pretoria, Department of Economics.
  70. Konstantinos Gkillas & Elie Bouri & Rangan Gupta & David Roubaud, 2020. "Spillovers in Higher-Order Moments of Crude Oil, Gold, and Bitcoin," Working Papers 202068, University of Pretoria, Department of Economics.
  71. Riza Demirer & Rangan Gupta & Asli Yuksel & Aydin Yuksel, 2020. "The U.S. Term Structure and Return Volatility in Global REIT Markets," Working Papers 202069, University of Pretoria, Department of Economics.
  72. 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 202070, University of Pretoria, Department of Economics.
  73. 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 202071, University of Pretoria, Department of Economics.
  74. 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 202075, University of Pretoria, Department of Economics.
  75. 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 202076, University of Pretoria, Department of Economics.
  76. 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 202077, University of Pretoria, Department of Economics.
  77. Rangan Gupta & Sowmya Subramaniam & Elie Bouri & Qiang Ji, 2020. "Infectious Disease-Related Uncertainty and the Safe-Haven Characteristic of US Treasury Securities," Working Papers 202078, University of Pretoria, Department of Economics.
  78. 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 202079, University of Pretoria, Department of Economics.
  79. David Gabauer & Rangan Gupta & Jacobus Nel & Woraphon Yamaka, 2020. "Time-Varying Predictability of Labor Productivity on Inequality in United Kingdom," Working Papers 202084, University of Pretoria, Department of Economics.
  80. 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 202085, University of Pretoria, Department of Economics.
  81. Afees A. Salisu & Juncal Cunado & Kazeem Isah & Rangan Gupta, 2020. "Stock Markets and Exchange Rate Behaviour of the BRICS," Working Papers 202086, University of Pretoria, Department of Economics.
  82. 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 202087, University of Pretoria, Department of Economics.
  83. 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 202088, University of Pretoria, Department of Economics.
  84. Elie Bouri & Riza Demirer & Rangan Gupta & Jacobus Nel, 2020. "COVID-19 Pandemic and Investor Herding in International Stock Markets," Working Papers 202089, University of Pretoria, Department of Economics.
  85. Ruipeng Liu & Rangan Gupta, 2020. "Investors' Uncertainty and Forecasting Stock Market Volatility," Working Papers 202090, University of Pretoria, Department of Economics.
  86. Christophe Andre & David Gabauer & Rangan Gupta, 2020. "Time-Varying Spillovers between Housing Sentiment and Housing Market in the United States," Working Papers 202091, University of Pretoria, Department of Economics.
  87. Xin Sheng & Rangan Gupta & Qiang Ji, 2020. "Forecasting Charge-Off Rates with a Panel Tobit Model: The Role of Uncertainty," Working Papers 202092, University of Pretoria, Department of Economics.
  88. 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 202093, University of Pretoria, Department of Economics.
  89. 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 202094, University of Pretoria, Department of Economics.
  90. 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 202095, University of Pretoria, Department of Economics.
  91. 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 202096, University of Pretoria, Department of Economics.
  92. 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 202097, University of Pretoria, Department of Economics.
  93. 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 202098, University of Pretoria, Department of Economics.
  94. 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 202099, University of Pretoria, Department of Economics.
  95. Olivier Mesly & David W. Shanafelt & Nicolas Huck & François-Éric Racicot, 2020. "From wheel of fortune to wheel of misfortune : Financial crises, cycles, and consumer predation," Post-Print hal-02973657, HAL.
  96. 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-02567429, HAL.
  97. Sang Hoon Kang & Salim Lahmiri & Gazi Salah Uddin & Jose Arreola Hernandez & Seong-Min Yoon, 2020. "Inflation cycle synchronization in ASEAN countries," Post-Print hal-02779489, HAL.
  98. 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-02966894, HAL.
  99. Stelios Arvanitis & Olivier Scaillet & Nikolas Topaloglou, 2020. "Spanning analysis of stock market anomalies under Prospect Stochastic Dominance," Papers 2004.02670, arXiv.org.
  100. Nguyen, Duc Khuong & Topaloglou, Nikolas & Walther, Thomas, 2020. "Asset Classes and Portfolio Diversification: Evidence from a Stochastic Spanning Approach," MPRA Paper 103870, University Library of Munich, Germany.
  101. Chan, Jin Hooi & Mohamad Hashim, Intan H. M. & Khoo, Suet Leng & Lean, Hooi Hooi & Piterou, Athina, 2020. "Entrepreneurial orientation of traditional and modern cultural organisations: cases in George Town UNESCO World Heritage Site," Greenwich Papers in Political Economy 29105, University of Greenwich, Greenwich Political Economy Research Centre.
  102. António Afonso & João Tovar Jalles & Ana Venâncio, 2020. "Government Spending Efficiency, Measurement and Applications: a CrossCountry Efficiency Dataset," EconPol Working Paper 50, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
  103. António Afonso & João Tovar Jalles & Ana Venâncio, 2020. "Structural Tax Reforms and Public Spending Efficiency," EconPol Working Paper 51, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
  104. Maryam Akmal & Sanjeev Gupta & João Tovar Jalles, 2020. "Tax Revenue Reforms and Income Distribution in Developing Countries," Policy Papers 175b, Center for Global Development.
  105. Sanjeev Gupta & João Tovar Jalles, 2020. "On the Political Economy Determinants of Tax Reforms: Evidence from Developing Countries," Policy Papers 199, Center for Global Development.
  106. 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 GRU_2020_015, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
  107. Mr. Serhan Cevik & João Tovar Jalles, 2020. "This Changes Everything: Climate Shocks and Sovereign Bonds," IMF Working Papers 2020/079, International Monetary Fund.
  108. Mr. Serhan Cevik & João Tovar Jalles, 2020. "An Apocalypse Foretold: Climate Shocks and Sovereign Defaults," IMF Working Papers 2020/231, International Monetary Fund.
  109. Emmanouil Kitsios & João Tovar Jalles & Ms. Genevieve Verdier, 2020. "Tax Evasion from Cross-Border Fraud: Does Digitalization Make a Difference?," IMF Working Papers 2020/245, International Monetary Fund.
  110. Mr. Serhan Cevik & João Tovar Jalles, 2020. "Feeling the Heat: Climate Shocks and Credit Ratings," IMF Working Papers 2020/286, International Monetary Fund.
  111. Zidong An & João Tovar Jalles, 2020. "On the Performance of US Fiscal Forecasts: Government vs. Private Information," Working Papers REM 2020/0130, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
  112. João Tovar Jalles, 2020. "Financial Crises and Climate Change," Working Papers REM 2020/0131, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
  113. Benedict Clements & Sanjeev Gupta & João Tovar Jalles & Saida Khamidova, 2020. "Terror and its Fiscal Consequences," Working Papers REM 2020/0140, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
  114. 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-03365000, HAL.
  115. D. Bonet Fernandez & Marc Van Migom & Elisa Conti & Claude Alavoine, 2020. "Confiance et Economie Collaborative : Etude d?une Communauté d?autopartage," Working Papers 2020-002, Department of Research, Ipag Business School.
  116. 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 2020-005, Department of Research, Ipag Business School.
  117. Awijen, Haithem & Ben Zaied, Younes & Nguyen, Duc Khuong & Sensoy, Ahmet, 2020. "Endogenous Financial Uncertainty and Macroeconomic Volatility: Evidence from the United States," MPRA Paper 101276, University Library of Munich, Germany, revised Jun 2020.
  118. 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-02974245, HAL.
  119. 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-03260206, HAL.
  120. Zaier Aouani & Alain Chateauneuf, 2020. "Multidimensional inequality and inframodular order," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-03260218, HAL.
  121. Isabelle Aimé & Fabienne Berger-Remy & Marie-Eve Laporte, 2020. "Digital transformation of marketing: fashion or organizational revolution?," Post-Print hal-02549995, HAL.
  122. Béchir Ben Lahouel & Nathalie Montargot, 2020. "Children as customers in luxury hotels," Post-Print hal-02633344, HAL.
  123. 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 sistem," Post-Print hal-03119530, HAL.
  124. Raphaël Lissillour & Johnny Wang, 2020. "Constructive deviance: the influence of organizational subcultures on the adoption of a new information technology system," Post-Print hal-03126367, HAL.

2019

  1. 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 enterpr," Working Papers of BETA 2019-36, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
  2. 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 01, Development and Policies Research Center (DEPOCEN), Vietnam, revised Jan 2019.
  3. Julia VINCENT PONROY & Françoise CHEVALIER, 2019. "Life Narratives, a Research Method in Social Sciences," Working Papers 2019-013, Department of Research, Ipag Business School.
  4. 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 BEMPS61, Faculty of Economics and Management at the Free University of Bozen.
  5. 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 EI2019-16, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  6. Oguzhan Cepni & Selcuk Gul & Rangan Gupta, 2019. "Local Currency Bond Risk Premia of Emerging Markets: The Role of Local and Global Factors," Working Papers 201901, University of Pretoria, Department of Economics.
  7. Alex Plastun & Xolani Sibande & Rangan Gupta & Mark E. Wohar, 2019. "Rise and Fall of Calendar Anomalies over a Century," Working Papers 201902, University of Pretoria, Department of Economics.
  8. Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch, 2019. "Forecasting Realized Oil-Price Volatility: The Role of Financial Stress and Asymmetric Loss," Working Papers 201903, University of Pretoria, Department of Economics.
  9. 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 201904, University of Pretoria, Department of Economics.
  10. Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch, 2019. "Forecasting Realized Volatility of Bitcoin Returns: Tail Events and Asymmetric Loss," Working Papers 201905, University of Pretoria, Department of Economics.
  11. Oguzhan Cepni & Riza Demirer & Rangan Gupta & Christian Pierdzioch, 2019. "Time-Varying Risk Aversion and the Predictability of Bond Premia," Working Papers 201906, University of Pretoria, Department of Economics.
  12. Christina Christou & Giray Gozgor & Rangan Gupta & Chi-Keung (Marco) Lau, 2019. "Are Uncertainties across the World Convergent?," Working Papers 201907, University of Pretoria, Department of Economics.
  13. 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 201908, University of Pretoria, Department of Economics.
  14. 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 201909, University of Pretoria, Department of Economics.
  15. 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 201910, University of Pretoria, Department of Economics.
  16. 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 201911, University of Pretoria, Department of Economics.
  17. 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 201912, University of Pretoria, Department of Economics.
  18. Alex Plastun & Xolani Sibande & Rangan Gupta & Mark E. Wohar, 2019. "Halloween Effect in Developed Stock Markets: A US Perspective," Working Papers 201914, University of Pretoria, Department of Economics.
  19. 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 201915, University of Pretoria, Department of Economics.
  20. Hardik A. Marfatia & Rangan Gupta & Esin Cakan, 2019. "Dynamic Impact of the U.S. Monetary Policy on Oil Market Returns and Volatility," Working Papers 201916, University of Pretoria, Department of Economics.
  21. Elie Bouri & Rangan Gupta & Shixuan Wang, 2019. "Contagion between Stock and Real Estate Markets: International Evidence from a Local Gaussian Correlation Approach," Working Papers 201917, University of Pretoria, Department of Economics.
  22. 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 201918, University of Pretoria, Department of Economics.
  23. Mehmet Balcilar & Rangan Gupta & Shixuan Wang & Mark E. Wohar, 2019. "Oil Price Uncertainty and Movements in the US Government Bond Risk Premia," Working Papers 201919, University of Pretoria, Department of Economics.
  24. Rangan Gupta & Philton Makena, 2019. "Inflation Aversion and the Growth-Inflation Relationship," Working Papers 201920, University of Pretoria, Department of Economics.
  25. Esin Cakan & Riza Demirer & Rangan Gupta & Josine Uwilingiye, 2019. "Economic Policy Uncertainty and Herding Behavior: Evidence from the South African Housing Market," Working Papers 201921, University of Pretoria, Department of Economics.
  26. 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 201926, University of Pretoria, Department of Economics.
  27. Elie Bouri & Rangan Gupta & Chi Keung Marco Lau & David Roubaud, 2019. "Risk Aversion and Bitcoin Returns in Normal, Bull, and Bear Markets," Working Papers 201927, University of Pretoria, Department of Economics.
  28. 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 201929, University of Pretoria, Department of Economics.
  29. 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 201930, University of Pretoria, Department of Economics.
  30. Samrat Goswami & Rangan Gupta & Mark E. Wohar, 2019. "Historical Volatility of Advanced Equity Markets: The Role of Local and Global Crises," Working Papers 201931, University of Pretoria, Department of Economics.
  31. Edmond Berisha & Rangan Gupta & John Meszaros, 2019. "Fisher Variables and Income Inequality in the BRICS," Working Papers 201933, University of Pretoria, Department of Economics.
  32. Aviral Kumar Tiwari & Rangan Gupta & Mark E. Wohar, 2019. "Is the Housing Market in the United States Really Weakly-Efficient?," Working Papers 201934, University of Pretoria, Department of Economics.
  33. Saban Nazlioglu & Rangan Gupta & Elie Bouri, 2019. "Movements in International Bond Markets: The Role of Oil Prices," Working Papers 201935, University of Pretoria, Department of Economics.
  34. 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 201936, University of Pretoria, Department of Economics.
  35. 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 201937, University of Pretoria, Department of Economics.
  36. 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 201938, University of Pretoria, Department of Economics.
  37. Elie Bouri & Konstantinos Gkillas & Rangan Gupta & Clement Kyei, 2019. "Monetary Policy Uncertainty and Volatility Jumps in Advanced Equity Markets," Working Papers 201939, University of Pretoria, Department of Economics.
  38. 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 201941, University of Pretoria, Department of Economics.
  39. 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 201942, University of Pretoria, Department of Economics.
  40. Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch, 2019. "Forecasting Realized Gold Volatility: Is there a Role of Geopolitical Risks?," Working Papers 201943, University of Pretoria, Department of Economics.
  41. David Gabauer & Rangan Gupta, 2019. "Spillovers across Macroeconomic, Financial and Real Estate Uncertainties: A Time-Varying Approach," Working Papers 201944, University of Pretoria, Department of Economics.
  42. Matthew W. Clance & Giray Gozgor & Rangan Gupta & Chi Keung Marco Lau, 2019. "The Relationship between Economic Uncertainty and Corporate Tax Rates," Working Papers 201945, University of Pretoria, Department of Economics.
  43. Afees A. Salisu & Rangan Gupta, 2019. "How do Housing Returns in Emerging Countries Respond to Oil Shocks? A MIDAS Touch," Working Papers 201946, University of Pretoria, Department of Economics.
  44. Aviral Kumar Tiwari & Christophe Andre & Rangan Gupta, 2019. "Spillovers between US Real Estate and Financial Assets in Time and Frequency Domains," Working Papers 201947, University of Pretoria, Department of Economics.
  45. Elie Bouri & Konstantinos Gkillas & Rangan Gupta, 2019. "Trade Uncertainties and the Hedging Abilities of Bitcoin," Working Papers 201948, University of Pretoria, Department of Economics.
  46. Alex Plastun & Xolani Sibande & Rangan Gupta & Mark E. Wohar, 2019. "Historical Evolution of Monthly Anomalies in International Stock Markets," Working Papers 201950, University of Pretoria, Department of Economics.
  47. 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 201951, University of Pretoria, Department of Economics.
  48. 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 201952, University of Pretoria, Department of Economics.
  49. 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 201953, University of Pretoria, Department of Economics.
  50. Saban Nazlioglu & Rangan Gupta & Alper Gormus & Ugur Soytas, 2019. "Price and Volatility Linkages between International REITs and Oil Markets," Working Papers 201954, University of Pretoria, Department of Economics.
  51. Elie Bouri & Rangan Gupta, 2019. "Predicting Bitcoin Returns: Comparing the Roles of Newspaper- and Internet Search-Based Measures of Uncertainty," Working Papers 201955, University of Pretoria, Department of Economics.
  52. Hardik A. Marfatia & Rangan Gupta & Stephen M. Miller, 2019. "125 Years of Time-Varying Effects of Fiscal Policy on Financial Markets," Working Papers 201956, University of Pretoria, Department of Economics.
  53. 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 201957, University of Pretoria, Department of Economics.
  54. Yener Coskun & Christos Bouras & Rangan Gupta & Mark E. Wohar, 2019. "Multi-Horizon Financial and Housing Wealth Effects across the U.S. States," Working Papers 201958, University of Pretoria, Department of Economics.
  55. 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 201959, University of Pretoria, Department of Economics.
  56. 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 201960, University of Pretoria, Department of Economics.
  57. 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 201962, University of Pretoria, Department of Economics.
  58. Alex Plastun & Xolani Sibande & Rangan Gupta & Mark E. Wohar, 2019. "Price Gap Anomaly in the US Stock Market: The Whole Story," Working Papers 201963, University of Pretoria, Department of Economics.
  59. Carolyn Chisadza & Matthew Clance & Rangan Gupta & Mark E. Wohar, 2019. "Giant Oil Discoveries and Conflicts," Working Papers 201964, University of Pretoria, Department of Economics.
  60. 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 201965, University of Pretoria, Department of Economics.
  61. Matteo Bonato & Rangan Gupta & Chi Keung Marco Lau & Shixuan Wang, 2019. "Moments-Based Spillovers across Gold and Oil Markets," Working Papers 201966, University of Pretoria, Department of Economics.
  62. Elie Bouri & Riza Demirer & Rangan Gupta & Mark E. Wohar, 2019. "Gold, Platinum and the Predictability of Bond Risk Premia," Working Papers 201967, University of Pretoria, Department of Economics.
  63. 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 201968, University of Pretoria, Department of Economics.
  64. 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 201969, University of Pretoria, Department of Economics.
  65. 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 201970, University of Pretoria, Department of Economics.
  66. 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 201971, University of Pretoria, Department of Economics.
  67. 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 201972, University of Pretoria, Department of Economics.
  68. 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 201973, University of Pretoria, Department of Economics.
  69. 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 201974, University of Pretoria, Department of Economics.
  70. 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 201975, University of Pretoria, Department of Economics.
  71. Afees A. Salisu & Rangan Gupta, 2019. "Oil Shocks and Stock Market Volatility of the BRICS: A GARCH-MIDAS Approach," Working Papers 201976, University of Pretoria, Department of Economics.
  72. Mawuli Segnon & Rangan Gupta & Keagile Lesame & Mark E. Wohar, 2019. "High-Frequency Volatility Forecasting of US Housing Markets," Working Papers 201977, University of Pretoria, Department of Economics.
  73. 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 201978, University of Pretoria, Department of Economics.
  74. 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 201979, University of Pretoria, Department of Economics.
  75. Vasilios Plakandaras & Elie Bouri & Rangan Gupta, 2019. "Forecasting Bitcoin Returns: Is there a Role for the U.S. – China Trade War?," Working Papers 201980, University of Pretoria, Department of Economics.
  76. 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 201981, University of Pretoria, Department of Economics.
  77. 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 201982, University of Pretoria, Department of Economics.
  78. 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-02400312, HAL.
  79. 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-02430651, HAL.
  80. 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-02468303, HAL.
  81. António Afonso & João Tovar Jalles, 2019. "Stock flow adjustments in sovereign debt dynamics: the role of fiscal frameworks," EconPol Working Paper 20, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
  82. 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 22, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
  83. António Afonso & João Tovar Jalles & Ana Venâncio, 2019. "Taxation and Public Spending Efficiency: An International Comparison," EconPol Working Paper 25, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
  84. 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-02499351, HAL.
  85. João Tovar Jalles, 2019. "Explaining Africa’s Public Consumption Procyclicality: Revisiting Old Evidence," Working Papers REM 2019/0100, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
  86. João Tovar Jalles, 2019. "Wagner and the Fading Voracity Effect: Short vs. Long-Run Effects in Developing Countries," Working Papers REM 2019/0101, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
  87. João Tovar Jalles, 2019. "Monetary Aggregates and Macroeconomic Performance: the Portuguese Escudo, 1911-1999," Working Papers REM 2019/0102, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
  88. João Tovar Jalles, 2019. "Polluting Emissions and GDP: Decoupling Evidence from Brazilian States," Working Papers REM 2019/0104, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
  89. António Afonso & João Tovar Jalles, 2019. "Sovereign Indebtedness and Financial and Fiscal Conditions," Working Papers REM 2019/0111, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
  90. António Afonso & João Tovar Jalles, 2019. "Stock Flow Adjustments in Sovereign Debt Dynamics: The Role of Fiscal Frameworks," Working Papers REM 2019/66, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
  91. António Afonso & João Tovar Jalles, 2019. "Sovereign Ratings and Finance Ministers’ Characteristics," Working Papers REM 2019/72, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
  92. João Tovar Jalles & Luiz de Mello, 2019. "Cross-country Evidence on the Determinants of Inclusive Growth Episodes," Working Papers REM 2019/81, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
  93. João Tovar Jalles, 2019. "On the Cyclicality of Social Expenditure: New Time-Varying evidence from Developing Economies," Working Papers REM 2019/82, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
  94. João Tovar Jalles, 2019. "Crises and Emissions: New Empirical Evidence from a Large Sample," Working Papers REM 2019/83, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
  95. Raphaël Lissillour & Dominique Bonet Fernandez & François Fulconis, 2019. "The classification societies, an obstacle or an accelerator to international maritime safety?," Post-Print hal-02280979, HAL.
  96. Aloisio Araujo & Alain Chateauneuf & José Heleno Faro & Bruno Holanda, 2019. "Updating pricing rules," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-03252329, HAL.
    • Aloisio Araujo & Alain Chateauneuf & José Heleno Faro & Bruno Holanda, 2019. "Updating pricing rules," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 68(2), pages 335-361, September.
  97. 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 808, Department of Economics, University of Siena.
  98. Isabelle Aimé & Fabienne Berger-Remy & Marie-Eve Laporte, 2019. "Le rôle central des experts dans la transformation digitale du marketing," Post-Print hal-02472035, HAL.
  99. Isabelle Aimé & Fabienne Berger-Remy & Marie-Eve Laporte, 2019. "Digital Metamorphosis of the Organizations: Myth or Reality?," Post-Print hal-02472038, HAL.
  100. Fabienne Berger-Remy & Marie-Eve Laporte & Isabelle Aimé, 2019. "Does digital transformation mean the end of marketing?," Post-Print halshs-02284190, HAL.
  101. Brahim Gaies & Khaled Guesmi & St'ephane Goutte, 2019. "FDI, banking crisis and growth: direct and spill over effects," Papers 1904.04911, arXiv.org.
  102. Brahim Gaies & Stéphane Goutte & Khaled Guesmi, 2019. "What Interactions between Financial Globalization and Instability?-Growth in Developing Countries," Post-Print halshs-02148925, HAL.
  103. Brahim Gaies & Stéphane Goutte & Khaled Guesmi, 2019. "Does Financial Globalization Still Spur Growth In Emerging And Developing Countries? Considering Exchange Rate Volatility'S Effects," Working Papers hal-01968082, HAL.
  104. Brahim Gaies & Stéphane Goutte & Khaled Guesmi, 2019. "Does Financial Globalization Still Spur Growth In Developing Countries? Considering Exchange Rate Volatility," Working Papers halshs-02175361, HAL.
  105. 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-03539398, HAL.
  106. Ilyes Abid & Abderrazak Dhaoui & Stéphane Goutte & Khaled Guesmi, 2019. "Contagion and bond pricing: The case of the ASEAN region," Post-Print halshs-02148928, HAL.
  107. Ilyes Abid & Abderrazak Dhaoui & Stéphane Goutte & Khaled Guesmi, 2019. "Hedging and diversification across commodity assets," Post-Print hal-02509833, HAL.

2018

  1. Mark Baker & Balázs Égert & Gabor Fulop & Annabelle Mourougane, 2018. "To what extent do policies contribute to self-employment?," OECD Economics Department Working Papers 1512, OECD Publishing.
  2. 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 02, Development and Policies Research Center (DEPOCEN), Vietnam.
  3. 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 01, Development and Policies Research Center (DEPOCEN), Vietnam.
  4. 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 03, Development and Policies Research Center (DEPOCEN), Vietnam.
  5. 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-02623135, HAL.
  6. 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 277037, International Association of Agricultural Economists.
  7. 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 eres2018_52, European Real Estate Society (ERES).
  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 2018-10, School of Economics, University of Cape Town.
  9. 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-03533197, HAL.
  10. Mehmet Balcilar & Rangan Gupta & Chien-Chiang Lee & Godwin Olasehinde-Williams, 2018. "Insurance-Growth Nexus in Africa," Working Papers 201801, University of Pretoria, Department of Economics.
  11. Nikolaos Antonakakis & David Gabauer & Rangan Gupta & Vasilios Plakandaras, 2018. "Dynamic Connectedness of Uncertainty across Developed Economies: A Time-Varying Approach," Working Papers 201802, University of Pretoria, Department of Economics.
  12. 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 201803, University of Pretoria, Department of Economics.
  13. Adnen Ben Nasr & Matteo Bonato & Riza Demirer & Rangan Gupta, 2018. "Investor Sentiment and Crash Risk in Safe Havens," Working Papers 201804, University of Pretoria, Department of Economics.
  14. Konstantinos Gkillas & Rangan Gupta & Mark E. Wohar, 2018. "Volatility Jumps: The Role of Geopolitical Risks," Working Papers 201805, University of Pretoria, Department of Economics.
  15. Nikolaos Antonakakis & David Gabauer & Rangan Gupta, 2018. "International Monetary Policy Spillovers: Evidence from a TVP-VAR," Working Papers 201806, University of Pretoria, Department of Economics.
  16. 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 201807, University of Pretoria, Department of Economics.
  17. 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 201808, University of Pretoria, Department of Economics.
  18. 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 201809, University of Pretoria, Department of Economics.
  19. Vasilios Plakandaras & Rangan Gupta & Mark E. Wohar, 2018. "Persistence of Economic Uncertainty: A Comprehensive Analysis," Working Papers 201810, University of Pretoria, Department of Economics.
  20. Riza Demirer & Rangan Gupta, 2018. "Presidential Cycles and Time-Varying Bond-Stock Correlations: Evidence from More than Two Centuries of Data," Working Papers 201811, University of Pretoria, Department of Economics.
  21. Elie Bouri & Mahamitra Das & Rangan Gupta & David Roubaud, 2018. "Spillovers between Bitcoin and other Assets during Bear and Bull Markets," Working Papers 201812, University of Pretoria, Department of Economics.
  22. 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 201813, University of Pretoria, Department of Economics.
  23. Aviral Kumar Tiwari & Deven Bathia & Elie Bouri & Rangan Gupta, 2018. "Investor Sentiment Connectedness: Evidence from Linear and Nonlinear Causality Approaches," Working Papers 201814, University of Pretoria, Department of Economics.
  24. 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 201815, University of Pretoria, Department of Economics.
  25. 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 201816, University of Pretoria, Department of Economics.
  26. 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 201817, University of Pretoria, Department of Economics.
  27. 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 201818, University of Pretoria, Department of Economics.
  28. Shinhye Chang & Rangan Gupta & Stephen M. Miller & Mark E. Wohar, 2018. "Growth Volatility and Inequality in the U.S.: A Wavelet Analysis," Working Papers 201819, University of Pretoria, Department of Economics.
  29. 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 201820, University of Pretoria, Department of Economics.
  30. 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 201821, University of Pretoria, Department of Economics.
  31. Vasilios Plakandaras & Rangan Gupta & Luis A. Gil-Alana & Mark E. Wohar, 2018. "Are BRICS Exchange Rates Chaotic?," Working Papers 201822, University of Pretoria, Department of Economics.
  32. 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 201823, University of Pretoria, Department of Economics.
  33. 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 201824, University of Pretoria, Department of Economics.
  34. Konstantinos Gkillas & Rangan Gupta & Mark E. Wohar, 2018. "Oil Shocks and Volatility Jumps," Working Papers 201825, University of Pretoria, Department of Economics.
  35. Rangan Gupta & Florian Huber & Philipp Piribauer, 2018. "Predicting International Equity Returns: Evidence from Time-Varying Parameter Vector Autoregressive Models," Working Papers 201826, University of Pretoria, Department of Economics.
  36. 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 201828, University of Pretoria, Department of Economics.
  37. 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 201829, University of Pretoria, Department of Economics.
  38. Rangan Gupta & Patrick Kanda & Mark E. Wohar, 2018. "Predicting Stock Market Movements in the United States: The Role of Presidential Approval Ratings," Working Papers 201830, University of Pretoria, Department of Economics.
  39. Aviral Kumar Tiwari & Zinnia Mukherjee & Rangan Gupta & Mehmet Balcilar, 2018. "A Wavelet Analysis of the Relationship between Oil and Natural Gas Prices," Working Papers 201831, University of Pretoria, Department of Economics.
  40. Goodness C. Aye & Rangan Gupta, 2018. "Macroeconomic Uncertainty and the Comovement in Buying versus Renting in the United States," Working Papers 201832, University of Pretoria, Department of Economics.
  41. Yanele Nyamela & Vasilios Plakandaras & Rangan Gupta, 2018. "Frequency-Dependent Real-Time Effects of Uncertainty in the United States: Evidence from Daily Data," Working Papers 201833, University of Pretoria, Department of Economics.
  42. Elie Bouri & Rangan Gupta & David Roubaud, 2018. "Herding Behaviour in the Cryptocurrency Market," Working Papers 201834, University of Pretoria, Department of Economics.
  43. Ender Demir & Giray Gozgor & Rangan Gupta & Huseyin Kaya, 2018. "Effects of Geopolitical Risks on Trade Flows: Evidence from the Gravity Model," Working Papers 201835, University of Pretoria, Department of Economics.
  44. 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 201836, University of Pretoria, Department of Economics.
  45. Bingling Wang & Sudipto Banerjee & Rangan Gupta, 2018. "Bayesian Spatial Modeling for Housing Data in South Africa," Working Papers 201837, University of Pretoria, Department of Economics.
  46. 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 201838, University of Pretoria, Department of Economics.
  47. Christina Christou & Ruthira Naraidoo & Rangan Gupta, 2018. "Conventional and Unconventional Monetary Policy Reaction to Uncertainty in Advanced Economies: Evidence from Quantile Regressions," Working Papers 201839, University of Pretoria, Department of Economics.
  48. Nikolaos Antonakakis & David Gabauer & Rangan Gupta, 2018. "Greek Economic Policy Uncertainty: Does it Matter for the European Union?," Working Papers 201840, University of Pretoria, Department of Economics.
  49. Juncal Cunado & Rangan Gupta & Chi Keung Marco Lau & Xin Sheng, 2018. "Time-Varying Impact of Geopolitical Risks on Oil Prices," Working Papers 201841, University of Pretoria, Department of Economics.
  50. 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 201842, University of Pretoria, Department of Economics.
  51. 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 201843, University of Pretoria, Department of Economics.
  52. Mehmet Balcilar & Rangan Gupta & Wei Ma & Philton Makena, 2018. "Income Inequality and Economic Growth: A Re-Examination of Theory and Evidence," Working Papers 201844, University of Pretoria, Department of Economics.
  53. Petre Caraiani & Adrian Cantemir Călin & Rangan Gupta, 2018. "Monetary Policy and Bubbles in US REITs," Working Papers 201845, University of Pretoria, Department of Economics.
  54. 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 201846, University of Pretoria, Department of Economics.
  55. Vasilios Plakandaras & Rangan Gupta & Wing-Keung Wong, 2018. "Point and Density Forecasts of Oil Returns: The Role of Geopolitical Risks," Working Papers 201847, University of Pretoria, Department of Economics.
  56. 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 201848, University of Pretoria, Department of Economics.
  57. Rangan Gupta & Zhihui Lv & Wing-Keung Wong, 2018. "Macroeconomic Shocks and Changing Dynamics of the U.S. REITs Sector," Working Papers 201849, University of Pretoria, Department of Economics.
  58. 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 201850, University of Pretoria, Department of Economics.
  59. 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 201851, University of Pretoria, Department of Economics.
  60. Rangan Gupta, 2018. "Manager Sentiment and Stock Market Volatility," Working Papers 201853, University of Pretoria, Department of Economics.
  61. Manoel Bittencourt & Rangan Gupta & Philton Makena & Lardo Stander, 2018. "Socio-Political Instability and Growth Dynamics," Working Papers 201855, University of Pretoria, Department of Economics.
  62. 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 201857, University of Pretoria, Department of Economics.
  63. Libing Fang & Elie Bouri & Rangan Gupta & David Roubaud, 2018. "Does Global Economic Uncertainty Matter for the Volatility and Hedging Effectiveness of Bitcoin?," Working Papers 201858, University of Pretoria, Department of Economics.
  64. Hossein Hassani & Mohammad Reza Yeganegi & Rangan Gupta, 2018. "Does Inequality Really Matter in Forecasting Real Housing Returns of the United Kingdom?," Working Papers 201859, University of Pretoria, Department of Economics.
  65. Riza Demirer & Rangan Gupta & Qiang Ji & Aviral Kumar Tiwari, 2018. "Geopolitical Risks and the Predictability of Regional Oil Returns and Volatility," Working Papers 201860, University of Pretoria, Department of Economics.
  66. Goodness C. Aye & Mehmet Balcilar & Riza Demirer & Rangan Gupta, 2018. "Firm-Level Political Risk and Asymmetric Volatility," Working Papers 201861, University of Pretoria, Department of Economics.
  67. 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 201863, University of Pretoria, Department of Economics.
  68. Sowmya Subramaniam & David Gabauer & Rangan Gupta, 2018. "On the Transmission Mechanism of Asia-Pacific Yield Curve Characteristics," Working Papers 201864, University of Pretoria, Department of Economics.
  69. 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 201865, University of Pretoria, Department of Economics.
  70. Rangan Gupta & Chi Keung Marco Lau & Wendy Nyakabawo, 2018. "Predicting Aggregate and State-Level US House Price Volatility: The Role of Sentiment," Working Papers 201866, University of Pretoria, Department of Economics.
  71. 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 201867, University of Pretoria, Department of Economics.
  72. Christian Pierdzioch & Rangan Gupta & Hossein Hassani & Emmanuel Silva, 2018. "Forecasting Changes of Economic Inequality: A Boosting Approach," Working Papers 201868, University of Pretoria, Department of Economics.
  73. 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 201869, University of Pretoria, Department of Economics.
  74. Christina Christou & Rangan Gupta & Wendy Nyakabawo, 2018. "Time-Varying Impact of Uncertainty Shocks on the US Housing Market," Working Papers 201870, University of Pretoria, Department of Economics.
  75. 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 201871, University of Pretoria, Department of Economics.
  76. Rangan Gupta & Philton Makena, 2018. "Why must it always be so Real with Tax Evasion?," Working Papers 201872, University of Pretoria, Department of Economics.
  77. 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 201873, University of Pretoria, Department of Economics.
  78. 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 201874, University of Pretoria, Department of Economics.
  79. 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 201875, University of Pretoria, Department of Economics.
  80. Christophe André & Petre Caraiani & Adrian Cantemir Čalin & Rangan Gupta, 2018. "Can Monetary Policy Lean against Housing Bubbles?," Working Papers 201877, University of Pretoria, Department of Economics.
  81. Akhona Myataza & Rangan Gupta, 2018. "Political Cycles in the United States and Stock Market Volatility in other Advanced Economies: An EGARCH Approach," Working Papers 201878, University of Pretoria, Department of Economics.
  82. 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 201879, University of Pretoria, Department of Economics.
  83. 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 201880, University of Pretoria, Department of Economics.
  84. Riza Demirer & Rangan Gupta & Christian Pierdzioch, 2018. "Time-Varying Risk Aversion and Realized Gold Volatility," Working Papers 201881, University of Pretoria, Department of Economics.
  85. Petre Caraiani & Rangan Gupta, 2018. "Is the Response of the Bank of England to Exchange Rate Movements Frequency-Dependent?," Working Papers 201883, University of Pretoria, Department of Economics.
  86. Olivier Mesly & Imed Chkir & François-Éric Racicot, 2018. "Predatory cells and puzzling financial crises: Are toxic products good for the financial markets?," Post-Print hal-01924972, HAL.
  87. François-Éric Racicot & William Rentz & Alfred Kahl & Olivier Mesly, 2018. "Examining the dynamics of illiquidity risks within the phases of the business cycle," Post-Print hal-02014700, HAL.
  88. 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-01997844, HAL.
  89. Yves, Togba Boboy & Yoon, Seong-Min, 2018. "Swing in the Fed’s balance sheet policy and spillover effects on emerging Asian countries," MPRA Paper 87141, University Library of Munich, Germany.
  90. Sofia Anyfantaki & Stelios Arvanitis & Nikolas Topaloglou, 2018. "Diversification, integration and cryptocurrency market," Working Papers 244, Bank of Greece.
  91. Stelios Arvanitis & O. Scaillet & Nikolas Topaloglou, 2018. "Spanning Tests for Markowitz Stochastic Dominance," Swiss Finance Institute Research Paper Series 18-08, Swiss Finance Institute.
  92. Wong, W.-K. & Lean, H.H. & McAleer, M.J. & Tsai, F.-T., 2018. "Why did Warrant Markets Close in China but not Taiwan?," Econometric Institute Research Papers EI2018-22, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  93. Chan, Jin & Mohd Hashim, Intan Hashima & Khoo, Suet Leng & Lean, Hooi Hooi & Piterou, Athena, 2018. "Is innovation happening in George Towns's creative and cultural sectors? A comparative analysis between traditional and modern organisations," Greenwich Papers in Political Economy 19989, University of Greenwich, Greenwich Political Economy Research Centre.
  94. Khoo, Suet Leng & Lean, Hooi Hooi & Mohd. Hashim, Intan Hashimah & Chan, Jin & Piterou, Athena, 2018. "Creativity and Innovation in Creative Cities: Case of an Innovation Hub in George Town, Penang," Greenwich Papers in Political Economy 20341, University of Greenwich, Greenwich Political Economy Research Centre.
  95. Ehigiamusoe, Kizito Uyi & Hooi Hooi Lean, 2018. "Do economic and financial integration stimulate economic growth? A critical survey," Economics Discussion Papers 2018-51, Kiel Institute for the World Economy (IfW Kiel).
  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) halshs-01223969, HAL.
  97. 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 paper1802, International Center for Public Policy, Andrew Young School of Policy Studies, Georgia State University.
  98. Antonio Afonso & Florence Huart & João Tovar Jalles & Piotr Stanek, 2018. "Assessing the sustainability of external imbalances in the European Union," Post-Print hal-01914597, HAL.
  99. 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 2018/019, International Monetary Fund.
  100. Zidong An & João Tovar Jalles & Mr. Prakash Loungani, 2018. "How Well Do Economists Forecast Recessions?," IMF Working Papers 2018/039, International Monetary Fund.
  101. 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 2018/056, International Monetary Fund.
  102. 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 2018/085, International Monetary Fund.
  103. António Afonso & João Jalles, 2018. "Decomposing And Analysing The Determinants Of Current Accounts’ Cyclicality: Evidence From The Euro Area," Working Papers REM 2018/42, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
  104. 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-01774528, HAL.
  105. 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-03252242, HAL.
  106. 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-03252360, HAL.
  107. Isabelle Aimé & Fabienne Berger-Remy & Marie-Eve Laporte, 2018. "Lessons from nearly a century of the brand management system," Post-Print hal-02045694, HAL.
  108. Fabienne Berger-Remy & Isabelle Aimé & Marie-Eve Laporte, 2018. "Challenges and Mutations of the Brand Management System," Post-Print halshs-02148505, HAL.
  109. Brahim Gaies & Stéphane Goutte & Khaled Guesmi, 2018. "Banking crises in developing countries–What crucial role of exchange rate stability and external liabilities?," Post-Print halshs-02148916, HAL.
  110. 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 2018-005, Department of Research, Ipag Business School.
  111. 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-02633671, HAL.
  112. Abderrazak Dhaoui & Stéphane Goutte & Khaled Guesmi, 2018. "The Asymmetric Responses of Stock Markets," Post-Print halshs-02148927, HAL.
  113. Khaled Guesmi & Abderrazak Dhaoui & Stéphane Goutte & Ilyes Abid, 2018. "On the determinants of industry-CDS index spreads: Evidence from a nonlinear setting," Post-Print halshs-02148926, HAL.

2017

  1. Nguyen, Ngoc Anh & Doan, Quang Hung & Tran-Nam, Binh, 2017. "Tax corruption and private sector development in Vietnam," MPRA Paper 84300, University Library of Munich, Germany.
  2. Nguyen, Cuong & Vu, Linh, 2017. "The Impact of Migration and Remittance on Household Welfare: Evidence from Vietnam," MPRA Paper 80084, University Library of Munich, Germany.
  3. Vasilios Plakandaras & Rangan Gupta & Periklis Gogas & Theophilos Papadimitriou, 2017. "Forecasting the U.S. Real House Price Index," Papers 1707.04868, arXiv.org.
  4. 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 6117, Center for Quantitative Economics (CQE), University of Muenster.
  5. 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 2017-01, School of Economics, University of Cape Town.
  6. 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 2017-05, School of Economics, University of Cape Town.
  7. Francis Leni Anguyo & Rangan Gupta & Kevin Kotze, 2017. "Inflation Dynamics in Uganda: A Quantile Regression Approach," School of Economics Macroeconomic Discussion Paper Series 2017-07, School of Economics, University of Cape Town.
  8. Sergey Ivashchenko & Rangan Gupta, 2017. "Near-Rational Expectations: How Far are Surveys from Rationality?," EERI Research Paper Series EERI RP 2017/04, Economics and Econometrics Research Institute (EERI), Brussels.
  9. Mehmet Balcilar & Elie Bouri & Rangan Gupta & David Roubaud, 2017. "Can volume predict Bitcoin returns and volatility? A quantiles-based approach," Post-Print hal-02008551, HAL.
  10. 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-02008552, HAL.
  11. Nikolaos Antonakakis & Rangan Gupta & Christos Kollias & Stephanos Papadamou, 2017. "Geopolitical Risks and the Oil-Stock Nexus Over 1899-2016," Working Papers 201702, University of Pretoria, Department of Economics.
  12. Rangan Gupta & Lardo Stander & Andrea Vaona, 2017. "Openness and Growth: Is the Relationship Non-Linear?," Working Papers 201703, University of Pretoria, Department of Economics.
  13. 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 201704, University of Pretoria, Department of Economics.
  14. 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 201705, University of Pretoria, Department of Economics.
  15. 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 201706, University of Pretoria, Department of Economics.
  16. Christina Christou & Rangan Gupta & Wendy Nyakabawo & Mark E. Wohar, 2017. "Do House Prices Hedge Inflation in the US? A Quantile Cointegration Approach," Working Papers 201707, University of Pretoria, Department of Economics.
  17. Nikolaos Antonakakis & Mehmet Balcilar & Elie Bouri & Rangan Gupta, 2017. "Is Wine a Safe-Haven? Evidence from a Nonparametric Causality-in-Quantiles Test," Working Papers 201708, University of Pretoria, Department of Economics.
  18. 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 201711, University of Pretoria, Department of Economics.
  19. 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 201712, University of Pretoria, Department of Economics.
  20. 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 201713, University of Pretoria, Department of Economics.
  21. 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 201715, University of Pretoria, Department of Economics.
  22. 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 201719, University of Pretoria, Department of Economics.
  23. 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 201725, University of Pretoria, Department of Economics.
  24. 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 201726, University of Pretoria, Department of Economics.
  25. 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 201727, University of Pretoria, Department of Economics.
  26. 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 201728, University of Pretoria, Department of Economics.
  27. 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 201729, University of Pretoria, Department of Economics.
  28. 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 201730, University of Pretoria, Department of Economics.
  29. 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 201731, University of Pretoria, Department of Economics.
  30. Christian Pierdzioch & Rangan Gupta, 2017. "Uncertainty and Forecasts of U.S. Recessions," Working Papers 201732, University of Pretoria, Department of Economics.
  31. 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 201735, University of Pretoria, Department of Economics.
  32. 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 201736, University of Pretoria, Department of Economics.
  33. Vasilios Plakandaras & Rangan Gupta & Periklis Gogas & Theophilos Papadimitriou, 2017. "Macroeconomic Uncertainty, Growth and Inflation in the Eurozone: A Causal Approach," Working Papers 201737, University of Pretoria, Department of Economics.
  34. Christina Christou & Ruthira Naraidoo & Rangan Gupta & Won Joong Kim, 2017. "Monetary Policy Reaction Functions of the TICKs: A Quantile Regression Approach," Working Papers 201738, University of Pretoria, Department of Economics.
  35. Giorgio Canarella & Rangan Gupta & Stephen M. Miller & Stephen K. Pollard, 2017. "Unemployment Rate Hysteresis and the Great Recession: Exploring the Metropolitan Evidence," Working Papers 201740, University of Pretoria, Department of Economics.
  36. 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 201741, University of Pretoria, Department of Economics.
  37. 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 201742, University of Pretoria, Department of Economics.
  38. Elie Bouri & Riza Demirer & Rangan Gupta & Hardik A. Marfatia, 2017. "Geopolitical Risks and Movements in Islamic Bond and Equity Markets: A Note," Working Papers 201743, University of Pretoria, Department of Economics.
  39. 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 201744, University of Pretoria, Department of Economics.
  40. 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 201747, University of Pretoria, Department of Economics.
  41. Esin Cakan & Rıza Demirer & Rangan Gupta & Hardik A. Marfatia, 2017. "Oil Speculation and Herding Behavior in Emerging Stock Markets," Working Papers 201749, University of Pretoria, Department of Economics.
  42. 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 201750, University of Pretoria, Department of Economics.
  43. 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 201752, University of Pretoria, Department of Economics.
  44. 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 201753, University of Pretoria, Department of Economics.
  45. 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 201754, University of Pretoria, Department of Economics.
  46. 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 201755, University of Pretoria, Department of Economics.
  47. Tsangyao Chang & Rangan Gupta & Anandamayee Majumdar & Christian Pierdzioch, 2017. "Predicting Stock Market Movements with a Time-Varying Consumption-Aggregate Wealth Ratio," Working Papers 201756, University of Pretoria, Department of Economics.
  48. Goodness C. Aye & Matthew W. Clance & Rangan Gupta, 2017. "The Effect of Economic Uncertainty on the Housing Market Cycle," Working Papers 201757, University of Pretoria, Department of Economics.
  49. 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 201758, University of Pretoria, Department of Economics.
  50. 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 201759, University of Pretoria, Department of Economics.
  51. Esin Cakan & Rıza Demirer & Rangan Gupta & Josine Uwilingiye, 2017. "A Note on the Technology Herd: Evidence from Large Institutional Investors," Working Papers 201761, University of Pretoria, Department of Economics.
  52. Rıza Demirer & Rangan Gupta & Tahir Suleman & Mark E. Wohar, 2017. "Time-Varying Rare Disaster Risks, Oil Returns and Volatility," Working Papers 201762, University of Pretoria, Department of Economics.
  53. Adnen Ben Nasr & Mehmet Balcilar & Seyi Saint Akadiri & Rangan Gupta, 2017. "Kuznets Curve for the US: A Reconsideration Using Cosummability," Working Papers 201763, University of Pretoria, Department of Economics.
  54. Wilson Donzwa & Rangan Gupta & Mark E. Wohar, 2017. "Volatility Spillovers between Interest Rates and Equity Markets of Developed Economies: A Note," Working Papers 201764, University of Pretoria, Department of Economics.
  55. 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 201765, University of Pretoria, Department of Economics.
  56. 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 201766, University of Pretoria, Department of Economics.
  57. Rangan Gupta & Tahir Suleman & Mark E. Wohar, 2017. "Exchange Rate Returns and Volatility: The Role of Time-Varying Rare Disaster Risks," Working Papers 201767, University of Pretoria, Department of Economics.
  58. Rangan Gupta & Tahir Suleman & Mark E. Wohar, 2017. "The Role of Time-Varying Rare Disaster Risks in Predicting Bond Returns and Volatility," Working Papers 201770, University of Pretoria, Department of Economics.
  59. 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 201771, University of Pretoria, Department of Economics.
  60. 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 201773, University of Pretoria, Department of Economics.
  61. 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 201774, University of Pretoria, Department of Economics.
  62. Martijn Bos & Riza Demirer & Rangan Gupta & Aviral Kumar Tiwari, 2017. "Oil Returns and Volatility: The Role of Mergers and Acquisitions," Working Papers 201775, University of Pretoria, Department of Economics.
  63. Mehmet Balcilar & Rangan Gupta & Chien-Chiang Lee & Godwin Olasehinde-Williams, 2017. "Economic Policy Uncertainty and Insurance," Working Papers 201776, University of Pretoria, Department of Economics.
  64. 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 201777, University of Pretoria, Department of Economics.
  65. 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 201778, University of Pretoria, Department of Economics.
  66. Vasilios Plakandaras & Rangan Gupta & Mark E. Wohar, 2017. "An Assessment of UK Macroeconomic Volatility: Historical Evidence Using Over Seven Centuries of Data," Working Papers 201779, University of Pretoria, Department of Economics.
  67. 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 201780, University of Pretoria, Department of Economics.
  68. Elie Bouri & Rangan Gupta & Wing-Keung Wong & Zhenzhen Zhu, 2017. "Is Wine a Good Choice for Investment?," Working Papers 201781, University of Pretoria, Department of Economics.
  69. Balcilar, Mehmet & Katzke, Nico & Gupta, Rangan, 2017. "Date-stamping US housing market explosivity," Economics Discussion Papers 2017-44, Kiel Institute for the World Economy (IfW Kiel).
  70. Johannes Marcelus Kraak & Aziza Laguecir & Yochanan Altman, 2017. "Grids, Groups and Contracts: Integrating Psychological Contract with Cultural Theory," Post-Print hal-01797979, HAL.
  71. Mr. Paolo Dudine & João Tovar Jalles, 2017. "How Buoyant is the Tax System? New Evidence from a Large Heterogeneous Panel," IMF Working Papers 2017/004, International Monetary Fund.
  72. 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 2017/039, International Monetary Fund.
  73. Gail Cohen & João Tovar Jalles & Mr. Prakash Loungani & Ricardo Marto, 2017. "Emissions and Growth: Trends and Cycles in a Globalized World," IMF Working Papers 2017/191, International Monetary Fund.
  74. 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 2017/198, International Monetary Fund.
  75. Mr. Romain A Duval & Davide Furceri & João Tovar Jalles, 2017. "Job Protection Deregulation in Good and Bad Times," IMF Working Papers 2017/277, International Monetary Fund.
  76. António Afonso & João Tovar Jalles, 2017. "Sovereign Debt Effects and Composition: Evidence from Time-Varying Estimates," Working Papers Department of Economics 2017/03, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
  77. António Afonso & João Tovar Jalles, 2017. "Fiscal Activism and Price Volatility: Evidence from Advanced and Emerging Economies," Working Papers Department of Economics 2017/04, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
  78. António Afonso & João Jalles, 2017. "Do Fiscal Rules Lower Government Financing Costs?," Working Papers REM 2017/15, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
  79. António Afonso & João Jalles, 2017. "Fiscal Reaction Functions Across the World: A Battle of Statistical (In-) Significance," Working Papers REM 2017/16, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
  80. António Afonso & João Tovar Jalles, 2017. "Quantitative Easing and Sovereign Yield Spreads: Euro-Area Time-Varying Evidence," Working Papers REM 2017/20, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
  81. 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-02000698, HAL.
  82. 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 2017-008, Department of Research, Ipag Business School.
  83. Awijen, Haithem & Hammami, Sami, 2017. "Financial frictions and regime switching: The role of collateral asset in emerging stock market," Economics Discussion Papers 2017-6, Kiel Institute for the World Economy (IfW Kiel).
  84. 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-03252205, HAL.
  85. 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) halshs-01336882, HAL.
  86. Bernard Cornet & Alain Chateauneuf, 2017. "Choquet representability of submodular functions," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01394838, HAL.
  87. Dana, Rose-Anne & Riedel, Frank, 2017. "Intertemporal equilibria with Knightian uncertainty," Center for Mathematical Economics Working Papers 440, Center for Mathematical Economics, Bielefeld University.
  88. Isabelle Aimé & Fabienne Berger-Remy & Marie-Eve Laporte, 2017. "A history of the brand management system," Post-Print halshs-02273339, HAL.
  89. Brahim Gaies, 2017. "Globalisation Financière, Croissance et effets de seuil : Le Cas des pays en développement Les moins avancés," EconomiX Working Papers 2017-25, University of Paris Nanterre, EconomiX.
  90. Hervé Tiffon, 2017. "Construction du sens et Management," Post-Print hal-03538723, HAL.
  91. Tobias Basse & Robinson Kruse & Christoph Wegener, 2017. "The Walking Debt Crisis," CREATES Research Papers 2017-06, Department of Economics and Business Economics, Aarhus University.
  92. Korbinian Dress & Stefan Lessmann & Hans-Jorg von Mettenheim, 2017. "Residual Value Forecasting Using Asymmetric Cost Functions," Papers 1707.02736, arXiv.org.

2016

  1. 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 1351, OECD Publishing.
  2. Jarmila Botev & Jean-Marc Fournier & Annabelle Mourougane, 2016. "A Re-assessment of Fiscal Space in OECD Countries," OECD Economics Department Working Papers 1352, OECD Publishing.
  3. Coxhead, Ian & Vu, Linh & Nguyen, Cuong, 2016. "Migration in Vietnam: New Evidence from Recent Surveys," MPRA Paper 70217, University Library of Munich, Germany.
  4. 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 2016-29, Department of Economics and Business Economics, Aarhus University.
  5. 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 2016-01, School of Economics, University of Cape Town.
  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 2016-05, School of Economics, University of Cape Town.
  7. 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 15-30, Eastern Mediterranean University, Department of Economics.
  8. Amine Lahiani & Shawkat Hammoudeh & Rangan Gupta, 2016. "Linkages between financial sector CDS spreads and macroeconomic influence in a nonlinear setting," Post-Print hal-03531142, HAL.
  9. Luis Alberiko Gil-Alaña & Rangan Gupta, 2016. "Trends and Cycles in Historical Gold and Silver Prices," NCID Working Papers 05/2016, Navarra Center for International Development, University of Navarra.
  10. 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 201605, University of Pretoria, Department of Economics.
  11. 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 201606, University of Pretoria, Department of Economics.
  12. 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 201607, University of Pretoria, Department of Economics.
  13. 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 201608, University of Pretoria, Department of Economics.
  14. 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 201609, University of Pretoria, Department of Economics.
  15. 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 201610, University of Pretoria, Department of Economics.
  16. 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 201611, University of Pretoria, Department of Economics.
  17. 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 201612, University of Pretoria, Department of Economics.
  18. Vasilios Plakandaras & Periklis Gogas & Theophilos Papadimitriou & Rangan Gupta, 2016. "The Term Premium as a Leading Macroeconomic Indicator," Working Papers 201613, University of Pretoria, Department of Economics.
  19. 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 201614, University of Pretoria, Department of Economics.
  20. 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 201615, University of Pretoria, Department of Economics.
  21. Nikolaos Antonakakis & Christina Christou & Juncal Cunado & Rangan Gupta, 2016. "Convergence Patterns in Sovereign Bond Yield Spreads: Evidence from the Euro Area," Working Papers 201616, University of Pretoria, Department of Economics.
  22. 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 201617, University of Pretoria, Department of Economics.
  23. 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 201618, University of Pretoria, Department of Economics.
  24. Nikolaos Antonakakis & Tsangyao Chang & Juncal Cunado & Rangan Gupta, 2016. "The Relationship between Commodity Markets and Commodity Mutual Funds: A Wavelet-Based Analysis," Working Papers 201619, University of Pretoria, Department of Economics.
  25. 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 201620, University of Pretoria, Department of Economics.
  26. Christina Christou & Rangan Gupta, 2016. "Forecasting Equity Premium in a Panel of OECD Countries: The Role of Economic Policy Uncertainty," Working Papers 201622, University of Pretoria, Department of Economics.
  27. Mehmet Balcilar & Rangan Gupta & Charl Jooste & Mark E. Wohar, 2016. "Periodically Collapsing Bubbles in the South African Stock Market," Working Papers 201624, University of Pretoria, Department of Economics.
  28. 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 201625, University of Pretoria, Department of Economics.
  29. Rangan Gupta & Anandamayee Majumdar & Christian Pierdzioch & Mark Wohar, 2016. "Do Terror Attacks Predict Gold Returns? Evidence from a Quantile-Predictive-Regression Approach," Working Papers 201626, University of Pretoria, Department of Economics.
  30. Zinnia Mukherjee & Dipak K. Dey & Rangan Gupta, 2016. "A Time Series Analysis of Long Island Sound Lobster Fishery," Working Papers 201627, University of Pretoria, Department of Economics.
  31. Christina Christou & Juncal Cunado & Rangan Gupta, 2016. "Price Convergence Patterns across U.S. States," Working Papers 201629, University of Pretoria, Department of Economics.
  32. Mehmet Balcilar & Esin Cakan & Rangan Gupta, 2016. "Does U.S. News Impact Asian Emerging Markets? Evidence from Nonparametric Causality-in-Quantiles Test," Working Papers 201631, University of Pretoria, Department of Economics.
  33. Nicholas Apergis & Rangan Gupta, 2016. "Can Weather Conditions in New York Predict South African Stock Returns?," Working Papers 201634, University of Pretoria, Department of Economics.
  34. Christophe Andre & Rangan Gupta & John W. Muteba Mwamba, 2016. "Are Housing Price Cycles Asymmetric? Evidence from the US States and Metropolitan Areas," Working Papers 201635, University of Pretoria, Department of Economics.
  35. 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 201637, University of Pretoria, Department of Economics.
  36. Mehmet Balcilar & Matteo Bonato & Riza Demirer & Rangan Gupta, 2016. "The Effect of Investor Sentiment on Gold Market Dynamics," Working Papers 201638, University of Pretoria, Department of Economics.
  37. 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 201639, University of Pretoria, Department of Economics.
  38. Rangan Gupta & Xiaojin Sun, 2016. "Housing Market Spillovers in South Africa: Evidence from an Estimated Small Open Economy DSGE Model," Working Papers 201641, University of Pretoria, Department of Economics.
  39. 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 201643, University of Pretoria, Department of Economics.
  40. 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 201645, University of Pretoria, Department of Economics.
  41. Esin Cakan & Rangan Gupta, 2016. "Does U.S. Macroeconomic News Make the South African Stock Market Riskier?," Working Papers 201646, University of Pretoria, Department of Economics.
  42. Heni Boubaker & Giorgio Canarella & Rangan Gupta & Stephen M. Miller, 2016. "Time-Varying Persistence of Inflation: Evidence from a Wavelet-Based Approach," Working Papers 201647, University of Pretoria, Department of Economics.
  43. Mehmet Balcilar & Matteo Bonato & Riza Demirer & Rangan Gupta, 2016. "Geopolitical Risks and Stock Market Dynamics of the BRICS," Working Papers 201648, University of Pretoria, Department of Economics.
  44. 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 201652, University of Pretoria, Department of Economics.
  45. 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 201653, University of Pretoria, Department of Economics.
  46. 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 201654, University of Pretoria, Department of Economics.
  47. 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 201656, University of Pretoria, Department of Economics.
  48. Goodness C. Aye & Rangan Gupta & Peter Wanke, 2016. "Efficiency in South African Agriculture: A Two-Stage Fuzzy Approach," Working Papers 201658, University of Pretoria, Department of Economics.
  49. Sergey Ivashchenko & Rangan Gupta, 2016. "Forecasting using a Nonlinear DSGE Model," Working Papers 201659, University of Pretoria, Department of Economics.
  50. Xu Huang & Hossein Hassani & Mansi Ghodsi & Zinnia Mukherjee & Rangan Gupta, 2016. "Do Trend Extraction Approaches Affect Causality Detection in Climate Change Studies?," Working Papers 201660, University of Pretoria, Department of Economics.
  51. 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 201661, University of Pretoria, Department of Economics.
  52. Mehmet Balcilar & Elie Bouri & Rangan Gupta & David Roubaud, 2016. "Can Volume Predict Bitcoin Returns and Volatility? A Nonparametric Causality-in-Quantiles Approach," Working Papers 201662, University of Pretoria, Department of Economics.
  53. Nikolaos Antonakakis & Juncal Cunado & Luis A. Gil-Alana & Rangan Gupta, 2016. "Is Inflation Persistence Different in Reality?," Working Papers 201663, University of Pretoria, Department of Economics.
  54. Peter Wanke & Andrew Maredza & Rangan Gupta, 2016. "Merger and Acquisitions in South African Banking: A Network DEA Model," Working Papers 201665, University of Pretoria, Department of Economics.
  55. Omokolade Akinsomi & Yener Coskun & Rangan Gupta, 2016. "Analysis of Herding in REITs of an Emerging Market: The Case of Turkey," Working Papers 201666, University of Pretoria, Department of Economics.
  56. Mawuli Segnon & Rangan Gupta & Stelios Bekiros & Mark E. Wohar, 2016. "Forecasting US GNP Growth: The Role of Uncertainty," Working Papers 201667, University of Pretoria, Department of Economics.
  57. 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 201668, University of Pretoria, Department of Economics.
  58. Vasilios Plakandaras & Rangan Gupta & Mark E. Wohar, 2016. "The Depreciation of the Pound Post-Brexit: Could it have been Predicted?," Working Papers 201670, University of Pretoria, Department of Economics.
  59. 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 201671, University of Pretoria, Department of Economics.
  60. 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 201673, University of Pretoria, Department of Economics.
  61. 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 201674, University of Pretoria, Department of Economics.
  62. Tahir Suleman & Rangan Gupta & Mehmet Balcilar, 2016. "Does Country Risks Predict Stock Returns and Volatility? Evidence from a Nonparametric Approach," Working Papers 201675, University of Pretoria, Department of Economics.
  63. 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 201677, University of Pretoria, Department of Economics.
  64. Aviral Kumar Tiwari & Rangan Gupta & Stelios Bekiros, 2016. "Chaos in G7 Stock Markets using Over One Century of Data: A Note," Working Papers 201678, University of Pretoria, Department of Economics.
  65. Matteo Bonato & Riza Demirer & Rangan Gupta, 2016. "The Predictive Power of Industrial Electricity Usage Revisited: Evidence from Nonparametric Causality Tests," Working Papers 201679, University of Pretoria, Department of Economics.
  66. 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 201680, University of Pretoria, Department of Economics.
  67. 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 201681, University of Pretoria, Department of Economics.
  68. 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 201682, University of Pretoria, Department of Economics.
  69. 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 201683, University of Pretoria, Department of Economics.
  70. 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 201685, University of Pretoria, Department of Economics.
  71. 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 201686, University of Pretoria, Department of Economics.
  72. Pramod Kumar Naik & Rangan Gupta & Puja Padhi, 2016. "The Relationship between Stock Market Volatility and Trading Volume: Evidence from South Africa," Working Papers 201689, University of Pretoria, Department of Economics.
  73. 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 2016-17, University of Connecticut, Department of Economics.
  74. Charoula Daskalaki & George Skiadopoulos & Nikolas Topaloglou, 2016. "Diversification Benefits of Commodities: A Stochastic Dominance Efficiency Approach," Working Papers 797, Queen Mary University of London, School of Economics and Finance.
  75. Ramez Badeed & Hooi Hooi Lean & Jeremy Clark, 2016. "The Evolution of the Natural Resource Curse Thesis: A Critical Literature Survey," Working Papers in Economics 16/05, University of Canterbury, Department of Economics and Finance.
  76. Ramez Abubakr Badeeb & Hooi Hooi Lean & Russell Smyth, 2016. "Oil Curse and Finance-Growth Nexus in Malaysia: The Role of Investment," Monash Economics Working Papers 26-16, Monash University, Department of Economics.
  77. Lam, Kin & Lean, Hooi Hooi & Wong, Wing-Keung, 2016. "Stochastic Dominance and Investors’ Behavior towards Risk: The Hong Kong Stocks and Futures Markets," MPRA Paper 74386, University Library of Munich, Germany.
  78. Stefano BOSI & Cuong LE VAN & Ngoc-Sang PHAM, 2016. "Asset bubbles and efficiency in a generalized two-sector model," Documents de recherche 16-04, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
  79. 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) halshs-01314609, HAL.
  80. 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) halshs-01314650, HAL.
  81. 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) halshs-01390954, HAL.
  82. 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) halshs-01391013, HAL.
  83. 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) halshs-01400195, HAL.
  84. Quang Nguyen & Marie Claire Villeval & Hui Xu, 2016. "Trust under the Prospect Theory and Quasi-Hyperbolic Preferences: A Field Experiment in Vietnam," Post-Print halshs-01300735, HAL.
  85. 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 20, Bank of Italy, Economic Research and International Relations Area.
  86. Davide Furceri & João Tovar Jalles & Ms. Aleksandra Zdzienicka, 2016. "China Spillovers: New Evidence From Time-Varying Estimates," IMF Spillover Notes 2016/007, International Monetary Fund.
  87. Ms. Elva Bova & João Tovar Jalles & Ms. Christina Kolerus, 2016. "Shifting the Beveridge Curve: What Affects Labor Market Matching?," IMF Working Papers 2016/093, International Monetary Fund.
  88. João Tovar Jalles & Mr. Carlos Mulas-Granados & José Tavares, 2016. "Fiscal Discipline and Exchange Rates: Does Politics Matter?," IMF Working Papers 2016/230, International Monetary Fund.
  89. António Afonso & João Tovar Jalles, 2016. "Economic Volatility and Sovereign Yields’ Determinants: a Time-Varying Approach," Working Papers Department of Economics 2016/04, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
  90. António Afonso & João Tovar Jalles, 2016. "Budgetary Decomposition and Yield Spreads," Working Papers Department of Economics 2016/05, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
  91. António Afonso & João Tovar Jalles, 2016. "The Fiscal Consequences of Deflation: Evidence from the Golden Age of Globalization," Working Papers Department of Economics 2016/23, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
  92. 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-02011845, HAL.
  93. Le, Thai-Ha & Chang, Youngho & Park, Donghyun, 2016. "Governance, Vulnerability to Climate Change, and Green Growth: International Evidence," ADB Economics Working Paper Series 500, Asian Development Bank.
  94. Lorenzo Bastianello & Alain Chateauneuf, 2016. "About delay aversion," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01302543, HAL.
  95. Alain Chateauneuf & Vassili Vergopoulos & Jianbo Zhang, 2016. "Infinite supermodularity and preferences," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01302555, HAL.
  96. Sinem Bas & Philippe Bich & Alain Chateauneuf, 2016. "Multidimensional inequalities and generalized quantile functions," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01313118, HAL.
  97. Fabienne Berger-Remy & Marie-Eve Laporte & Isabelle Aimé, 2016. "Is the brand manager system doomed to disappear in the age of data?," Post-Print halshs-02279333, HAL.
  98. Fabienne Berger-Remy & Marie-Eve Laporte & Isabelle Aimé, 2016. "The brand manager’s challenges in the digital era," Post-Print halshs-02279329, HAL.
  99. 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-02472045, HAL.
  100. Matteo Bonato & Luca Taschini, 2016. "Comovement and the financialization of commodities," GRI Working Papers 215, Grantham Research Institute on Climate Change and the Environment.

2015

  1. Annabelle Mourougane, 2015. "Crisis, Potential Output And Hysteresis," Working Papers 2015-631, Department of Research, Ipag Business School.
  2. 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 DP-2015-11, Economic Research Institute for ASEAN and East Asia (ERIA).
  3. Simplice A. Asongu & Rangan Gupta, 2015. "Trust and Quality of Growth: A Note," Research Africa Network Working Papers 15/026, Research Africa Network (RAN).
  4. 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 5407, CESifo.
  5. Narayan, Paresh Kumar & Gupta, Rangan, 2015. "Has oil price predicted stock returns for over a century?," Working Papers fe_2015_08, Deakin University, Department of Economics.
  6. 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 15-02, Eastern Mediterranean University, Department of Economics.
  7. Mehmet Balcilar & Rangan Gupta & Nico Frederick Katzke, 2015. "Identifying Periods of US Housing Market Explosivity," Working Papers 15-03, Eastern Mediterranean University, Department of Economics.
  8. 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 15-04, Eastern Mediterranean University, Department of Economics.
  9. Mehmet Balcilar & NICO KATZKE & Rangan Gupta, 2015. "Do Precious Metal Prices Help in Forecasting South African Inflation?," Working Papers 15-05, Eastern Mediterranean University, Department of Economics.
  10. 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 15-06, Eastern Mediterranean University, Department of Economics.
  11. Goodness C. Aye & Mehmet Balcilar & Rangan Gupta, 2015. "International Stock Return Predictability: Is the Role of U.S. Time-Varying?," Working Papers 15-07, Eastern Mediterranean University, Department of Economics.
  12. Franz Ruch & Mehmet Balcilar Author-Name-First Mehmet & Mampho P. Modise & Rangan Gupta, 2015. "Forecasting Core Inflation: The Case of South Africa," Working Papers 15-08, Eastern Mediterranean University, Department of Economics.
  13. Stelios Bekiros & Rangan Gupta & Alessia Paccagnini, 2015. "Oil Price Forecastability and Economic Uncertainty," Working Papers 298, University of Milano-Bicocca, Department of Economics, revised Apr 2015.
  14. 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 06/2015, Navarra Center for International Development, University of Navarra.
  15. Antonakakis, Nikolaos & Gupta, Rangan & Andre, Christophe, 2015. "Dynamic Co-movements between Economic Policy Uncertainty and Housing Market Returns," MPRA Paper 62464, University Library of Munich, Germany.
  16. 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 201501, University of Pretoria, Department of Economics.
  17. Riadh Aloui & Rangan Gupta & Stephen M. Miller, 2015. "Uncertainty and Crude Oil Returns," Working Papers 201503, University of Pretoria, Department of Economics.
  18. 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 201504, University of Pretoria, Department of Economics.
  19. Stelios Bekiros & Rangan Gupta, 2015. "Predicting Stock Returns and Volatility Using Consumption-Aggregate Wealth Ratios: A Nonlinear Approach," Working Papers 201505, University of Pretoria, Department of Economics.
  20. Stelios Bekiros & Rangan Gupta & Clement Kyei, 2015. "On Economic Uncertainty, Stock Market Predictability and Nonlinear Spillover Effects," Working Papers 201508, University of Pretoria, Department of Economics.
  21. 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 2015100, University of Pretoria, Department of Economics.
  22. Thomas Lux & Mawuli K. Segnon & Rangan Gupta, 2015. "Modeling and Forecasting Crude Oil Price Volatility: Evidence from Historical and Recent Data," Working Papers 201511, University of Pretoria, Department of Economics.
  23. Marcos Álvarez-Díaz & Rangan Gupta, 2015. "Forecasting the US CPI: Does Nonlinearity Matter?," Working Papers 201512, University of Pretoria, Department of Economics.
  24. Vassilios Babalos & Clement Kyei & Evangelos I. Poutos, 2015. "Causality and Contagion in EMU Sovereign Bonds Revisited: Novel Evidence from Nonlinear Causality Tests," Working Papers 201514, University of Pretoria, Department of Economics.
  25. Luis A. Gil-Alana & Fernando Perez de Gracia & Rangan Gupta, 2015. "Modeling Persistence of Carbon Emission Allowance Prices," Working Papers 201515, University of Pretoria, Department of Economics.
  26. Lumengo Bonga-Bonga & Rangan Gupta & Charl Jooste, 2015. "The Macroeconomic Effects of Uncertainty Shocks in India," Working Papers 201516, University of Pretoria, Department of Economics.
  27. Ghassen El Montasser & Rangan Gupta & Charl Jooste & Stephen M. Miller, 2015. "The Time-Series Linkages between US Fiscal Policy and Asset Prices," Working Papers 201519, University of Pretoria, Department of Economics.
  28. Nikolaos Antonakakis & Christophe Andre & Rangan Gupta, 2015. "Dynamic Spillovers in the United States: Stock Market, Housing, Uncertainty and the Macroeconomy," Working Papers 201521, University of Pretoria, Department of Economics.
  29. Aviral K. Tiwari & Claudiu T. Albulescu & Rangan Gupta, 2015. "Time-Frequency Relationship between U.S. Output with Commodity and Asset Prices," Working Papers 201523, University of Pretoria, Department of Economics.
  30. 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 201525, University of Pretoria, Department of Economics.
  31. Periklis Gogas & Rangan Gupta & Stephen M. Miller & Theophilos Papadimitriou & Georgios Antonios Sarantitis, 2015. "Income Inequality: A State-by-State Complex Network Analysis," Working Papers 201534, University of Pretoria, Department of Economics.
  32. 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 201536, University of Pretoria, Department of Economics.
  33. Nicholas Apergis & Vassilios Babalos & Christina Christou & Rangan Gupta, 2015. "Identifying Asymmetries between Socially Responsible and Conventional Investments," Working Papers 201537, University of Pretoria, Department of Economics.
  34. 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 201538, University of Pretoria, Department of Economics.
  35. 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 201539, University of Pretoria, Department of Economics.
  36. Nicholas Apergis & Tsangyao Chang & Christina Christou & Rangan Gupta, 2015. "Convergence of Health Care Expenditures across the US States: A Reconsideration," Working Papers 201542, University of Pretoria, Department of Economics.
  37. Stelios Bekiros & Rangan Gupta & Anandamayee Majumdar, 2015. "Incorporating Economic Policy Uncertainty in US Equity Premium Models: A Nonlinear Predictability Analysis," Working Papers 201545, University of Pretoria, Department of Economics.
  38. Rangan Gupta & Roula Inglesi-Lotz, 2015. "Detection of Multiple Bubbles in South African Electricity Prices," Working Papers 201546, University of Pretoria, Department of Economics.
  39. Rangan Gupta, 2015. "Forecasting Inflation in an Inflation Targeting Economy: Structural Versus Non-Structural Models," Working Papers 201547, University of Pretoria, Department of Economics.
  40. 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 201548, University of Pretoria, Department of Economics.
  41. 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 201550, University of Pretoria, Department of Economics.
  42. Mehmet Balcilar & Rangan Gupta & Charl Jooste, 2015. "The South African Economic Response to Monetary Policy Uncertainty," Working Papers 201551, University of Pretoria, Department of Economics.
  43. 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 201552, University of Pretoria, Department of Economics.
  44. 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 201553, University of Pretoria, Department of Economics.
  45. Vassilios Babalos & Stavros Stavroyiannis & Rangan Gupta, 2015. "Do Commodities Herd? Evidence from a Time-Varying Stochastic Volatility Model," Working Papers 201554, University of Pretoria, Department of Economics.
  46. 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 201558, University of Pretoria, Department of Economics.
  47. Goodness C. Aye & Tsangyao Chang & Rangan Gupta, 2015. "Is Gold an Inflation-Hedge? Evidence from an Interrupted Markov-Switching Cointegration Model," Working Papers 201559, University of Pretoria, Department of Economics.
  48. Rangan Gupta & Roula Inglesi-Lotz & John W. Muteba Mwamba, 2015. "Energy Demand in South Africa: Is it Asymmetric?," Working Papers 201560, University of Pretoria, Department of Economics.
  49. 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 201561, University of Pretoria, Department of Economics.
  50. Rangan Gupta & Charl Jooste & Omid Ranjbar, 2015. "The Changing Dynamics of South Africa's Inflation Persistence: Evidence from a Quantile Regression Framework," Working Papers 201563, University of Pretoria, Department of Economics.
  51. 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 201564, University of Pretoria, Department of Economics.
  52. 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 201565, University of Pretoria, Department of Economics.
  53. 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 201566, University of Pretoria, Department of Economics.
  54. Rangan Gupta & Hylton Hollander & Rudi Steinbach, 2015. "Forecasting Output Growth using a DSGE-Based Decomposition of the South African Yield Curve," Working Papers 201567, University of Pretoria, Department of Economics.
  55. 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 201570, University of Pretoria, Department of Economics.
  56. Goodness C. Aye & Rangan Gupta & Peter Wanke, 2015. "Energy Efficiency Drivers in South Africa: 1965-2014," Working Papers 201571, University of Pretoria, Department of Economics.
  57. 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 201572, University of Pretoria, Department of Economics.
  58. Nikolaos Antonakakis & Rangan Gupta, 2015. "Is Economic Policy Uncertainty Related to Suicide Rates? Evidence from the United States," Working Papers 201573, University of Pretoria, Department of Economics.
  59. Luis A. Gil-Alana & Juncal Cunado & Rangan Gupta, 2015. "Persistence, Mean-Reversion and Non-Linearities in Infant Mortality Rates," Working Papers 201574, University of Pretoria, Department of Economics.
  60. 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 201575, University of Pretoria, Department of Economics.
  61. 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 201576, University of Pretoria, Department of Economics.
  62. 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 201577, University of Pretoria, Department of Economics.
  63. 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 201578, University of Pretoria, Department of Economics.
  64. 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 201579, University of Pretoria, Department of Economics.
  65. 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 201580, University of Pretoria, Department of Economics.
  66. Tolga Omay & Rangan Gupta & Giovanni Bonaccolto, 2015. "The US Real GNP is Trend-Stationary After All," Working Papers 201581, University of Pretoria, Department of Economics.
  67. 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 201582, University of Pretoria, Department of Economics.
  68. Carlos P. Barros & Rangan Gupta, 2015. "Development, Poverty and Inequality: A Spatial Analysis of South African Provinces," Working Papers 201583, University of Pretoria, Department of Economics.
  69. 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 201584, University of Pretoria, Department of Economics.
  70. Rangan Gupta & Eric Olson & Mark E. Wohar, 2015. "Forecasting Key US Macroeconomic Variables with a Factor-Augmented Qual VAR," Working Papers 201585, University of Pretoria, Department of Economics.
  71. 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-Quant," Working Papers 201586, University of Pretoria, Department of Economics.
  72. Rangan Gupta & Charl Jooste, 2015. "Unconventional Monetary Policy Shocks in OECD Countries: How Important is the Extent of Policy Uncertainty?," Working Papers 201587, University of Pretoria, Department of Economics.
  73. 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 201588, University of Pretoria, Department of Economics.
  74. Rangan Gupta & Mark E. Wohar, 2015. "Forecasting Oil and Stock Returns with a Qual VAR using over 150 Years of Data," Working Papers 201589, University of Pretoria, Department of Economics.
  75. 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 201591, University of Pretoria, Department of Economics.
  76. Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch, 2015. "Does Uncertainty Move the Gold Price? New Evidence from a Nonparametric Causality-in-Quantiles Test," Working Papers 201592, University of Pretoria, Department of Economics.
  77. Rangan Gupta & Christian Pierdzioch & Marian Risse, 2015. "On International Uncertainty Links: BART-Based Empirical Evidence for Canada," Working Papers 201594, University of Pretoria, Department of Economics.
  78. 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 201595, University of Pretoria, Department of Economics.
  79. 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 201596, University of Pretoria, Department of Economics.
  80. 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 201597, University of Pretoria, Department of Economics.
  81. 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 201598, University of Pretoria, Department of Economics.
  82. 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 201599, University of Pretoria, Department of Economics.
  83. 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 10197/7351, School of Economics, University College Dublin.
  84. Stelios Arvanitis & Mark Hallam & Thierry Post & Nikolas Topaloglou, 2015. "Stochastic Spanning," Working Papers 201510, Athens University Of Economics and Business, Department of Economics.
  85. Stelios Arvanitis & Nikolas Topaloglou, 2015. "Consistent tests for risk seeking behavior: A stochastic dominance approach," Working Papers 201511, Athens University Of Economics and Business, Department of Economics.
  86. Hooi Hooi Lean & Russell Smyth, 2015. "Conditional Convergence in US Disaggregated Petroleum Consumption at the Sector Level," Monash Economics Working Papers 03-15, Monash University, Department of Economics.
  87. Hooi Hooi Lean & Vinod Mishra & Russell Smyth, 2015. "Is investing in Islamic stocks profitable? Evidence from the Dow Jones Islamic market indexes," Monash Economics Working Papers 33-15, Monash University, Department of Economics.
  88. Cuong Le Van & Ngoc-Sang Pham, 2015. "Intertemporal equilibrium with financial asset and physical capital," Documents de recherche 15-01, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
  89. Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2015. "Intertemporal equilibrium with heterogeneous agents, endogenous dividends, and borrowing constraints," Documents de recherche 15-05, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
  90. 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) halshs-01159177, HAL.
  91. Yacoub Bahini & Cuong Le Van, 2015. "On the transition from nonrenewable energy to renewable energy," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01167042, HAL.
  92. Cuong Le Van & CNguyen To The, 2015. "Farmers’ adoption of organic production," Working Papers of BETA 2015-23, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
  93. 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 2015-25, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
  94. António Afonso & João Tovar Jalles, 2015. "Fiscal Sustainability: A Panel Assessment for Advanced Economies," Working Papers Department of Economics 2015/05, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
  95. António Afonso & João Tovar Jalles, 2015. "Markups’ Cyclical Behavior: The role of Demand and Supply Shocks," Working Papers Department of Economics 2015/08, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
  96. António Afonso & João Tovar Jalles, 2015. "Fiscal Episodes, Technological Progress and Market Power," Working Papers Department of Economics 2015/09, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
  97. António Afonso & João Tovar Jalles, 2015. "Euro Area Time Varying Fiscal Sustainability," Working Papers Department of Economics 2015/13, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
  98. António Afonso & João Tovar Jalles, 2015. "The Price Relevance of Fiscal Developments," Working Papers Department of Economics 2015/16, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
  99. 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-01766885, HAL.
  100. Dominique BONET FERNANDEZ, 2015. "L’approche catégorielle en grande distribution : analyse comparée entre la France et le Canada," Working Papers 2015-626, Department of Research, Ipag Business School.
  101. 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 68612, University Library of Munich, Germany.
  102. Le, Thai-Ha & Kim, Jungsuk & Lee, Minsoo, 2015. "Institutional Quality, Trade Openness, and Financial Development in Asia: An Empirical Investigation," ADB Economics Working Paper Series 452, Asian Development Bank.
  103. 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-01159741, HAL.
  104. 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-01161662, HAL.
  105. Alain Chateauneuf & Ghizlane Lakhnati, 2015. "Increases in risk and demand for a risky asset," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01161663, HAL.
  106. 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) halshs-01224491, HAL.
  107. 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) halshs-01224502, HAL.
  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 2015-625, Department of Research, Ipag Business School.
  109. 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 68422, University Library of Munich, Germany, revised 15 Dec 2015.
  110. Dhaoui, Abderrazak & Saidi, Youssef, 2015. "Oil supply and demand shocks and stock price: Evidence for some OECD countries," MPRA Paper 63556, University Library of Munich, Germany.
  111. 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 66029, University Library of Munich, Germany.
  112. 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 67286, University Library of Munich, Germany, revised 15 Oct 2015.
  113. Frédéric Marty & Tran-Phuong Tra, 2015. "Les contrats de partenariats public-privé : La soutenabilité budgétaire au détriment du partage optimal des risques ?," Post-Print halshs-01132079, HAL.

2014

  1. Thai-Thanh Dang & Annabelle Mourougane, 2014. "Adjusting Productivity for Pollution in Selected Asian Economies," OECD Green Growth Papers 2014/1, OECD Publishing.
  2. Thai-Thanh Dang & Annabelle Mourougane, 2014. "Estimating Shadow Prices of Pollution in Selected OECD Countries," OECD Green Growth Papers 2014/2, OECD Publishing.
  3. Tristan Boyer & Nicolas Jonard, 2014. "Imitation and Efficient Contagion," Working Papers 2014-52, Department of Research, Ipag Business School.
  4. 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 14045, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  5. Cuong Le Van & Anh Ngoc Nguyen & Ngoc-Minh Nguyen, 2014. "Growth Strategy with Social Capital and Physical Capital," Working Papers 2014-109, Department of Research, Ipag Business School.
  6. Gwenaël Piaser, 2014. "Common Agency Games with Common Value Exclusion, Convexity and Existence," Working Papers 2014-420, Department of Research, Ipag Business School.
  7. 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 52877, University Library of Munich, Germany.
  8. Alexandre LEVILLAIN & Dominique BONET FERNANDEZ, 2014. "Economie circulaire : quel cadre règlementaire en France ?," Working Papers 2014-311, Department of Research, Ipag Business School.
  9. 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 2014-130, Department of Research, Ipag Business School.
  10. Anissa Chaibi & Maria Ulici, 2014. "Shock and Volatility Transmissions between Bank Stock Returns in Romania: Evidence from a VARGARCH Approach," Working Papers 2014-95, Department of Research, Ipag Business School.
  11. Selim Mankaï, 2014. "Data-Driven Robust Optimization with Application to Portfolio Management," Working Papers 2014-104, Department of Research, Ipag Business School.
  12. Selim Mankaï & Khaled Guesmi, 2014. "Robust Portfolio Protection: A Scenarios-Based Approach," EconomiX Working Papers 2014-35, University of Paris Nanterre, EconomiX.
  13. 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 15-09, Eastern Mediterranean University, Department of Economics.
  14. 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 15-11, Eastern Mediterranean University, Department of Economics.
  15. Mehmet Balcilar & Rangan Gupta & Charl Jooste, 2014. "The Role of Economic Policy Uncertainty in Forecasting US Inflation Using a VARFIMA Model," Working Papers 15-12, Eastern Mediterranean University, Department of Economics.
  16. 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 15-13, Eastern Mediterranean University, Department of Economics.
  17. Vassilios Babalos & Mehmet Balcilar & Rangan Gupta & Nikolaos Philippas, 2014. "Revisiting Herding Behavior in REITs: A RegimeSwitching Approach," Working Papers 15-15, Eastern Mediterranean University, Department of Economics.
  18. 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 15-16, Eastern Mediterranean University, Department of Economics.
  19. Mehmet Balcilar & Rangan Gupta & Charl Jooste, 2014. "The Growth-Inflation Nexus for the US over 1801-2013: A Semiparametric Approach," Working Papers 15-17, Eastern Mediterranean University, Department of Economics.
  20. 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 15-19, Eastern Mediterranean University, Department of Economics.
  21. 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 15-20, Eastern Mediterranean University, Department of Economics.
  22. 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 15-21, Eastern Mediterranean University, Department of Economics.
  23. Goodness C. Aye & Mehmet Balcilar Author-Name-First Mehmet & Adel Bosch & Rangan Gupta, 2014. "Housing and the Business Cycle in South Africa," Working Papers 15-22, Eastern Mediterranean University, Department of Economics.
  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: The South African Experience," Working Papers 15-24, Eastern Mediterranean University, Department of Economics.
  25. 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 2014-236, Department of Research, Ipag Business School.
  26. 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 1402, University of Nevada, Las Vegas , Department of Economics.
  27. 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 1404, University of Nevada, Las Vegas , Department of Economics.
  28. 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 1405, University of Nevada, Las Vegas , Department of Economics.
  29. 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 201407, University of Pretoria, Department of Economics.
  30. 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 201408, University of Pretoria, Department of Economics.
  31. Saban Nazlioglu & Ugur Soytas & Rangan Gupta, 2014. "Volatility Spillover between Energy and Financial Markets," Working Papers 201409, University of Pretoria, Department of Economics.
  32. 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 201411, University of Pretoria, Department of Economics.
  33. Goodness C. Aye & Rangan Gupta & Shawkat Hammoudeh & Won Joong Kim, 2014. "Forecasting the Price of Gold Using Dynamic Model Averaging," Working Papers 201415, University of Pretoria, Department of Economics.
  34. Stephen M. Miller & Luis F. Martins & Rangan Gupta, 2014. "A Time-Varying Approach of the US Welfare Cost of Inflation," Working Papers 201419, University of Pretoria, Department of Economics.
  35. Charl Jooste & Rangan Gupta, 2014. "Is the South African Reserve Bank Influenced by Exchange Rates when Setting Interest Rates?," Working Papers 201420, University of Pretoria, Department of Economics.
  36. Ghassen El Montasser & Rangan Gupta & Devon Smithers, 2014. "Convergence in U.S. Metropolitan Statistical Areas," Working Papers 201421, University of Pretoria, Department of Economics.
  37. 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 201422, University of Pretoria, Department of Economics.
  38. 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 201423, University of Pretoria, Department of Economics.
  39. 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 201425, University of Pretoria, Department of Economics.
  40. 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 201426, University of Pretoria, Department of Economics.
  41. 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 201427, University of Pretoria, Department of Economics.
  42. Hossein Hassani & Emmanuel Sirimal Silva & Rangan Gupta & Mawuli K. Segnon, 2014. "Forecasting the Price of Gold," Working Papers 201428, University of Pretoria, Department of Economics.
  43. Mehmet Balcilar & Rangan Gupta & Stephen M. Miller, 2014. "Regime Switching Model of US Crude Oil and Stock Market Prices: 1859 to 2013," Working Papers 201429, University of Pretoria, Department of Economics.
  44. Mehmet Balcilar & Josine Uwilingiye & Rangan Gupta, 2014. "Dynamic Relationship between Oil Price and Inflation in South Africa," Working Papers 201430, University of Pretoria, Department of Economics.
  45. 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 201431, University of Pretoria, Department of Economics.
  46. Rangan Gupta & Lardo Stander, 2014. "Endogenous Fluctuations in an Endogenous Growth Model with Inflation Targeting," Working Papers 201432, University of Pretoria, Department of Economics.
  47. 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 201435, University of Pretoria, Department of Economics.
  48. Ahdi N. Ajmi & Vassilios Babalos & Fotini Economou & Rangan Gupta, 2014. "Real Estate Markets and Uncertainty Shocks: A Variance Causality Approach," Working Papers 201436, University of Pretoria, Department of Economics.
  49. 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 201438, University of Pretoria, Department of Economics.
  50. Mehmet Balcilar & Rangan Gupta & Charl Jooste, 2014. "Is the Rand Really Decoupled from Economic Fundamentals?," Working Papers 201439, University of Pretoria, Department of Economics.
  51. Michael Paetz & Rangan Gupta, 2014. "Stock Price Dynamics and the Business Cycle in an Estimated DSGE Model for South Africa," Working Papers 201441, University of Pretoria, Department of Economics.
  52. Tsangyao Chang & Hsiao-Ping Chu & Frederick W. Deale & Rangan Gupta, 2014. "Relationship between Happiness and Smoking: A Bootstrap Panel Causality Test," Working Papers 201443, University of Pretoria, Department of Economics.
  53. Rangan Gupta & Anandamayee Majumdar, 2014. "Forecasting US Real House Price Returns over 1831-2013: Evidence from Copula Models," Working Papers 201444, University of Pretoria, Department of Economics.
  54. Itamar Caspi & Nico Katzke & Rangan Gupta, 2014. "Date Stamping Historical Oil Price Bubbles: 1876-2014," Working Papers 201445, University of Pretoria, Department of Economics.
  55. 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 201449, University of Pretoria, Department of Economics.
  56. 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 201450, University of Pretoria, Department of Economics.
  57. Vasilios Plakandaras & Periklis Gogas & Rangan Gupta & Theophilos Papadimitriou, 2014. "US Inflation Dynamics on Long Range Data," Working Papers 201452, University of Pretoria, Department of Economics.
  58. 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 201453, University of Pretoria, Department of Economics.
  59. 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 201454, University of Pretoria, Department of Economics.
  60. Christian Pierdzioch & Monique B. Reid & Rangan Gupta, 2014. "Inflation Forecasts and Forecaster Herding: Evidence from South African Survey Data," Working Papers 201455, University of Pretoria, Department of Economics.
  61. Massimiliano Caporin & Rangan Gupta, 2014. "Time-Varying Persistence in US Inflation," Working Papers 201457, University of Pretoria, Department of Economics.
  62. Nicholas Apergis & Alper Aslan & Goodness C. Aye & Rangan Gupta, 2014. "The Asymmetric Effect of Oil Price on Growth across US States," Working Papers 201459, University of Pretoria, Department of Economics.
  63. Ahdi N. Ajmi & Rangan Gupta & Monique Kruger & Nicola Schoeman & Leoné Walters, 2014. "The Nonparametric Relationship between Oil and South African Agricultural Prices," Working Papers 201461, University of Pretoria, Department of Economics.
  64. 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 201462, University of Pretoria, Department of Economics.
  65. Christian Pierdzioch & Monique B. Reid & Rangan Gupta, 2014. "On the Directional Accuracy of Inflation Forecasts: Evidence from South African Survey Data," Working Papers 201463, University of Pretoria, Department of Economics.
  66. 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 201466, University of Pretoria, Department of Economics.
  67. Ghassen El Montasser & Kenza Aggad & Louise Clark & Rangan Gupta & Shannon Kemp, 2014. "Causal Link between Oil Price and Uncertainty in India," Working Papers 201467, University of Pretoria, Department of Economics.
  68. 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 201468, University of Pretoria, Department of Economics.
  69. 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 201469, University of Pretoria, Department of Economics.
  70. 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 201471, University of Pretoria, Department of Economics.
  71. Nicholas Apergis & Christina Christou & Rangan Gupta, 2014. "Are there Environmental Kuznets Curves for US State-Level CO2 Emissions?," Working Papers 201474, University of Pretoria, Department of Economics.
  72. Christian Pierdzioch & Monique B. Reid & Rangan Gupta, 2014. "Forecasting the South African Inflation Rate: On Asymmetric Loss and Forecast Rationality," Working Papers 201475, University of Pretoria, Department of Economics.
  73. 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 201476, University of Pretoria, Department of Economics.
  74. 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 201477, University of Pretoria, Department of Economics.
  75. 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 201479, University of Pretoria, Department of Economics.
  76. 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 201480, University of Pretoria, Department of Economics.
  77. 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 201481, University of Pretoria, Department of Economics.
  78. 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 201482, University of Pretoria, Department of Economics.
  79. 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 201483, University of Pretoria, Department of Economics.
  80. A.Chateauneuf & G.Lakhnati & E.Langlais, 2014. "On the precautionary motive for savings and prudence in the rank dependent utility framework," Working Papers 2014-597, Department of Research, Ipag Business School.
  81. Christian Calmès & Raymond Théoret & François-Éric Racicot, 2014. "La titrisation aux États-Unis et au Canada," RePAd Working Paper Series UQO-DSA-wp032014, Département des sciences administratives, UQO.
  82. 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 884, Economic Research Forum, revised Dec 2014.
  83. Walid Mensi & Shawkat Hammoudeh & Duc Khuong Nguyen & Seong-Min Yoon, 2014. "Dynamic spillovers among major energy and cereal commodity prices," Working Papers 2014-160, Department of Research, Ipag Business School.
  84. Hooi Hooi Lean & Duc Khuong Nguyen, 2014. "Policy uncertainty and performance characteristics of sustainable investments across regions around the global financial crisis," Working Papers 2014-295, Department of Research, Ipag Business School.
  85. Mita Bhattacharya & Hooi Hooi Lean & Sankar Bhattacharya, 2014. "Economic Growth, Coal Demand, Carbon Dioxide Emissions: Empirical Findings from India with Policy Implications," Monash Economics Working Papers 47-14, Monash University, Department of Economics.
  86. Lean, Hooi Hooi & Ang, Wei Rong & Smyth, Russell, 2014. "Performance and Performance Persistence of Socially Responsible Investment Funds in Europe and North America," MPRA Paper 59119, University Library of Munich, Germany.
  87. Lean, Hooi Hooi & Smyth, Russell, 2014. "Testing for weak-form efficiency of Crude Palm Oil Spot and Futures Markets: New Evidence from a GARCH Unit Root Test with Multiple Structural Breaks," MPRA Paper 59121, University Library of Munich, Germany.
  88. Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2014. "Intertemporal equilibrium with production: bubbles and efficiency," Documents de recherche 14-09, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
  89. 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-01306274, HAL.
  90. 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) halshs-01114589, HAL.
  91. 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) halshs-01130413, HAL.
  92. Thai Ha Huy & Cuong Le Van & Manh Hung Nguyen, 2014. "Arbitrage and asset market equilibrium in infinite dimensional economies with short," Working Papers 2014-100, Department of Research, Ipag Business School.
  93. Stefano Bosi & Patrice Fontaine & Cuong Le Van, 2014. "Pareto optima and exchange rates under risk neutrality: A note," Working Papers 2014-101, Department of Research, Ipag Business School.
  94. 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 2014-106, Department of Research, Ipag Business School.
  95. Thanh Le & Cuong Le Van, 2014. "Natural Resources, R&D and Economic Growth," Working Papers 2014-112, Department of Research, Ipag Business School.
  96. Cuong Le Van & Cagri Saglam & Agah Turan, 2014. "Optimal Growth Strategy Under Dynamic Threshold," Working Papers 2014-123, Department of Research, Ipag Business School.
  97. R.A Dana & C. Le Van, 2014. "Efficient allocations and Equilibria with short," Working Papers 2014-61, Department of Research, Ipag Business School.
  98. Heni Boubaker & Nadia Sghaier, 2014. "Wavelet based Estimation of Time- Varying Long Memory Model with Nonlinear Fractional Integration Parameter," Working Papers 2014-284, Department of Research, Ipag Business School.
  99. Heni BOUBAKER & Nadia SGHAIER, 2014. "Modelling Return and Volatility of Oil Price using Dual Long Memory Models," Working Papers 2014-283, Department of Research, Ipag Business School.
  100. 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 2014-281, Department of Research, Ipag Business School.
  101. Heni Boubaker & Nadia Sghaier, 2014. "How Do the Interest Rate and the Inflation Rate Affect the Non-Life Insurance Premiums ?," Working Papers 2014-282, Department of Research, Ipag Business School.
  102. 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 2014/024, International Monetary Fund.
  103. António Afonso & João Tovar Jalles, 2014. "Causalilty for the government budget and economic growth," Working Papers Department of Economics 2014/07, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
  104. Jens Matthias Arnold & João Jalles, 2014. "Dividing the Pie in Brazil: Income Distribution, Social Policies and the New Middle Class," OECD Economics Department Working Papers 1105, OECD Publishing.
  105. Dominique Bonet Fernandez & Isabelle Petit, 2014. "Influence de l’Économie Circulaire sur la performance et l’impact sociétal des entreprises," Working Papers 2014-133, Department of Research, Ipag Business School.
  106. 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 2014-134, Department of Research, Ipag Business School.
  107. 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 2014-163, Department of Research, Ipag Business School.
  108. Hicham ABBAD & Dominique BONET FERNANDEZ, 2014. "Solving logistic conflicts between retailers and manufacturers: the role of interpersonal relationships," Working Papers 2014-170, Department of Research, Ipag Business School.
  109. Odile CHANUT & Nadjoua GHARBI & Dominique BONET FERNANDEZ, 2014. "Heterogeneous Institutional environments and Franchise networks Development in Maghreb," Working Papers 2014-171, Department of Research, Ipag Business School.
  110. Dominique BONET FERNANDEZ & Aline BOISSINOT, 2014. "What leadership for the Logistic Service providers in the supply chain of the French automotive industry ?," Working Papers 2014-172, Department of Research, Ipag Business School.
  111. Sylvie AVIGNON & Dominique BONET FERNANDEZ, 2014. "Corporate gouvernance: l’efficacité juridique et marketing des codes de conduite," Working Papers 2014-174, Department of Research, Ipag Business School.
  112. 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 2014-200, Department of Research, Ipag Business School.
  113. Hicham ABBAD & Gilles PACHÉ & Dominique BONET FERNANDEZ, 2014. "Peut-on désormais parler d’engagement du distributeur dans la relation avec l’industriel ?," Working Papers 2014-202, Department of Research, Ipag Business School.
  114. Dominique BONET FERNANDEZ & Marie-José SCOTTO & Bruno FISCHER, 2014. "Entreprendre en France ? Les motivations des femmes," Working Papers 2014-211, Department of Research, Ipag Business School.
  115. Larisse OLIVEIRA COSTA & Dominique BONET FERNANDEZ, 2014. "Relations industrie-grande distribution au Brésil : une analyse des déterminants de la satisfaction des acteurs," Working Papers 2014-229, Department of Research, Ipag Business School.
  116. 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 2014-231, Department of Research, Ipag Business School.
  117. Dominique BONET FERNANDEZ & Isabelle PETIT & Agnès LANCINI, 2014. "L’Economie Circulaire : Quelles Mesures De La Performance Economique, Environnementale Et Sociale," Working Papers 2014-232, Department of Research, Ipag Business School.
  118. Frédéric Teulon & Dominique Bonet Fernandez, 2014. "Pays riche, population pauvre : quelle stratégie de développement pour l’Algérie ?," Working Papers 2014-244, Department of Research, Ipag Business School.
  119. Carole Poirel & Dominique BONET FERNANDEZ & Carolina Serrano Archimi, 2014. "Responsiveness of a franchising network: a resource-based view," Working Papers 2014-250, Department of Research, Ipag Business School.
  120. 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 2014-251, Department of Research, Ipag Business School.
  121. Frédéric Teulon & Dominique Bonet Fernandez, 2014. "Industrialization and Economic Policy in Algeria: a Synthesis over half a Century," Working Papers 2014-287, Department of Research, Ipag Business School.
  122. Kui ZHOU & Dominique BONET FERNANDEZ & Chengcheng WAN & Akumba DENIS & Gael-Miguel JUILLARD, 2014. "A Study on Circular Economy Implementation in China," Working Papers 2014-312, Department of Research, Ipag Business School.
  123. Rania Jammazi, 2014. "Oil Shock Transmission to Stock Market Returns: Wavelet Multivariate Markov Switching GARCH Approach," Working Papers 2014-197, Department of Research, Ipag Business School.
  124. Rania Jammazi & Chaker Aloui, 2014. "Cyclical components and dual long memory in the foreign exchange rate dynamics: the Tunisian case," Working Papers 2014-198, Department of Research, Ipag Business School.
  125. Rania Jammazi & Duc Khuong Nguyen, 2014. "Responses of international stock markets to oil price surges: a regimeswitching perspective," Working Papers 2014-80, Department of Research, Ipag Business School.
  126. 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 2014-140, Department of Research, Ipag Business School.
  127. Mohamed Akli Achabou, 2014. "Brand influence on consumer preference for environmental labels," Working Papers 2014-139, Department of Research, Ipag Business School.
  128. Mohamed Akli Achabou & Adel Rink, 2014. "Barrières et motivations pour la consommation des produits de la mode éthique en France," Working Papers 2014-138, Department of Research, Ipag Business School.
  129. 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 2014-206, Department of Research, Ipag Business School.
  130. ACHABOU Mohamed Akli, 2014. "Filière sucre européenne : L’option biocarburants est-elle durable ?," Working Papers 2014-208, Department of Research, Ipag Business School.
  131. Shawkat Hammoudeh & Duc Khuong Nguyen & Ricardo M. Sousa, 2014. "What explains the short-term dynamics of the prices of CO2 emissions?," NIPE Working Papers 04/2014, NIPE - Universidade do Minho.
  132. 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 06/2014, NIPE - Universidade do Minho.
  133. 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 05/2014, NIPE - Universidade do Minho.
  134. 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 2014-325, Department of Research, Ipag Business School.
  135. Shawkat Hammoudeh & Michael McAleer, 2014. "Advances in Financial Risk Management and Economic Policy Uncertainty: An Overview," Working Papers in Economics 14/17, University of Canterbury, Department of Economics and Finance.
  136. Walid Mensi & Shawkat Hammoudeh & Juan Carlos Reboredo & Duc Khuong Nguyen, 2014. "Do global factors impact BRICS stock markets? A quantile regression approach," Working Papers 2014-159, Department of Research, Ipag Business School.
  137. Shawkat Hammoudeh & Duc Khuong Nguyen & Ricardo M. Sousa, 2014. "US Monetary Policy and Commodity Sector Prices," Working Papers 2014-438, Department of Research, Ipag Business School.
  138. 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 2014-590, Department of Research, Ipag Business School.
  139. Shawkat Hammoudeh & Duc Khuong Nguyen & Ricardo M. Sousa, 2014. "China’s Monetary Policy and Commodity Prices," Working Papers 2014-298, Department of Research, Ipag Business School.
  140. Chiraz Ben Ali, 2014. "Corporate Governance, Principal-Principal Agency Conflicts, and Disclosure," Working Papers 2014-125, Department of Research, Ipag Business School.
  141. 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-01015299, HAL.
  142. Araujo A. & Chateauneuf A. & Gama-Torres J. & Novinski R., 2014. "General equilibrium, risk taking and volatility," Working Papers 2014-181, Department of Research, Ipag Business School.
  143. Marcello Basili & Alain Chateauneuf, 2014. "Aggregation of coherent experts opinion: a tractable extreme-outcomes consistent rule," Working Papers 2014-541, Department of Research, Ipag Business School.
  144. 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 2014-257, Department of Research, Ipag Business School.
  145. Sami Gharbi & Jean-Michel Sahut & Frédéric Teulon, 2014. "Research & Development And Volatility Of Equity Returns In The French Market," Working Papers 2014-120, Department of Research, Ipag Business School.
  146. Jean-Sébastien Lantz & Jean-Michel Sahut & Frédéric Teulon, 2014. "What is the Real Role of Corporate Venture Capital ?," Working Papers 2014-252, Department of Research, Ipag Business School.
  147. 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 2014-264, Department of Research, Ipag Business School.
  148. Sami Gharbi & Jean-Michel Sahut & Frédéric Teulon, 2014. "R&D investments and high-tech firms' stock return volatility," Working Papers 2014-218, Department of Research, Ipag Business School.
  149. Lubica Hikkerova & Jean-Michel Sahut, 2014. "L’efficacité des programmes de fidélisation dans le secteur hôtelier : proposition d’un cadre conceptuel," Working Papers 2014-259, Department of Research, Ipag Business School.
  150. Sandra Camus & Lubica Hikkerova & Jean-Michel Sahut, 2014. "Systemic Analysis and Model of Sustainable Tourism," Working Papers 2014-193, Department of Research, Ipag Business School.
  151. Lubica Hikkerova & Jean-Michel Sahut, 2014. "Positionnement et stratégies prix des acteurs de l’e-tourisme," Working Papers 2014-258, Department of Research, Ipag Business School.
  152. Jean-Michel Sahut & Lubica Hikkerova & Sandra Camus, 2014. "Perceived unfairness of prices resulting from yield management practices," Working Papers 2014-166, Department of Research, Ipag Business School.
  153. Guillaume MARCEAU & Jean-Michel SAHUT, 2014. "CREATION de VALEUR dans une STARTUP - MODELE et ETUDE de CAS," Working Papers 2014-263, Department of Research, Ipag Business School.
  154. Jean Rédis & Jean-Michel Sahut, 2014. "Entrepreneuriat répété, capital organisationnel et accès au financement par capital-risque," Working Papers 2014-260, Department of Research, Ipag Business School.
  155. Lubica Hikkerova & Jean-Michel Sahut, 2014. "Internet, Price Strategy and Yield Management," Working Papers 2014-192, Department of Research, Ipag Business School.
  156. Jean-Sebastien Lantz & Jean-Michel Sahut & Frédéric Teulon, 2014. "Capital risque industriel et innovation technologique," Working Papers 2014-233, Department of Research, Ipag Business School.
  157. Mehdi Mili & Jean-Michel Sahut, 2014. "Bank liquidity shocks in loan and deposit in emerging markets," Working Papers 2014-210, Department of Research, Ipag Business School.
  158. JM. Sahut, 2014. "e-Business Models for Financial Services and Internet Banks," Working Papers 2014-217, Department of Research, Ipag Business School.
  159. Sandra Camus & Lubica Hikkerova & Jean-Michel Sahut, 2014. "Yield Management et profil des consommateurs," Working Papers 2014-228, Department of Research, Ipag Business School.
  160. Lubica Hikkerova & Jean-Michel Sahut, 2014. "The effectiveness of loyalty programs in the hospitality industry: the case of hotels in Slovakia," Working Papers 2014-127, Department of Research, Ipag Business School.
  161. Hélène Pasquini-Descomps & Jean-Michel Sahut, 2014. "ESG Impact on Market Performance of Firms: International Evidence," Working Papers 2014-212, Department of Research, Ipag Business School.
  162. Jacques Arlotto & Jean-Michel Sahut & Frédéric Teulon, 2014. "Le concept de Business Model au travers de la littérature," Working Papers 2014-261, Department of Research, Ipag Business School.
  163. S. Nyock Ilouga & A.C. Mouloungui & J.-M. Sahut, 2014. "Entrepreneurial intention and career choices: The role of volition," Working Papers 2014-167, Department of Research, Ipag Business School.
  164. Jean-Sebastien Lantz & Sophie Montandrau & Jean-Michel Sahut, 2014. "Activism of Institutional Investors, Corporate Governance Alerts and Financial Performance," Working Papers 2014-353, Department of Research, Ipag Business School.
  165. Jean-Michel Sahut & Mehdi Mili, 2014. "Are Mergers a Solution to Bank Distress in MENA Countries ?," Working Papers 2014-349, Department of Research, Ipag Business School.
  166. Jean-Michel Sahut, 2014. "A Flexible Non Linear Model to Test the Expectation Hypothesis of Interest Rates," Working Papers 2014-352, Department of Research, Ipag Business School.
  167. Jean-Michel Sahut & Sandrine Boulerne & Frederic Teulon, 2014. "Do IFRS Provide Better Information About Intangibles in Europe ?," Working Papers 2014-361, Department of Research, Ipag Business School.
  168. Erick LEROUX & Jean-Michel SAHUT, 2014. "Efficiency of e-Learning: the case of French Bank Sales Force," Working Papers 2014-354, Department of Research, Ipag Business School.
  169. 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 2014-324, Department of Research, Ipag Business School.
  170. 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 2014-366, Department of Research, Ipag Business School.
  171. Jean-Michel Sahut & Sandrine Boulerne, 2014. "Flaws in Banking Governance," Working Papers 2014-290, Department of Research, Ipag Business School.
  172. Mouna JEGHAM & Jean-Michel SAHUT, 2014. "ICT acceptation : The case of CRM project," Working Papers 2014-356, Department of Research, Ipag Business School.
  173. Chowdhury, Biplob & Dungey, Mardi & Pham, Thu Phuong, 2014. "The impact of post-IPO changes in corporate governance mechanisms on firm performance: evidence from young Australian firms," Working Papers 2014-11, University of Tasmania, Tasmanian School of Business and Economics, revised 24 Sep 2014.
  174. 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 2014-135, Department of Research, Ipag Business School.
  175. 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 2014-164, Department of Research, Ipag Business School.
  176. 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 2014-157, Department of Research, Ipag Business School.
  177. Marie José Scotto & Hervé Tiffon, 2014. "Le rôle du manager de proximité dans l’innovation sociétale," Working Papers 2014-175, Department of Research, Ipag Business School.
  178. 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 2014-255, Department of Research, Ipag Business School.
  179. Marie José Scotto & Désiré Loth & Hervé Tiffon, 2014. "De la diversité de genre à la diversité culturelle," Working Papers 2014-253, Department of Research, Ipag Business School.
  180. André Boyer & Marie José Scotto, 2014. "Gouvernance d'entreprise et responsabilité sociale au Maroc: l'évolution de l'OCP," Working Papers 2014-256, Department of Research, Ipag Business School.
  181. 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, en," Working Papers 2014-254, Department of Research, Ipag Business School.
  182. 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 2014-54, Department of Research, Ipag Business School.
  183. Fredj Jawadi & Nabila Jawadi & Waël Louhichi, 2014. "Does Islamic Finance Outperform Conventional Finance ? Further Evidence from the recent financial crisis," Working Papers 2014-279, Department of Research, Ipag Business School.
  184. Nabila Jawadi, 2014. "Facteurs-clés de l’adoption des systèmes d’information dans la grande distribution alimentaire : une approche par l’UTAUT," Working Papers 2014-199, Department of Research, Ipag Business School.
  185. Nabila JAWADI & Laetitia BONIS, 2014. "Understanding the Determinants of the Usage of Corporate Social Networks: An Integrative Perspective," Working Papers 2014-136, Department of Research, Ipag Business School.
  186. Ilaria Dalla Pozza & Lionel Texier, 2014. "La multicanalité et son impact sur le territoire: L’exemple de l'assurance en France," Working Papers 2014-190, Department of Research, Ipag Business School.
  187. Nadia Jouini & Ilaria Dalla Pozza, 2014. "Introducing a Relationship Marketing perspective in the measurement of Online Community success," Working Papers 2014-191, Department of Research, Ipag Business School.
  188. Chao Wang & Ilaria Dalla Pozza, 2014. "The antecedents of customer lifetime duration and discounted expected transactions: Discrete-time based transaction data analysis," Working Papers 2014-203, Department of Research, Ipag Business School.
  189. Manelle Guechtouli, 2014. "How can HRM support your Business Intelligence system ?," Working Papers 2014-151, Department of Research, Ipag Business School.
  190. Widad Guechtouli & Manelle Guechtouli, 2014. "L’entrepreneuriat en Algérie : quels enjeux pour quelles réalités ?," Working Papers 2014-150, Department of Research, Ipag Business School.
  191. 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 2014-137, Department of Research, Ipag Business School.
  192. Manelle Guechtouli, 2014. "Les acteurs : nerfs de guerre d’un système de veille stratégique," Working Papers 2014-145, Department of Research, Ipag Business School.
  193. Manelle Guechtouli, 2014. "Management des activités de veille stratégique : entre une organisation formelle et informelle," Working Papers 2014-146, Department of Research, Ipag Business School.
  194. Manel Guechtouli, 2014. "Competitive intelligence system inorganizations :difficulties identified by experience feedback," Working Papers 2014-67, Department of Research, Ipag Business School.
  195. Dorra Najar, 2014. "Fund Managers Fees: Estimation and Sensitivity Analysis Using Monte Carlo Simulation," Working Papers 2014-195, Department of Research, Ipag Business School.
  196. Widad Guechtouli, 2014. "Agent-based modeling of knowledge transfer within social networks," Working Papers 2014-148, Department of Research, Ipag Business School.
  197. Widad Guechtouli, 2014. "Innovation and cognitive distance within a community of practice: an agent-based model," Working Papers 2014-149, Department of Research, Ipag Business School.
  198. Claude Alavoine & Ferkan Kaplanseren & Frédéric Teulon, 2014. "Teaching (and learning) negotiation: is there still room for innovation ?," Working Papers 2014-227, Department of Research, Ipag Business School.
  199. Claude Alavoine, 2014. "Ethics in Negotiations: The Confrontation between Representation and Practices," Working Papers 2014-272, Department of Research, Ipag Business School.
  200. Claude Alavoine & Claudine Batazzi, 2014. "Nature And Exchange Of Information In Intercultural Business Negotiations," Working Papers 2014-266, Department of Research, Ipag Business School.
  201. Claude Alavoine, 2014. "Understanding the balance of power and ethics in a bank-customer negotiation," Working Papers 2014-221, Department of Research, Ipag Business School.
  202. Claude Alavoine, 2014. "Unethical Practices in Negotiations. The Confrontation between Internal and External Factors," Working Papers 2014-223, Department of Research, Ipag Business School.
  203. Claude Alavoine, 2014. "You can't always get what you want: Strategic issues in Negotiation," Working Papers 2014-275, Department of Research, Ipag Business School.
  204. Claude Alavoine, 2014. "Leadership, power and negotiation: the impossible triad?," Working Papers 2014-222, Department of Research, Ipag Business School.
  205. Claude Alavoine, 2014. "Expérimentation et apprentissage en matière de négociation : Une présentation des principaux modèles de simulation," Working Papers 2014-269, Department of Research, Ipag Business School.
  206. Claude Alavoine, 2014. "Gender Issues About Negotiation: A different perception of the most important driving forces?," Working Papers 2014-407, Department of Research, Ipag Business School.
  207. Frédéric Teulon & Claude Alavoine & Guillaume Bigot & Dominique Bonet & Bernard Terrany, 2014. "Renverser les discriminations : la politique américaine de discrimination positive," Working Papers 2014-350, Department of Research, Ipag Business School.
  208. Lubica Hikkerova, 2014. "Loyalty Programs : a study case in the Hospitality Industry," Working Papers 2014-194, Department of Research, Ipag Business School.
  209. L. Hikkerova & J. Bortolloti, 2014. "Finance Ethique et RSE : le cas de trois banques," Working Papers 2014-165, Department of Research, Ipag Business School.
  210. Adlane HAFFAR & Lubica HIKKEROVA, 2014. "Gestion et titrisation des risques de catastrophe naturelle par les options," Working Papers 2014-384, Department of Research, Ipag Business School.
  211. Slim Chaouachi & Zied Ftiti & Frederic Teulon, 2014. "Explaining the Tunisian Real Exchange: Long Memory versus Structural Breaks," Working Papers 2014-147, Department of Research, Ipag Business School.
  212. Ben Jabeur Sami, 2014. "Macroeconomic variables in financial distress: A non parametric method," Working Papers 2014-313, Department of Research, Ipag Business School.
  213. Ben Jabeur Sami, 2014. "Corporate Failure: A Non Parametric Method," Working Papers 2014-309, Department of Research, Ipag Business School.
  214. Abdellatif TAGHZOUTI & Youssef FAHMI & Hicham SADOK & Sami BEN JABEUR, 2014. "Du pilotage stratégique par la valeur des alliances stratégiques interentreprises : au-delà d’une approche réductionniste," Working Papers 2014-310, Department of Research, Ipag Business School.
  215. Sami BEN JABEUR & Youssef FAHMI, 2014. "Default Prediction for Small-Medium Enterprises in France: A comparative approach," Working Papers 2014-319, Department of Research, Ipag Business School.
  216. Sami BEN JABEUR & Youssef FAHMI & Abdellatif TAGHZOUTI & Hicham SADOK, 2014. "La défaillance des entreprises: une revue de littérature," Working Papers 2014-315, Department of Research, Ipag Business School.
  217. Sami BEN JABEUR, 2014. "Prévision de la détresse financière des entreprises françaises: Approche par la régression logistique PLS," Working Papers 2014-321, Department of Research, Ipag Business School.
  218. Hicham SADOK & Youssef FAHMI & Sami BEN JABEUR & Abdellatif TAGHZOUTI, 2014. "La perception du capital immatériel par le marché financier Marocain: une étude exploratoire," Working Papers 2014-314, Department of Research, Ipag Business School.
  219. Sami Ben Jabeur & Youssef Fahmi, 2014. "Les modèles de prévision de la défaillance des entreprises françaises : une approche comparative," Working Papers 2014-317, Department of Research, Ipag Business School.
  220. BEN JABEUR Sami, 2014. "La régression logistique PLS : Application à la détection de défaillance d’entreprises," Working Papers 2014-318, Department of Research, Ipag Business School.
  221. Sami BEN JABEUR & Youssef FAHMI, 2014. "Predicting Business Failure Using Data-Mining Methods," Working Papers 2014-308, Department of Research, Ipag Business School.
  222. Virginie Noireaux & Carole Poirel, 2014. "Pouvoir et leadership dans les canaux de distribution : la logistique face aux jeux des acteurs," Working Papers 2014-323, Department of Research, Ipag Business School.
  223. Carole Poirel, 2014. "Approche Sociopolitique et Strategique du Pouvoir de l'Edition dans le Canal de Distribution du Livre en France," Working Papers 2014-326, Department of Research, Ipag Business School.
  224. 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 2014-378, Department of Research, Ipag Business School.
  225. Carole Poirel, 2014. "Choc technologique et supply chain : retour sur la notion de règles du jeu," Working Papers 2014-346, Department of Research, Ipag Business School.
  226. Carole Poirel, 2014. "Les développements numériques en librairie : des services impossibles à mutualiser ? Le cas de 1001libraires.com, une stratégie collective manquée," Working Papers 2014-374, Department of Research, Ipag Business School.
  227. PETIT Isabelle, 2014. "Femmes et innovation sociétale dans l’espace méditerranéen," Working Papers 2014-339, Department of Research, Ipag Business School.
  228. PETIT Isabelle, 2014. "Le Mecenat : L'Entreprise Et L'Interet General," Working Papers 2014-386, Department of Research, Ipag Business School.
  229. Isabelle Petit, 2014. "Crise et prise en charge de l'Intérêt général par l'entreprise: l'exemple des fondations d’entreprise," Working Papers 2014-387, Department of Research, Ipag Business School.
  230. PETIT Isabelle, 2014. "La mise en place d’un système d’innovation sociétale en région PACA," Working Papers 2014-379, Department of Research, Ipag Business School.
  231. Isabelle Petit, 2014. "La Fondation d'entreprise outil de la politique de mécénat ou de la politique RSE ?," Working Papers 2014-385, Department of Research, Ipag Business School.
  232. PETIT Isabelle, 2014. "Construire un accord : analyse du Social Business comme exemple de compromis," Working Papers 2014-369, Department of Research, Ipag Business School.
  233. Charlotte-Xiaotao Wang, 2014. "Les acteurs du boom économique de la TV chinoise : le câble et la publicité," Working Papers 2014-381, Department of Research, Ipag Business School.
  234. Charlotte Wang, 2014. "Approche géopolitique de l’Internet en Chine," Working Papers 2014-377, Department of Research, Ipag Business School.
  235. Abdelbari El Khamlichi & Kamel Laaradh & Mohamed Arouri & Frédéric Teulon, 2014. "Performance Persistence of Islamic Equity Mutual Funds," Working Papers 2014-115, Department of Research, Ipag Business School.
  236. Jean-Yves Moisseron & Sébastien Abis & Julien Velud & Frédéric Teulon, 2014. "The Arab spring and the Euro- Mediterranean economic and political project," Working Papers 2014-153, Department of Research, Ipag Business School.
  237. 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 2014-293, Department of Research, Ipag Business School.
  238. Jean-Yves Moisseron & Frederic Teulon, 2014. "Are Moral Islamic Economics an Answer to the Global Financial Crisis ?," Working Papers 2014-152, Department of Research, Ipag Business School.
  239. Khaled Guesmi & Frederic Teulon & Ahmed Taneem Muzaffar, 2014. "The Evolution of Risk Premium as a Measure for Intra-regional Equity Market Integration," Working Papers 2014-365, Department of Research, Ipag Business School.
  240. 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 57500, University Library of Munich, Germany, revised 22 Jul 2014.
  241. 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 2014-209, Department of Research, Ipag Business School.
  242. Jean Messiha & Bruno-Laurent Moschetto & Frederic Teulon, 2014. "How to switch off the cypriot financial crisis without weakening durably Europe ?," Working Papers 2014-169, Department of Research, Ipag Business School.
  243. 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 2014-132, Department of Research, Ipag Business School.
  244. 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 2014-410, Department of Research, Ipag Business School.
  245. Jean-Marie Peretti & David Autissier & Soufyane Frimousse & Béchir Ben Lahouel, 2014. "Relation entre investissement institutionnel et performance sociale : évidence empirique des entreprises françaises cotées," Post-Print hal-01795214, HAL.
  246. Dhaoui, Abderrazak & Khraief, Naceur, 2014. "Empirical linkage between oil price and stock market returns and volatility: Evidence from international developed markets," Economics Discussion Papers 2014-12, Kiel Institute for the World Economy (IfW Kiel).
  247. Marco Buso & Frédéric Marty & Tran-Phuong Tra, 2014. "Public Private Partnership from Budget Constraints: Looking for Debt Hiding?," Working Papers halshs-01091725, HAL.

2013

  1. Tristan Boyer & Régis Blazy, 2013. "Born to be alive? The survival of innovative and non," Working Papers 2013-12, Department of Research, Ipag Business School.
  2. Nguyen, Anh & Nguyen, Mai & Doan, Hung, 2013. "The Viet Nam National Innovation System: A Diagnostic Review," MPRA Paper 58712, University Library of Munich, Germany.
  3. Frédéric Loss & Gwanaël Piaser, 2013. "Linear Prices Equilibria and Nonexclusive Insurance Market," Working Papers hal-00870113, HAL.
  4. Mohamed El Hedi Arouri & Christophe Rault & Robert Sova & Anamaria Sova, 2013. "Market Structure and the Cost of Capital," CESifo Working Paper Series 4097, CESifo.
  5. 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 2013-6, University of Paris Nanterre, EconomiX.
  6. Selim Mankaï & Aymen Belgacem, 2013. "Interactions Between Risk-Taking, Capital, and Reinsurance for Property-Liability Insurance Firms," EconomiX Working Papers 2013-23, University of Paris Nanterre, EconomiX.
  7. 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 2013-20, Department of Research, Ipag Business School.
  8. 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 2013-36, Department of Research, Ipag Business School.
  9. 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 259, University of Milano-Bicocca, Department of Economics, revised Nov 2013.
  10. Mehmet Balcilar & Rangan Gupta & Stephen M. Miller, 2013. "Housing and the Great Depression," Working Papers 1301, University of Nevada, Las Vegas , Department of Economics.
  11. 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 01/2013, Navarra Center for International Development, University of Navarra.
  12. Beatrice D. Simo-Kengne & Rangan Gupta & Goodness C. Aye, 2013. "Macro Shocks And House Prices In South Africa," Working Papers 201302, University of Pretoria, Department of Economics.
  13. Rangan Gupta & Charl Jooste & Kanyane Matlou, 2013. "A Time-Varying Approach to Analysing Fiscal Policy and Asset Prices in South Africa," Working Papers 201303, University of Pretoria, Department of Economics.
  14. 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 201304, University of Pretoria, Department of Economics.
  15. Riane de Bruyn & Rangan Gupta & Renee van Eyden, 2013. "Forecasting The Rand-Dollar And Rand-Pound Exchange Rates Using Dynamic Model Averaging," Working Papers 201307, University of Pretoria, Department of Economics.
  16. 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 201309, University of Pretoria, Department of Economics.
  17. Carolyn Chisadza & Janneke Dlamini & Rangan Gupta & Mampho P. Modise, 2013. "The Impact of Oil Shocks on the South African Economy," Working Papers 201311, University of Pretoria, Department of Economics.
  18. Mehmet Balcilar & Rangan Gupta & Kevin Kotze, 2013. "Forecasting South African Macroeconomic Data with a Nonlinear DSGE Model," Working Papers 201313, University of Pretoria, Department of Economics.
  19. Manoel Bittencourt & Rangan Gupta & Lardo Stander, 2013. "Tax evasion, financial development and inflation: theory and empirical evidence," Working Papers 201316, University of Pretoria, Department of Economics.
  20. 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 201317, University of Pretoria, Department of Economics.
  21. 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 201318, University of Pretoria, Department of Economics.
  22. 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 201319, University of Pretoria, Department of Economics.
  23. 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 201321, University of Pretoria, Department of Economics.
  24. 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 201322, University of Pretoria, Department of Economics.
  25. 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 201324, University of Pretoria, Department of Economics.
  26. 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 201326, University of Pretoria, Department of Economics.
  27. 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 201329, University of Pretoria, Department of Economics.
  28. 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 201330, University of Pretoria, Department of Economics.
  29. Kirsten Thompson & Renee van Eyden & Rangan Gupta, 2013. "Identifying a financial conditions index for South Africa," Working Papers 201333, University of Pretoria, Department of Economics.
  30. Rangan Gupta & Lardo Stander, 2013. "Social Status, Inflation and Endogenous Growth in a Cash-in-Advance Economy: A Reconsideration," Working Papers 201336, University of Pretoria, Department of Economics.
  31. Roula Inglesi-Lotz & Tsangyao Chang & Rangan Gupta, 2013. "Causality between Research Output and Economic Growth in BRICS," Working Papers 201337, University of Pretoria, Department of Economics.
  32. 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 201338, University of Pretoria, Department of Economics.
  33. 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 201339, University of Pretoria, Department of Economics.
  34. 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 201340, University of Pretoria, Department of Economics.
  35. 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 201341, University of Pretoria, Department of Economics.
  36. Goodness C. Aye & Pami Dua & Rangan Gupta, 2013. "Forecasting Indian Macroeconomic Variables Using Medium-Scale VAR Models," Working Papers 201342, University of Pretoria, Department of Economics.
  37. Beatrice D. Simo-Kengne & Stephen M. Miller & Rangan Gupta, 2013. "Evolution of Monetary Policy in the US: The Role of Asset Prices," Working Papers 201343, University of Pretoria, Department of Economics.
  38. 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 201344, University of Pretoria, Department of Economics.
  39. 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 201345, University of Pretoria, Department of Economics.
  40. 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 201346, University of Pretoria, Department of Economics.
  41. 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 201348, University of Pretoria, Department of Economics.
  42. 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 201349, University of Pretoria, Department of Economics.
  43. Roula Inglesi-Lotz & Mehmet Balcilar & Rangan Gupta, 2013. "Time-Varying Causality between Research Output and Economic Growth in the US," Working Papers 201350, University of Pretoria, Department of Economics.
  44. 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 201357, University of Pretoria, Department of Economics.
  45. 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 201358, University of Pretoria, Department of Economics.
  46. Christophe Andre & Luis A. Gil-Alana & Rangan Gupta, 2013. "Comovement in Euro Area Housing Prices: A Fractional Cointegration Approach," Working Papers 201359, University of Pretoria, Department of Economics.
  47. Ahdi N. Ajmi & Rangan Gupta & Patrick T. Kanda, 2013. "Causality between Economic Policy Uncertainty across Countries: Evidence from Linear and Nonlinear Tests," Working Papers 201361, University of Pretoria, Department of Economics.
  48. Goodness C. Aye & Rangan Gupta, 2013. "Forecasting Real House Price of the U.S.: An Analysis Covering 1890 to 2012," Working Papers 201362, University of Pretoria, Department of Economics.
  49. 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 201363, University of Pretoria, Department of Economics.
  50. 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 201367, University of Pretoria, Department of Economics.
  51. Goodness C. Aye & Vincent Dadam & Rangan Gupta & Bonginkosi Mamba, 2013. "Oil Price Uncertainty and Manufacturing Production in South Africa," Working Papers 201368, University of Pretoria, Department of Economics.
  52. 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 201369, University of Pretoria, Department of Economics.
  53. 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 201370, University of Pretoria, Department of Economics.
  54. 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 201371, University of Pretoria, Department of Economics.
  55. 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 201372, University of Pretoria, Department of Economics.
  56. 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 201373, University of Pretoria, Department of Economics.
  57. Luis A. Gil-Alana & Rangan Gupta, 2013. "Persistence and Cycles in Historical Oil Prices Data," Working Papers 201375, University of Pretoria, Department of Economics.
  58. 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 201377, University of Pretoria, Department of Economics.
  59. 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 201380, University of Pretoria, Department of Economics.
  60. 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 201381, University of Pretoria, Department of Economics.
  61. 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 201382, University of Pretoria, Department of Economics.
  62. 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 201383, University of Pretoria, Department of Economics.
  63. Saban Nazlioglu & Shawkat Hammoudeh & Rangan Gupta, 2013. "Volatility Transmission between Islamic and Conventional Equity Markets: Evidence from Causality-in-Variance Test," Working Papers 201384, University of Pretoria, Department of Economics.
  64. 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 201385, University of Pretoria, Department of Economics.
  65. Ghassen El Montasser & Roula Inglesi-Lotz & Rangan Gupta, 2013. "Convergence of Greenhouse Gas Emissions among G7 Countries," Working Papers 201386, University of Pretoria, Department of Economics.
  66. Thi Hong Van Hoang & Hooi Hooi Lean & Wing-Keung Wong, 2013. "Is Gold Good for Portfolio Diversification? A Stochastic Dominance Analysis of the Paris Stock Exchange," Working Papers 05-13, Association Française de Cliométrie (AFC).
  67. Hooi Hooi Lean & Michael McAleer & Wing-Keung Wong, 2013. "Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures," Working Papers in Economics 13/30, University of Canterbury, Department of Economics and Finance.
  68. Hooi Hooi Lean & Christine Louargant, 2013. "UCITS vs. Non-UCITS funds: Stochastic dominance approach," Post-Print hal-01376125, HAL.
  69. Christine Louargant & Hooi Hooi Lean, 2013. "Will UCITS Funds Dominate Non UCITS Funds?," Post-Print hal-01376131, HAL.
  70. Hooi Hooi Lean & Russell Smyth, 2013. "Are Shocks to Disaggregated Energy Consumption in Malaysia Permanent or Temporary? Evidence from LM Unit Root Tests with Structural," Monash Economics Working Papers 07-13, Monash University, Department of Economics.
  71. Hooi Hooi Lean & Russell Smyth, 2013. "Disaggregated Energy Demand by Fuel Type and Economic Growth in Malaysia," Monash Economics Working Papers 43-13, Monash University, Department of Economics.
  72. Hooi Hooi Lean & Russell Smyth, 2013. "Will initiatives to promote hydroelectricity consumption be effective? Evidence from univariate and panel LM unit root tests with structural breaks," Monash Economics Working Papers 47-13, Monash University, Department of Economics.
  73. Chan, Tze-Haw & Lean, Hooi Hooi & Hooy, Chee Wooi, 2013. "A Macro Assessment of China Effects on Malaysian Exports and Trade Balances," MPRA Paper 48801, University Library of Munich, Germany, revised 01 Aug 2013.
  74. Hachicha, Ahmed & Lean Hooi Hooi, 2013. "Inflation, inflation uncertainty and output in Tunisia," Economics Discussion Papers 2013-1, Kiel Institute for the World Economy (IfW Kiel).
  75. Cuong Le Van & Tu Anh Nguyen & Tran Dinh Tuan, 2013. "Saving Rate, Total Factor Productivity and Growth Process for Developing Countries," Working Papers 05, Development and Policies Research Center (DEPOCEN), Vietnam.
  76. Robert Becker & Stefano Bosi & Cuong Le Van & Thomas Seegmuller, 2013. "On existence, effciency and bubbles of Ramsey equilibrium with borrowing constraints," Working Papers 15, Development and Policies Research Center (DEPOCEN), Vietnam.
  77. Stefano Bosi & Patrice Fontaine & Cuong Le Van, 2013. "Equilibrium existence in the international asset and good markets," Working Papers 16, Development and Policies Research Center (DEPOCEN), Vietnam.
  78. 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 2013-2, Department of Research, Ipag Business School.
  79. 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 1301, Nanyang Technological University, School of Social Sciences, Economic Growth Centre.
  80. 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 9303, C.E.P.R. Discussion Papers.
  81. Afonso, António & Jalles, João Tovar, 2013. "Fiscal composition and long-term growth," Working Paper Series 1518, European Central Bank.
  82. Jorge Braga de Macedo & Luis Brites Pereira & Joaquim Oliveira Martins & João Tovar Jalles, 2013. "Globalization, Democracy and Development," NBER Working Papers 19575, National Bureau of Economic Research, Inc.
  83. Odile Chanut & Dominique Mg Bonet Fernandez, 2013. "Parrainage sportif des banques françaises : Une approche par la congruence," Post-Print hal-01767019, HAL.
  84. 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-00798033, HAL.
  85. Mohamed El Hedi Arouri & Shawkat Hammoudeh & Duc Khuong Nguyen & Amine Lahiani, 2013. "On the short- and long-run efficiency of energy and precious metal markets," Working Papers hal-00798036, HAL.
  86. 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-00964446, HAL.
  87. Guillaume Carlier & Rose-Anne Dana, 2013. "Pareto optima and equilibria when preferences are incompletely known," Post-Print hal-00661903, HAL.
  88. Pham, Thu Phuong & Westerholm, P. Joakim, 2013. "An international trend in market design: Endogenous effects of limit order book transparency on volatility, spreads, depth and volume," Working Papers 17210, University of Tasmania, Tasmanian School of Business and Economics, revised 16 Oct 2013.
  89. Pham, Thu Phuong, 2013. "Broker ID Transparency and Price Impact of Trades: Evidence from the Korean Exchange," Working Papers 17211, University of Tasmania, Tasmanian School of Business and Economics, revised 16 Oct 2013.
  90. Pham, Thu Phuong & Westerholm, P. Joakim, 2013. "A survey of research into broker identity and limit order book," Working Papers 17212, University of Tasmania, Tasmanian School of Business and Economics, revised 16 Oct 2013.
  91. 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-00992928, HAL.
  92. Widad Guechtouli & Juliette Rouchier & Magali Orillard, 2013. "Structuring knowledge transfer from experts to newcomers," Post-Print hal-01499611, HAL.
  93. 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-00960501, HAL.
  94. 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) dp-517, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
  95. 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 halshs-00827203, HAL.

2012

  1. Annabelle Mourougane, 2012. "Promoting SME development in Indonesia," OECD Economics Department Working Papers 995, OECD Publishing.
  2. Ian Coxhead & Vu Hoang Linh & Le Dong Tam, 2012. "Global market shocks and poverty in Vietnam: the case of rice," Working Papers 32, Development and Policies Research Center (DEPOCEN), Vietnam.
  3. Vu, Linh Hoang, 2012. "Vietnam’s Agricultural Productivity: A Malmquist Index Approach," MPRA Paper 94800, University Library of Munich, Germany.
  4. Vu, Linh Hoang, 2012. "Poverty Impact Of The Food Crisis On Poverty In Cambodia," MPRA Paper 94799, University Library of Munich, Germany.
  5. Vu, Linh Hoang, 2012. "Estimation Of Food Demand In Vietnam," MPRA Paper 94801, University Library of Munich, Germany.
  6. 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 2012-27, University of Paris Nanterre, EconomiX.
  7. 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 15-26, Eastern Mediterranean University, Department of Economics.
  8. 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 15-27, Eastern Mediterranean University, Department of Economics.
  9. Mehmet Balcilar & Rangan Gupta & Anandamayee Majumdar & Stephen M. Miller, 2012. "Was the Recent Downturn in US GDP Predictable?," Working Papers 1210, University of Nevada, Las Vegas , Department of Economics.
  10. 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 947, OECD Publishing.
  11. Rangan Gupta, 2012. "Should The South African Reserve Bank Respond To Exchange Rate Fluctuations? Evidence From The Cosine-Squared Cepstrum," Working Papers 201201, University of Pretoria, Department of Economics.
  12. Goodness C. Aye & Rangan Gupta, 2012. "Are the Effects of Monetary Policy Asymmetric in India? Evidence from a Nonlinear Vector Autoregression Approach," Working Papers 201202, University of Pretoria, Department of Economics.
  13. 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 201204, University of Pretoria, Department of Economics.
  14. Rangan Gupta & Roula Inglesi-Lotz, 2012. "Macro Shocks and Real US Stock Prices with Special Focus on the "Great Recession"," Working Papers 201208, University of Pretoria, Department of Economics.
  15. Goodness C. Aye & Rangan Gupta & Mampho P. Modise, 2012. "Structural Breaks and Predictive Regressions Models of South African Equity Premium," Working Papers 201209, University of Pretoria, Department of Economics.
  16. 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 201211, University of Pretoria, Department of Economics.
  17. Rangan Gupta & Monique Reid, 2012. "Macroeconomic Surprises and Stock Returns in South Africa," Working Papers 201212, University of Pretoria, Department of Economics.
  18. 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 201214, University of Pretoria, Department of Economics.
  19. 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 201216, University of Pretoria, Department of Economics.
  20. Goodness C. Aye & Samrat Goswami & Rangan Gupta, 2012. "Metropolitan House Prices In India: Do They Converge?," Working Papers 201220, University of Pretoria, Department of Economics.
  21. 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 201224, University of Pretoria, Department of Economics.
  22. 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 201227, University of Pretoria, Department of Economics.
  23. 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 201229, University of Pretoria, Department of Economics.
  24. Goodness C. Aye & Mehmet Balcilar & Rangan Gupta & Nicholas Kilimani & Amandine Nakumuryango & Siobhan Redford, 2012. "Predicting BRICS Stock Returns Using ARFIMA Models," Working Papers 201235, University of Pretoria, Department of Economics.
  25. Yochanan Altman & Yehuda Baruch, 2012. "Global self-initiated corporate expatriate careers: a new era in international assignments?," Post-Print hal-00809493, HAL.
  26. Christian Calmès & Denis Cormier & Francois Éric Racicot & Raymond Théoret, 2012. "Firms' Accruals and Tobin’s q," RePAd Working Paper Series UQO-DSA-wp032012, Département des sciences administratives, UQO.
  27. Seong-Min Yoon & Sang Hoon Kang, 2012. "Modelling and forecasting the volatility of petroleum futures prices," EcoMod2012 3944, EcoMod.
  28. Mehmet Pinar & Thanasis Stengos & Nikolas Topaloglou, 2012. "Measuring Human Development: A Stochastic Dominance Approach," Working Paper series 42_12, Rimini Centre for Economic Analysis.
  29. Hooi Hooi Lean & Russell Smyth, 2012. "Are fluctuations in production of renewable energy permanent or transitory?," Monash Economics Working Papers 05-12, Monash University, Department of Economics.
  30. Hooi Hooi Lean & Ma. Rebecca Valenzuela, 2012. "Inequality in Australia 1983-2004: A Stochastic Dominance Approach," Monash Economics Working Papers 06-12, Monash University, Department of Economics.
  31. Hooi Hooi Lean & Russell Smyth, 2012. "Will policies to promote renewable electricity generation be effective? Evidence from panel stationarity and unit root tests for 115 countries," Monash Economics Working Papers 15-12, Monash University, Department of Economics.
  32. Muhammad, Shahbaz & Lean, Hooi Hooi & Abdul, Farooq, 2012. "Natural Gas Consumption and Economic Growth in Pakistan," MPRA Paper 40959, University Library of Munich, Germany, revised 30 Aug 2012.
  33. Robert Becker & Stefano Bosi & Cuong Le Van & Thomas Seegmuller, 2012. "On Existence and Bubbles of Ramsey Equilibrium with Borrowing Constraints," AMSE Working Papers 1231, Aix-Marseille School of Economics, France, revised 11 Nov 2012.
  34. 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 05, Development and Policies Research Center (DEPOCEN), Vietnam.
  35. Quang Nguyen & Marie-Claire Villeval & Hui Xu, 2012. "Trust and Trustworthiness under the Prospect Theory: A field experiment in Vietnam," Working Papers 1226, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
  36. Afonso, António & Jalles, João Tovar, 2012. "Revisiting fiscal sustainability: panel cointegration and structural breaks in OECD countries," Working Paper Series 1465, European Central Bank.
  37. António Afonso & João Tovar Jalles, 2012. "The Fiscal-Growth Nexus," Working Papers Department of Economics 2012/01, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
  38. António Afonso & João Tovar Jalles, 2012. "Fiscal Volatility, Financial Crises and Growth," Working Papers Department of Economics 2012/06, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
  39. António Afonso & João Tovar Jalles, 2012. "Do fiscal rules matter for growth?," Working Papers Department of Economics 2012/07, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
  40. António Afonso & João Tovar Jalles, 2012. "The cyclicality of education, health, and social security government spending," Working Papers Department of Economics 2012/30, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
  41. Shawkat Hammoudeh & Michael McAleer, 2012. "Risk Management and Financial Derivatives: An Overview," Documentos de Trabajo del ICAE 2012-08, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  42. Alain Chateauneuf & José Heleno Faro, 2012. "On the confidence preferences model," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00685409, HAL.
  43. 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-00685413, HAL.
  44. 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 42431, London School of Economics and Political Science, LSE Library.
  45. Jacques Arlotto & Jean-Michel Sahut & Frédéric Teulon, 2012. "Comment les entrepreneurs perçoivent les structures d'accompagnement ?," Post-Print hal-00956932, HAL.
  46. 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-01763664, HAL.
  47. Matteo Bonato & Massimiliano Caporin & Angelo Ranaldo, 2012. "Risk spillovers in international equity portfolios," Working Papers 2012-03, Swiss National Bank.
  48. Bonato, Matteo & Caporin, Massimiliano & Ranaldo, Angelo, 2012. "Forecasting Realized (Co)Variances with a Bloc Structure Wishart Autoregressive Model," Working Papers on Finance 1211, University of St. Gallen, School of Finance.

2011

  1. Annabelle Mourougane & Mauro Pisu, 2011. "Promoting Infrastructure Development in Brazil," OECD Economics Department Working Papers 898, OECD Publishing.
  2. Annabelle Mourougane, 2011. "Refining Macroeconomic Policies to Sustain Growth in Brazil," OECD Economics Department Working Papers 899, OECD Publishing.
  3. Annabelle Mourougane, 2011. "Explaining the Appreciation of the Brazilian real," OECD Economics Department Working Papers 901, OECD Publishing.
  4. Anh Nguyen Ngoc & Nhat Nguyen Duc & Chuc Nguyen Dinh, 2011. "The Impact of the Economic Stimulus on Domestic, Private Enterprises," Working Papers 06, Development and Policies Research Center (DEPOCEN), Vietnam.
  5. 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 19, Development and Policies Research Center (DEPOCEN), Vietnam.
  6. Andrea Attar & Eloisa Campioni & Gwenael Piaser, 2011. "Competing Mechanisms, Exclusive Clauses and the Revelation Principle," CEIS Research Paper 201, Tor Vergata University, CEIS, revised 30 Jun 2011.
  7. Andrea Attar & Eloisa Campioni & Gwenael Piaser, 2011. "Information Revelation in Competing Mechanism Games," CEIS Research Paper 205, Tor Vergata University, CEIS, revised 04 Jul 2011.
  8. Andrea Attar & Eloisa Campioni & Gwenael Piaser & Uday Rajan, 2011. "Competing Mechanism Games of Moral Hazard: Communication and Robustness," CEIS Research Paper 196, Tor Vergata University, CEIS, revised 10 Jun 2011.
  9. 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 3340, CESifo.
  10. 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 59837, University Library of Munich, Germany.
  11. Kazi, Irfan Akbar & Guesmi, Khaled & Kaabia, Olfa, 2011. "Contagion effect of financial crisis on OECD stock markets," Economics Discussion Papers 2011-15, Kiel Institute for the World Economy (IfW Kiel).
  12. Rangan Gupta & Alain Kabundi & Stephen M. Miller & Josine Uwilingiye, 2011. "Using Large Data Sets to Forecast Sectoral Employment," Working Papers 1106, University of Nevada, Las Vegas , Department of Economics.
  13. Mehmet Balcilar & Abebe D. Beyene & Rangan Gupta & Monaheng Seleteng, 2011. ""Ripple" Effects in South African House Prices," Working Papers 201102, University of Pretoria, Department of Economics.
  14. Rangan Gupta & Mampho P. Modise, 2011. "Macroeconomic Variables and South African Stock Return Predictability," Working Papers 201107, University of Pretoria, Department of Economics.
  15. 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 201114, University of Pretoria, Department of Economics.
  16. Rangan Gupta & Faaiqa Hartley, 2011. "The Role of Asset Prices in Forecasting Inflation and Output in South Africa," Working Papers 201115, University of Pretoria, Department of Economics.
  17. Beatrice D. Simo-Kengne & Manoel Bittencourt & Rangan Gupta, 2011. "House Prices and Economic Growth in South Africa: Evidence from Provincial-Level Data," Working Papers 201116, University of Pretoria, Department of Economics.
  18. Goodness C. Aye & Rangan Gupta, 2011. "The Effects of Monetary Policy On Real Farm Prices in South Africa," Working Papers 201119, University of Pretoria, Department of Economics.
  19. 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 201122, University of Pretoria, Department of Economics.
  20. Roula Inglesi-Lotz & Rangan Gupta, 2011. "Relationship between House Prices and Inflation in South Africa: An ARDL Approach," Working Papers 201130, University of Pretoria, Department of Economics.
  21. 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 201132, University of Pretoria, Department of Economics.
  22. Esti van Wyk de Vries & Rangan Gupta & Renee van Eyden, 2011. "Intertemporal portfolio allocation and hedging demand: An application to South Africa," Working Papers 201133, University of Pretoria, Department of Economics.
  23. 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 201134, University of Pretoria, Department of Economics.
  24. 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 201135, University of Pretoria, Department of Economics.
  25. 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 201136, University of Pretoria, Department of Economics.
  26. Francois-Éric Racicot & Raymond Théoret, 2011. "Forecasting stochastic Volatility using the Kalman filter: An Application to Canadian Interest Rates and Price-Earnings Ratio," RePAd Working Paper Series UQO-DSA-wp032011, Département des sciences administratives, UQO.
  27. Francois-Éric Racicot, 2011. "Low-frequency components and the Weekend effect revisited: Evidence from Spectral Analysis," RePAd Working Paper Series UQO-DSA-wp052011, Département des sciences administratives, UQO.
  28. Francois-Éric Racicot & Raymond Théoret, 2011. "Risk Procyclicality and Dynamic Hedge Fund Strategies," RePAd Working Paper Series UQO-DSA-wp062011, Département des sciences administratives, UQO.
  29. Hooi Hooi Lean & Russell Smyth, 2011. "REITs, interest rates and stock prices in Malaysia," Monash Economics Working Papers 01-11, Monash University, Department of Economics.
  30. Muhammad, Shahbaz & Lean, Hooi Hooi, 2011. "Does Financial Development Increase Energy Consumption? Role of Industrialization and Urbanization in Tunisia," MPRA Paper 33194, University Library of Munich, Germany, revised 06 Sep 2011.
  31. Muhammad, Shahbaz & Lean, Hooi Hooi, 2011. "The Dynamics of Electricity Consumption and Economic Growth:A Revisit Study of Their Causality in Pakistan," MPRA Paper 33196, University Library of Munich, Germany, revised 06 Sep 2011.
  32. Muhammad, Shahbaz & Lean, Hooi Hooi & Muhammad, Shahbaz Shabbir, 2011. "Environmental Kuznets Curve and the role of energy consumption in Pakistan," MPRA Paper 34929, University Library of Munich, Germany, revised 22 Nov 2011.
  33. Cuong Le Van & Cagri Saglam & Selman Erol, 2011. "Existence, Optimality and Dynamics of Equilibria with Endogenous Time Preference," Working Papers 04, Development and Policies Research Center (DEPOCEN), Vietnam.
  34. Stefano Bosi & Cuong Le Van, 2011. "On the Existence of a Ramsey Equilibrium with Endogenous Labor Supply and Borrowing Constraints," Working Papers 24, Development and Policies Research Center (DEPOCEN), Vietnam.
  35. 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 11.12.346, LERNA, University of Toulouse.
  36. Aditya Goenka & Cuong Le Van & Manh-Hung Nguyen, 2011. "A study of the dynamic of influence through differential equations," Documents de travail du Centre d'Economie de la Sorbonne 11023, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  37. Afonso, António & Jalles, João Tovar, 2011. "Economic performance and government size," Working Paper Series 1399, European Central Bank.
  38. António Afonso & João Tovar Jalles, 2011. "Growth and Productivity: the role of Government Debt," Working Papers Department of Economics 2011/13, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
  39. António Afonso & João Tovar Jalles, 2011. "Assessing fiscal episodes," Working Papers Department of Economics 2011/15, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
  40. António Afonso & João Tovar Jalles, 2011. "Linking Investment and Fiscal Policies," Working Papers Department of Economics 2011/16, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
  41. António Afonso & João Tovar Jalles, 2011. "A Longer-run Perspective on Fiscal Sustainability," Working Papers Department of Economics 2011/17, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
  42. João Valle e Azevedo & João Tovar Jalles, 2011. "Rational vs. Professional Forecasts," Working Papers w201114, Banco de Portugal, Economics and Research Department.
  43. 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-01742062, HAL.
  44. 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 halshs-00563377, HAL.
  45. Joëlle Morana & Dominique Bonet Fernandez & Fouzia Brahimi, 2011. "La gestion des compétences en Algérie : Analyse du discours de professionnels et d'étudiants," Post-Print halshs-00733512, HAL.
  46. 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 32480, University Library of Munich, Germany.
  47. 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 40675, University Library of Munich, Germany.
  48. Shawkat Hammoudeh & Soodabeh Sarafrazi & Chia-Lin Chang & Michael McAleer, 2011. "The Dynamics of Energy-Grain Prices with Open Interest," Working Papers in Economics 11/24, University of Canterbury, Department of Economics and Finance.
  49. Shawkat Hammoudeh & Tengdong Liu & Chia-Lin Chang & Michael McAleer, 2011. "Risk Spillovers in Oil-Related CDS, Stock and Credit Markets," Working Papers in Economics 11/17, University of Canterbury, Department of Economics and Finance.
  50. Ramazan Sari & Shawkat Hammoudeh & Chia-Lin Chang & Michael McAleer, 2011. "Causality Between Market Liquidity and Depth for Energy and Grains," Working Papers in Economics 11/15, University of Canterbury, Department of Economics and Finance.
  51. Thai-Ha Le & Youngho Chang, 2011. "Oil And Gold: Correlation Or Causation?," Working Papers 22, Development and Policies Research Center (DEPOCEN), Vietnam.
  52. Thai-Ha Le & Youngho Chang, 2011. "The impact of oil price fluctuations on stock markets in developed and emerging economies," Working Papers 23, Development and Policies Research Center (DEPOCEN), Vietnam.
  53. Thai-Ha LE & Youngho CHANG, 2011. "Oil and Gold Prices: Correlation or Causation?," Economic Growth Centre Working Paper Series 1102, Nanyang Technological University, School of Social Sciences, Economic Growth Centre.
  54. Thai-Ha LE & Youngho CHANG, 2011. "Dynamics Between Strategic Commodities and Financial Variables," Economic Growth Centre Working Paper Series 1104, Nanyang Technological University, School of Social Sciences, Economic Growth Centre.
  55. 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 33030, University Library of Munich, Germany.
  56. Lesage, Cédric & Ben Ali, Chiraz, 2011. "ownership concentration and audit fees: do auditors matter most when investors are protected least ?," HEC Research Papers Series 951, HEC Paris.
  57. Alain Chateauneuf & Thibault Gajdos & Jean-Yves Jaffray, 2011. "Regular updating," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00455779, HAL.
  58. Alain Chateauneuf & Caroline Ventura, 2011. "Partial probabilistic information," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00685404, HAL.
  59. Marcello Basili & Alain Chateauneuf, 2011. "Extreme events and entropy: A multiple quantile utility model," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00685405, HAL.
  60. Luciano de Castro & Alain Chateauneuf, 2011. "Ambiguity aversion and trade," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00685408, HAL.
  61. 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) halshs-00664715, HAL.
  62. Alain Chateauneuf & Luciano De Castro, 2011. "Ambiguity Aversion and Absence of Trade," Discussion Papers 1535, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  63. Jacques Arlotto & Jean-Michel Sahut & Frédéric Teulon, 2011. "What is the Performance of Incubators? The Point of View of Coached Entrepreneurs," Post-Print hal-00771825, HAL.
  64. Amel Ben Rhouma & Marie-José Scotto, 2011. "Implications du principe de matérialité sur le contenu du reporting Développement Durable," Post-Print hal-00646525, HAL.
  65. Sofia Johan & Dorra Najar, 2011. "The Role of Law, Corruption and Culture in Investment Fund Manager Fees," Post-Print halshs-00639925, HAL.
  66. Kamel Laaradh & Nesrine Samet, 2011. "Existe-t-il un univers de benchmarks pour les Hedge Funds?," Working Papers CREGO 1110701, Université de Bourgogne - CREGO EA7317 Centre de recherches en gestion des organisations.

2010

  1. 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 2010/073, International Monetary Fund.
  2. David Haugh & Annabelle Mourougane & Olivier Chatal, 2010. "The Automobile Industry in and Beyond the Crisis," OECD Economics Department Working Papers 745, OECD Publishing.
  3. Davide Furceri & Annabelle Mourougane, 2010. "The Effects of Fiscal Policy on Output: A DSGE Analysis," OECD Economics Department Working Papers 770, OECD Publishing.
  4. Annabelle Mourougane, 2010. "Phasing Out Energy Subsidies in Indonesia," OECD Economics Department Working Papers 808, OECD Publishing.
  5. 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 08, Development and Policies Research Center (DEPOCEN), Vietnam.
  6. Nguyen, Anh & Nguyen, Nhat, 2010. "Vietnam Industrial Policy and Large Economic Groups: A discussion," MPRA Paper 63461, University Library of Munich, Germany.
  7. Guglielmo Caporale & Christophe Rault & Robert Sova & Anamaria Sova, 2010. "Environmental Regulation and Competitiveness: Evidence from Romania," William Davidson Institute Working Papers Series wp995, William Davidson Institute at the University of Michigan.
  8. Caporale, Guglielmo Maria & Rault, Christophe & Sova, Robert & Sova, Anamaria, 2010. "Pollution Abatement and Control Expenditure in Romania: A Multilevel Analysis," IZA Discussion Papers 5041, Institute of Labor Economics (IZA).
  9. 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 3255, CESifo.
  10. Nguyen Viet, Cuong & Vu Hoang, Linh & Nguyen, Thang, 2010. "Urban Poverty in Vietnam: Determinants and Policy Implications," MPRA Paper 40767, University Library of Munich, Germany.
  11. 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 15-01, Eastern Mediterranean University, Department of Economics.
  12. 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 1001, University of Nevada, Las Vegas , Department of Economics.
  13. Rangan Gupta & Cobus Vermeulen, 2010. "Private and Public Health Expenditures in an Endogenous Growth Model with Inflation Targeting," Working Papers 201001, University of Pretoria, Department of Economics.
  14. 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 201002, University of Pretoria, Department of Economics.
  15. 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 201008, University of Pretoria, Department of Economics.
  16. Rangan Gupta & Marius Jurgilas & Stephen M. Miller & Dylan van Wyk, 2010. "Financial Market Liberalization, Monetary Policy, and Housing Price Dynamics," Working Papers 201009, University of Pretoria, Department of Economics.
  17. Rangan Gupta & Mampho P. Modise, 2010. "Valuation Ratios and Stock Price Predictability in South Africa: Is it there?," Working Papers 201016, University of Pretoria, Department of Economics.
  18. Sonali Das & Rangan Gupta & Patrick T Kanda, 2010. "Bubbles in South African House Prices and their Impact on Consumption," Working Papers 201017, University of Pretoria, Department of Economics.
  19. 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 201019, University of Pretoria, Department of Economics.
  20. Rangan Gupta, 2010. "Production Lags and Growth Dynamics in an Overlapping Generations Endogenous Growth Model," Working Papers 201024, University of Pretoria, Department of Economics.
  21. 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 201027, University of Pretoria, Department of Economics.
  22. 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 201028, University of Pretoria, Department of Economics.
  23. Kafayat Amusa & Rangan Gupta & Shaakira Karolia & Beatrice D. Simo Kengne, 2010. "The Long-Run Impact of Inflation in South Africa," Working Papers 201029, University of Pretoria, Department of Economics.
  24. 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 201030, University of Pretoria, Department of Economics.
  25. Yehuda Baruch & Michael Dickmann & Yochanan Altman & Frank Bournois, 2010. "Exploring international work: Types and dimensions of global careers," Post-Print hal-00739956, HAL.
  26. Christian Calmès & Denis Cormier & Francois Racicot & Raymond Théoret, 2010. "Accruals, Investment and Errors-in-Variables," RePAd Working Paper Series UQO-DSA-wp012010, Département des sciences administratives, UQO.
  27. Christian Calmès & Denis Cormier & Francois Racicot & Raymond Théoret, 2010. "Accruals, Cash-Flows and Tobin’s q : An Investment Perspective on Firm Accruals," RePAd Working Paper Series UQO-DSA-wp012011, Département des sciences administratives, UQO.
  28. Hooi Hooi Lean & Michael McAleer & Wing-Keung Wong, 2010. "Market Efficiency of Oil Spot and Futures: A Mean-Variance and Stochastic Dominance Approach," Working Papers in Economics 10/18, University of Canterbury, Department of Economics and Finance.
  29. Hooi Hooi Lean & Michael McAleer & Wing-Keung Wong, 2010. "Investor Preferences for Oil Spot and Futures Based on Mean-Variance and Stochastic Dominance," Working Papers in Economics 10/22, University of Canterbury, Department of Economics and Finance.
  30. Hooi Hooi Lean & Michael McAleer & Wing-Keung Wong, 2010. "Market Efficiency of Oil Spot and Futures: A Stochastic Dominance Approach," CARF F-Series CARF-F-201, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
  31. Hooi Hooi Lean & Russell Smyth, 2010. "Multivariate Granger causality between electricity generation, exports, prices and GDP in Malaysia," Monash Economics Working Papers archive-43, Monash University, Department of Economics.
  32. Erol Dogan & Cuong Le Van & Cagri Saglam, 2010. "Optimal timing of regime switching in optimal growth models: A Sobolev space approach," Working Papers 16, Development and Policies Research Center (DEPOCEN), Vietnam.
  33. Patrice Fontaine & Cuong Le Van, 2010. "Equilibrium on International Financial Assets and Goods Marke," Working Papers 17, Development and Policies Research Center (DEPOCEN), Vietnam.
  34. 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) halshs-00470647, HAL.
  35. 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) halshs-00470670, HAL.
  36. Patrice Fontaine & Cuong Le Van, 2010. "Equilibrium on International Assets and Goods Markets," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00523364, HAL.
  37. 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 10.22.328, LERNA, University of Toulouse.
  38. Patrice Fontaine & Cuong Le Van, 2010. "Equilibrium on international assets and goods," Documents de travail du Centre d'Economie de la Sorbonne 10066, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  39. Quang Nguyen & Colin Camerer & Tomomi Tanaka, 2010. "Risk and Time Preferences Linking Experimental and Household Data from Vietnam," Post-Print halshs-00547090, HAL.
  40. 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-01742083, HAL.
  41. Butt, Babar Zaheer & Hunjra, Ahmed Imran & Rehman, Kashif-Ur-, 2010. "Financial management practices and their impact on organizational performance," MPRA Paper 32685, University Library of Munich, Germany.
  42. 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 40662, University Library of Munich, Germany.
  43. Shawkat Hammoudeh & Farooq Malik & Michael McAleer, 2010. "Risk Management of Precious Metals," Working Papers in Economics 10/37, University of Canterbury, Department of Economics and Finance.
  44. Chia-Lin Chang & Li-Hsueh Chen & Shawkat Hammoudeh & Michael McAleer, 2010. "Asymmetric Adjustments in the Ethanol and Grains Markets," Working Papers in Economics 10/78, University of Canterbury, Department of Economics and Finance.
  45. Shawkat M. Hammoudeh & Yuan Yuan & Michael McAleer, 2010. "Exchange Rate and Industrial Commodity Volatility Transmissions, Asymmetries and Hedging Strategies," CARF F-Series CARF-F-218, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
  46. 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-00634653, HAL.
  47. Nathalie Janson & Jean-Michel Sahut, 2010. "Stabilité du secteur bancaire, des tests réellement utiles?," Post-Print hal-00839490, HAL.
  48. Sandra Camus & Lubica Hikkerova & Jean-Michel Sahut, 2010. "Tourisme durable: une approche systémique," Post-Print hal-00565503, HAL.
  49. Hervé Tiffon, 2010. "L'homme et l'organisation, l'articulation singulier - pluriel dans les organisations," Post-Print hal-03539413, HAL.

2009

  1. Davide Furceri & Annabelle Mourougane, 2009. "Financial Crises: Past Lessons and Policy Implications," OECD Economics Department Working Papers 668, OECD Publishing.
  2. Davide Furceri & Annabelle Mourougane, 2009. "Taking Stock of Existing Structural Policy and Outcome Indicators," OECD Economics Department Working Papers 676, OECD Publishing.
  3. Davide Furceri & Annabelle Mourougane, 2009. "The Effect of Financial Crises on Potential Output: New Empirical Evidence from OECD Countries," OECD Economics Department Working Papers 699, OECD Publishing.
  4. Davide Furceri & Annabelle Mourougane, 2009. "How do Institutions Affect Structural Unemployment in Times of Crises?," OECD Economics Department Working Papers 730, OECD Publishing.
  5. Bui Trinh & Anh Ngoc Nguyen, 2009. "Updating a Vietnam SAM 2005: A hybrid approach," Working Papers 16, Development and Policies Research Center (DEPOCEN), Vietnam.
  6. Anh Ngoc Nguyen & Nicola Jones & Nhat Duc Nguyen & Chuc Dinh Nguyen, 2009. "Capitalising on Innovation for Exports by the SME Sector," Working Papers 15, Development and Policies Research Center (DEPOCEN), Vietnam.
  7. 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 875, DIW Berlin, German Institute for Economic Research.
  8. 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 940, DIW Berlin, German Institute for Economic Research.
  9. Sova, Robert & Stancu, Ion & Sova, Anamaria & Fratila, Lauretiu & Sava, Valentin, 2009. "Framework for understanding environmental policy in Romania," MPRA Paper 20630, University Library of Munich, Germany.
  10. 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 49204, Agricultural and Applied Economics Association.
  11. Linh Vu Hoang, 2009. "Analysis of Calorie and Micronutrient Consumption in Vietnam," Working Papers 14, Development and Policies Research Center (DEPOCEN), Vietnam.
  12. Linh Vu Hoang, 2009. "Estimation of Food Demand from Household Survey Data in Vietnam," Working Papers 12, Development and Policies Research Center (DEPOCEN), Vietnam.
  13. Linh Vu Hoang & Paul Glewwe, 2009. "Impacts of Rising Food Prices on Poverty and Welfare in Vietnam," Working Papers 13, Development and Policies Research Center (DEPOCEN), Vietnam.
  14. Alain KABUNDI & Rangan GUPTA, 2009. "The Effect of Monetary Policy on House Price Inflation: A Factor Augmented Vector Autoregression (FAVAR) Approach," EcoMod2009 21500048, EcoMod.
  15. Rangan Gupta & Stephen M. Miller, 2009. ""Ripple Effects” and Forecasting Home Prices in Los Angeles, Las Vegas, and Phoenix," Working Papers 0902, University of Nevada, Las Vegas , Department of Economics.
  16. Rangan Gupta & Stephen M. Miller, 2009. "The Time-Series Properties of House Prices: A Case Study of the Southern California Market," Working Papers 0912, University of Nevada, Las Vegas , Department of Economics, revised Dec 2009.
  17. 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 0916, University of Nevada, Las Vegas , Department of Economics.
  18. 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 0919, University of Nevada, Las Vegas , Department of Economics.
  19. 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 200902, University of Pretoria, Department of Economics.
  20. Ruthira Naraidoo & Rangan Gupta, 2009. "Modelling monetary policy in South Africa: Focus on inflation targeting era using a simple learning rule," Working Papers 200904, University of Pretoria, Department of Economics.
  21. 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 200905, University of Pretoria, Department of Economics.
  22. Rangan Gupta & Josine Uwilingiye, 2009. "Comparing South African Inflation Volatility Across Monetary Policy Regimes: An Application Of Saphe Cracking," Working Papers 200906, University of Pretoria, Department of Economics.
  23. Rangan Gupta & Alain Kabundi, 2009. "Forecasting Real Us House Price: Principal Components Versus Bayesian Regressions," Working Papers 200907, University of Pretoria, Department of Economics.
  24. Rangan Gupta & Stephen M. Miller, 2009. "The Time-Series Properties of Housing Prices: A Case Study of the Southern California Market," Working Papers 200908, University of Pretoria, Department of Economics.
  25. Rangan Gupta & Emmanuel Ziramba, 2009. "Is the Permanent Income Hypothesis Really Well-Suited for Forecasting?," Working Papers 200909, University of Pretoria, Department of Economics.
  26. Rangan Gupta & Alain Kabundi & Emmanuel Ziramba, 2009. "The Effect Of Defense Spending On Us Output: A Factor Augmented Vector Autoregression (Favar) Approach," Working Papers 200911, University of Pretoria, Department of Economics.
  27. Rangan Gupta & Josine Uwilingiye, 2009. "Some Benefits of Reducing Inflation in South Africa," Working Papers 200915, University of Pretoria, Department of Economics.
  28. 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 200922, University of Pretoria, Department of Economics.
  29. Rangan Gupta & Alain Kabundi & Mampho P. Modise, 2009. "Has the SARB Become More Effective Post Inflation Targeting?," Working Papers 200925, University of Pretoria, Department of Economics.
  30. 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 200926, University of Pretoria, Department of Economics.
  31. Chor Foon Tang & Hooi Hooi Lean, 2009. "The Effects Of Disaggregated Savings On Economic Growth In Malaysia - Generalised Variance Decomposition Analysis," Development Research Unit Working Paper Series 04-09, Monash University, Department of Economics.
  32. Hooi Hooi Lean & Russell Smyth, 2009. "Co2 Emissions, Electricity Consumption And Output In Asean," Development Research Unit Working Paper Series 13-09, Monash University, Department of Economics.
  33. Cuong Le Van & Tu-Anh Nguyen, 2009. "Total Factor Productivity, Saving Rate and Learning-by-Doing in Growth Process," Working Papers 08, Development and Policies Research Center (DEPOCEN), Vietnam.
  34. 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) halshs-00281582, HAL.
  35. Colin Camerer & Quang Nguyen & Tomomi Tanaka, 2009. "Measuring norms of redistributive transfers: Trust experiments and survey data from Vietnam," Post-Print halshs-00588759, HAL.
  36. Quang Nguyen, 2009. "Present biased and Rosca participation : Evidence from field experiment and household survey data in Vietnam," Post-Print halshs-00588762, HAL.
  37. Nguyen, Quang, 2009. "choice of remuneration regime in fisheries: the case of Hawaii’s longline fisheries," MPRA Paper 13792, University Library of Munich, Germany.
  38. Nguyen, Quang & Leung, PinngSun, 2009. "Revenue Targeting in Fisheries: The Case of Hawaii Longline Fishery," MPRA Paper 13846, University Library of Munich, Germany.
  39. Nguyen, Quang, 2009. "Do fishermen have different preferences?: Insights from an experimental study and household data," MPRA Paper 16012, University Library of Munich, Germany.
  40. Joao Tovar Jalles, 2009. "Structural time series models and the Kalman filter: a concise review," Nova SBE Working Paper Series wp541, Universidade Nova de Lisboa, Nova School of Business and Economics.
  41. Shawkat Hammoudeh & Yuan Yuan & Michael McAleer & Mark A. Thompson, 2009. "Precious Metals-Exchange Rate Volatility Transmissions and Hedging Strategies," CARF F-Series CARF-F-187, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
  42. Shawkat M. Hammoudeh & Yuan Yuan & Michael McAleer, 2009. "Exchange Rate and Industrial Commodity Volatility Transmissions and Hedging Strategies," CIRJE F-Series CIRJE-F-668, CIRJE, Faculty of Economics, University of Tokyo.
  43. Shawkat M. Hammoudeh & Yuan Yuan & Michael McAleer, 2009. "Modeling Exchange Rate and Industrial Commodity Volatility Transmissions," "Marco Fanno" Working Papers 0096, Dipartimento di Scienze Economiche "Marco Fanno".
  44. Ben Ali Chiraz, 2009. "Disclosure and minority expropriation: A study of French listed firms," Post-Print halshs-00460161, HAL.
  45. Alain Chateauneuf & José Heleno Faro, 2009. "Ambiguity through confidence functions," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00634651, HAL.
  46. 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-00634847, HAL.
  47. 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-00671289, HAL.
  48. Alain Chateauneuf & Michèle Cohen & Jean-Yves Jaffray, 2009. "Decision under Uncertainty: The Classical Models," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00671295, HAL.
  49. 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-00671302, HAL.
  50. Alain Chateauneuf & Caroline Ventura, 2009. "G-continuity, impatience and G-cores of exact games," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00442855, HAL.
  51. Alain Chateauneuf & Caroline Ventura, 2009. "About partial probabilistic information," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00442859, HAL.

2008

  1. Annabelle Mourougane, 2008. "Achieving Sustainability of the Energy Sector in Canada," OECD Economics Department Working Papers 618, OECD Publishing.
  2. Annabelle Mourougane & Lukas Vogel, 2008. "Speed of Adjustment to Selected Labour Market and Tax Reforms," OECD Economics Department Working Papers 647, OECD Publishing.
  3. Annabelle Mourougane & Lukas Vogel, 2008. "Short-Term Distributional Effects of Structural Reforms: Selected Simulations in a DGSE Framework," OECD Economics Department Working Papers 648, OECD Publishing.
  4. Tristan Boyer & Elena Chane-Alune, 2008. "IFRS and the Need for Non-Financial Information," LSF Research Working Paper Series 08-06, Luxembourg School of Finance, University of Luxembourg.
  5. 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 7273, University Library of Munich, Germany.
  6. 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 17, Development and Policies Research Center (DEPOCEN), Vietnam.
  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 2419, CESifo.
  8. Christophe Rault & Robert Sova & Ana Maria Sova, 2008. "Modeling International Trade Flows between CEEC and OECD Countries," CESifo Working Paper Series 2282, CESifo.
  9. Caporale, Guglielmo Maria & Rault, Christophe & Sova, Anamaria & Sova, Robert, 2008. "Determinants of Pollution Abatement and Control Expenditure: Evidence from Romania," IZA Discussion Papers 3787, Institute of Labor Economics (IZA).
  10. 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 wp912, William Davidson Institute at the University of Michigan.
  11. Rangan Gupta & Kibii Komen, 2008. "Time Aggregation and the Contradictions with Causal Relationships: Can Economic Theory Come to the Rescue?," Working Papers 200802, University of Pretoria, Department of Economics.
  12. Kasai Ndahiriwe & Rangan Gupta, 2008. "Financial Liberalisation and the Effectiveness of Monetary Policy on House Prices in South Africa," Working Papers 200803, University of Pretoria, Department of Economics.
  13. Rangan Gupta & Josine Uwilingiye, 2008. "Measuring the Welfare Cost of Inflation in South Africa," Working Papers 200804, University of Pretoria, Department of Economics.
  14. Guangling (Dave) Liu & Rangan Gupta & Eric Schaling, 2008. "A New-Keynesian DSGE Model for Forecasting the South African Economy," Working Papers 200805, University of Pretoria, Department of Economics.
  15. Rangan Gupta, 2008. "Currency Substitution and Financial Repression," Working Papers 200806, University of Pretoria, Department of Economics.
  16. Rangan Gupta & Emmanuel Ziramba, 2008. "Tax Evasion and Financial Repression: A Reconsideration Using Endogenous Growth Models," Working Papers 200808, University of Pretoria, Department of Economics.
  17. Rangan Gupta & Josine Uwilingiye, 2008. "Measuring the Welfare Cost of Inflation in South Africa: A Reconsideration," Working Papers 200809, University of Pretoria, Department of Economics.
  18. Thabo Mokoena & Rangan Gupta & Renee Van Eyden, 2008. "Market Microstructure Approach to the Exchange Rate Determination Puzzle," Working Papers 200810, University of Pretoria, Department of Economics.
  19. Thabo Mokoena & Rangan Gupta & Renee Van Eyden, 2008. "Testing for Fractional Integration in SADC Real Exchange Rates," Working Papers 200811, University of Pretoria, Department of Economics.
  20. Rangan Gupta & Sonali Das, 2008. "Spatial Bayesian Methods of Forecasting House Prices in Six Metropolitan Areas of South Africa," Working Papers 200813, University of Pretoria, Department of Economics.
  21. Sonali Das & Rangan Gupta & Alain Kabundi, 2008. "Is a DFM Well-Suited in Forecasting Regional House Price Inflation?," Working Papers 200814, University of Pretoria, Department of Economics.
  22. Rangan Gupta & Alain Kabundi, 2008. "A Dynamic Factor Model for Forecasting Macroeconomic Variables in South Africa," Working Papers 200815, University of Pretoria, Department of Economics.
  23. Rangan Gupta & Alain Kabundi, 2008. "Forecasting Macroeconomic Variables Using Large Datasets: Dynamic Factor Model versus Large-Scale BVARs," Working Papers 200816, University of Pretoria, Department of Economics.
  24. Rangan Gupta & Emmanuel Ziramba, 2008. "Openness, Bureaucratic Corruption and Public Policy in an Endogenous Growth Model," Working Papers 200817, University of Pretoria, Department of Economics.
  25. Rangan Gupta & Emmanuel Ziramba, 2008. "Costly Tax Enforcement and Financial Repression," Working Papers 200818, University of Pretoria, Department of Economics.
  26. Rangan Gupta & Emmanuel Ziramba, 2008. "Misalignment in the Growth-Maximizing Policies under Alternative Assumptions of Tax Evasion," Working Papers 200819, University of Pretoria, Department of Economics.
  27. Rangan Gupta & Emmanuel Ziramba, 2008. "Costly Tax Enforcement and Financial Repression: A Reconsideration Using an Endogenous Growth Model," Working Papers 200820, University of Pretoria, Department of Economics.
  28. Rangan Gupta & Sonali Das, 2008. "Predicting Downturns in the US Housing Market: A Bayesian Approach," Working Papers 200821, University of Pretoria, Department of Economics.
  29. Thabo Mokoena & Rangan Gupta & Renee van Eyden, 2008. "Testing for PPP Using SADC Real Exchange Rates," Working Papers 200822, University of Pretoria, Department of Economics.
  30. Thabo Mokoena & Rangan Gupta & Renee van Eyden, 2008. "Half-Life Deviations from PPP in the SADC," Working Papers 200823, University of Pretoria, Department of Economics.
  31. Rangan Gupta & Josine Uwilingiye, 2008. "Time Aggregation, Long-Run Money Demand and the Welfare Cost of Inflation," Working Papers 200825, University of Pretoria, Department of Economics.
  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 200826, University of Pretoria, Department of Economics.
  33. Thabo Mokoena & Rangan Gupta & Renee van Eyden, 2008. "Exchange Rate Puzzles: A Review of the Recent Theoretical and Empirical Developments," Working Papers 200827, University of Pretoria, Department of Economics.
  34. Rangan Gupta & Emmanuel Ziramba, 2008. "Optimal Public Policy with Endogenous Mortality," Working Papers 200829, University of Pretoria, Department of Economics.
  35. Rangan Gupta & Alain Kabundi, 2008. "Forecasting Macroeconomic Variables in a Small Open Economy: A Comparison between Small- and Large-Scale Models," Working Papers 200830, University of Pretoria, Department of Economics.
  36. Sonali Das & Rangan Gupta & Alain Kabundi, 2008. "Could We Have Predicted The Recent Downturn In The South African Housing Market?," Working Papers 200831, University of Pretoria, Department of Economics.
  37. Rangan Gupta & Josine Uwilingiye, 2008. "Should the SARB Have Stayed Time Inconsistent?," Working Papers 200833, University of Pretoria, Department of Economics.
  38. Francois-Éric Racicot & Raymond Théoret, 2008. "Optimal Instrumental Variables Generators Based on Improved Hausman Regression, with an Application to Hedge Funds Returns," RePAd Working Paper Series UQO-DSA-wp012008, Département des sciences administratives, UQO.
  39. N. M. Hung & Cuong Le Van & P. Michel, 2008. "Non-convex Aggregate Technology and Optimal Economic Growth," Working Papers 05, Development and Policies Research Center (DEPOCEN), Vietnam.
  40. Nizar Allouch & Cuong Le Van, 2008. "Walras and dividends equilibrium with possibly satiated consumers," Working Papers 08, Development and Policies Research Center (DEPOCEN), Vietnam.
  41. Olivier Bruno & Cuong Le Van & Benoît Masquin, 2008. "When Does a Developing Country Use New Technologies?," Working Papers 12, Development and Policies Research Center (DEPOCEN), Vietnam.
  42. Alain Ayong Le Kama & Cuong Le Van & Katheline Schubert, 2008. "A Non-dictatorial Criterion for Optimal Growth Models," Working Papers 14, Development and Policies Research Center (DEPOCEN), Vietnam.
  43. 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 20, Development and Policies Research Center (DEPOCEN), Vietnam.
  44. Cuong Le Van & Tu-Anh Nguyen, 2008. "New Technology, Human Capital, Total Factor Productivity and Growth Process for Developing," Working Papers 26, Development and Policies Research Center (DEPOCEN), Vietnam.
  45. 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 2008-07, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  46. 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 0803, University of Exeter, Department of Economics.
  47. 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) halshs-00177269, HAL.
  48. Catherine Bruneau & Nadia Sghaier, 2008. "Les cycles de souscription de l’assurance non vie en France," EconomiX Working Papers 2008-6, University of Paris Nanterre, EconomiX.
  49. 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 wp533, Universidade Nova de Lisboa, Nova School of Business and Economics.
  50. 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 426, Economic Research Forum, revised 06 Jan 2008.
  51. 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 38, Verein für Socialpolitik, Research Committee Development Economics.
  52. 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 EI 2008-29, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  53. Chiraz Ben Ali, 2008. "Disclosure quality and corporate governance: Evidence from the French Stock Market," Post-Print halshs-00522350, HAL.
  54. 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-00271357, HAL.
  55. Zaier Aouani & Alain Chateauneuf, 2008. "Exact Capacities and Star-Shaped Distorted Probabilities," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00271367, HAL.
  56. 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-00273211, HAL.
  57. 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-00649208, HAL.
  58. 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) halshs-00327700, HAL.
  59. 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 halshs-00525967, HAL.
  60. Isabelle Aimé-Garnier & Chantal Lai, 2008. "Le changement de nom de marque : clarification du concept et proposition d'une typologie," Post-Print hal-00568843, HAL.
  61. Isabelle Aimé-Garnier & Chantal Lai, 2008. "Le changement de nom de marque : définition, clarification et proposition d’une typologie," Post-Print halshs-02914414, HAL.
  62. Widad Guechtouli, 2008. "How Do Communication Structures Shape The Process Of Knowledge Transfer? - An Agent-Based Model," Working Papers halshs-00349033, HAL.
  63. 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 AIUB-BUS-ECON-2008-17, American International University-Bangladesh (AIUB), Office of Research and Publications (ORP), revised May 2008.
  64. 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 AIUB-BUS-ECON-2008-25, American International University-Bangladesh (AIUB), Office of Research and Publications (ORP), revised Jun 2008.
  65. 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 08/538, Ghent University, Faculty of Economics and Business Administration.
  66. 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 2009-01, Vlerick Leuven Gent Management School.
  67. N. Ngoc Thang & D. Buyens, 2008. "Training, organizational strategy, and firm performance," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 08/541, Ghent University, Faculty of Economics and Business Administration.
  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 28, Institut für Wirtschaftsinformatik, Universität Hannover.

2007

  1. Annabelle Mourougane, 2007. "Toward a More Efficient Taxation System in New Zealand," OECD Economics Department Working Papers 557, OECD Publishing.
  2. Tristan Boyer, 2007. "Do shareholders really own the firm?," LSF Research Working Paper Series 07-05, Luxembourg School of Finance, University of Luxembourg.
  3. Tristan Boyer & Elena CHANE-ALUNE, 2007. "Les IFRS et les besoins en informations non financières," LSF Research Working Paper Series 07-06, Luxembourg School of Finance, University of Luxembourg.
  4. Nguyen, Ngoc Anh & Pham, Quang Ngoc & Nguyen, Dinh Chuc & Nguyen, Duc Nhat, 2007. "Innovation and Export of Vietnam’s SME Sector," MPRA Paper 3256, University Library of Munich, Germany.
  5. Nguyen, Ngoc Anh & Nguyen, Thang, 2007. "Foreign direct investment in Vietnam: An overview and analysis the determinants of spatial distribution across provinces," MPRA Paper 1921, University Library of Munich, Germany.
  6. Jones, Nicola & Nguyen, Ngoc Anh & Nguyen, Thu Hang, 2007. "Trade liberalisation and intra-household poverty in Vietnam: a q2 social impact analysis," MPRA Paper 4206, University Library of Munich, Germany.
  7. Haile, Getinet & Nguyen, Ngoc Anh, 2007. "Determinants of Academic Attainment in the US: a Quantile regression analysis of test scores," MPRA Paper 4626, University Library of Munich, Germany.
  8. Piaser, Gwenaël, 2007. "Direct Mechanisms, Menus and Latent Contracts," MPRA Paper 7049, University Library of Munich, Germany.
  9. 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 2769, Institute of Labor Economics (IZA).
  10. Sova, Robert & Sova, Anamaria, 2007. "A fast, easy, and efficient estimator for the trade flux between heterogeneous economies," MPRA Paper 3457, University Library of Munich, Germany.
  11. Rault, Christophe & Sova, Robert & Sova, Anamaria, 2007. "Modeling International Trade Flows Between Eastern European Countries and OECD Countries," IZA Discussion Papers 2851, Institute of Labor Economics (IZA).
  12. 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 wp868, William Davidson Institute at the University of Michigan.
  13. 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 9827, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  14. Rangan Gupta, 2007. "Forecasting the South African Economy with Gibbs Sampled BVECMs," Working Papers 200701, University of Pretoria, Department of Economics.
  15. Samuel Zita & Rangan Gupta, 2007. "Modelling and Forecasting the Metical-Rand Exchange Rate," Working Papers 200702, University of Pretoria, Department of Economics.
  16. Rangan Gupta, 2007. "Bayesian Methods of Forecasting Inventory Investment in South Africa," Working Papers 200704, University of Pretoria, Department of Economics.
  17. 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 200705, University of Pretoria, Department of Economics.
  18. 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 200706, University of Pretoria, Department of Economics.
  19. Josine Uwilingiye & Rangan Gupta, 2007. "Temporal Causality between Budget Deficit and Interest Rate: The Case of South Africa," Working Papers 200708, University of Pretoria, Department of Economics.
  20. Kasai Ndahiriwe & Rangan Gupta, 2007. "Temporal Causality between Taxes and Public Expenditures: The Case of South Africa," Working Papers 200709, University of Pretoria, Department of Economics.
  21. 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 200719, University of Pretoria, Department of Economics.
  22. Guangling (Dave) Liu & Rangan Gupta & Eric Schaling, 2007. "Forecasting the South African Economy: A DSGE-VAR Approach," Working Papers 200724, University of Pretoria, Department of Economics.
  23. Francois-Éric Racicot & Raymond Théoret, 2007. "Programmes de volatilité stochastique et de volatilité implicite : applications Visual Basic (Excel) et Matlab," RePAd Working Paper Series UQO-DSA-wp012007, Département des sciences administratives, UQO.
  24. Francois-Éric Racicot, 2007. "Techniques alternatives d’estimation et tests en présence d’erreurs de mesure sur les variables explicatives," RePAd Working Paper Series UQO-DSA-wp022007, Département des sciences administratives, UQO.
  25. Rebecca Valenzuela & Hooi Hooi Lean, 2007. "Stochastic Dominance Analysis Of Australian Income Distributions," Monash Economics Working Papers 21-07, Monash University, Department of Economics.
  26. Ch'ng, Kean Siang & Lean, Hooi Hooi, 2007. "Deterministic Adoption in Movie Industry," MPRA Paper 7831, University Library of Munich, Germany.
  27. Cuong Le Van & Tu-Anh Nguyen & Manh-Hung Nguyen & Thai Bao Luong, 2007. "New Technology, Human Capital and Growth for Developing Countries," Working Papers 01, Development and Policies Research Center (DEPOCEN), Vietnam, revised Jan 2009.
  28. Cuong Le Van & Katheline Schubert & Tu Anh Nguyen, 2007. "With Exhaustible Resources, Can A Developing Country Escape From The Poverty Trap?," Working Papers 15, Development and Policies Research Center (DEPOCEN), Vietnam.
  29. Cuong Le Van & John Stachurski, 2007. "Parametric continuity of stationary distributions," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00101157, HAL.
  30. 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) halshs-00101237, HAL.
  31. 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) halshs-00102698, HAL.
  32. 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) halshs-00188761, HAL.
  33. Jo o Tovar Jalles, 2007. "Empirical applications of neoclassical growth models the "FIT" of the Solow augmented growth model," Nova SBE Working Paper Series wp520, Universidade Nova de Lisboa, Nova School of Business and Economics.
  34. Jo o Tovar Jalles, 2007. "EU competition policy: some real case applications," Nova SBE Working Paper Series wp521, Universidade Nova de Lisboa, Nova School of Business and Economics.
  35. Jo o Tovar Jalles, 2007. "Endogenous growth models: Jones vs Romer the path to a fully-fledged dynamic analysis," Nova SBE Working Paper Series wp522, Universidade Nova de Lisboa, Nova School of Business and Economics.
  36. 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 9408, European Association of Agricultural Economists.
  37. Chiraz Ben Ali, 2007. "Qualite De Publication Financiere Et Gouvernance : Cas Du Sbf 120," Post-Print halshs-00543099, HAL.
  38. Jean-Michel Sahut & Kamel Touhami, 2007. "Le contenu informatif additionnel des accruals discrétionnaires : Cas des firmes Françaises et Tunisiennes," Post-Print halshs-00522286, HAL.
  39. Jean-Michel Sahut & Mohamed Naceur Souissi, 2007. "L'impact des normes IFRS sur la performance et le risque des compagnies d'assurance," Post-Print halshs-00544958, HAL.
  40. 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 halshs-00544930, HAL.

2006

  1. Annabelle Mourougane, 2006. "Forecasting Monthly GDP for Canada," OECD Economics Department Working Papers 515, OECD Publishing.
  2. Nguyen, Anh & Jones, Nicola, 2006. "Vietnam’s Trade Liberalisation: Potential Impacts on Child Well-being," MPRA Paper 1385, University Library of Munich, Germany.
  3. Agar Brugiavini & Gwena�l Piaser, 2006. "Non-exclusivity and adverse selection: An application to the annuity market," Working Papers 2006_39, Department of Economics, University of Venice "Ca' Foscari".
  4. Attar Andrea & Gwen�el Piaser & Nicolas Porteiro, 2006. "Common Agency Games with Separable Preferences," Working Papers 2006_28, Department of Economics, University of Venice "Ca' Foscari".
  5. Andrea Attar & Eloisa Campioni & Gwena�l Piaser & Uday Rajan, 2006. "On multiple agent models of moral hazard," Working Papers 2006_32, Department of Economics, University of Venice "Ca' Foscari".
  6. Cyril Hariton & Gwena�l Piaser, 2006. "Efficiency defense: Possible mitigating effects in presence of imperfect redistribution tools," Working Papers 2006_31, Department of Economics, University of Venice "Ca' Foscari".
  7. Andrea Attar & Nicolas Porteiro & Gwena�l Piaser, 2006. "A note on Common Agency models of moral hazard," Working Papers 2006_36, Department of Economics, University of Venice "Ca' Foscari".
  8. Cyril Hariton & Gwen�el Piaser & Gwena�l Piaser, 2006. "When Redistribution Leads to Regressive Taxation," Working Papers 2006_30, Department of Economics, University of Venice "Ca' Foscari".
  9. Rangan Gupta, 2006. "Financial Liberalization with Productive Public Expenditure and A Curb Market," Working Papers 200601, University of Pretoria, Department of Economics.
  10. Rangan Gupta, 2006. "Growth-Effects of Inflation Targeting: The Role of Financial Sector Development," Working Papers 200610, University of Pretoria, Department of Economics.
  11. Rangan Gupta & Moses M. Sichei, 2006. "A BVAR Model for the South African Economy," Working Papers 200612, University of Pretoria, Department of Economics.
  12. Samrat Goswami & Rangan Gupta, 2006. "An Endogenous Growth Model of a Financially Repressed Small Open Economy," Working Papers 200616, University of Pretoria, Department of Economics.
  13. Rangan Gupta, 2006. "Financial Liberalization and a Possible Growth-Inflation Trade-Off," Working Papers 200617, University of Pretoria, Department of Economics.
  14. Rangan Gupta, 2006. "Forecasting the South African Economy with VARs and VECMs," Working Papers 200618, University of Pretoria, Department of Economics.
  15. Rangan Gupta & Charlotte du Toit, 2006. "Active versus Passive Policies of Unemployment: Growth and Public Finance Perspectives," Working Papers 200620, University of Pretoria, Department of Economics.
  16. Guangling (Dave) Liu & Rangan Gupta, 2006. "A Small-Scale DSGE Model for Forecasting the South African Economy," Working Papers 200621, University of Pretoria, Department of Economics.
  17. Pei-Pei Chen & Rangan Gupta, 2006. "An Investigation of Openness and Economic Growth Using Panel Estimation," Working Papers 200622, University of Pretoria, Department of Economics.
  18. Pei-Pei Chen & Rangan Gupta, 2006. "R&D, Openness, and Growth," Working Papers 200623, University of Pretoria, Department of Economics.
  19. Francois-Éric Racicot & Raymond Théoret, 2006. "Les modèles HJM et LMM revisités," RePAd Working Paper Series UQO-DSA-wp042006, Département des sciences administratives, UQO.
  20. Francois-Éric Racicot & Raymond Théoret, 2006. "La simulation de Monte Carlo: forces et faiblesses (avec applications Visual Basic et Matlab et présentation d’une nouvelle méthode QMC)," RePAd Working Paper Series UQO-DSA-wp052006, Département des sciences administratives, UQO.
  21. Francois-Éric Racicot & Raymond Théoret, 2006. "Simulations de la couverture delta et de la couverture delta-gamma d’un portefeuille dans le cadre du modèle de Black et Scholes," RePAd Working Paper Series UQO-DSA-wp122006, Département des sciences administratives, UQO.
  22. Francois-Éric Racicot & Raymond Théoret & Alain Coen, 2006. "Towards New Empirical Versions of Financial and Accounting Models Corrected for Measurement Errors," RePAd Working Paper Series UQO-DSA-wp132006, Département des sciences administratives, UQO.
  23. Francois-Éric Racicot & Raymond Théoret & Alain Coen, 2006. "Forecasting Irregularly Spaced UHF Financial Data: Realized Volatility vs UHF-GARCH Models," RePAd Working Paper Series UQO-DSA-wp152006, Département des sciences administratives, UQO.
  24. Alain Coen & Francois-Éric Racicot, 2006. "A New Approach Based on Cumulants for Estimating Financial Regression Models with Errors in the Variables: the Fama and French Model Revisited," RePAd Working Paper Series UQO-DSA-wp142006, Département des sciences administratives, UQO.
  25. Francois-Éric Racicot & Raymond Théoret, 2006. "La Value-at-Risk: Modèles de la VaR, simulations en Visual Basic (Excel) et autres mesures récentes du risque de marché," RePAd Working Paper Series UQO-DSA-wp022006, Département des sciences administratives, UQO.
  26. Nikolas Topaloglou & Olivier Scaillet & University of Geneva, 2006. "Testing foe Stochastic Dominance Efficiency," Computing in Economics and Finance 2006 74, Society for Computational Economics.
  27. Hercules Vladimirou & Nikolas Topaloglou & Stavros A. Zenios, 2006. "A Stochastic Programming Framework for International PortfolioManagement," Computing in Economics and Finance 2006 404, Society for Computational Economics.
  28. Hooi Hooi Lean & Russell Smyth, 2006. "Asian Financial Crisis, Avian Flu And Terrorist Threats: Are Shocks To Malaysian Tourist Arrivals Permanent Or Transitory?," Monash Economics Working Papers 11/06, Monash University, Department of Economics.
  29. 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) halshs-00096034, HAL.
  30. 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) halshs-00096040, HAL.
  31. 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) halshs-00101208, HAL.
  32. 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) halshs-00101345, HAL.
  33. Rose-Anne Dana & Cuong Le Van, 2006. "Optimal growth without discounting," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00101355, HAL.
  34. Cuong Le Van, 2006. "Optimal growth models with discounted returns," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00101358, HAL.
  35. Cuong Le Van & Mathilde Maurel, 2006. "Education, corruption and growth in developing countries," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00129754, HAL.
  36. Chiraz Ben Ali & Mireille Gettler Summa, 2006. "La communication financière et la structure de propriété : Le cas français," Post-Print halshs-00558380, HAL.
  37. Alain Chateauneuf & Patrick Moyes, 2006. "A non-welfarist approach to inequality measurement," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00156413, HAL.
  38. 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) halshs-00211921, HAL.
  39. Alain Chateauneuf & Michèle Cohen & Jean-Yves Jaffray, 2006. "Décision dans l'incertain : les modèles classiques," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00212020, HAL.
  40. Alain Chateauneuf & Michèle Cohen, 2006. "Extensions cardinales du modèle EU basées surl'intégrale de Choquet," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00212026, HAL.
  41. Alain Chateauneuf & Jean-Philippe Lefort, 2006. "Some Fubini theorems on sigma-algebras for non additive measures," Cahiers de la Maison des Sciences Economiques b06086, Université Panthéon-Sorbonne (Paris 1).
  42. Widad Guechtouli, 2006. "Learning in a community of practice : Complete vs. incomplete information," Working Papers halshs-00410764, HAL.
  43. Slim Chaouachi & Fredj Jawadi, 2006. "Coûts de transaction et dynamique non-linéaire des prix des actifs financiers : une note théorique," EconomiX Working Papers 2006-20, University of Paris Nanterre, EconomiX.
  44. Kamel Laaradh, 2006. "Les marchés des investisseurs institutionnels sont-ils efficients : cas des fonds de pension et des unit trusts britanniques," Working Papers halshs-00009117, HAL.

2005

  1. Annabelle Mourougane & Michael Wise, 2005. "Product Market Competition and Economic Performance in New Zealand," OECD Economics Department Working Papers 437, OECD Publishing.
  2. Nigel Pain & Annabelle Mourougane & Franck Sédillot & Laurence Le Fouler, 2005. "The New OECD International Trade Model," OECD Economics Department Working Papers 440, OECD Publishing.
  3. 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 1384, University Library of Munich, Germany.
  4. A N Nguyen & J Taylor, 2005. "From school to first job: a longitudinal analysis," Working Papers 565907, Lancaster University Management School, Economics Department.
  5. A N Nguyen & J Taylor & S Bradley, 2005. "The estimated effect of Catholic schooling on educational outcomes using propensity score matching," Working Papers 565730, Lancaster University Management School, Economics Department.
  6. Andrea, ATTAR & Eloisa, CAMPIONI & Gwenaël, PIASER, 2005. "Multiple Lending and Constrained Efficiency in the Credit Market," Discussion Papers (ECON - Département des Sciences Economiques) 2005024, Université catholique de Louvain, Département des Sciences Economiques.
  7. Rangan Gupta, 2005. "Revisiting the Temporal Causality between Money and Income," Working Papers 200501, University of Pretoria, Department of Economics.
  8. Rangan Gupta & Basab Dasgupta, 2005. "The Macroeconomic Reform and the Demand for Money in India," Working Papers 200502, University of Pretoria, Department of Economics.
  9. Rangan Gupta, 2005. "Effect of High Yielding Variety of Seeds in the State of West Bengal: An Empirical Quest," Working Papers 200503, University of Pretoria, Department of Economics.
  10. Rangan Gupta, 2005. "Financial Liberalization and the Dynamics of Inflation, the Nominal Exchange Rate and the Terms of Trade," Working Papers 200504, University of Pretoria, Department of Economics.
  11. Rangan Gupta & Andreas G. Karapatakis, 2005. "Financial Liberalization: A Myth or a Miracle Cure?," Working Papers 200505, University of Pretoria, Department of Economics.
  12. Rangan Gupta, 2005. "Financial Liberalization and Inflationary Dynamics in the Context of a Small Open Economy," Working Papers 200506, University of Pretoria, Department of Economics.
  13. Rangan Gupta, 2005. "Rational Expectations and the Effects of Financial Liberalization on Price Level and Output," Working Papers 200507, University of Pretoria, Department of Economics.
  14. Rangan Gupta, 2005. "Revisiting the Inflation-Repression Relationship," Working Papers 200508, University of Pretoria, Department of Economics.
  15. Rangan Gupta, 2005. "Endogenous Tax Evasion and Reserve Requirements: A Comparative Study in the Context of European Economies," Computing in Economics and Finance 2005 328, Society for Computational Economics.
  16. Rangan Gupta, 2005. "A Generic Model of Financial Repression," Working papers 2005-20, University of Connecticut, Department of Economics, revised Jul 2005.
  17. Rangan Gupta, 2005. "Financial Liberalization and Inflationary Dynamics," Working papers 2005-31, University of Connecticut, Department of Economics.
  18. Rangan Gupta, 2005. "Financial Liberalization and Inflationary Dynamics: An Open Economy Analysis," Working papers 2005-32, University of Connecticut, Department of Economics.
  19. Rangan Gupta, 2005. "Asymmetric Information, Tax Evasion and Alternative Instruments of Government Revenue," Working papers 2005-33, University of Connecticut, Department of Economics.
  20. Rangan Gupta, 2005. "Tax Evasion and Financial Repression," Working papers 2005-34, University of Connecticut, Department of Economics, revised Jun 2007.
  21. Alain Chateauneuf & Ghizlane Lakhnati, 2005. "From sure to strong diversification," Cahiers de la Maison des Sciences Economiques b05035, Université Panthéon-Sorbonne (Paris 1).
  22. 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 b05034, Université Panthéon-Sorbonne (Paris 1).
  23. Francois-Éric Racicot & Raymond Théoret, 2005. "Calibrage économétrique de processus stochastiques avec applications aux données boursières, bancaires et cambiales canadiennes," RePAd Working Paper Series UQO-DSA-wp0292005, Département des sciences administratives, UQO.
  24. Francois-Éric Racicot & Raymond Théoret, 2005. "Quelques applications du filtre de Kalman en finance: estimation et prévision de la volatilité stochastique et du rapport cours-bénéfices," RePAd Working Paper Series UQO-DSA-wp0312005, Département des sciences administratives, UQO.
  25. Francois-Éric Racicot & Raymond Théoret, 2005. "De l'évaluation du risque de crédit," RePAd Working Paper Series UQO-DSA-wp0322005, Département des sciences administratives, UQO.
  26. Francois-Éric Racicot & Raymond Théoret, 2005. "L'assurance de portefeuille: Simulations en Visual Basic de portefeuilles visant à reproduire les flux monétaires de stratégies d'options," RePAd Working Paper Series UQO-DSA-wp0332005, Département des sciences administratives, UQO.
  27. Seong-Min Yoon & Kyungsik Kim, 2005. "Dynamical Minority Games in Futures Exchange Markets," Papers physics/0503016, arXiv.org.
  28. Gyuchang Lim & Soo Yong Kim & Junyuan Zhou & Seong-Min Yoon & Kyungsik Kim, 2005. "Dynamical Stochastic Processes of Returns in Financial Markets," Papers physics/0512216, arXiv.org.
  29. Kyungsik Kim & Seong-Min Yoon & Soo Yong Kim & Ki-Ho Chang & Yup Kim, 2005. "Dynamical Structures of High-Frequency Financial Data," Papers physics/0512225, arXiv.org.
  30. Hooi-Hooi Lean & Marwan Halim, 2005. "Bivariate Causality between Exchange Rates and Stock Prices on Major Asian Countries," Monash Economics Working Papers 10/05, Monash University, Department of Economics.
  31. Lean Hooi Hooi & Wong Wing Keung & Russell Smyth, 2005. "Revisiting Calender Anomolies in Asian Stock Markets Using a Stochastic Dominance Approach," Monash Economics Working Papers 16/05, Monash University, Department of Economics.
  32. 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) halshs-00101351, HAL.
  33. 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) halshs-00197533, HAL.
  34. 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-00268984, HAL.
  35. 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-00271349, HAL.
  36. Alain Chateauneuf & Fabio Macheronni & Massimo Marinacci & Jean-Marc Tallon, 2005. "Monotone continuous multiple priors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00177057, HAL.

2004

  1. 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 379, OECD Publishing.
  2. Gwenael Piaser, 2004. "The Biais-Martimort-Rochet equilibrium with direct mechanisms," Game Theory and Information 0412007, University Library of Munich, Germany.
  3. EECKHOUDT, Louis & MARCHAND, Maurice & PESTIEAU, Pierre & PIASER, Gwenael, 2004. "Are differential co-payment rates appropriate in the health sector ?," LIDAM Discussion Papers CORE 2004070, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  4. MARCHAND, Maurice & PESTIEAU, Pierre & PIASER, Gwenaël, 2004. "PAYG pension systems with capital mobility," LIDAM Discussion Papers CORE 2004031, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  5. ATTAR, Andrea & CAMPIONI, Eloisa & PIASER, Gwenaël & RAJAN, Uday, 2004. "Pure strategy and no-externalities with multiple agents : a comment," LIDAM Discussion Papers CORE 2004050, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  6. Rangan Gupta, 2004. "Costly State Monitoring and Reserve Requirements," Working papers 2004-33, University of Connecticut, Department of Economics, revised Jul 2005.
  7. Kyungsik Kim & Seong-Min Yoon, 2004. "Power Law Distributions in Korean Household Incomes," Papers cond-mat/0403161, arXiv.org.
  8. Kyungsik Kim & Seong-Min Yoon & J. S. Choi & Hideki Takayasu, 2004. "Herd Behaviors in Financial Markets," Papers cond-mat/0405172, arXiv.org.
  9. Kyungsik Kim & Seong-Min Yoon & Jum-Soo Choi, 2004. "Multifractal Measures for the Yen-Dollar Exchange Rate," Papers cond-mat/0405173, arXiv.org.
  10. Kyungsik Kim & S. -M. Yoon & C. Christopher Lee & K. H. Chang, 2004. "Zipf's Law Distributions for Korean Stock Prices," Papers cond-mat/0405390, arXiv.org.
  11. Kyungsik Kim & Seong-Min Yoon, 2004. "Phase Transition of Dynamical Herd Behaviors in Financial Markets," Papers cond-mat/0408625, arXiv.org.
  12. Kyungsik Kim & Seong-Min Yoon & C. Christopher Lee & Myung-Kul Yum, 2004. "Dynamical Volatilities for Yen-Dollar Exchange Rates," Papers cond-mat/0409097, arXiv.org.
  13. Kyungsik Kim & S. -M. Yoon & K. H. Chang, 2004. "Power Law Distributions for Stock Prices in Financial Markets," Papers cond-mat/0412014, arXiv.org.
  14. 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 2004026, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  15. LE VAN, Cuong & BA MINH, Nguyen, 2004. "No-arbitrage condition and existence of equilibrium with dividends," LIDAM Discussion Papers CORE 2004034, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  16. LE VAN, Cuong & BOUCEKKINE, Raouf & SAGLAM, Cagri, 2004. "Optimal control in infinite horizon problems: A Sobolev space approach," LIDAM Discussion Papers CORE 2004089, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  17. GOURDEL, Pascal & NGOC, Liem Hoang & LE VAN, Cuong & MAZAMBA, Tédié, 2004. "Equilibrium and competitive equilibrium in a discrete-time Lucas model," LIDAM Reprints CORE 1742, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  18. LE VAN, Cuong & SAGLAM, H. Cagri, 2004. "Quality of knowledge technology, returns to production technology, and economic development," LIDAM Reprints CORE 1747, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  19. 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) halshs-00119022, HAL.
  20. Cuong Le Van & John Stachurski, 2004. "Equivalent Conditions for Irreducibility of Discrete Time Markov Chains," Department of Economics - Working Papers Series 900, The University of Melbourne.
  21. 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 b04123, Université Panthéon-Sorbonne (Paris 1).
  22. Alain Chateauneuf & Patrick Moyes, 2004. "Lorenz non-consistent welfare and inequality measurement," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00156441, HAL.
  23. 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-00156482, HAL.
  24. 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) halshs-00212281, HAL.

2003

  1. Nguyen, Anh & Getinet, Haile, 2003. "Intergenerational mobility in educational and occupational status: evidence from the U.S," MPRA Paper 1383, University Library of Munich, Germany.
  2. Nguyen, Anh & Taylor, Jim & Bradley, Steve, 2003. "Relative pay and job satisfaction: some new evidence," MPRA Paper 1382, University Library of Munich, Germany.
  3. J Taylor & A N Nguyen, 2003. "Transition from school to first job: the influence of educational attainment," Working Papers 540112, Lancaster University Management School, Economics Department.
  4. J Taylor & S Bradley & A N Nguyen, 2003. "Job autonomy and job satisfaction: new evidence," Working Papers 541528, Lancaster University Management School, Economics Department.
  5. Gwenael Piaser, 2003. "Labor Mobility and Income Tax Competition," Public Economics 0302002, University Library of Munich, Germany.
  6. Kyungsik Kim & Seong-Min Yoon & Yup Kim, 2003. "Herd Behavior of Returns in the Futures Exchange Market," Papers cond-mat/0304143, arXiv.org, revised Apr 2003.
  7. Kyungsik Kim & Seong-Min Yoon & Yup Kim, 2003. "Herd Behaviors in the Stock and Foreign Exchange Markets," Papers cond-mat/0304451, arXiv.org.
  8. Kyungsik Kim & Seong-Min Yoon, 2003. "Multifractal Features in the Foreign Exchange and Stock Markets," Papers cond-mat/0305270, arXiv.org.
  9. Kyungsik Kim & Seong-Min Yoon & Jum Soo Choi, 2003. "Volatility and Returns in Korean Futures Exchange Markets," Papers cond-mat/0311155, arXiv.org.
  10. LE VAN, Cuong & SAGLAM, Cagri, 2003. "Optimal growth models and the Lagrange multiplier," LIDAM Discussion Papers CORE 2003083, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  11. 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 1762, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  12. Cuong Le Van & Rose-Anne Dana, 2003. "Dynamic Programming in Economics," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00119098, HAL.
  13. Alain Chateauneuf & Patrick Moyes, 2003. "Does the Lorenz curve really measure inequality?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00156712, HAL.
  14. 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-00790268, HAL.
  15. Slim CHAOUACHI & Gilles DUFRENOT & Val=E9rie MIGNON, 2003. "Modelling the misalignments of the Dollar-Sterling real exchange rate: a nonlinear cointegration perspective," International Finance 0309002, University Library of Munich, Germany.

2002

  1. Mourougane, Annabelle & Roma, Moreno, 2002. "Can confidence indicators be useful to predict short term real GDP growth?," Working Paper Series 133, European Central Bank.
  2. Boyer, Tristan, 2002. "Gouvernement d'entreprise et décisions d'emploi [Corporate Governance and employment decisions]," MPRA Paper 10287, University Library of Munich, Germany.
  3. Kyungsik Kim & Seong-Min Yoon, 2002. "Dynamical Behavior of Continuous Tick Data in Futures Exchange Market," Papers cond-mat/0212393, arXiv.org.
  4. LE VAN, Cuong & VAILAKIS, Yiannis, 2002. "Recursive utility and optimal growth with bounded or unbounded returns," LIDAM Discussion Papers CORE 2002055, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  5. Grant, Simon & Chateauneuf, Alain & Eichberger, Jurgen, 2002. "A Simple Axiomatization and Constructive Representation Proof for Choquet Expected Utility," Working Papers 2002-09, Rice University, Department of Economics.
  6. Grant, Simon & Chateauneuf, A. & Eichberger, J., 2002. "Choice under Uncertainty with the Best and Worst in Mind: Neo-additive Capacities," Working Papers 2002-10, Rice University, Department of Economics.
  7. Alain Chateauneuf & Patrick Moyes, 2002. "Measuring inequality without the Pigou-Dalton condition," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00156475, HAL.
  8. 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-00481307, HAL.
  9. Alain Chateauneuf & Rose Anne Dana & Jean-Marc Tallon, 2002. "Diversification, convex preferences and non-empty core in the Choquet expected utility model," Post-Print halshs-00174770, HAL.

2001

  1. Morgan, Julian & Mourougane, Annabelle, 2001. "What can changes in structural factors tell us about unemployment in Europe?," Working Paper Series 81, European Central Bank.
  2. LE VAN, Cuong & MORHAIM, Lisa, 2001. "Optimal growth models with bounded or unbounded returns: a unifying approach," LIDAM Discussion Papers CORE 2001034, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  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) 588, University of Warwick, Department of Economics.
  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) 598, University of Warwick, Department of Economics.
  5. Billot, A. & Chateauneuf, A. & Gilboa, I. & Tallon, J.-M., 2001. "Bargaining Over an Uncertain Outcome: The Role of Beliefs," Papers 2001-21, Tel Aviv.

2000

  1. Gwenael Piaser & Denis Raynaud, 2000. "Optimal Taxation and In-Kind Redistribution," Econometric Society World Congress 2000 Contributed Papers 1346, Econometric Society.
  2. Francois-Éric Racicot, 2000. "Estimation et tests en présence d'erreurs de mesure sur les variables explicatives : vérification empirique par la méthode de simulation Monte Carlo," RePAd Working Paper Series UQO-DSA-wp022008, Département des sciences administratives, UQO.
  3. 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 2000050, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  4. 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 2000.31, Université Panthéon-Sorbonne (Paris 1).
  5. Erhel, C. & Le Van C., 2000. "Long terme et dynamique d'une maquette de modele macroeconomique," Papiers d'Economie Mathématique et Applications 2000.62, Université Panthéon-Sorbonne (Paris 1).
  6. Le Van, C. & Morhaim, L. & Dimaria, C.-H., 2000. "The Discrete Time Version of the Romer Model," Papiers d'Economie Mathématique et Applications 2000.63, Université Panthéon-Sorbonne (Paris 1).
  7. Alain Chateauneuf & Jean-Marc Tallon, 2000. "Diversification, Convex Preferences and Non-Empty Core," Econometric Society World Congress 2000 Contributed Papers 0751, Econometric Society.
  8. Alain Chateauneuf & Jean-Christophe Vergnaud, 2000. "Ambiguity reduction through new statistical data," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00150069, HAL.
  9. Alain Chateauneuf & Rose Anne Dana & Jean-Marc Tallon, 2000. "Optimal risk-sharing rules and equilibria with Choquet-expected-utility," Post-Print halshs-00451997, HAL.

1999

  1. Chateauneuf, A. & Wilthien, P.-H., 1999. "Inverse Stochastic Dominance and Yaari's Model," Papiers d'Economie Mathématique et Applications 1999-95, Université Panthéon-Sorbonne (Paris 1).
  2. Chateauneuf, A. & Gajdos, T. & Wilthien, P.-H., 1999. "The Principle of Strong Kiminishing Transfer," Papiers d'Economie Mathématique et Applications 1999-96, Université Panthéon-Sorbonne (Paris 1).
  3. Abouda, M. & Chateauneuf, A., 1999. "Positive of Bib-Ask Apreads and Asymmetrical Monotone Risk Aversion," Papiers d'Economie Mathématique et Applications 1999.86, Université Panthéon-Sorbonne (Paris 1).
  4. Abouda, M. & Chateauneuf, A., 1999. "A Characterization of the Symmetrical Monotone Risk Aversion in the RDEU Model," Papiers d'Economie Mathématique et Applications 1999.87, Université Panthéon-Sorbonne (Paris 1).

1998

  1. Dimaria, Charles-Henri & Le Van, Cuong, 1998. "Debt, corruption, R&D and growth in developing countries," CEPREMAP Working Papers (Couverture Orange) 9817, CEPREMAP.
  2. Billot, A. & Chateauneuf, A. & Gilboa, I. & Tallon, J.-M., 1998. "Sharing Beliefs: Between Agreeing and Disagreeing," Papiers d'Economie Mathématique et Applications 98.30, Université Panthéon-Sorbonne (Paris 1).
  3. Chateauneuf, A. & Wakker, P., 1998. "An Axiomatization of Cumulative Prospect Theory for Decision Under Risk," Papiers d'Economie Mathématique et Applications 98.51, Université Panthéon-Sorbonne (Paris 1).

1997

  1. Nguyen, Anh, 1997. "Japanese manufacturing investment in the UK 1972-1996: an econometric analysis," MPRA Paper 1920, University Library of Munich, Germany.
  2. Askenazy, Philippe & Le Van, 1997. "A model of optimal growth strategy," CEPREMAP Working Papers (Couverture Orange) 9707, CEPREMAP.
  3. 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 97.53, Université Panthéon-Sorbonne (Paris 1).
  4. 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 97.54, Université Panthéon-Sorbonne (Paris 1).
  5. 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 97.55, Université Panthéon-Sorbonne (Paris 1).
  6. Alain Chateauneuf & Michèle Cohen & Robert Kast, 1997. "Comonotone random variables in economics: A review of some results," Cahiers de la Maison des Sciences Economiques 97032, Université Panthéon-Sorbonne (Paris 1).

1996

  1. Dana, Rose-Anne & Le Van, Cuong, 1996. "Arbitrage, duality and asset equilibria," CEPREMAP Working Papers (Couverture Orange) 9613, CEPREMAP.
  2. Dana, Rose-Anne & Le Van, Cuong & Magnien, François, 1996. "On the different notions of arbitrage and existence of equilibrium," CEPREMAP Working Papers (Couverture Orange) 9616, CEPREMAP.
  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 3974, Universidad Carlos III de Madrid. Departamento de Economía.
  4. Dana, R.A. & Le Van, C., 1996. "Asset Equilibria in "L" Spaces with Complete Markets: A Duality Approach," Papers 95.388, Toulouse - GREMAQ.
  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-00187221, HAL.

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-02297958, HAL.
  2. Dana, R.A. & Le Van, C. & Magnien, F., 1994. "General Equilibrium in Asset Markets with or without Short-Selling," Papers 9492, Tilburg - Center for Economic Research.

1993

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

1992

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

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) 9137, CEPREMAP.

1988

  1. Dana Rose-anne & Florenzano Monique & Le Van Cuong & Levy Dominique, 1988. "Asymptotic properties of a leontief economy," CEPREMAP Working Papers (Couverture Orange) 8814, CEPREMAP.
  2. Le Van Cuong & Dana Rose-anne, 1988. "Note on the bellman equation of the overtaking criterion (a)," CEPREMAP Working Papers (Couverture Orange) 8820, CEPREMAP.

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) 8711, CEPREMAP.
  2. Dana Rose-anne & Le Van Cuong, 1987. "Optimal growth and pareto-optimality," CEPREMAP Working Papers (Couverture Orange) 8723, CEPREMAP.
  3. Deleau Michel & Le Van Cuong & Malgrange Pierre, 1987. "Long terme des modèles macroéconométriques (le)," CEPREMAP Working Papers (Couverture Orange) 8729, CEPREMAP.
  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) 8734, CEPREMAP.

1986

  1. Florenzano Monique & Le Van Cuong, 1986. "Gale-nikaido-debreu lemma and the existence of general equilibrium (the)," CEPREMAP Working Papers (Couverture Orange) 8603, CEPREMAP.
  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) 8625, CEPREMAP.

1985

  1. Le Van Cuong, 1985. "Frontières d'incertitude, sous information parfaite dans les modèles macroéconométriques," CEPREMAP Working Papers (Couverture Orange) 8504, CEPREMAP.
  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) 8511, CEPREMAP.

1984

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

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) 8318, CEPREMAP.

1981

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

Journal articles

Undated material is listed at the end

2025

  1. 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, vol. 247(C).
  2. 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, vol. 81(C).
  3. Polat, Onur & Cunado, Juncal & Cepni, Oguzhan & Gupta, Rangan, 2025. "Oil price shocks and the connectedness of US state-level financial markets," Energy Economics, Elsevier, vol. 141(C).
  4. 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, vol. 74(C).
  5. 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, vol. 13(2), pages 1-25, January.
  6. Afees A. Salisu & Rangan Gupta, 2025. "Commodity Risk and Forecastability of International Stock Returns: The Role of Oil Returns Skewness," Risks, MDPI, vol. 13(3), pages 1-20, March.
  7. 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," Palgrave Communications, Palgrave Macmillan, vol. 12(1), pages 1-22, December.
  8. 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, vol. 11(1), pages 1-25, December.
  9. 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, vol. 57(7), pages 790-804, February.
  10. Benedict Clements & Sanjeev Gupta & João Tovar Jalles, 2025. "Public Spending and Inclusive Growth in Developing Asiaâ€," Public Finance Review, , vol. 53(2), pages 139-168, March.
  11. 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, vol. 97(C).
  12. 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, vol. 73(PB).
  13. 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, vol. 21(1/2), pages 18-41.
  14. Adeabah, David & Pham, Thu Phuong, 2025. "Asymmetric tail risk spillover and co-movement between climate risk and the international energy market," Energy Economics, Elsevier, vol. 141(C).

2024

  1. Alexander Jaax & Annabelle Mourougane & Frederic Gonzales, 2024. "Nowcasting services trade for the G7 economies," The World Economy, Wiley Blackwell, vol. 47(4), pages 1336-1386, April.
  2. 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., vol. 24(1), pages 154-162, March.
  3. Liao, Wenting & Sheng, Xin & Gupta, Rangan & Karmakar, Sayar, 2024. "Extreme weather shocks and state-level inflation of the United States," Economics Letters, Elsevier, vol. 238(C).
  4. André, Christophe & Christou, Christina & Gupta, Rangan, 2024. "Revisiting international house price convergence using house price level data," Economic Systems, Elsevier, vol. 48(2).
  5. Salisu, Afees A. & Demirer, Riza & Gupta, Rangan, 2024. "Technological shocks and stock market volatility over a century," Journal of Empirical Finance, Elsevier, vol. 79(C).
  6. Gupta, Rangan & Nielsen, Joshua & Pierdzioch, Christian, 2024. "Stock market bubbles and the realized volatility of oil price returns," Energy Economics, Elsevier, vol. 132(C).
  7. 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, vol. 136(C).
  8. 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, vol. 93(C).
  9. 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, vol. 67(PB).
  10. Polat, Onur & Gupta, Rangan & Cepni, Oguzhan & Ji, Qiang, 2024. "Can municipal bonds hedge US state-level climate risks?," Finance Research Letters, Elsevier, vol. 67(PB).
  11. 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, vol. 69(PB).
  12. 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, vol. 70(C).
  13. 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, vol. 92(C).
  14. 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, vol. 40(1), pages 29-43.
  15. Demirer, Riza & Gabauer, David & Gupta, Rangan & Nielsen, Joshua, 2024. "Gold, platinum and the predictability of bubbles in global stock markets," Resources Policy, Elsevier, vol. 90(C).
  16. 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, vol. 95(C), pages 280-293.
  17. 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, vol. 89(PB), pages 349-362.
  18. 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, vol. 67(PB).
  19. 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, vol. 70(PA).
  20. 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, vol. 71(C).
  21. Edmond Berisha & Rangan Gupta & Orkideh Gharehgozli, 2024. "Inflation–inequality puzzle: is it still apparent?," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 51(7), pages 1461-1480, January.
  22. 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, vol. 3(4), pages 1-18, December.
  23. 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 Sele," Econometrics, MDPI, vol. 12(4), pages 1-17, December.
  24. Rangan Gupta & Anandamayee Majumdar & Christian Pierdzioch & Onur Polat, 2024. "Climate Risks and Real Gold Returns over 750 Years," Forecasting, MDPI, vol. 6(4), pages 1-16, October.
  25. Rangan Gupta & Christian Pierdzioch, 2024. "Multi-Task Forecasting of the Realized Volatilities of Agricultural Commodity Prices," Mathematics, MDPI, vol. 12(18), pages 1-26, September.
  26. 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, vol. 64(1), pages 487-513, July.
  27. 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, vol. 69(2), pages 253-276, August.
  28. 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, vol. 63(4), pages 1473-1510, November.
  29. 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, vol. 26(6), pages 15681-15710, June.
  30. 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, vol. 10(1), pages 1-17, December.
  31. 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., vol. 43(2), pages 456-472, March.
  32. 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., vol. 43(6), pages 2088-2125, September.
  33. 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., vol. 19(02), pages 1-21, June.
  34. 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., vol. 15(04), pages 1-40, November.
  35. 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, vol. 61(C).
  36. 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, vol. 84(C).
  37. 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, vol. 92(C), pages 451-469.
  38. 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, vol. 69(C).
  39. 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, vol. 31(7), pages 670-675, April.
  40. 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, vol. 56(2), pages 186-201, January.
  41. Husaini, Dzul Hadzwan & Mansor, Shazali Abu & Lean, Hooi Hooi, 2024. "Income inequality, natural resources dependence and renewable energy," Resources Policy, Elsevier, vol. 89(C).
  42. Lean, Hooi Hooi & Alkhazali, Osamah M. & Gleason, Kimberley & Yeap, Xiu Wei, 2024. "Connectedness and economic policy uncertainty spillovers to the ASEAN stock markets," International Review of Economics & Finance, Elsevier, vol. 90(C), pages 167-186.
  43. João Tovar Jalles, 2024. "Total factor productivity and structural reforms: Evidence from advanced economies sector‐level data," Manchester School, University of Manchester, vol. 92(2), pages 122-147, March.
  44. Serhan Cevik & João Tovar Jalles, 2024. "Restructuring reforms for green growth," Scottish Journal of Political Economy, Scottish Economic Society, vol. 71(4), pages 515-541, September.
  45. Jalles, João Tovar & Karras, Georgios, 2024. "Tax progressivity and output in the US," Economics Letters, Elsevier, vol. 235(C).
  46. Jalles, João Tovar & Karras, Georgios, 2024. "Tax progressivity and income inequality in the US," Economics Letters, Elsevier, vol. 238(C).
  47. Jalles, João Tovar & Medas, Paulo, 2024. "The economic aftermath of surges in public and private debt: Initial conditions and channels," Economic Systems, Elsevier, vol. 48(3).
  48. de Mello, Luiz & Jalles, João Tovar, 2024. "Decentralization and attitudes towards the environment: Survey-based evidence," Energy Economics, Elsevier, vol. 139(C).
  49. 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, vol. 96(PA).
  50. João Tovar Jalles & Bryn Battersby & Rachel Lee, 2024. "Effectiveness of Fiscal Announcements: Early Evidence from COVID-19," Open Economies Review, Springer, vol. 35(3), pages 623-658, July.
  51. António Afonso & João Tovar Jalles & Ana Venâncio, 2024. "A tale of government spending efficiency and trust in the state," Public Choice, Springer, vol. 200(1), pages 89-118, July.
  52. Cevik Serhan & Jalles Joao, 2024. "Eye of the Storm: The Impact of Climate Shocks on Inflation and Growth," Review of Economics, De Gruyter, vol. 75(2), pages 109-138.
  53. Sanjeev Gupta & João Tovar Jalles, 2024. "Politics in Reforming Taxes: Evidence from Developing Countries," FinanzArchiv: Public Finance Analysis, Mohr Siebeck, Tübingen, vol. 80(3), pages 303-331.
  54. 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, vol. 76(4), pages 1071-1088.
  55. João Tovar Jalles, 2024. "Financial Crises and Climate Change," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 66(1), pages 166-190, March.
  56. João Tovar Jalles & Youssouf Kiendrebeogo & Raphael Lam & Roberto Piazza, 2024. "Revisiting the countercyclicality of fiscal policy," Empirical Economics, Springer, vol. 67(3), pages 877-914, September.
  57. Luiz de Mello & João Tovar Jalles, 2024. "Decentralization and the environment: cross-country evidence," Applied Economics, Taylor & Francis Journals, vol. 56(57), pages 7960-7970, December.
  58. 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, vol. 43(C).
  59. 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, vol. 71(C).
  60. 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, vol. 243(C).
  61. 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, vol. 95(PB).
  62. 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, vol. 60(C).
  63. 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, vol. 62(PA).
  64. 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, vol. 93(PA), pages 1378-1396.
  65. 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, vol. 67(PA).
  66. 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, vol. 70(PA).
  67. 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, vol. 91(C).
  68. 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., vol. 29(2), pages 1401-1416, April.
  69. 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., vol. 43(5), pages 1338-1355, August.
  70. Le, Thai-Ha & Nguyen, Canh Phuc, 2024. "Dynamics of Bilateral Trade Under Economic Policy Uncertainty," Journal of Economic Development, The Economic Research Institute, Chung-Ang University, vol. 49(3), pages 83-105, September.
  71. 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., vol. 69(01), pages 141-167, March.
  72. Ftiti, Zied & Ben Ameur, Hachmi & Louhichi, Wael & Anastasiou, Dimitris & Awijen, Haithem, 2024. "Revisiting capital flow drivers: Regional dynamics, constraints, and geopolitical influences," Journal of International Money and Finance, Elsevier, vol. 142(C).
  73. Brockman, Paul & Dang, Tung Lam & Pham, Thu Phuong, 2024. "Stock price synchronicity and stock liquidity: International evidence," Journal of Empirical Finance, Elsevier, vol. 79(C).
  74. Dang, Viet Anh & Nguyen, Dinh Trung & Pham, Thu Phuong & Zurbruegg, Ralf, 2024. "The dynamics of informed trading around corporate bankruptcies," Finance Research Letters, Elsevier, vol. 63(C).
  75. Nguyen, Dinh Trung & Pham, Thu Phuong & Tran, Ngoc Anh & Zurbruegg, Ralf, 2024. "The dynamic effects of debtor bankruptcy on unsecured creditors' stock liquidity," Journal of Financial Stability, Elsevier, vol. 74(C).
  76. 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, vol. 60(C).
  77. Switzer, Lorne N. & Tu, Qiao, 2024. "The impact of position limits on options trading," Finance Research Letters, Elsevier, vol. 61(C).

2023

  1. 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., vol. 23(2), pages 228-244, June.
  2. 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, vol. 27(1), pages 25-47, February.
  3. 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, vol. 27(8), pages 2191-2228, December.
  4. 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, vol. 38(C).
  5. 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, vol. 78(C), pages 133-155.
  6. 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, vol. 64(C).
  7. 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, vol. 227(C).
  8. Gupta, Rangan & Nel, Jacobus & Nielsen, Joshua, 2023. "US monetary policy and BRICS stock market bubbles," Finance Research Letters, Elsevier, vol. 51(C).
  9. 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, vol. 54(C).
  10. 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, vol. 58(PC).
  11. André, Christophe & Caraiani, Petre & Gupta, Rangan, 2023. "Fiscal policy and stock markets at the effective lower bound," Finance Research Letters, Elsevier, vol. 58(PC).
  12. 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, vol. 62(C).
  13. Bonato, Matteo & Cepni, Oguzhan & Gupta, Rangan & Pierdzioch, Christian, 2023. "Climate risks and state-level stock market realized volatility," Journal of Financial Markets, Elsevier, vol. 66(C).
  14. 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, vol. 82(C).
  15. 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, vol. 84(C).
  16. 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, vol. 85(PB).
  17. 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, vol. 88(C), pages 295-302.
  18. 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, vol. 88(C), pages 303-314.
  19. Berisha, Edmond & Meszaros, John & Gupta, Rangan, 2023. "Income inequality and house prices across US states," The Quarterly Review of Economics and Finance, Elsevier, vol. 91(C), pages 192-197.
  20. 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, vol. 85(C), pages 520-532.
  21. 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, vol. 64(C).
  22. 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, vol. 65(C).
  23. 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, vol. 66(C).
  24. 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, vol. 66(C).
  25. 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, vol. 11(13), pages 1-27, July.
  26. 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, vol. 11(6), pages 1-26, March.
  27. Mehmet Balcilar & David Gabauer & Rangan Gupta & Christian Pierdzioch, 2023. "Climate Risks and Forecasting Stock Market Returns in Advanced Economies over a Century," Mathematics, MDPI, vol. 11(9), pages 1-21, April.
  28. Xin Sheng & Rangan Gupta & Qiang Ji, 2023. "The Effects of Disaggregate Oil Shocks on the Aggregate Expected Skewness of the United States," Risks, MDPI, vol. 11(11), pages 1-9, October.
  29. Carolyn Chisadza & Matthew Clance & Xin Sheng & Rangan Gupta, 2023. "Climate Change and Inequality: Evidence from the United States," Sustainability, MDPI, vol. 15(6), pages 1-11, March.
  30. 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, vol. 62(4), pages 1801-1843, December.
  31. Bruno Ćorić & Rangan Gupta, 2023. "Economic disasters and inequality: a note," Economic Change and Restructuring, Springer, vol. 56(5), pages 3527-3543, October.
  32. Nicholas Apergis & Konstantinos Gavriilidis & Rangan Gupta, 2023. "Does climate policy uncertainty affect tourism demand? Evidence from time-varying causality tests," Tourism Economics, , vol. 29(6), pages 1484-1498, September.
  33. 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, vol. 64(3), pages 1219-1246, March.
  34. 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, vol. 9(1), pages 1-22, December.
  35. 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, vol. 9(1), pages 1-22, December.
  36. 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, vol. 9(1), pages 1-23, December.
  37. 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, vol. 30(1), pages 37-42, January.
  38. 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, vol. 30(3), pages 269-274, February.
  39. 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, vol. 29(14), pages 1579-1597, September.
  40. 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, vol. 29(4), pages 466-481, March.
  41. 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, vol. 24(1), pages 111-122, January.
  42. 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, vol. 24(1), pages 56-72, January.
  43. 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, vol. 24(3), pages 365-381, July.
  44. 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., vol. 28(2), pages 1845-1857, April.
  45. 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., vol. 28(3), pages 2239-2247, July.
  46. Rangan Gupta & Lardo Stander & Andrea Vaona, 2023. "Openness and growth: Is the relationship non‐linear?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(3), pages 3071-3099, July.
  47. 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., vol. 42(2), pages 223-239, March.
  48. 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., vol. 42(4), pages 785-801, July.
  49. 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., vol. 42(7), pages 1690-1707, November.
  50. 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., vol. 42(8), pages 2307-2321, December.
  51. 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., vol. 18(02), pages 1-14, June.
  52. 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, vol. 67(C).
  53. 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, vol. 121(C).
  54. 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, vol. 52(C).
  55. 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, vol. 81(C).
  56. Zhuhua Jiang & Walid Mensi & Seong-Min Yoon, 2023. "Risks in Major Cryptocurrency Markets: Modeling the Dual Long Memory Property and Structural Breaks," Sustainability, MDPI, vol. 15(3), pages 1-15, January.
  57. Husaini, Dzul Hadzwan & Lean, Hooi Hooi & Puah, Chin-Hong & Affizzah, A.M. Dyg, 2023. "Energy subsidy reform and energy sustainability in Malaysia," Economic Analysis and Policy, Elsevier, vol. 77(C), pages 913-927.
  58. Busayo Victor Osuntuyi & Hooi Hooi Lean, 2023. "Moderating Impacts of Education Levels in the Energy–Growth–Environment Nexus," Sustainability, MDPI, vol. 15(3), pages 1-18, February.
  59. Kizito Uyi Ehigiamusoe & Suresh Ramakrishnan & Hooi Hooi Lean & Sotheeswari Somasundram, 2023. "Role of Energy Consumption on the Environmental Impact of Sectoral Growth in Malaysia," SAGE Open, , vol. 13(3), pages 21582440231, July.
  60. Hooi Hooi Lean & Fabio Pizzutilo & Kimberly Gleason, 2023. "Portfolio performance implications of investment in renewable energy equities: Green versus gray," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, vol. 30(6), pages 2990-3005, November.
  61. Busayo Victor Osuntuyi & Hooi Hooi Lean, 2023. "Environmental degradation, economic growth, and energy consumption: The role of education," Sustainable Development, John Wiley & Sons, Ltd., vol. 31(2), pages 1166-1177, April.
  62. Serhan Cevik & João Tovar Jalles, 2023. "Feeling the Heat: Climate Shocks and Credit Ratings," Review of Development Finance Journal, Chartered Institute of Development Finance, vol. 13(2), pages 21-34.
  63. Jalles, João Tovar & Karras, Georgios, 2023. "Macroeconomic volatility and the current account: Extending the evidence," Economic Modelling, Elsevier, vol. 125(C).
  64. Cevik, Serhan & Jalles, João Tovar, 2023. "For whom the bell tolls: Climate change and income inequality," Energy Policy, Elsevier, vol. 174(C).
  65. João Tovar Jalles, 2023. "Governments' accounts and pandemics," Journal of Economics and Development, Emerald Group Publishing Limited, vol. 25(3), pages 244-265, March.
  66. João Tovar Jalles & Georgios Karras, 2023. "Pandemics and Trade in the 21st Century: Evidence from five Pre-Covid Pandemics," Open Economies Review, Springer, vol. 34(4), pages 895-918, September.
  67. 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, vol. 65(1), pages 96-136, March.
  68. 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, vol. 30(10), pages 1400-1406, June.
  69. 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, Sciendo & Forschungsinstitut zur Zukunft der Arbeit GmbH (IZA), vol. 13(1), pages 1-18, January.
  70. Sanjeev Gupta & Joãƒo Tovar Jalles, 2023. "Priorities for Strengthening Key Revenue Sources in Asia," Asian Development Review (ADR), World Scientific Publishing Co. Pte. Ltd., vol. 40(02), pages 271-303, September.
  71. Duppati, Geeta & Kijkasiwat, Ploypailin & Hunjra, Ahmed Imran & Liew, Chee Yoong, 2023. "Do institutional ownership and innovation influence idiosyncratic risk?," Global Finance Journal, Elsevier, vol. 56(C).
  72. Aslam, Faheem & Memon, Bilal Ahmed & Hunjra, Ahmed Imran & Bouri, Elie, 2023. "The dynamics of market efficiency of major cryptocurrencies," Global Finance Journal, Elsevier, vol. 58(C).
  73. 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, vol. 84(C).
  74. 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, vol. 81(C).
  75. 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, vol. 81(C).
  76. 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, vol. 85(PB).
  77. 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, vol. 86(PA).
  78. 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, vol. 82(C).
  79. 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, vol. 87(C), pages 337-345.
  80. 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, vol. 88(C), pages 942-961.
  81. 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, vol. 64(C).
  82. 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, vol. 19(11), pages 3513-3560, March.
  83. 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, vol. 62(2), pages 561-587, August.
  84. 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, vol. 11(1), pages 2186038-218, December.
  85. 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, vol. 117(C).
  86. 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, vol. 81(C).
  87. 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, vol. 25(4), pages 286-301, August.
  88. 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, vol. 15(19), pages 1-19, October.
  89. Dao, Thien Ly & Le, Thai-Ha & Tran-Nam , Binh, 2023. "Impacts of Loan Support Policy on Farm Income in Vietnam," Journal of Economic Development, The Economic Research Institute, Chung-Ang University, vol. 48(2), pages 53-81, June.
  90. 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, vol. 330(1), pages 155-175, November.
  91. 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, vol. 25(5), pages 4269-4299, May.
  92. 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, vol. 31(1), pages 3-31, January.
  93. Awijen, Haithem & Ben Zaied, Younes & Ben Lahouel, Béchir & Khlifi, Foued, 2023. "Machine learning for US cross-industry return predictability under information uncertainty," Research in International Business and Finance, Elsevier, vol. 64(C).
  94. Bich, Philippe & Chateauneuf, Alain & Ventura, Caroline, 2023. "Social tension order: A new approach to inequality reduction," Journal of Mathematical Economics, Elsevier, vol. 108(C).
  95. 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., vol. 26(06n07), pages 1-20, November.
  96. Md Abdul Wasi & Thu Phuong Pham & Ralf Zurbruegg, 2023. "Bank systemic risk: An analysis of the sovereign rating ceiling policy and rating downgrades," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 50(1-2), pages 411-440, January.
  97. Haque, Tariq & Pham, Thu Phuong & Yang, Jiaxin, 2023. "Geopolitical risk, financial constraints, and tax avoidance," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 88(C).
  98. Pham, Thu Phuong & Singh, Harminder & Vu, Van Hoang, 2023. "The impact of bank loan announcements on stock liquidity," International Review of Economics & Finance, Elsevier, vol. 86(C), pages 848-864.
  99. Switzer, Lorne N., 2023. "Circumventing SEC Rule 201 short sale restrictions with options," Finance Research Letters, Elsevier, vol. 55(PB).
  100. 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, vol. 64(C).
  101. 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, vol. 154(C).
  102. 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), vol. 65(2), pages 127-141, April.

2022

  1. 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, vol. 153(C).
  2. 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, vol. 62(4), pages 1773-1800, April.
  3. 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, vol. 27(2), pages 248-269, April.
  4. 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, vol. 25(1), pages 46-64, April.
  5. Afees A. Salisu & Rangan Gupta & Riza Demirer, 2022. "The financial US uncertainty spillover multiplier: Evidence from a GVAR model," International Finance, Wiley Blackwell, vol. 25(3), pages 313-340, December.
  6. 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., vol. 22(3), pages 540-550, September.
  7. 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, vol. 69(2), pages 169-185, May.
  8. 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, vol. 26(1), pages 73-98, February.
  9. André, Christophe & Caraiani, Petre & Călin, Adrian Cantemir & Gupta, Rangan, 2022. "Can monetary policy lean against housing bubbles?," Economic Modelling, Elsevier, vol. 110(C).
  10. 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, vol. 59(C).
  11. 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, vol. 59(C).
  12. 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, vol. 60(C).
  13. 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, vol. 213(C).
  14. Sheng, Xin & Gupta, Rangan & Cepni, Oguzhan, 2022. "Persistence of state-level uncertainty of the United States: The role of climate risks," Economics Letters, Elsevier, vol. 215(C).
  15. 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, vol. 217(C).
  16. Bittencourt, Manoel & Gupta, Rangan & Makena, Philton & Stander, Lardo, 2022. "Socio-political instability and growth dynamics," Economic Systems, Elsevier, vol. 46(4).
  17. Luo, Jiawen & Demirer, Riza & Gupta, Rangan & Ji, Qiang, 2022. "Forecasting oil and gold volatilities with sentiment indicators under structural breaks," Energy Economics, Elsevier, vol. 105(C).
  18. 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, vol. 108(C).
  19. 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, vol. 114(C).
  20. 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, vol. 83(C).
  21. Bouri, Elie & Demirer, Riza & Gabauer, David & Gupta, Rangan, 2022. "Financial market connectedness: The role of investors’ happiness," Finance Research Letters, Elsevier, vol. 44(C).
  22. Sheng, Xin & Gupta, Rangan & Salisu, Afees A. & Bouri, Elie, 2022. "OPEC News and Exchange Rate Forecasting Using Dynamic Bayesian Learning," Finance Research Letters, Elsevier, vol. 45(C).
  23. 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, vol. 46(PB).
  24. 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, vol. 47(PA).
  25. Bouri, Elie & Christou, Christina & Gupta, Rangan, 2022. "Forecasting returns of major cryptocurrencies: Evidence from regime-switching factor models," Finance Research Letters, Elsevier, vol. 49(C).
  26. 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, vol. 50(C).
  27. Salisu, Afees A. & Demirer, Riza & Gupta, Rangan, 2022. "Financial turbulence, systemic risk and the predictability of stock market volatility," Global Finance Journal, Elsevier, vol. 52(C).
  28. Salisu, Afees A. & Gupta, Rangan & Kim, Won Joong, 2022. "Exchange rate predictability with nine alternative models for BRICS countries," Journal of Macroeconomics, Elsevier, vol. 71(C).
  29. Salisu, Afees A. & Gupta, Rangan & Ji, Qiang, 2022. "Forecasting oil prices over 150 years: The role of tail risks," Resources Policy, Elsevier, vol. 75(C).
  30. 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, vol. 75(C).
  31. 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, vol. 77(C).
  32. Gupta, Rangan & Pierdzioch, Christian, 2022. "Climate risks and forecastability of the realized volatility of gold and other metal prices," Resources Policy, Elsevier, vol. 77(C).
  33. 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, vol. 78(C).
  34. Balcilar, Mehmet & Gupta, Rangan & Nel, Jacobus, 2022. "Rare disaster risks and gold over 700 years: Evidence from nonparametric quantile regressions," Resources Policy, Elsevier, vol. 79(C).
  35. 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, vol. 84(C), pages 398-406.
  36. 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, vol. 86(C), pages 482-488.
  37. Salisu, Afees A. & Cuñado, Juncal & Gupta, Rangan, 2022. "Geopolitical risks and historical exchange rate volatility of the BRICS," International Review of Economics & Finance, Elsevier, vol. 77(C), pages 179-190.
  38. 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, vol. 80(C), pages 613-623.
  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, vol. 50(5), pages 987-1007, August.
  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, vol. 15(22), pages 1-26, November.
  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, vol. 15(1), pages 1-18, January.
  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, vol. 15(11), pages 1-15, November.
  43. Afees A. Salisu & Rangan Gupta & Riza Demirer, 2022. "Oil Price Uncertainty Shocks and Global Equity Markets: Evidence from a GVAR Model," JRFM, MDPI, vol. 15(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, vol. 14(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, vol. 64(4), pages 523-545, May.
  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, vol. 58(1), pages 93-101, January.
  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, vol. 58(4), pages 1008-1026, March.
  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, vol. 58(9), pages 2620-2636, July.
  49. Carolyn Chisadza & Matthew Clance & Rangan Gupta & Peter Wanke, 2022. "Uncertainty and tourism in Africa," Tourism Economics, , vol. 28(4), pages 964-978, June.
  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, vol. 313(1), pages 289-318, June.
  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, vol. 63(5), pages 2331-2355, November.
  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, vol. 29(10), pages 927-931, June.
  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, vol. 33(2), pages 150-161, February.
  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, vol. 23(2), pages 189-209, May.
  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, vol. 23(3), pages 241-261, July.
  56. Ruipeng Liu & Rangan Gupta, 2022. "Investors’ Uncertainty and Forecasting Stock Market Volatility," Journal of Behavioral Finance, Taylor & Francis Journals, vol. 23(3), pages 327-337, July.
  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, vol. 73(8), pages 1755-1767, August.
  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., vol. 27(1), pages 384-400, January.
  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., vol. 27(1), pages 473-488, January.
  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., vol. 27(2), pages 1979-1988, April.
  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., vol. 27(2), pages 2041-2053, April.
  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., vol. 27(2), pages 2089-2109, April.
  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., vol. 27(2), pages 2146-2152, April.
  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., vol. 41(1), pages 134-157, January.
  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., vol. 41(2), pages 303-315, March.
  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., vol. 41(6), pages 1049-1064, September.
  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., vol. 41(7), pages 1525-1556, November.
  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., vol. 41(8), pages 1559-1569, December.
  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., vol. 41(8), pages 1725-1740, December.
  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., vol. 17(02), pages 1-9, June.
  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., vol. 39(04), pages 1-11, August.
  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., vol. 67(04), pages 1377-1388, June.
  73. François-Éric Racicot & Raymond Théoret, 2022. "Tracking market and non-traditional sources of risks in procyclical and countercyclical hedge fund strategies under extreme scenarios: a nonlinear VAR approach," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-56, December.
  74. 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, vol. 30(1), pages 1-33, February.
  75. 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, vol. 115(C).
  76. 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, vol. 74(C).
  77. Yoon, Seong-Min, 2022. "On the interdependence between biofuel, fossil fuel and agricultural food prices: Evidence from quantile tests," Renewable Energy, Elsevier, vol. 199(C), pages 536-545.
  78. 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, vol. 10(3), pages 1-14, July.
  79. 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, vol. 14(5), pages 1-18, February.
  80. 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, vol. 54(20), pages 2320-2342, April.
  81. Ki-Hong Choi & Sang Hoon Kang & Seong-Min Yoon, 2022. "Herding behaviour in Korea’s cryptocurrency market," Applied Economics, Taylor & Francis Journals, vol. 54(24), pages 2795-2809, May.
  82. 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, vol. 54(6), pages 719-732, February.
  83. 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., vol. 27(1), pages 678-696, January.
  84. Husaini, Dzul Hadzwan & Lean, Hooi Hooi, 2022. "Renewable and non-renewable electricity-growth nexus in Asia: The role of private power plants and oil price threshold effect," Resources Policy, Elsevier, vol. 78(C).
  85. Osamah AlKhazali & Hooi Hooi Lean & Taisier Zoubi, 2022. "The Size Anomaly in Islamic Stock Indices: A Stochastic Dominance Approach," IJFS, MDPI, vol. 10(4), pages 1-14, November.
  86. Xiu Wei Yeap & Hooi Hooi Lean, 2022. "Trading Activities and the Volatility of Return on Malaysian Crude Palm Oil Futures," JRFM, MDPI, vol. 15(1), pages 1-15, January.
  87. Mohd Fahmi Ghazali & Nurul Fasyah Mohd Ussdek & Hooi Hooi Lean & Jude W. Taunson, 2022. "Does Gold Still Shelter Inflation, and, if so, When? Evidence From Four Countries," Asia-Pacific Journal of Operational Research (APJOR), World Scientific Publishing Co. Pte. Ltd., vol. 39(04), pages 1-32, August.
  88. João T. Jalles, 2022. "Do credit rating agencies reward fiscal prudence?," International Finance, Wiley Blackwell, vol. 25(1), pages 2-22, April.
  89. 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.
  90. Gupta, Sanjeev & Jalles, João Tovar, 2022. "Do tax reforms affect income distribution? Evidence from developing countries," Economic Modelling, Elsevier, vol. 110(C).
  91. Afonso, António & Alves, José & Jalles, João Tovar, 2022. "The (non-)Keynesian effects of fiscal austerity: New evidence from a large sample," Economic Systems, Elsevier, vol. 46(2).
  92. Cevik, Serhan & Jalles, João Tovar, 2022. "This changes everything: Climate shocks and sovereign bonds⁎," Energy Economics, Elsevier, vol. 107(C).
  93. Afonso, António & Tovar Jalles, João & Venâncio, Ana, 2022. "Do financial markets reward government spending efficiency?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 77(C).
  94. 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, vol. 121(C).
  95. 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, vol. 121(C).
  96. 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, vol. 71(C).
  97. 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, vol. 29(4), pages 890-921, August.
  98. Serhan Cevik & João Tovar Jalles, 2022. "An Apocalypse Foretold: Climate Shocks and Sovereign Defaults," Open Economies Review, Springer, vol. 33(1), pages 89-108, February.
  99. 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, vol. 74(3), pages 773-804.
  100. 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, vol. 74(3), pages 805-819.
  101. Sanjeev Gupta & João Tovar Jalles, 2022. "Can COVID-19 induce governments to implement tax reforms in developing countries?," Applied Economics, Taylor & Francis Journals, vol. 54(20), pages 2288-2301, April.
  102. 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, vol. 116(C).
  103. 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, vol. 84(C).
  104. 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, vol. 46(PA).
  105. 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, vol. 47(PA).
  106. 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, vol. 47(PB).
  107. 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, vol. 79(C).
  108. 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, vol. 61(C).
  109. 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, vol. 62(C).
  110. 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, vol. 62(C).
  111. 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, vol. 21(5), pages 1171-1187, February.
  112. 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, vol. 15(15), pages 1-12, July.
  113. Faheem Aslam & Ahmed Imran Hunjra & Tahar Tayachi & Peter Verhoeven & Yasir Tariq Mohmand, 2022. "Calendar Anomalies in Islamic Frontier Markets," SAGE Open, , vol. 12(2), pages 21582440221, May.
  114. Long Hai Vo & Thai‐Ha Le, 2022. "COVID‐19 test‐kit trade and trade policy: Implications for developing countries," The World Economy, Wiley Blackwell, vol. 45(10), pages 3246-3268, October.
  115. Le, Thai-Ha & Bui, Manh-Tien & Uddin, Gazi Salah, 2022. "Economic and social impacts of conflict: A cross-country analysis," Economic Modelling, Elsevier, vol. 115(C).
  116. 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, vol. 31(1), pages 2-14, November.
  117. Mahalik , Mantu Kumar & Le, Thai-Ha & Le, Ha-Chi & Subhadra , Sushree, 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, vol. 47(3), pages 29-56, September.
  118. 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., vol. 27(2), pages 2497-2513, April.
  119. 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., vol. 67(06), pages 1811-1833, December.
  120. Awijen, Haithem & Ben Zaied, Younes & Nguyen, Duc Khuong, 2022. "Covid-19 vaccination, fear and anxiety: Evidence from Google search trends," Social Science & Medicine, Elsevier, vol. 297(C).
  121. Awijen, Haithem & Belaïd, Fateh & Zaied, Younes Ben & Hussain, Nazim & Lahouel, Béchir Ben, 2022. "Renewable energy deployment in the MENA region: Does innovation matter?," Technological Forecasting and Social Change, Elsevier, vol. 179(C).
  122. Alain Chateauneuf & Michèle Cohen & Mina Mostoufi, 2022. "Optimality of deductible: a characterization, with application to Yaari’s dual theory," Theory and Decision, Springer, vol. 92(3), pages 569-580, April.
  123. 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, vol. 92(3), pages 581-581, April.
  124. 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), vol. 10(1), pages 13-25, May.
  125. Alain Chateauneuf & Bernard Cornet, 2022. "Submodular financial markets with frictions," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 73(2), pages 721-744, April.
  126. Alain Chateauneuf & Bernard Cornet, 2022. "Correction to: Submodular financial markets with frictions," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 73(2), pages 745-746, April.
  127. Bui, Anh Tuan & Nguyen, Cuong Viet & Pham, Thu Phuong & Phung, Duc Tung, 2022. "Female leadership and borrowing constraints: Evidence from an emerging economy," International Review of Financial Analysis, Elsevier, vol. 81(C).
  128. Anh Tuan Bui & Thu Phuong Pham, 2022. "Correction: Bui, A.T.; Pham, T.P. Financial and Labour Obstacles and Firm Employment: Evidence from Europe and Central Asia Firms. Sustainability 2021, 13 , 8650," Sustainability, MDPI, vol. 14(1), pages 1-1, January.
  129. 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, vol. 174(C).
  130. 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, vol. 0(3), pages 241-246.
  131. Betton, Sandra & El Meslmani, Nabil & Switzer, Lorne N., 2022. "Volatility of implied volatility and mergers and acquisitions," Journal of Corporate Finance, Elsevier, vol. 75(C).
  132. 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, vol. 62(C).
  133. Ajirloo, Bahman Fathi & Switzer, Lorne N., 2022. "Self-disclosed peer effects on corporate capital structure," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 78(C).
  134. 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 ," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, vol. 29(4), pages 996-1020, July.

2021

  1. Vu, Linh Hoang & Tran, Tuyen Quang, 2021. "Sibship composition, birth order and education: Evidence from Vietnam," International Journal of Educational Development, Elsevier, vol. 85(C).
  2. 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, vol. 13(24), pages 1-17, December.
  3. 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, vol. 14(1), pages 1-11, December.
  4. 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, vol. 25(1), pages 188-215, March.
  5. 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, vol. 39(4), pages 691-700, October.
  6. 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., vol. 21(1), pages 324-335, March.
  7. 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., vol. 21(2), pages 661-674, June.
  8. Petre Caraiani & Adrian C. Călin & Rangan Gupta, 2021. "Monetary policy and bubbles in US REITs," International Review of Finance, International Review of Finance Ltd., vol. 21(2), pages 675-687, June.
  9. 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, vol. 25(2), pages 737-757, May.
  10. 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, vol. 25(5), pages 289-310, December.
  11. 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.
  12. Elie Bouri & Rangan Gupta & Chi keung marco Lau & David Roubaud, 2021. "Risk aversion and Bitcoin returns in extreme quantiles," Economics Bulletin, AccessEcon, vol. 41(3), pages 1374-1386.
  13. 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, vol. 30(C).
  14. 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, vol. 55(C).
  15. 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, vol. 55(C).
  16. 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, vol. 56(C).
  17. 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, vol. 57(C).
  18. 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, vol. 57(C).
  19. 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, vol. 58(C).
  20. Karmakar, Sayar & Demirer, Riza & Gupta, Rangan, 2021. "Bitcoin mining activity and volatility dynamics in the power market," Economics Letters, Elsevier, vol. 209(C).
  21. Bonato, Matteo & Çepni, Oğuzhan & Gupta, Rangan & Pierdzioch, Christian, 2021. "Do oil-price shocks predict the realized variance of U.S. REITs?," Energy Economics, Elsevier, vol. 104(C).
  22. Gkillas, Konstantinos & Gupta, Rangan & Pierdzioch, Christian & Yoon, Seong-Min, 2021. "OPEC news and jumps in the oil market," Energy Economics, Elsevier, vol. 96(C).
  23. Berisha, Edmond & Chisadza, Carolyn & Clance, Matthew & Gupta, Rangan, 2021. "Income inequality and oil resources: Panel evidence from the United States," Energy Policy, Elsevier, vol. 159(C).
  24. 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, vol. 219(C).
  25. 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, vol. 235(C).
  26. 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, vol. 73(C).
  27. Bouri, Elie & Gupta, Rangan, 2021. "Predicting Bitcoin returns: Comparing the roles of newspaper- and internet search-based measures of uncertainty," Finance Research Letters, Elsevier, vol. 38(C).
  28. Bouri, Elie & Demirer, Riza & Gupta, Rangan & Wohar, Mark E., 2021. "Gold, platinum and the predictability of bond risk premia," Finance Research Letters, Elsevier, vol. 38(C).
  29. 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, vol. 38(C).
  30. 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, vol. 39(C).
  31. Gupta, Rangan & Sheng, Xin & Balcilar, Mehmet & Ji, Qiang, 2021. "Time-varying impact of pandemics on global output growth," Finance Research Letters, Elsevier, vol. 41(C).
  32. 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, vol. 42(C).
  33. André, Christophe & Gabauer, David & Gupta, Rangan, 2021. "Time-varying spillovers between housing sentiment and housing market in the United States☆," Finance Research Letters, Elsevier, vol. 42(C).
  34. Bouri, Elie & Gkillas, Konstantinos & Gupta, Rangan & Pierdzioch, Christian, 2021. "Forecasting power of infectious diseases-related uncertainty for gold realized variance," Finance Research Letters, Elsevier, vol. 42(C).
  35. 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, vol. 43(C).
  36. 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, vol. 43(C).
  37. Salisu, Afees A. & Gupta, Rangan, 2021. "Oil shocks and stock market volatility of the BRICS: A GARCH-MIDAS approach," Global Finance Journal, Elsevier, vol. 48(C).
  38. 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, vol. 61(C).
  39. 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, vol. 79(C), pages 290-302.
  40. 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, vol. 80(C), pages 159-169.
  41. 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, vol. 82(C), pages 200-206.
  42. 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, vol. 71(C), pages 289-298.
  43. 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, vol. 71(C), pages 779-810.
  44. Demirer, Riza & Gabauer, David & Gupta, Rangan & Ji, Qiang, 2021. "Monetary policy and speculative spillovers in financial markets," Research in International Business and Finance, Elsevier, vol. 56(C).
  45. 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, vol. 58(C).
  46. 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, vol. 58(C).
  47. 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, vol. 57(C), pages 87-92.
  48. Rangan Gupta & Christian Pierdzioch, 2021. "Forecasting the Volatility of Crude Oil: The Role of Uncertainty and Spillovers," Energies, MDPI, vol. 14(14), pages 1-15, July.
  49. 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, vol. 14(20), pages 1-12, October.
  50. 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, vol. 14(23), pages 1-18, December.
  51. Hardik A. Marfatia & Rangan Gupta & Keagile Lesame, 2021. "Dynamic Impact of Unconventional Monetary Policy on International REITs," JRFM, MDPI, vol. 14(9), pages 1-19, September.
  52. Elie Bouri & Riza Demirer & Rangan Gupta & Jacobus Nel, 2021. "COVID-19 Pandemic and Investor Herding in International Stock Markets," Risks, MDPI, vol. 9(9), pages 1-11, September.
  53. 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, vol. 13(14), pages 1-23, July.
  54. Yener Coskun & Christos Bouras & Rangan Gupta & Mark E. Wohar, 2021. "Multi-Horizon Financial and Housing Wealth Effects across the U.S. States," Sustainability, MDPI, vol. 13(3), pages 1-20, January.
  55. 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, vol. 13(5), pages 1-20, March.
  56. Carolyn Chisadza & Matthew Clance & Rangan Gupta, 2021. "Government Effectiveness and the COVID-19 Pandemic," Sustainability, MDPI, vol. 13(6), pages 1-15, March.
  57. 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, vol. 57(1), pages 29-53, January.
  58. 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, vol. 48(4), pages 845-874, November.
  59. 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, vol. 62(1), pages 81-107, January.
  60. 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, vol. 62(2), pages 283-317, February.
  61. 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, vol. 57(15), pages 4286-4311, December.
  62. 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, vol. 57(15), pages 4312-4329, December.
  63. 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, vol. 57(7), pages 2042-2051, May.
  64. 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, vol. 58(1), pages 53-72, January.
  65. 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, vol. 61(4), pages 1917-1933, October.
  66. 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, vol. 61(6), pages 2963-2983, December.
  67. 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, vol. 83(2), pages 395-414, November.
  68. 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, vol. 155(3), pages 771-788, June.
  69. 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, vol. 28(13), pages 1059-1065, July.
  70. 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, vol. 28(18), pages 1594-1599, October.
  71. 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, vol. 28(21), pages 1818-1824, December.
  72. 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, vol. 28(21), pages 1889-1897, December.
  73. Semih Emre Çekin & Rangan Gupta & Eric Olson, 2021. "The Taylor curve: international evidence," Applied Economics, Taylor & Francis Journals, vol. 53(40), pages 4680-4691, August.
  74. 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, vol. 27(16), pages 1626-1644, November.
  75. 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, vol. 22(4), pages 490-498, October.
  76. 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., vol. 40(4), pages 700-707, July.
  77. 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., vol. 40(8), pages 1581-1595, December.
  78. 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, vol. 39(4), pages 442-454, October.
  79. 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., vol. 16(01), pages 1-13, March.
  80. 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., vol. 16(02), pages 1-12, June.
  81. 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., vol. 16(03), pages 1-16, September.
  82. 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., vol. 16(04), pages 1-29, December.
  83. Gregoriou, Greg N. & Racicot, François-Éric & Théoret, Raymond, 2021. "The response of hedge fund tail risk to macroeconomic shocks: A nonlinear VAR approach," Economic Modelling, Elsevier, vol. 94(C), pages 843-872.
  84. Racicot, François-Éric & Théoret, Raymond & Gregoriou, Greg N., 2021. "The response of hedge fund higher moment risk to macroeconomic and illiquidity shocks," International Review of Economics & Finance, Elsevier, vol. 72(C), pages 289-318.
  85. Olivier Mesly & Hareesh Mavoori & François-Éric Racicot, 2021. "Too Big to Fail or Too Deceitful to be Caught?," Journal of Economic Issues, Taylor & Francis Journals, vol. 55(3), pages 736-759, July.
  86. 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, vol. 57(C).
  87. 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, vol. 58(C).
  88. 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, vol. 58(C).
  89. 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, vol. 101(C).
  90. 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, vol. 74(C).
  91. 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, vol. 74(C).
  92. 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, vol. 80(C), pages 195-209.
  93. 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, vol. 13(14), pages 1-14, July.
  94. Shafqut Ullah & Muhammad Khan & Seong-Min Yoon, 2021. "Measuring Energy Poverty and Its Impact on Economic Growth in Pakistan," Sustainability, MDPI, vol. 13(19), pages 1-19, October.
  95. 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, vol. 28(4), pages 613-647, December.
  96. 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, vol. 53(12), pages 1326-1341, March.
  97. Muhammad Khan & Seong-Min Yoon, 2021. "Financial instability and environmental degradation: a panel data investigation," Applied Economics, Taylor & Francis Journals, vol. 53(54), pages 6319-6331, November.
  98. 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., vol. 26(2), pages 2904-2926, April.
  99. AlKhazali, Osamah M. & Lean, Hooi Hooi & Mirzaei, Ali & Zoubi, Taisier, 2021. "A comparison of the gold-oil portfolio and oil portfolio: A stochastic dominance approach," Finance Research Letters, Elsevier, vol. 40(C).
  100. Husaini, Dzul Hadzwan & Lean, Hooi Hooi, 2021. "Asymmetric impact of oil price and exchange rate on disaggregation price inflation," Resources Policy, Elsevier, vol. 73(C).
  101. Badeeb, Ramez Abubakr & Szulczyk, Kenneth R. & Lean, Hooi Hooi, 2021. "Asymmetries in the effect of oil rent shocks on economic growth: A sectoral analysis from the perspective of the oil curse," Resources Policy, Elsevier, vol. 74(C).
  102. Muhammad Khalid Anser & Qasim Raza Syed & Hooi Hooi Lean & Andrew Adewale Alola & Munir Ahmad, 2021. "Do Economic Policy Uncertainty and Geopolitical Risk Lead to Environmental Degradation? Evidence from Emerging Economies," Sustainability, MDPI, vol. 13(11), pages 1-15, May.
  103. Hooi Hooi Lean & Fabio Pizzutilo, 2021. "Performances and risk of socially responsible investments across regions during crisis," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(3), pages 3556-3568, July.
  104. 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, vol. 68(2), pages 155-178, May.
  105. 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, vol. 0(3), pages 65-101.
  106. Furceri, Davide & Kilic Celik, Sinem & Jalles, João Tovar & Koloskova, Ksenia, 2021. "Recessions and total factor productivity: Evidence from sectoral data," Economic Modelling, Elsevier, vol. 94(C), pages 130-138.
  107. Jalles, João Tovar, 2021. "Dynamics of government spending cyclicality," Economic Modelling, Elsevier, vol. 97(C), pages 411-427.
  108. 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, vol. 18(3), pages 605-629, July.
  109. António Afonso & João Tovar Jalles & Ana Venâncio, 2021. "Structural Tax Reforms and Public Spending Efficiency," Open Economies Review, Springer, vol. 32(5), pages 1017-1061, November.
  110. João Tovar Jalles, 2021. "Promised Fiscal Expansions and Politics: A European Union Assessment," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 63(1), pages 84-116, March.
  111. 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, vol. 63(3), pages 356-383, September.
  112. 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, vol. 63(3), pages 337-338, September.
  113. Joao Tovar Jalles, 2021. "Tax capacity and growth in the Asia-Pacific region," Journal of the Asia Pacific Economy, Taylor & Francis Journals, vol. 26(3), pages 527-551, July.
  114. 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, vol. 39(C).
  115. 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, vol. 163(C).
  116. 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, vol. 169(C).
  117. 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, vol. 18(9), pages 2718-2734, August.
  118. 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, vol. 38(3), pages 471-484, March.
  119. 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, vol. 21(3), pages 729-746, December.
  120. 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, vol. 9(4), pages 1-15, December.
  121. Thai-Ha Le, Youngho Chang, and Donghyun Park, 2021. "Governance, Environmental Vulnerability, and PM2.5 Concentrations: International Evidence," The Energy Journal, International Association for Energy Economics, vol. 0(Number 6).
  122. 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, vol. 26(2), pages 109-130, April.
  123. 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, vol. 100(C).
  124. 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, vol. 58(C).
  125. 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, vol. 297(1), pages 241-275, February.
  126. 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, vol. 23(12), pages 18096-18115, December.
  127. Thai-Ha Le & Canh Phuc Nguyen, 2021. "The impact of tourism on carbon dioxide emissions: insights from 95 countries," Applied Economics, Taylor & Francis Journals, vol. 53(2), pages 235-261, January.
  128. Aouani, Zaier & Chateauneuf, Alain & Ventura, Caroline, 2021. "Propensity for hedging and ambiguity aversion," Journal of Mathematical Economics, Elsevier, vol. 97(C).
  129. Sinem Bas & Philippe Bich & Alain Chateauneuf, 2021. "Multidimensional inequalities and generalized quantile functions," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 71(2), pages 375-409, March.
  130. Wasi, Md Abdul & Pham, Thu Phuong & Zurbruegg, Ralf, 2021. "The non-pecuniary determinants of sovereign and bank rating changes," Finance Research Letters, Elsevier, vol. 41(C).
  131. Anh Tuan Bui & Thu Phuong Pham, 2021. "Financial and Labour Obstacles and Firm Employment: Evidence from Europe and Central Asia Firms," Sustainability, MDPI, vol. 13(15), pages 1-18, August.
  132. 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, vol. 185(C), pages 211-233.
  133. 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, vol. 101(C).
  134. 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, vol. 167(C).
  135. Younes Ben Zaied & Béchir Ben Lahouel, 2021. "Does environmental CSR performance matter for corporate financial performance? Evidence from panel quantile regression," Economics Bulletin, AccessEcon, vol. 41(3), pages 938-951.
  136. 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, vol. 6(1), pages 1-23, December.

2020

  1. Linh Hoang Vu, 2020. "Estimation and Analysis of Food Demand Patterns in Vietnam," Economies, MDPI, vol. 8(1), pages 1-17, February.
  2. Linh Luong & Linh Hoang Vu, 2020. "Impacts of Excise Taxation on Non-Alcoholic Beverage Consumption in Vietnam," Sustainability, MDPI, vol. 12(3), pages 1-13, February.
  3. 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, vol. 53(C), pages 402-410.
  4. 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, vol. 53(1), pages 82-120, January.
  5. 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, vol. 24(3), pages 84-109, September.
  6. 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, vol. 24(4), pages 44-76, December.
  7. 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, vol. 72(1), pages 50-62, January.
  8. Elie Bouri & Konstantinos Gkillas & Rangan Gupta, 2020. "Trade uncertainties and the hedging abilities of Bitcoin," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 49(3), September.
  9. 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, vol. 24(3), pages 1-17, June.
  10. Pierdzioch Christian & Gupta Rangan, 2020. "Uncertainty and Forecasts of U.S. Recessions," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 24(4), pages 1-20, September.
  11. 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.
  12. Christina Christou & Giray Gozgor & Rangan Gupta & Chi keung Marco Lau, 2020. "Are Uncertainties across the World Convergent?," Economics Bulletin, AccessEcon, vol. 40(1), pages 855-862.
  13. Berisha, Edmond & Gupta, Rangan & Meszaros, John, 2020. "The impact of macroeconomic factors on income inequality: Evidence from the BRICS," Economic Modelling, Elsevier, vol. 91(C), pages 559-567.
  14. 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, vol. 51(C).
  15. 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, vol. 52(C).
  16. 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, vol. 52(C).
  17. Gupta, Rangan & Sun, Xiaojin, 2020. "Forecasting economic policy uncertainty of BRIC countries using Bayesian VARs," Economics Letters, Elsevier, vol. 186(C).
  18. 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, vol. 88(C).
  19. Nazlioglu, Saban & Gupta, Rangan & Gormus, Alper & Soytas, Ugur, 2020. "Price and volatility linkages between international REITs and oil markets," Energy Economics, Elsevier, vol. 88(C).
  20. Bonato, Matteo & Gupta, Rangan & Lau, Chi Keung Marco & Wang, Shixuan, 2020. "Moments-based spillovers across gold and oil markets," Energy Economics, Elsevier, vol. 89(C).
  21. 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, vol. 91(C).
  22. 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, vol. 68(C).
  23. 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, vol. 33(C).
  24. Çepni, Oğguzhan & Demirer, Riza & Gupta, Rangan & Pierdzioch, Christian, 2020. "Time-varying risk aversion and the predictability of bond premia," Finance Research Letters, Elsevier, vol. 34(C).
  25. 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, vol. 34(C).
  26. Gkillas, Konstantinos & Gupta, Rangan & Pierdzioch, Christian, 2020. "Forecasting realized gold volatility: Is there a role of geopolitical risks?," Finance Research Letters, Elsevier, vol. 35(C).
  27. 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, vol. 37(C).
  28. 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, vol. 51(C).
  29. 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, vol. 36(3), pages 933-948.
  30. 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, vol. 104(C).
  31. 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, vol. 109(C).
  32. Caraiani, Petre & Gupta, Rangan, 2020. "Is the response of the bank of England to exchange rate movements frequency-dependent?," Journal of Macroeconomics, Elsevier, vol. 63(C).
  33. 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, vol. 69(C).
  34. 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, vol. 540(C).
  35. 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, vol. 540(C).
  36. 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, vol. 76(C), pages 207-217.
  37. 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, vol. 76(C), pages 243-248.
  38. Gupta, Rangan & Makena, Philton, 2020. "Why must it always be so Real with tax evasion?," The Quarterly Review of Economics and Finance, Elsevier, vol. 78(C), pages 304-308.
  39. 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, vol. 78(C), pages 70-87.
  40. 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, vol. 68(C), pages 105-130.
  41. Nazlioglu, Saban & Gupta, Rangan & Bouri, Elie, 2020. "Movements in international bond markets: The role of oil prices," International Review of Economics & Finance, Elsevier, vol. 68(C), pages 47-58.
  42. 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, vol. 70(C), pages 303-320.
  43. 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, vol. 52(C).
  44. 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, vol. 52(C).
  45. Balcilar, Mehmet & Gupta, Rangan & Lee, Chien-Chiang & Olasehinde-Williams, Godwin, 2020. "Insurance and economic policy uncertainty," Research in International Business and Finance, Elsevier, vol. 54(C).
  46. 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, vol. 54(C).
  47. Gabauer, David & Gupta, Rangan, 2020. "Spillovers across macroeconomic, financial and real estate uncertainties: A time-varying approach," Structural Change and Economic Dynamics, Elsevier, vol. 52(C), pages 167-173.
  48. 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, vol. 54(C), pages 297-308.
  49. 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, vol. 38(6), pages 525-537, April.
  50. 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, vol. 8(1), pages 1-12, March.
  51. 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, vol. 8(1), pages 1-14, March.
  52. Elie Bouri & Riza Demirer & Rangan Gupta & Christian Pierdzioch, 2020. "Infectious Diseases, Market Uncertainty and Oil Market Volatility," Energies, MDPI, vol. 13(16), pages 1-8, August.
  53. 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, vol. 8(11), pages 1-16, November.
  54. Matteo Bonato & Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch, 2020. "Investor Happiness and Predictability of the Realized Volatility of Oil Price," Sustainability, MDPI, vol. 12(10), pages 1-11, May.
  55. 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, vol. 54(4), pages 55-73, October-D.
  56. 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, vol. 56(4), pages 747-771, December.
  57. Konstantinos Gkillas & Rangan Gupta & Mark E. Wohar, 2020. "Oil shocks and volatility jumps," Review of Quantitative Finance and Accounting, Springer, vol. 54(1), pages 247-272, January.
  58. 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, vol. 9(3), pages 167-177.
  59. 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, vol. 9(3), pages 178-188.
  60. 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, vol. 45(2), pages 335-360, April.
  61. 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, , vol. 48(3), pages 303-339, May.
  62. Rangan Gupta & Hylton Hollander & Rudi Steinbach, 2020. "Forecasting output growth using a DSGE-based decomposition of the South African yield curve," Empirical Economics, Springer, vol. 58(1), pages 351-378, January.
  63. 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, vol. 58(4), pages 1491-1511, April.
  64. 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, vol. 58(5), pages 2249-2285, May.
  65. Rangan Gupta & Xiaojin Sun, 2020. "Housing market spillovers in South Africa: evidence from an estimated small open economy DSGE model," Empirical Economics, Springer, vol. 58(5), pages 2309-2332, May.
  66. Francis Leni Anguyo & Rangan Gupta & Kevin Kotzé, 2020. "Monetary policy and financial frictions in a small open-economy model for Uganda," Empirical Economics, Springer, vol. 59(3), pages 1213-1241, September.
  67. 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, vol. 10(1), pages 47-69, March.
  68. 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), vol. 9(1), pages 1-30, December.
  69. 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, vol. 147(3), pages 747-762, February.
  70. 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, vol. 27(14), pages 1124-1134, July.
  71. 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, vol. 27(16), pages 1305-1311, September.
  72. 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, vol. 27(19), pages 1546-1551, November.
  73. 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, vol. 27(19), pages 1562-1566, November.
  74. 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, vol. 52(10), pages 1070-1087, February.
  75. Franz Ruch & Mehmet Balcilar & Rangan Gupta & Mampho P. Modise, 2020. "Forecasting core inflation: the case of South Africa," Applied Economics, Taylor & Francis Journals, vol. 52(28), pages 3004-3022, June.
  76. 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, vol. 52(5), pages 528-536, January.
  77. 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, vol. 31(6), pages 692-706, August.
  78. 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, vol. 47(6), pages 1109-1127, April.
  79. 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, vol. 47(6), pages 1128-1143, April.
  80. 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, vol. 29(6), pages 711-721, August.
  81. 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, vol. 13(2), pages 161-187, May.
  82. 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, vol. 26(2), pages 111-117, December.
  83. 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, vol. 33(1), pages 1538-1561, January.
  84. Ruipeng Liu & Riza Demirer & Rangan Gupta & Mark Wohar, 2020. "Volatility forecasting with bivariate multifractal models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(2), pages 155-167, March.
  85. 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., vol. 39(6), pages 957-965, September.
  86. 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., vol. 39(6), pages 966-985, September.
  87. 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., vol. 15(04), pages 1-17, December.
  88. Pierre Rostan & Alexandra Rostan & François-Éric Racicot, 2020. "Increment Variance Reduction Techniques with an Application to Multi-name Credit Derivatives," Computational Economics, Springer;Society for Computational Economics, vol. 55(1), pages 1-35, January.
  89. Olivier Mesly & David W. Shanafelt & Nicolas Huck & François‐Éric Racicot, 2020. "From wheel of fortune to wheel of misfortune: Financial crises, cycles, and consumer predation," Journal of Consumer Affairs, Wiley Blackwell, vol. 54(4), pages 1195-1212, December.
  90. 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, vol. 51(C).
  91. 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, vol. 52(C).
  92. 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, vol. 52(C).
  93. 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, vol. 54(C).
  94. 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, vol. 90(C).
  95. 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, vol. 545(C).
  96. Yeonjeong Lee & Seong-Min Yoon, 2020. "Dynamic Spillover and Hedging among Carbon, Biofuel and Oil," Energies, MDPI, vol. 13(17), pages 1-19, August.
  97. 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, vol. 13(9), pages 1-14, May.
  98. Ki-Hong Choi & Seong-Min Yoon, 2020. "Investor Sentiment and Herding Behavior in the Korean Stock Market," IJFS, MDPI, vol. 8(2), pages 1-14, June.
  99. Yeonjeong Lee & Seong-Min Yoon, 2020. "Relationship between International Reserves and FX Rate Movements," Sustainability, MDPI, vol. 12(17), pages 1-24, August.
  100. Ki-Hong Choi & Seong-Min Yoon, 2020. "Asymmetric Dependence between Oil Prices and Maritime Freight Rates: A Time-Varying Copula Approach," Sustainability, MDPI, vol. 12(24), pages 1-16, December.
  101. 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, vol. 56(2), pages 529-545, August.
  102. 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, vol. 52(39), pages 4250-4262, August.
  103. 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, vol. 52(43), pages 4745-4764, September.
  104. 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, vol. 52(49), pages 5311-5342, October.
  105. 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., vol. 25(2), pages 261-273, April.
  106. 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, vol. 281(2), pages 415-427.
  107. 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, Sciendo, vol. 49(49), pages 81-92, September.
  108. Arvanitis, Stelios & Scaillet, Olivier & Topaloglou, Nikolas, 2020. "Spanning tests for Markowitz stochastic dominance," Journal of Econometrics, Elsevier, vol. 217(2), pages 291-311.
  109. Topaloglou, Nikolas & Vladimirou, Hercules & Zenios, Stavros A., 2020. "Integrated dynamic models for hedging international portfolio risks," European Journal of Operational Research, Elsevier, vol. 285(1), pages 48-65.
  110. Topaloglou, Nikolas & Tsionas, Mike G., 2020. "Stochastic dominance tests," Journal of Economic Dynamics and Control, Elsevier, vol. 112(C).
  111. Geok Peng Yeap & Hooi Hooi Lean, 2020. "Supply elasticity of new housing supply in Malaysia: an analysis across housing sub-markets," Economics Bulletin, AccessEcon, vol. 40(1), pages 807-820.
  112. Ehigiamusoe, Kizito Uyi & Lean, Hooi Hooi & Smyth, Russell, 2020. "The moderating role of energy consumption in the carbon emissions-income nexus in middle-income countries," Applied Energy, Elsevier, vol. 261(C).
  113. Foo, Nam & Lean, Hooi Hooi & Salim, Ruhul, 2020. "The impact of China’s one belt one road initiative on international trade in the ASEAN region," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
  114. Munir, Qaiser & Lean, Hooi Hooi & Smyth, Russell, 2020. "CO2 emissions, energy consumption and economic growth in the ASEAN-5 countries: A cross-sectional dependence approach," Energy Economics, Elsevier, vol. 85(C).
  115. Ehigiamusoe, Kizito Uyi & Lean, Hooi Hooi, 2020. "The role of deficit and debt in financing growth in West Africa," Journal of Policy Modeling, Elsevier, vol. 42(1), pages 216-234.
  116. Badeeb, Ramez Abubakr & Lean, Hooi Hooi & Shahbaz, Muhammad, 2020. "Are too many natural resources to blame for the shape of the Environmental Kuznets Curve in resource-based economies?," Resources Policy, Elsevier, vol. 68(C).
  117. Xiu Wei Yeap & Hooi Hooi Lean & Marius Galabe Sampid & Haslifah Mohamad Hasim, 2020. "The dependence structure and portfolio risk of Malaysia's foreign exchange rates: the Bayesian GARCH–EVT–copula model," International Journal of Emerging Markets, Emerald Group Publishing Limited, vol. 16(5), pages 952-974, October.
  118. Mohd Fahmi Ghazali & Hooi Hooi Lean & Zakaria Bahari, 2020. "Does Gold Investment Offer Protection Against Stock Market Losses? Evidence From Five Countries," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 65(02), pages 275-301, March.
  119. Kizito Uyi Ehigiamusoe & Hooi Hooi Lean & Jin Hooi Chan, 2020. "Influence Of Macroeconomic Stability On Financial Development In Developing Economies: Evidence From West African Region," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 65(04), pages 837-856, June.
  120. João T. Jalles, 2020. "Explaining Africa's public consumption procyclicality: Revisiting old evidence," International Finance, Wiley Blackwell, vol. 23(2), pages 297-323, August.
  121. Afonso, António & Jalles, João Tovar, 2020. "A Note On Inflation Dynamics, Price Volatility, And Fiscal Activism," Macroeconomic Dynamics, Cambridge University Press, vol. 24(5), pages 1299-1313, July.
  122. Jalles, João Tovar, 2020. "The volatility impact of social expenditure’s cyclicality in advanced economies," Economic Analysis and Policy, Elsevier, vol. 66(C), pages 26-40.
  123. Jalles, João Tovar, 2020. "Social expenditure cyclicality: New time-varying evidence in developing economies," Economic Systems, Elsevier, vol. 44(3).
  124. Jalles, Joao Tovar & Ge, Jun, 2020. "Emissions and economic development in commodity exporting countries," Energy Economics, Elsevier, vol. 85(C).
  125. 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, vol. 63(C).
  126. Afonso, António & Jalles, João Tovar, 2020. "Stock flow adjustments in sovereign debt dynamics: The role of fiscal frameworks," International Review of Economics & Finance, Elsevier, vol. 65(C), pages 1-16.
  127. 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, vol. 48(2), pages 367-391, June.
  128. João Tovar Jalles, 2020. "The impact of financial crises on the environment in developing countries," Annals of Finance, Springer, vol. 16(2), pages 281-306, June.
  129. João Tovar Jalles, 2020. "A New Look into Fiscal Countercyclicality: Expectations, Shocks, and the Business Cycle," FinanzArchiv: Public Finance Analysis, Mohr Siebeck, Tübingen, vol. 76(3), pages 240-265.
  130. Romain Duval & Davide Furceri & Joao Jalles, 2020. "Job protection deregulation in good and bad times," Oxford Economic Papers, Oxford University Press, vol. 72(2), pages 370-390.
  131. 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, vol. 62(4), pages 661-700, December.
  132. António Afonso & João Tovar Jalles, 2020. "Economic volatility and sovereign yields’ determinants: a time-varying approach," Empirical Economics, Springer, vol. 58(2), pages 427-451, February.
  133. 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, vol. 19(2), pages 155-170, May.
  134. António Afonso & João Tovar Jalles, 2020. "Sovereign indebtedness and financial and fiscal conditions," Applied Economics Letters, Taylor & Francis Journals, vol. 27(19), pages 1611-1616, November.
  135. João Tovar Jalles, 2020. "European commission’s fiscal forecasts in CEE countries: a thorough assessment," Journal of Economic Policy Reform, Taylor & Francis Journals, vol. 23(2), pages 161-183, July.
  136. Luiz de Mello & João Tovar Jalles, 2020. "The global crisis and intergovernmental relations: centralization versus decentralization 10 years on," Regional Studies, Taylor & Francis Journals, vol. 54(7), pages 942-957, July.
  137. Thanh-Long Giang & Dinh-Tri Vo & Quan-Hoang Vuong, 2020. "COVID-19: A Relook at Healthcare Systems and Aged Populations," Sustainability, MDPI, vol. 12(10), pages 1-10, May.
  138. 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, vol. 52(8), pages 851-865, February.
  139. 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, vol. 17(3), pages 664-682, November.
  140. 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, vol. 19(1), pages 92-108, August.
  141. 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, vol. 8(2), pages 1-13, April.
  142. Ahmed Imran Hunjra & Rashid Mehmood & Tahar Tayachi, 2020. "How Do Corporate Social Responsibility and Corporate Governance Affect Stock Price Crash Risk?," JRFM, MDPI, vol. 13(2), pages 1-15, February.
  143. 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, vol. 13(6), pages 1-18, June.
  144. 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, vol. 8(2), pages 1-14, April.
  145. 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, vol. 8(4), pages 1-23, November.
  146. 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, vol. 12(9), pages 1-13, May.
  147. 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, vol. 8(1), pages 1733279-173, January.
  148. Thai-Ha Le, Youngho Chang, and Donghyun Park, 2020. "Renewable and Nonrenewable Energy Consumption, Economic Growth, and Emissions: International Evidence," The Energy Journal, International Association for Energy Economics, vol. 0(Number 2), pages 73-92.
  149. Ha-chi Le & Thai-ha Le, 2020. "Foreign Direct Investment Inflows and Economic Growth in Singapore: an Empirical approach," Economics Bulletin, AccessEcon, vol. 40(4), pages 3256-3273.
  150. 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, vol. 65(C), pages 21-39.
  151. 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, vol. 72(C).
  152. Le, Thai-Ha & Le, Ha-Chi & Taghizadeh-Hesary, Farhad, 2020. "Does financial inclusion impact CO2 emissions? Evidence from Asia," Finance Research Letters, Elsevier, vol. 34(C).
  153. 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, vol. 51(C).
  154. Alain Chateauneuf & Caroline Ventura & Vassili Vergopoulos, 2020. "A Simple Characterization of the Hurwicz Criterium under Uncertainty," Revue économique, Presses de Sciences-Po, vol. 71(2), pages 331-336.
  155. Aouani, Zaier & Chateauneuf, Alain, 2020. "Multidimensional inequality and inframodular order," Journal of Mathematical Economics, Elsevier, vol. 90(C), pages 74-79.
  156. Bui, Tuan Anh & Nguyen, Cuong Viet & Nguyen, Khuong Duc & Nguyen, Ha Hong & Pham, Phuong Thu, 2020. "The effect of tuition fee reduction and education subsidy on school enrollment: Evidence from Vietnam," Children and Youth Services Review, Elsevier, vol. 108(C).
  157. 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, vol. 53(C).
  158. 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, vol. 35(C).
  159. Ilyes Abid & Abderrazak Dhaoui & Khaled Guesmi & Olfa Kaabia, 2020. "Hedging strategy for financial variables and commodities," Economics Bulletin, AccessEcon, vol. 40(2), pages 1368-1379.
  160. Ilyes Abid & Abderrazak Dhaoui & Stéphane Goutte & Khaled Guesmi, 2020. "Hedging and diversification across commodity assets," Applied Economics, Taylor & Francis Journals, vol. 52(23), pages 2472-2492, May.

2019

  1. 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, vol. 27(6), pages 658-669, November.
  2. 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, vol. 46(1), pages 192-210, January.
  3. 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, vol. 23(1), pages 88-113, March.
  4. 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, vol. 23(2), pages 151-163, June.
  5. 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, vol. 23(3), pages 93-121, September.
  6. 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, vol. 23(4), pages 1-23, December.
  7. 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, vol. 22(2), pages 221-240, August.
  8. 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., vol. 19(4), pages 851-862, December.
  9. 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, vol. 87(1), pages 24-36, January.
  10. 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, vol. 66(5), pages 673-702, November.
  11. 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, vol. 23(3), pages 1-17, June.
  12. 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, vol. 8(3), pages 39-50.
  13. 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.
  14. Rangan Gupta & Philton Makena, 2019. "Inflation Aversion and the Growth-Inflation Relationship," Annals of Economics and Finance, Society for AEF, vol. 20(2), pages 803-815, November.
  15. 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, vol. 23(2), pages 775-797, March.
  16. 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, vol. 233, pages 612-621.
  17. 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, vol. 47(C), pages 391-405.
  18. 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, vol. 49(C), pages 181-205.
  19. 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, vol. 50(C).
  20. 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, vol. 50(C).
  21. Christou, Christina & Gupta, Rangan & Nyakabawo, Wendy, 2019. "Time-varying impact of uncertainty shocks on the US housing market," Economics Letters, Elsevier, vol. 180(C), pages 15-20.
  22. 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, vol. 61(C), pages 29-36.
  23. 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, vol. 65(C).
  24. 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, vol. 28(C), pages 398-411.
  25. Bouri, Elie & Gupta, Rangan & Roubaud, David, 2019. "Herding behaviour in cryptocurrencies," Finance Research Letters, Elsevier, vol. 29(C), pages 216-221.
  26. 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, vol. 29(C), pages 315-322.
  27. 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, vol. 30(C), pages 160-169.
  28. 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, vol. 19(C), pages 1-1.
  29. 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, vol. 41(6), pages 1043-1056.
  30. 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, vol. 60(C), pages 118-124.
  31. Plakandaras, Vasilios & Gupta, Rangan & Wong, Wing-Keung, 2019. "Point and density forecasts of oil returns: The role of geopolitical risks," Resources Policy, Elsevier, vol. 62(C), pages 580-587.
  32. 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, vol. 49(C), pages 81-88.
  33. 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, vol. 514(C), pages 345-354.
  34. 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, vol. 521(C), pages 48-73.
  35. 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, vol. 532(C).
  36. 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, vol. 535(C).
  37. 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, vol. 59(C), pages 150-163.
  38. 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, vol. 59(C), pages 458-467.
  39. 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, vol. 64(C), pages 476-492.
  40. 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, vol. 47(C), pages 304-310.
  41. 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, vol. 49(C), pages 315-321.
  42. 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, vol. 50(C), pages 132-147.
  43. 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, vol. 50(C), pages 51-55.
  44. 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, vol. 11(3), pages 294-308, June.
  45. 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, vol. 38(3), pages 562-582, May.
  46. 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, vol. 12(17), pages 1-17, September.
  47. Rangan Gupta & Zhihui Lv & Wing-Keung Wong, 2019. "Macroeconomic Shocks and Changing Dynamics of the U.S. REITs Sector," Sustainability, MDPI, vol. 11(10), pages 1-12, May.
  48. 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, vol. 11(2), pages 1-15, January.
  49. 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, vol. 18(2), pages 141-163, September.
  50. 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, vol. 46(2), pages 353-368, May.
  51. 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, vol. 8, pages 239-257.
  52. 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, vol. 55(7), pages 1593-1618, May.
  53. 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, vol. 55(8), pages 1841-1856, June.
  54. 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, vol. 8(3), pages 138-146.
  55. 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, vol. 10(6), pages 97-108.
  56. 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, vol. 11(1), pages 152-165.
  57. 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, vol. 56(1), pages 61-79, January.
  58. 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, vol. 57(6), pages 1959-1978, December.
  59. 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, vol. 9(4), pages 515-530, December.
  60. 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, vol. 43(1), pages 44-56, January.
  61. 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, vol. 43(2), pages 298-312, April.
  62. 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, vol. 53(1), pages 283-295, January.
  63. 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, vol. 142(1), pages 65-82, February.
  64. 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, vol. 142(2), pages 827-843, April.
  65. Vasilios Plakandaras & Rangan Gupta & Luis A. Gil-Alana & Mark E. Wohar, 2019. "Are BRICS exchange rates chaotic?," Applied Economics Letters, Taylor & Francis Journals, vol. 26(13), pages 1104-1110, July.
  66. 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, vol. 26(16), pages 1317-1321, September.
  67. 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, vol. 51(33), pages 3624-3631, July.
  68. Vasilios Plakandaras & Rangan Gupta & Mark E. Wohar, 2019. "Persistence of economic uncertainty: a comprehensive analysis," Applied Economics, Taylor & Francis Journals, vol. 51(41), pages 4477-4498, September.
  69. 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, vol. 30(3), pages 367-379, April.
  70. 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, vol. 25(2), pages 190-203, January.
  71. 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, vol. 19(5), pages 843-858, May.
  72. 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, vol. 22(1), pages 117-131, January.
  73. 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, vol. 25(1), pages 67-75, January.
  74. 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, vol. 32(1), pages 2554-2567, January.
  75. 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, vol. 34(3), pages 267-285.
  76. Christina Christou & Juncal Cunado & Rangan Gupta, 2019. "Price Convergence Patterns across U.S. States," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 66(2), pages 187-201.
  77. 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., vol. 24(1), pages 412-426, January.
  78. 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., vol. 31(1), pages 101-116, January.
  79. 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, vol. 37(3), pages 327-340, July.
  80. Racicot, François-Éric & Théoret, Raymond, 2019. "Hedge fund return higher moments over the business cycle," Economic Modelling, Elsevier, vol. 78(C), pages 73-97.
  81. Mesly, Olivier & Chkir, Imed & Racicot, François-Éric, 2019. "Predatory cells and puzzling financial crises: Are toxic products good for the financial markets?," Economic Modelling, Elsevier, vol. 78(C), pages 11-31.
  82. François-Eric Racicot & William F. Rentz & Alfred Kahl & Olivier Mesly, 2019. "Examining the dynamics of illiquidity risks within the phases of the business cycle," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, vol. 19(2), pages 117-131, June.
  83. François-Éric Racicot & William F Rentz & David Tessier & Raymond Théoret, 2019. "The conditional Fama-French model and endogenous illiquidity: A robust instrumental variables test," PLOS ONE, Public Library of Science, vol. 14(9), pages 1-26, September.
  84. 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.
  85. 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, vol. 77(C), pages 204-215.
  86. 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, vol. 48(C), pages 801-818.
  87. 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, vol. 78(C), pages 668-679.
  88. 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, vol. 84(C).
  89. 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, vol. 84(C).
  90. 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, vol. 31(C), pages 19-25.
  91. 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, vol. 61(C), pages 393-398.
  92. 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, vol. 52.
  93. 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, vol. 52.
  94. 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, vol. 531(C).
  95. 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, vol. 46(3), pages 777-795, August.
  96. 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, vol. 7(4), pages 1-14, December.
  97. Sang Hoon Kang & Seong-Min Yoon, 2019. "Dynamic connectedness network in economic policy uncertainties," Applied Economics Letters, Taylor & Francis Journals, vol. 26(1), pages 74-78, January.
  98. Stelios Arvanitis & Mark Hallam & Thierry Post & Nikolas Topaloglou, 2019. "Stochastic Spanning," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 37(4), pages 573-585, October.
  99. Kizito Uyi Ehigiamusoe & Hooi Hooi Lean, 2019. "Economic Union, Finance and Growth: A Prognosis in West Africa," African Development Review, African Development Bank, vol. 31(4), pages 434-447, December.
  100. Husaini, Dzul Hadzwan & Puah, Chin-Hong & Lean, Hooi Hooi, 2019. "Energy subsidy and oil price fluctuation, and price behavior in Malaysia:A time series analysis," Energy, Elsevier, vol. 171(C), pages 1000-1008.
  101. Hassan F. Gholipour & Hooi Hooi Lean & Reza Tajaddini & Anh Khoi Pham, 2019. "Foreign investment in Australian residential properties," International Journal of Housing Markets and Analysis, Emerald Group Publishing Limited, vol. 12(2), pages 166-180, March.
  102. Kizito Uyi Ehigiamusoe & Hooi Hooi Lean, 2019. "Influence of Real Exchange Rate on the Finance-Growth Nexus in the West African Region," Economies, MDPI, vol. 7(1), pages 1-21, March.
  103. Chi Dong & Hooi Hooi Lean & Zamri Ahmad & Wing-Keung Wong, 2019. "The Impact of Market Condition and Policy Change on the Sustainability of Intra-Industry Information Diffusion in China," Sustainability, MDPI, vol. 11(4), pages 1-20, February.
  104. Kizito Uyi Ehigiamusoe & Hooi Hooi Lean & Chien-Chiang Lee, 2019. "Moderating effect of inflation on the finance–growth nexus: insights from West African countries," Empirical Economics, Springer, vol. 57(2), pages 399-422, August.
  105. Kizito Uyi Ehigiamusoe & Hooi Hooi Lean, 2019. "Foreign Capital Inflows and Economic Growth in Nigeria: Any Nexus?," Journal of African Business, Taylor & Francis Journals, vol. 20(4), pages 455-471, October.
  106. Ehigiamusoe, Kizito Uyi & Lean, Hooi Hooi, 2019. "Do economic and financial integration stimulate economic growth? A critical survey," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 13, pages 1-27.
  107. 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, vol. 514(C), pages 235-243.
  108. 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, vol. 9(1), pages 51-78.
  109. Zidong An & João Tovar Jalles & Prakash Loungani, 2019. "An Assessment of the IMF’s Unemployment Forecasts," Manchester School, University of Manchester, vol. 87(4), pages 489-509, July.
  110. João Tovar Jalles & Luiz de Mello, 2019. "Cross‐country evidence on the determinants of inclusive growth episodes," Review of Development Economics, Wiley Blackwell, vol. 23(4), pages 1818-1839, November.
  111. João Tovar Jalles, 2019. "On the Time‐Varying Relationship between Unemployment and Output: What shapes it?," Scottish Journal of Political Economy, Scottish Economic Society, vol. 66(5), pages 605-630, November.
  112. 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, vol. 42(2), pages 320-348, February.
  113. Furceri Davide & Jalles João Tovar, 2019. "Fiscal counter-cyclicality and productive investment: evidence from advanced economies," The B.E. Journal of Macroeconomics, De Gruyter, vol. 19(1), pages 1-15, January.
  114. Antonio Afonso & Joao Tovar Jalles, 2019. "Sovereign Ratings and Finance Ministers' Characteristics," Economics Bulletin, AccessEcon, vol. 39(4), pages 2999-3010.
  115. 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, vol. 77(C), pages 105-118.
  116. Jalles, Joao Tovar, 2019. "Crises and emissions: New empirical evidence from a large sample," Energy Policy, Elsevier, vol. 129(C), pages 880-895.
  117. 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, vol. 58(C), pages 208-224.
  118. 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, vol. 35(3), pages 1131-1142.
  119. 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, vol. 74(C), pages 129-147.
  120. Joao Jalles, 2019. "Wagner’s law and governments’ functions: granularity matters," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 46(2), pages 446-466, March.
  121. António Afonso & João Tovar Jalles, 2019. "Decomposing and Analysing the Determinants of Current Accounts’ Cyclicality: Evidence from the Euro Area," Open Economies Review, Springer, vol. 30(1), pages 133-156, February.
  122. 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, vol. 75(3), pages 207-228.
  123. João Tovar Jalles, 2019. "How Do Macroeconomic Fundamentals Affect Sovereign Bond Yields? New Evidence from European Forecasts," CESifo Economic Studies, CESifo Group, vol. 65(1), pages 44-67.
  124. João Tovar Jalles, 2019. "Monetary Aggregates and Macroeconomic Performance: The Portuguese Escudo, 1911–1999," International Economic Journal, Taylor & Francis Journals, vol. 33(4), pages 719-740, October.
  125. António Afonso & João Tovar Jalles, 2019. "Fiscal Rules and Government Financing Costs," Fiscal Studies, John Wiley & Sons, vol. 40(1), pages 71-90, March.
  126. Julien Chevallier & Dinh-Tri Vo, 2019. "Portfolio allocation across variance risk premia," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 20(5), pages 556-593, October.
  127. 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), vol. 20(4), pages 501-511, June.
  128. 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, vol. 103(C), pages 596-606.
  129. 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, vol. 17(2), pages 220-248, June.
  130. 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, vol. 51(3), pages 219-238, January.
  131. 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, vol. 12(1), pages 1-17, March.
  132. Le, Thai-Ha & Chang, Youngho & Taghizadeh-Hesary, Farhad & Yoshino, Naoyuki, 2019. "Energy insecurity in Asia: A multi-dimensional analysis," Economic Modelling, Elsevier, vol. 83(C), pages 84-95.
  133. Le, Thai-Ha & Nguyen, Canh Phuc, 2019. "Is energy security a driver for economic growth? Evidence from a global sample," Energy Policy, Elsevier, vol. 129(C), pages 436-451.
  134. Thai-Ha Le & Youngho Chang & Donghyun Park, 2019. "Economic development and environmental sustainability: evidence from Asia," Empirical Economics, Springer, vol. 57(4), pages 1129-1156, October.
  135. 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), vol. 26(1), pages 21-65, June.
  136. Aloisio Araujo & Alain Chateauneuf & José Heleno Faro & Bruno Holanda, 2019. "Updating pricing rules," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 68(2), pages 335-361, September.
  137. Bui, Anh Tuan & Nguyen, Cuong Viet & Pham, Thu Phuong, 2019. "Impact of foreign investment on household welfare: Evidence from Vietnam," Journal of Asian Economics, Elsevier, vol. 64(C), pages 1-1.
  138. Pascal Nguyen & Younes Ben Zaied & Thu Phuong Pham, 2019. "Does idiosyncratic risk matter? Evidence from mergers and acquisitions," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 20(4), pages 313-329, September.
  139. 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, vol. 0(2), pages 61-93.
  140. Gaies, Brahim & Kaabia, Olfa & Ayadi, Rim & Guesmi, Khaled & Abid, Ilyes, 2019. "Financial development and energy consumption: Is the MENA region different?," Energy Policy, Elsevier, vol. 135(C).
  141. Gaies, Brahim & Goutte, Stéphane & Guesmi, Khaled, 2019. "Banking crises in developing countries–What crucial role of exchange rate stability and external liabilities?," Finance Research Letters, Elsevier, vol. 31(C).
  142. Gaies, Brahim & Nabi2, Mahmoud-Sami, 2019. "Financial Openness and Growth in Developing Countries: Why Does the Type of External Financing Matter?," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 34(3), pages 426-464.
  143. Brahim Gaies & Stéphane Goutte & Khaled Guesmi, 2019. "FDI, banking crises and growth: direct and spill over effects," Applied Economics Letters, Taylor & Francis Journals, vol. 26(20), pages 1655-1658, November.
  144. Brahim Gaies & Stephane Goutte & Khaled Guesmi, 2019. "What Interactions between Financial Globalization and Instability?—Growth in Developing Countries," Journal of International Development, John Wiley & Sons, Ltd., vol. 31(1), pages 39-79, January.
  145. 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, vol. 60(C), pages 89-110.
  146. 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, vol. 47(C), pages 371-385.
  147. 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, vol. 62(C), pages 184-202.

2018

  1. 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, vol. 20(5), pages 768-787, October.
  2. 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, vol. 19(4), pages 945-963, November.
  3. 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, vol. 113(C), pages 356-367.
  4. 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, vol. 22(1), pages 204-229, December.
  5. 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, vol. 22(1), pages 95-114, December.
  6. 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, vol. 70(1), pages 74-87, January.
  7. 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., vol. 18(3), pages 495-506, September.
  8. 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, vol. 86(4), pages 488-511, July.
  9. 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, vol. 86(5), pages 622-640, September.
  10. 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, vol. 22(2), pages 1-15, April.
  11. Sergey Ivashchenko & Rangan Gupta, 2018. "Forecasting using a Nonlinear DSGE Model," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 7(2), pages 73-98.
  12. 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.
  13. 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, vol. 43(C), pages 87-96.
  14. 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, vol. 45(C), pages 206-214.
  15. 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, vol. 46(C), pages 103-113.
  16. Antonakakis, Nikolaos & Gabauer, David & Gupta, Rangan & Plakandaras, Vasilios, 2018. "Dynamic connectedness of uncertainty across developed economies: A time-varying approach," Economics Letters, Elsevier, vol. 166(C), pages 63-75.
  17. 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, vol. 167(C), pages 36-39.
  18. 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, vol. 171(C), pages 63-71.
  19. Balcilar, Mehmet & Bonato, Matteo & Demirer, Riza & Gupta, Rangan, 2018. "Geopolitical risks and stock market dynamics of the BRICS," Economic Systems, Elsevier, vol. 42(2), pages 295-306.
  20. 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, vol. 42(4), pages 637-648.
  21. 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, vol. 34(C), pages 124-142.
  22. Caspi, Itamar & Katzke, Nico & Gupta, Rangan, 2018. "Date stamping historical periods of oil price explosivity: 1876–2014," Energy Economics, Elsevier, vol. 70(C), pages 582-587.
  23. Bos, Martijn & Demirer, Riza & Gupta, Rangan & Tiwari, Aviral Kumar, 2018. "Oil returns and volatility: The role of mergers and acquisitions," Energy Economics, Elsevier, vol. 71(C), pages 62-69.
  24. Demirer, Riza & Gupta, Rangan & Suleman, Tahir & Wohar, Mark E., 2018. "Time-varying rare disaster risks, oil returns and volatility," Energy Economics, Elsevier, vol. 75(C), pages 239-248.
  25. 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, vol. 24(C), pages 1-9.
  26. 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, vol. 25(C), pages 131-136.
  27. Gkillas, Konstantinos & Gupta, Rangan & Wohar, Mark E., 2018. "Volatility jumps: The role of geopolitical risks," Finance Research Letters, Elsevier, vol. 27(C), pages 247-258.
  28. 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, vol. 57(C), pages 317-337.
  29. Aye, Goodness C. & Balcilar, Mehmet & Demirer, Riza & Gupta, Rangan, 2018. "Firm-level political risk and asymmetric volatility," The Journal of Economic Asymmetries, Elsevier, vol. 18(C), pages 1-1.
  30. Plakandaras, Vasilios & Gupta, Rangan & Wohar, Mark E., 2018. "UK macroeconomic volatility: Historical evidence over seven centuries," Journal of Policy Modeling, Elsevier, vol. 40(4), pages 767-789.
  31. 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, vol. 57(C), pages 196-212.
  32. 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, vol. 57(C), pages 224-235.
  33. 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, vol. 45(C), pages 52-71.
  34. 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, vol. 47, pages 76-90.
  35. Bouri, Elie & Gupta, Rangan & Wong, Wing-Keung & Zhu, Zhenzhen, 2018. "Is wine a good choice for investment?," Pacific-Basin Finance Journal, Elsevier, vol. 51(C), pages 171-183.
  36. 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, vol. 505(C), pages 632-647.
  37. 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, vol. 506(C), pages 1060-1080.
  38. 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, vol. 507(C), pages 446-469.
  39. 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, vol. 509(C), pages 121-139.
  40. 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, vol. 511(C), pages 251-262.
  41. 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, vol. 69(C), pages 1-8.
  42. 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, vol. 69(C), pages 245-259.
  43. 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, vol. 69(C), pages 297-307.
  44. 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, vol. 70(C), pages 194-202.
  45. 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, vol. 70(C), pages 203-213.
  46. 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, vol. 91(C), pages 521-530.
  47. 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, vol. 54(C), pages 15-26.
  48. 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, vol. 6(3), pages 1-22, September.
  49. 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, vol. 52(1), pages 99-114, January-M.
  50. 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, vol. 52(2), pages 73-93, April-Jun.
  51. 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, vol. 45(1), pages 49-57, February.
  52. 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, vol. 24(2), pages 147-161, May.
  53. 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, vol. 15(3), pages 683-703, July.
  54. 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, vol. 54(15), pages 3552-3565, December.
  55. 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, vol. 10(2), pages 120-132.
  56. Tolga Omay & Reneé Eyden & Rangan Gupta, 2018. "Inflation–growth nexus: evidence from a pooled CCE multiple-regime panel smooth transition model," Empirical Economics, Springer, vol. 54(3), pages 913-944, May.
  57. 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, vol. 55(3), pages 913-935, November.
  58. 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, vol. 42(2), pages 339-351, April.
  59. 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, vol. 42(4), pages 795-806, October.
  60. 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, vol. 52(3), pages 1193-1207, May.
  61. 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, vol. 52(5), pages 2413-2425, September.
  62. 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, vol. 135(1), pages 269-289, January.
  63. 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, vol. 140(2), pages 867-871, November.
  64. 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, vol. 25(12), pages 840-846, July.
  65. 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, vol. 25(14), pages 1029-1033, August.
  66. 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, vol. 50(53), pages 5712-5727, November.
  67. 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, vol. 50(55), pages 5935-5949, November.
  68. 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, vol. 24(4), pages 333-346, March.
  69. 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, vol. 45(5), pages 884-900, April.
  70. 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, vol. 27(6), pages 638-654, August.
  71. 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, vol. 24(1), pages 65-81, January.
  72. 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, vol. 26(1), pages 175-188, July.
  73. 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., vol. 37(5), pages 541-559, August.
  74. 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., vol. 37(7), pages 705-719, November.
  75. 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 (IfW Kiel), vol. 12, pages 1-33.
  76. Olivier Mesly & François-Éric Racicot, 2018. "Heteroscedasticity of deviations in market bubble moments – how the goods and bads lead to the ugly," Applied Economics, Taylor & Francis Journals, vol. 50(32), pages 3441-3463, July.
  77. Racicot, François-Éric & Théoret, Raymond, 2018. "Multi-moment risk, hedging strategies, & the business cycle," International Review of Economics & Finance, Elsevier, vol. 58(C), pages 637-675.
  78. François-Éric Racicot & William F. Rentz & Raymond Théoret, 2018. "Testing the new Fama and French factors with illiquidity: A panel data investigation," Finance, Presses universitaires de Grenoble, vol. 39(3), pages 45-102.
  79. 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, vol. 41(10), pages 2783-2803, October.
  80. 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, vol. 70(C), pages 301-309.
  81. 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, vol. 72(C), pages 120-134.
  82. 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, vol. 56(C), pages 167-180.
  83. 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, vol. 27(C), pages 228-234.
  84. 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, vol. 492(C), pages 192-206.
  85. 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, vol. 503(C), pages 1107-1116.
  86. Christodoulakis, George & Mohamed, Abdulkadir & Topaloglou, Nikolas, 2018. "Optimal privatization portfolios in the presence of arbitrary risk aversion," European Journal of Operational Research, Elsevier, vol. 265(3), pages 1172-1191.
  87. Mohd Fahmi Ghazali* & Hooi Hooi Lean & Zakaria Bahari, 2018. "Gold Investment in Malaysia: Refuge from Stock Market Turmoil or Inflation-Protector?," The Journal of Social Sciences Research, Academic Research Publishing Group, pages 214-224:2.
  88. Badeeb, Ramez Abubakr & Lean, Hooi Hooi, 2018. "Asymmetric impact of oil price on Islamic sectoral stocks," Energy Economics, Elsevier, vol. 71(C), pages 128-139.
  89. Wing-Keung Wong & Hooi Hooi Lean & Michael McAleer & Feng-Tse Tsai, 2018. "Why Are Warrant Markets Sustained in Taiwan but Not in China?," Sustainability, MDPI, vol. 10(10), pages 1-17, October.
  90. Kizito Uyi Ehigiamusoe & Hooi Hooi Lean, 2018. "Finance–Growth Nexus: New Insights from the West African Region," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 54(11), pages 2596-2613, September.
  91. Qaiser Munir & Sook Ching Kok & Hooi Hooi Lean & Tamara Teplova, 2018. "Purchasing power parity in ASEAN-5 countries: revisit with cross-sectional dependence and structural breaks," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, vol. 11(3), pages 233-249, September.
  92. Irene Wei Kiong Ting & Qian Long Kweh & Hooi Hooi Lean & Sui Hai Juan, 2018. "Founder Management, Government Ownership and Firm Performance: Evidence from Malaysia," Institutions and Economies (formerly known as International Journal of Institutions and Economies), Faculty of Economics and Administration, University of Malaya, vol. 10(1), pages 1-17, January.
  93. Kizito Uyi Ehigiamusoe & Hooi Hooi Lean, 2018. "Tripartite Analysis of Financial Development, Trade Openness and Economic Growth: Evidence from Ghana, Nigeria and South Africa," Contemporary Economics, University of Economics and Human Sciences in Warsaw., vol. 12(2), June.
  94. 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, vol. 49(1), pages 96-126, January.
  95. 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, vol. 36(85), pages 137-151, April.
  96. Zidong An & João Tovar Jalles & Prakash Loungani, 2018. "How well do economists forecast recessions?," International Finance, Wiley Blackwell, vol. 21(2), pages 100-121, June.
  97. Elva BOVA & João TOVAR JALLES & Christina KOLERUS, 2018. "Shifting the Beveridge curve: What affects labour market matching?," International Labour Review, International Labour Organization, vol. 157(2), pages 267-306, June.
  98. Jalles, João Tovar, 2018. "Fiscal rules and fiscal counter-cyclicality," Economics Letters, Elsevier, vol. 170(C), pages 159-162.
  99. 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, vol. 118(C), pages 58-68.
  100. João Tovar Jalles, 2018. "What determines the share of non-resident public debt ownership? Evidence from Euro Area countries," Annals of Finance, Springer, vol. 14(3), pages 379-414, August.
  101. Sanjeev Gupta & João T Jalles & Carlos Mulas-Granados & Michela Schena, 2018. "Planned fiscal adjustments: Do governments fulfil their commitments?," European Union Politics, , vol. 19(3), pages 383-407, September.
  102. 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, vol. 25(6), pages 415-419, March.
  103. Zidong An & João Tovar Jalles & Prakash Loungani & Ricardo M. Sousa, 2018. "Do IMF fiscal forecasts add value?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 37(6), pages 650-665, September.
  104. 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., vol. 30(3), pages 399-429, April.
  105. 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., vol. 30(6), pages 961-991, August.
  106. 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, vol. 0(3), pages 77-110.
  107. 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, vol. 39(7), pages 2014-2035, July.
  108. Kraus, Sascha & Kallmuenzer, Andreas & Stieger, Daniel & Peters, Mike & Calabrò, Andrea, 2018. "Entrepreneurial paths to family firm performance," Journal of Business Research, Elsevier, vol. 88(C), pages 382-387.
  109. 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, vol. 14(4), pages 857-882, December.
  110. Mariateresa Torchia & Andrea Calabrò, 2018. "Increasing the Governance Standards of Public-Private Partnerships in Healthcare. Evidence from Italy," Public Organization Review, Springer, vol. 18(1), pages 93-110, March.
  111. 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., vol. 26(02), pages 207-224, June.
  112. 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, vol. 52(2), pages 603-626, August.
  113. 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, vol. 50(47), pages 5031-5049, October.
  114. 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, vol. 50(49), pages 5277-5301, October.
  115. Ahmed Imran Hunjra & Hasnain Mehmood & Haroon Bakari, 2018. "Co-Movement between Macroeconomic Variables and Capital Flight," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 8(9), pages 1185-1195.
  116. Hunjra, Ahmed Imran & Bakari, Haroon & Batool, Irum, 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, vol. 1(2), pages 91-142.
  117. Ahmed Imran Hunjra, 2018. "Mediating role of dividend policy among its determinants and organizational financial performance," Cogent Economics & Finance, Taylor & Francis Journals, vol. 6(1), pages 1558714-155, January.
  118. 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.
  119. Le, Thai-Ha & Tran-Nam, Binh, 2018. "Relative costs and FDI: Why did Vietnam forge so far ahead?," Economic Analysis and Policy, Elsevier, vol. 59(C), pages 1-13.
  120. 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, vol. 58(C), pages 247-259.
  121. 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, vol. 72(2), pages 343-355.
  122. 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, vol. 118(C), pages 245-256.
  123. 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, vol. 17(3_suppl), pages 344-375, December.
  124. 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, vol. 173(C), pages 257-288.
  125. Aloisio Araujo & Alain Chateauneuf & Juan Pablo Gama & Rodrigo Novinski, 2018. "General Equilibrium With Uncertainty Loving Preferences," Econometrica, Econometric Society, vol. 86(5), pages 1859-1871, September.
  126. Dang, Viet Anh & Michayluk, David & Pham, Thu Phuong, 2018. "The curious case of changes in trading dynamics: When firms switch from NYSE to NASDAQ," Journal of Financial Markets, Elsevier, vol. 41(C), pages 17-35.
  127. Sami Ben Jabeur & Youssef Fahmi, 2018. "Forecasting financial distress for French firms: a comparative study," Empirical Economics, Springer, vol. 54(3), pages 1173-1186, May.
  128. Sami Ben Jabeur & Asma Sghaier, 2018. "The relationship between energy, pollution, economic growth and corruption: A Partial Least Squares Structural Equation Modeling (PLS-SEM) approach," Economics Bulletin, AccessEcon, vol. 38(4), pages 1927-1946.
  129. Jebabli, Ikram & Roubaud, David, 2018. "Time-varying efficiency in food and energy markets: Evidence and implications," Economic Modelling, Elsevier, vol. 70(C), pages 97-114.
  130. 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, vol. 52(C), pages 196-210.
  131. Dhaoui, Abderrazak & Goutte, Stéphane & Guesmi, Khaled, 2018. "The Asymmetric Responses of Stock Markets," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 33(1), pages 1096-1140.
  132. 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, vol. 56(C), pages 233-254.

2017

  1. Annabelle Mourougane, 2017. "Crisis, potential output and hysteresis," International Economics, CEPII research center, issue 149, pages 1-14.
  2. Jarmila Botev & Annabelle Mourougane, 2017. "Fiscal Consolidation: What Are the Breakeven Fiscal Multipliers?," CESifo Economic Studies, CESifo Group, vol. 63(3), pages 295-316.
  3. 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, vol. 23(3), pages 438-453, May.
  4. 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, vol. 134(C), pages 1029-1037.
  5. 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, vol. 29(2), pages 319-336, June.
  6. 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, vol. 20(3), pages 289-316, December.
  7. 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, vol. 41(3), pages 226-238, September.
  8. 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, vol. 21(4), pages 1-18, September.
  9. 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, vol. 20, pages 105-120, May.
  10. Hassani, Hossein & Silva, Emmanuel Sirimal & Antonakakis, Nikolaos & Filis, George & Gupta, Rangan, 2017. "Forecasting accuracy evaluation of tourist arrivals," Annals of Tourism Research, Elsevier, vol. 63(C), pages 112-127.
  11. Balcilar, Mehmet & Bouri, Elie & Gupta, Rangan & Roubaud, David, 2017. "Can volume predict Bitcoin returns and volatility? A quantiles-based approach," Economic Modelling, Elsevier, vol. 64(C), pages 74-81.
  12. 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, vol. 40(C), pages 63-72.
  13. 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, vol. 42(C), pages 640-653.
  14. 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, vol. 41(1), pages 98-108.
  15. Gupta, Rangan & Kotzé, Kevin, 2017. "The role of oil prices in the forecasts of South African interest rates: A Bayesian approach," Energy Economics, Elsevier, vol. 61(C), pages 270-278.
  16. 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, vol. 61(C), pages 72-86.
  17. Gupta, Rangan & Wohar, Mark, 2017. "Forecasting oil and stock returns with a Qual VAR using over 150years off data," Energy Economics, Elsevier, vol. 62(C), pages 181-186.
  18. 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, vol. 62(C), pages 61-69.
  19. Plakandaras, Vasilios & Gupta, Rangan & Wohar, Mark E., 2017. "The depreciation of the pound post-Brexit: Could it have been predicted?," Finance Research Letters, Elsevier, vol. 21(C), pages 206-213.
  20. Antonakakis, Nikolaos & Gupta, Rangan & Kollias, Christos & Papadamou, Stephanos, 2017. "Geopolitical risks and the oil-stock nexus over 1899–2016," Finance Research Letters, Elsevier, vol. 23(C), pages 165-173.
  21. 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, vol. 23(C), pages 87-95.
  22. 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, vol. 48(C), pages 178-191.
  23. 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, vol. 49(C), pages 129-139.
  24. 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, vol. 39(5), pages 775-789.
  25. 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, vol. 39(6), pages 1052-1064.
  26. 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, vol. 51(C), pages 77-84.
  27. 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, vol. 54(C), pages 53-57.
  28. 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, vol. 40(C), pages 92-102.
  29. 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, vol. 42(C), pages 60-82.
  30. 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, vol. 469(C), pages 604-624.
  31. 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, vol. 483(C), pages 423-437.
  32. 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, vol. 65(C), pages 276-284.
  33. 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, vol. 65(C), pages 50-60.
  34. Apergis, Nicholas & Christou, Christina & Gupta, Rangan, 2017. "Are there Environmental Kuznets Curves for US state-level CO2 emissions?," Renewable and Sustainable Energy Reviews, Elsevier, vol. 69(C), pages 551-558.
  35. 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, vol. 69(C), pages 692-704.
  36. 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, vol. 48(C), pages 269-279.
  37. 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, vol. 51(C), pages 283-294.
  38. 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, vol. 41(C), pages 362-376.
  39. Apergis, Nicholas & Gupta, Rangan, 2017. "Can (unusual) weather conditions in New York predict South African stock returns?," Research in International Business and Finance, Elsevier, vol. 41(C), pages 377-386.
  40. 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, vol. 42(C), pages 1-8.
  41. 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, vol. 42(C), pages 1173-1195.
  42. Sergey Ivashchenko & Rangan Gupta, 2017. "Near-Rational Expectations: How Far are Surveys from Rationality?," Journal of Economics and Econometrics, Economics and Econometrics Society, vol. 60(1), pages 1-27.
  43. Mehmet Balcilar & Rangan Gupta & Charl Jooste, 2017. "South Africa’s economic response to monetary policy uncertainty," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 44(2), pages 282-293, May.
  44. 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, vol. 9(10), pages 1-18, October.
  45. 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, vol. 51(1), pages 19-32, January-M.
  46. 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, vol. 51(4), pages 17-27, October-D.
  47. 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, vol. 49(1), pages 83-97, January.
  48. Rangan Gupta & Charl Jooste & Omid Ranjbar, 2017. "South Africa’s inflation persistence: a quantile regression framework," Economic Change and Restructuring, Springer, vol. 50(4), pages 367-386, November.
  49. 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, vol. 44(1), pages 121-146, February.
  50. 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, vol. 44(1), pages 175-201, February.
  51. 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, vol. 67(4), pages 869-883, August.
  52. 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, vol. 14(4), pages 691-700, October.
  53. 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, vol. 28(1), pages 47-59, February.
  54. 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, vol. 53(1), pages 117-135, August.
  55. Massimiliano Caporin & Rangan Gupta, 2017. "Time-varying persistence in US inflation," Empirical Economics, Springer, vol. 53(2), pages 423-439, September.
  56. 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, vol. 53(3), pages 879-889, November.
  57. 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, vol. 41(4), pages 774-793, October.
  58. 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, vol. 131(1), pages 393-405, March.
  59. 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, vol. 131(2), pages 527-542, March.
  60. 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, vol. 133(1), pages 303-316, August.
  61. 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, vol. 133(2), pages 543-560, September.
  62. Tolga Omay & Rangan Gupta & Giovanni Bonaccolto, 2017. "The US real GNP is trend-stationary after all," Applied Economics Letters, Taylor & Francis Journals, vol. 24(8), pages 510-514, May.
  63. 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, vol. 49(11), pages 1047-1054, March.
  64. Rangan Gupta, 2017. "Forecasting inflation in an inflation targeting economy: structural versus nonstructural models," Applied Economics, Taylor & Francis Journals, vol. 49(24), pages 2316-2321, May.
  65. 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, vol. 28(5), pages 609-620, September.
  66. 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, vol. 25(2), pages 409-425, January.
  67. 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, vol. 39(4), pages 493-514, October.
  68. 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., vol. 36(2), pages 109-121, March.
  69. 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., vol. 36(6), pages 640-650, September.
  70. François-Éric Racicot & William F. Rentz & Alfred L. Kahl, 2017. "Rolling Regression Analysis of the Pástor-Stambaugh Model: Evidence from Robust Instrumental Variables," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 23(1), pages 75-90, February.
  71. Pierre Rostan & Rachid Belhachemi & François‐Eric Racicot, 2017. "Yield Curve Forecasting with the Burg Model," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 36(1), pages 91-99, January.
  72. François-Eric Racicot & William F. Rentz, 2017. "A panel data robust instrumental variable approach: a test of the new Fama-French five-factor model," Applied Economics Letters, Taylor & Francis Journals, vol. 24(6), pages 410-416, March.
  73. Olivier Mesly & François-Éric Racicot, 2017. "A stylized model of home buyers’ and bankers’ behaviours during the 2007-2009 US subprime mortgage crisis: a predatory perspective," Applied Economics, Taylor & Francis Journals, vol. 49(9), pages 915-928, February.
  74. Balli, Faruk & Uddin, Gazi Salah & Mudassar, Hasan & Yoon, Seong-Min, 2017. "Cross-country determinants of economic policy uncertainty spillovers," Economics Letters, Elsevier, vol. 156(C), pages 179-183.
  75. 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, vol. 62(C), pages 19-32.
  76. 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, vol. 471(C), pages 135-146.
  77. 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, vol. 483(C), pages 182-192.
  78. 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, vol. 49(13), pages 1255-1272, March.
  79. 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, vol. 49(25), pages 2456-2479, May.
  80. Satish Kumar & Rajesh Pathak & Aviral Kumar Tiwari & Seong-Min Yoon, 2017. "Are exchange rates interdependent? Evidence using wavelet analysis," Applied Economics, Taylor & Francis Journals, vol. 49(33), pages 3231-3245, July.
  81. 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, vol. 161(C), pages 38-42.
  82. Pagratis, Spyros & Topaloglou, Nikolas & Tsionas, Mike, 2017. "System stress testing of bank liquidity risk," Journal of International Money and Finance, Elsevier, vol. 73(PA), pages 22-40.
  83. Arvanitis, Stelios & Topaloglou, Nikolas, 2017. "Testing for prospect and Markowitz stochastic dominance efficiency," Journal of Econometrics, Elsevier, vol. 198(2), pages 253-270.
  84. 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, vol. 51(C), pages 39-57.
  85. Daskalaki, Charoula & Skiadopoulos, George & Topaloglou, Nikolas, 2017. "Diversification benefits of commodities: A stochastic dominance efficiency approach," Journal of Empirical Finance, Elsevier, vol. 44(C), pages 250-269.
  86. Chi Dong & Hooi Hooi Lean & Zamri Ahmad, 2017. "Intra-industry information diffusion in China's stock market," Economics Bulletin, AccessEcon, vol. 37(1), pages 1-11.
  87. Bhattacharya, Mita & Rafiq, Shuddhasattwa & Lean, Hooi Hooi & Bhattacharya, Sankar, 2017. "The regulated coal sector and CO2 emissions in Indian growth process: Empirical evidence over half a century and policy suggestions," Applied Energy, Elsevier, vol. 204(C), pages 667-678.
  88. Badeeb, Ramez Abubakr & Lean, Hooi Hooi & Clark, Jeremy, 2017. "The evolution of the natural resource curse thesis: A critical literature survey," Resources Policy, Elsevier, vol. 51(C), pages 123-134.
  89. Ramez Abubakr Badeeb & Hooi Hooi Lean, 2017. "Financial development, oil dependence and economic growth," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 34(2), pages 281-298, June.
  90. Ramez Abubakr Badeeb & Hooi Hooi Lean, 2017. "Natural Resources and Productivity: Can Banking Development Mitigate the Curse?," Economies, MDPI, vol. 5(2), pages 1-14, April.
  91. Ramez Abubakr Badeeb & Hooi Hooi Lean, 2017. "The Determinants of Financial Development in the Republic of Yemen: Evidence from the Principal Components Approach," Capital Markets Review, Malaysian Finance Association, vol. 25(2), pages 32-48.
  92. Geok Peng Yeap & Hooi Hooi Lean, 2017. "Can the Housing Policies Sustain House Prices in Malaysia?," Malaysian Journal of Economic Studies, Faculty of Business and Economics, University of Malaya & Malaysian Economic Association, vol. 54(2), pages 301-314, December.
  93. 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, vol. 39(C), pages 39-59.
  94. Quang Nguyen, 2017. "Do Natural Disasters Open a Window of Opportunity for Corruption?," Journal of Development Studies, Taylor & Francis Journals, vol. 53(1), pages 156-172, January.
  95. Joao Tovar Jalles, 2017. "Tax Buoyancy in Sub-Saharan Africa: An Empirical Exploration," African Development Review, African Development Bank, vol. 29(1), pages 1-15, March.
  96. Valle e Azevedo, João & Jalles, João Tovar, 2017. "Model-Based Vs. Professional Forecasts: Implications For Models With Nominal Rigidities," Macroeconomic Dynamics, Cambridge University Press, vol. 21(1), pages 130-159, January.
  97. Afonso, António & Tovar Jalles, João, 2017. "Sovereign debt composition and time-varying public finance sustainability," The North American Journal of Economics and Finance, Elsevier, vol. 42(C), pages 144-155.
  98. 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, vol. 40(C), pages 175-189.
  99. 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, vol. 12(2), pages 310-334, April.
  100. 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, vol. 44(9), pages 1268-1288, September.
  101. 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, vol. 24(3), pages 484-511, June.
  102. António Afonso & João Tovar Jalles, 2017. "Fiscal Episodes and Market Power," Open Economies Review, Springer, vol. 28(2), pages 233-250, April.
  103. Davide Furceri & João Tovar Jalles & Aleksandra Zdzienicka, 2017. "China Spillovers: New Evidence from Time-Varying Estimates," Open Economies Review, Springer, vol. 28(3), pages 413-429, July.
  104. António Afonso & João Tovar Jalles, 2017. "The Price Relevance of Fiscal Developments," International Economic Journal, Taylor & Francis Journals, vol. 31(1), pages 36-50, January.
  105. João Tovar Jalles, 2017. "Forecasting performance of private sector’s unemployment forecasts in advanced economies," International Review of Applied Economics, Taylor & Francis Journals, vol. 31(6), pages 707-733, November.
  106. António Afonso & João Tovar Jalles, 2017. "Euro area time‐varying fiscal sustainability," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 22(3), pages 244-254, July.
  107. 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., vol. 22(4), pages 421-437, October.
  108. 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, vol. 87(4), pages 487-509, May.
  109. 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, vol. 68(11), pages 1352-1362, November.
  110. 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, vol. 9(4), pages 259-286, December.
  111. Le, Thai-Ha & Chang, Youngho & Park, Donghyun, 2017. "Energy demand convergence in APEC: An empirical analysis," Energy Economics, Elsevier, vol. 65(C), pages 32-41.
  112. 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, vol. 5(1), pages 1403108-140, January.
  113. Marcello Basili & Paulo Casaca & Alain Chateauneuf & Maurizio Franzini, 2017. "Multidimensional Pigou–Dalton transfers and social evaluation functions," Theory and Decision, Springer, vol. 83(4), pages 573-590, December.
  114. Alain Chateauneuf & Vassili Vergopoulos & Jianbo Zhang, 2017. "Infinite supermodularity and preferences," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 63(1), pages 99-109, January.
  115. 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), vol. 63(1), pages 131-157, January.
  116. Anh Tuan Bui & Cuong Viet Nguyen & Thu Phuong Pham, 2017. "Poverty among ethnic minorities: the transition process, inequality and economic growth," Applied Economics, Taylor & Francis Journals, vol. 49(31), pages 3114-3128, July.
  117. Dorra Najar, 2017. "Private equity managers’ fees: estimation and sensitivity analysis using Monte Carlo simulation," Review of Quantitative Finance and Accounting, Springer, vol. 48(1), pages 239-263, January.
  118. Ben Jabeur, Sami, 2017. "Bankruptcy prediction using Partial Least Squares Logistic Regression," Journal of Retailing and Consumer Services, Elsevier, vol. 36(C), pages 197-202.
  119. Switzer, Lorne N. & Wang, Jun, 2017. "Institutional investment horizon, the information environment, and firm credit risk," Journal of Financial Stability, Elsevier, vol. 29(C), pages 57-71.
  120. Switzer, Lorne N. & Tahaoglu, Cagdas & Zhao, Yun, 2017. "Volatility measures as predictors of extreme returns," Review of Financial Economics, Elsevier, vol. 35(C), pages 1-10.
  121. Lorne N. Switzer & Jun Wang & Seungho Lee, 2017. "Extreme risk and small investor behavior in developed markets," Journal of Asset Management, Palgrave Macmillan, vol. 18(6), pages 457-475, October.
  122. Abderrazak Dhaoui & Nesrine Bensalah, 2017. "Asset valuation impact of investor sentiment: A revised Fama–French five-factor model," Journal of Asset Management, Palgrave Macmillan, vol. 18(1), pages 16-28, January.
  123. 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, vol. 5(1), pages 1274225-127, January.
  124. 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, vol. 48(C), pages 192-205.
  125. Buso, Marco & Marty, Frederic & Tran, Phuong Tra, 2017. "Public-private partnerships from budget constraints: Looking for debt hiding?," International Journal of Industrial Organization, Elsevier, vol. 51(C), pages 56-84.

2016

  1. 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, vol. 17(1), pages 110-124, February.
  2. Simplice Asongu & Rangan Gupta, 2016. "Trust and quality of growth: a note," Economics Bulletin, AccessEcon, vol. 36(3), pages 1854-1867.
  3. 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, vol. 36(C), pages 184-191.
  4. Gupta, Rangan & Pierdzioch, Christian & Risse, Marian, 2016. "On international uncertainty links: BART-based empirical evidence for Canada," Economics Letters, Elsevier, vol. 143(C), pages 24-27.
  5. Antonakakis, Nikolaos & Cunado, Juncal & Gil-Alana, Luis A. & Gupta, Rangan, 2016. "Is inflation persistence different in reality?," Economics Letters, Elsevier, vol. 148(C), pages 55-58.
  6. Pierdzioch, Christian & Reid, Monique B. & Gupta, Rangan, 2016. "Forecasting the South African inflation rate: On asymmetric loss and forecast rationality," Economic Systems, Elsevier, vol. 40(1), pages 82-92.
  7. Aloui, Riadh & Gupta, Rangan & Miller, Stephen M., 2016. "Uncertainty and crude oil returns," Energy Economics, Elsevier, vol. 55(C), pages 92-100.
  8. 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, vol. 56(C), pages 117-133.
  9. 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, vol. 109(C), pages 29-37.
  10. Bekiros, Stelios & Gupta, Rangan & Majumdar, Anandamayee, 2016. "Incorporating economic policy uncertainty in US equity premium models: A nonlinear predictability analysis," Finance Research Letters, Elsevier, vol. 18(C), pages 291-296.
  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, vol. 43(C), pages 30-43.
  12. 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, vol. 44(C), pages 166-182.
  13. Aye, Goodness C. & Chang, Tsangyao & Gupta, Rangan, 2016. "Is gold an inflation-hedge? Evidence from an interrupted Markov-switching cointegration model," Resources Policy, Elsevier, vol. 48(C), pages 77-84.
  14. 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, vol. 49(C), pages 74-80.
  15. 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, vol. 458(C), pages 126-139.
  16. 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, vol. 460(C), pages 54-65.
  17. Gil-Alana, Luis A. & Gupta, Rangan & de Gracia, Fernando Perez, 2016. "Modeling persistence of carbon emission allowance prices," Renewable and Sustainable Energy Reviews, Elsevier, vol. 55(C), pages 221-226.
  18. 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, vol. 62(C), pages 318-325.
  19. 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, vol. 43(C), pages 443-456.
  20. 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, vol. 45(C), pages 559-571.
  21. 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, vol. 38(C), pages 191-201.
  22. 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, vol. 62(C), pages 42-50.
  23. 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, vol. 43(1), pages 108-121, January.
  24. 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, vol. 43(4), pages 646-660, September.
  25. 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, vol. 18(5), pages 517-532.
  26. 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, vol. 50(1), pages 47-57, January-M.
  27. 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, vol. 50(2), pages 137-152, April-Jun.
  28. 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, vol. 50(4), pages 183-194, October-D.
  29. 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, vol. 44(3), pages 377-386, September.
  30. 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, vol. 52(3), pages 226-243, April.
  31. 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, vol. 27(2), pages 229-250, April.
  32. 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, vol. 52(3), pages 674-689, March.
  33. 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, vol. 52(8), pages 1935-1955, August.
  34. Aye, Goodness C. & Balcilar, Mehmet & El Montasser, Ghassen & Gupta, Rangan & Manjez, Nangamso C., 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, vol. 69(1), pages 11-32.
  35. Balcilar, Mehmet & Gupta, Rangan & Jooste, Charl & Ranjbar, Omid, 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, vol. 69(1), pages 33-44.
  36. Ajmi, Ahdi N. & Gupta, Rangan & Kruger, Monique & Schoeman, Nicola & Walters, Leoné, 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, vol. 69(2), pages 93-112.
  37. 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, vol. 51(3), pages 1165-1190, November.
  38. 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, vol. 51(3), pages 1191-1191, November.
  39. 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, vol. 51(4), pages 1557-1580, December.
  40. 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, vol. 81(3), pages 1533-1548, April.
  41. 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, vol. 84(3), pages 1849-1858, December.
  42. 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, vol. 23(1), pages 38-46, January.
  43. 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, vol. 48(24), pages 2301-2308, May.
  44. 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, vol. 48(26), pages 2412-2427, June.
  45. 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, vol. 48(3), pages 227-242, January.
  46. 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, vol. 48(31), pages 2895-2898, July.
  47. 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, vol. 48(34), pages 3244-3252, July.
  48. Marcos Álvarez-Díaz & Rangan Gupta, 2016. "Forecasting US consumer price index: does nonlinearity matter?," Applied Economics, Taylor & Francis Journals, vol. 48(46), pages 4462-4475, October.
  49. 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, vol. 25(7), pages 978-991, October.
  50. 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, vol. 50(10), pages 1728-1741, October.
  51. 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, vol. 24(1), pages 133-149, January.
  52. 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, vol. 24(2), pages 345-357, January.
  53. 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, vol. 25(2), pages 195-211, January.
  54. 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, vol. 63(3), pages 273-291.
  55. 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, vol. 83(2), pages 609-624, October.
  56. 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 (IfW Kiel), vol. 10, pages 1-20.
  57. 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 (IfW Kiel), vol. 10, pages 1-15.
  58. 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, vol. 5(2), pages 1-1.
  59. 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), vol. 61(1), pages 169-182, January.
  60. Racicot, François-Éric & Théoret, Raymond, 2016. "Macroeconomic shocks, forward-looking dynamics, and the behavior of hedge funds," Journal of Banking & Finance, Elsevier, vol. 62(C), pages 41-61.
  61. François-Éric Racicot & Raymond Théoret, 2016. "The asymmetrical behavior of hedge funds across the state of the business cycle: The q -factor model revisited," Finance, Presses universitaires de Grenoble, vol. 37(1), pages 51-95.
  62. François-Éric Racicot & Raymond Théoret, 2016. "The q-factor model and the redundancy of the value factor: An application to hedge funds," Journal of Asset Management, Palgrave Macmillan, vol. 17(7), pages 526-539, December.
  63. François-Eric Racicot & William F. Rentz, 2016. "Testing Fama–French’s new five-factor asset pricing model: evidence from robust instruments," Applied Economics Letters, Taylor & Francis Journals, vol. 23(6), pages 444-448, April.
  64. 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, vol. 24(1), pages 1-19, February.
  65. Kang, Sang Hoon & Yoon, Seong-Min, 2016. "Dynamic spillovers between Shanghai and London nonferrous metal futures markets," Finance Research Letters, Elsevier, vol. 19(C), pages 181-188.
  66. 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, vol. 52(7), pages 1698-1723, July.
  67. Hooi Hooi Lean & Irene W.K. Ting, 2016. "Will Penang Based Companies Perform Better than the Market?," Economics Bulletin, AccessEcon, vol. 36(1), pages 528-536.
  68. Chee Yin Yip & Hock Eam Lim & Hooi Hooi Lean, 2016. "Effectiveness of a Cluster of Determinants to Increase Economic Growth Rate: A Combined Statistical Criteria Approach," International Journal of Economics and Financial Issues, Econjournals, vol. 6(2), pages 728-735.
  69. Badeeb, Ramez Abubakr & Lean, Hooi Hooi & Smyth, Russell, 2016. "Oil curse and finance–growth nexus in Malaysia: The role of investment," Energy Economics, Elsevier, vol. 57(C), pages 154-165.
  70. Solarin, Sakiru Adebola & Lean, Hooi Hooi, 2016. "Are fluctuations in oil consumption permanent or transitory? Evidence from linear and nonlinear unit root tests," Energy Policy, Elsevier, vol. 88(C), pages 262-270.
  71. Irene Wei Kiong Ting & Hooi Hooi Lean & Qian Long Kweh & Noor Azlinna Azizan, 2016. "Managerial overconfidence, government intervention and corporate financing decision," International Journal of Managerial Finance, Emerald Group Publishing Limited, vol. 12(1), pages 4-24, February.
  72. Hooi Hooi Lean & Vinod Mishra & Russell Smyth, 2016. "Conditional convergence in US disaggregated petroleum consumption at the sector level," Applied Economics, Taylor & Francis Journals, vol. 48(32), pages 3049-3061, July.
  73. Irene Wei Kiong Ting & Hooi Hooi Lean & Qian Long Kweh & Noor Azlinna Azizan, 2016. "Impact of Managerial Overconfidence and Government Intervention on Firm Leverage DecisionL A MARS Model Approach," Institutions and Economies (formerly known as International Journal of Institutions and Economies), Faculty of Economics and Administration, University of Malaya, vol. 8(3), pages 85-104, July.
  74. Irene Wei Kiong Ting & Qian Long Kweh & Hooi Hooi Lean & Jin Hwa Ng, 2016. "Ownership Structure and Firm Performance: The Role of R&D," Institutions and Economies (formerly known as International Journal of Institutions and Economies), Faculty of Economics and Administration, University of Malaya, vol. 8(4), pages 1-21, October.
  75. Kee Tuan Teng & Siew Hwa Yen & Soo Y. Chua & Hooi Hooi Lean, 2016. "Time-Varying Linkages of Economic Activities in China and the Stock Markets in ASEAN-5," Contemporary Economics, University of Economics and Human Sciences in Warsaw., vol. 10(2), June.
  76. 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, vol. 79(C), pages 30-39.
  77. 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, vol. 82(C), pages 26-36.
  78. 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, vol. 64(3), pages 545-572.
  79. 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, vol. 33(4), pages 488-500, October.
  80. António Afonso & João Jalles, 2016. "Economic performance, government size, and institutional quality," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 43(1), pages 83-109, February.
  81. Ant�nio Afonso & Jalles, 2016. "Markups' cyclical behaviour: the role of demand and supply shocks," Applied Economics Letters, Taylor & Francis Journals, vol. 23(1), pages 1-5, January.
  82. António Afonso & João Tovar Jalles, 2016. "Budgetary decomposition and yield spreads," Applied Economics Letters, Taylor & Francis Journals, vol. 23(15), pages 1093-1098, October.
  83. Luca Agnello & Vitor Castro & João Tovar Jalles & Ricardo M. Sousa, 2016. "Financial stress and sovereign debt composition," Applied Economics Letters, Taylor & Francis Journals, vol. 23(9), pages 678-683, June.
  84. António Afonso & João Tovar Jalles, 2016. "The elusive character of fiscal sustainability," Applied Economics, Taylor & Francis Journals, vol. 48(28), pages 2651-2664, June.
  85. 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, vol. 48(7), pages 1515-1545, October.
  86. Kraus, Sascha & Mensching, Helge & Calabrò, Andrea & Cheng, Cheng-Feng & Filser, Matthias, 2016. "Family firm internationalization: A configurational approach," Journal of Business Research, Elsevier, vol. 69(11), pages 5473-5478.
  87. 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., vol. 20(06), pages 1-39, August.
  88. Le, Thai-Ha & Chang, Youngho & Park, Donghyun, 2016. "Trade openness and environmental quality: International evidence," Energy Policy, Elsevier, vol. 92(C), pages 45-55.
  89. Le, Thai-Ha & Chang, Youngho, 2016. "Dynamics between strategic commodities and financial variables: Evidence from Japan," Resources Policy, Elsevier, vol. 50(C), pages 1-9.
  90. 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, vol. 52(5), pages 1047-1059, May.
  91. Thai-Ha Le, 2016. "Dynamics between energy, output, openness and financial development in sub-Saharan African countries," Applied Economics, Taylor & Francis Journals, vol. 48(10), pages 914-933, February.
  92. Bastianello, Lorenzo & Chateauneuf, Alain, 2016. "About delay aversion," Journal of Mathematical Economics, Elsevier, vol. 63(C), pages 62-77.
  93. 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, vol. 69(11), pages 4901-4906.
  94. Hikkerova, Lubica & Ilouga, Samuel Nyock & Sahut, Jean-Michel, 2016. "The entrepreneurship process and the model of volition," Journal of Business Research, Elsevier, vol. 69(5), pages 1868-1873.
  95. 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, vol. 36(2), pages 736-751.
  96. Murray, Hamish & Pham, Thu Phuong & Singh, Harminder, 2016. "Latency reduction and market quality: The case of the Australian Stock Exchange," International Review of Financial Analysis, Elsevier, vol. 46(C), pages 257-265.
  97. 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, vol. 57(C), pages 83-93.
  98. Switzer, Lorne N. & Picard, Alan, 2016. "Stock market liquidity and economic cycles: A non-linear approach," Economic Modelling, Elsevier, vol. 57(C), pages 106-119.
  99. 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., vol. 35(1), pages 86-92, January.
  100. 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, vol. 16(12), pages 1961-1968, December.

2015

  1. 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), vol. 3(8), pages 389-404, August.
  2. 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, vol. 10(3), pages 119-127, December.
  3. 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.
  4. 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, vol. 27(1), pages 2-17, March.
  5. 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, vol. 18, pages 225-246, November.
  6. 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, vol. 8(C), pages 40-43.
  7. Balcilar, Mehmet & Gupta, Rangan & Kotzé, Kevin, 2015. "Forecasting macroeconomic data for an emerging market with a nonlinear DSGE model," Economic Modelling, Elsevier, vol. 44(C), pages 215-228.
  8. Plakandaras, Vasilios & Gupta, Rangan & Gogas, Periklis & Papadimitriou, Theophilos, 2015. "Forecasting the U.S. real house price index," Economic Modelling, Elsevier, vol. 45(C), pages 259-267.
  9. 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, vol. 33(C), pages 55-73.
  10. Bekiros, Stelios & Gupta, Rangan, 2015. "Predicting stock returns and volatility using consumption-aggregate wealth ratios: A nonlinear approach," Economics Letters, Elsevier, vol. 131(C), pages 83-85.
  11. Bekiros, Stelios & Gupta, Rangan & Paccagnini, Alessia, 2015. "Oil price forecastability and economic uncertainty," Economics Letters, Elsevier, vol. 132(C), pages 125-128.
  12. 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, vol. 39(2), pages 288-300.
  13. 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, vol. 24(C), pages 46-68.
  14. Narayan, Paresh Kumar & Gupta, Rangan, 2015. "Has oil price predicted stock returns for over a century?," Energy Economics, Elsevier, vol. 48(C), pages 18-23.
  15. 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, vol. 49(C), pages 317-327.
  16. 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, vol. 51(C), pages 45-53.
  17. 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, vol. 52(PA), pages 136-141.
  18. Nazlioglu, Saban & Soytas, Ugur & Gupta, Rangan, 2015. "Oil prices and financial stress: A volatility spillover analysis," Energy Policy, Elsevier, vol. 82(C), pages 278-288.
  19. 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, vol. 41(C), pages 257-266.
  20. 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, vol. 58(C), pages 98-109.
  21. 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, vol. 44(C), pages 57-64.
  22. Babalos, Vassilios & Stavroyiannis, Stavros & Gupta, Rangan, 2015. "Do commodity investors herd? Evidence from a time-varying stochastic volatility model," Resources Policy, Elsevier, vol. 46(P2), pages 281-287.
  23. 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, vol. 160(C), pages 66-79.
  24. 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, vol. 52(C), pages 1405-1412.
  25. 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, vol. 52(C), pages 19-23.
  26. 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, vol. 38(C), pages 220-233.
  27. 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, vol. 32(2), pages 256-274, June.
  28. 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, vol. 8(2), pages 169-190.
  29. 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, vol. 7(1), pages 30-41.
  30. 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, vol. 49(2), pages 163-181, April-Jun.
  31. 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, vol. 50(3), pages 339-354, April.
  32. Rangan Gupta, 2015. "Guest Editor’s Introduction," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 51(3), pages 445-447, May.
  33. 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, vol. 51(3), pages 486-501, May.
  34. 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, vol. 51(3), pages 502-524, May.
  35. Bonga-Bonga, Lumengo & Gupta, Rangan & Jooste, Charl, 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, vol. 68(3), pages 373-383.
  36. El Montasser, Ghassen & Aggad, Kenza & Clark, Louise & Gupta, Rangan & Kemp, Shannon, 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, vol. 68(4), pages 437-450.
  37. Gupta, Rangan & Kanda, Patrick T., 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, vol. 68(4), pages 451-467.
  38. Gupta, Rangan & Kean, Gbeada Josiane Seu Epse & Tsebe, Mpho Asnath & Tsoanamatsie, Nthabiseng & Sato, João Ricardo, 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, vol. 68(4), pages 469-491.
  39. 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, vol. 14(2), pages 176-196, August.
  40. Rangan Gupta & Christophe André & Luis Gil-Alana, 2015. "Comovement in Euro area housing prices: A fractional cointegration approach," Urban Studies, Urban Studies Journal Limited, vol. 52(16), pages 3123-3143, December.
  41. Roula Inglesi-Lotz & Tsangyao Chang & Rangan Gupta, 2015. "Causality between research output and economic growth in BRICS," Quality & Quantity: International Journal of Methodology, Springer, vol. 49(1), pages 167-176, January.
  42. 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, vol. 22(12), pages 945-950, August.
  43. 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, vol. 47(1), pages 32-53, January.
  44. 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, vol. 47(22), pages 2259-2277, May.
  45. 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, vol. 47(25), pages 2649-2670, May.
  46. Mehmet Balcilar & Rangan Gupta & Anandamayee Majumdar & Stephen M. Miller, 2015. "Was the recent downturn in US real GDP predictable?," Applied Economics, Taylor & Francis Journals, vol. 47(28), pages 2985-3007, June.
  47. 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, vol. 47(3), pages 207-221, January.
  48. Vasilios Plakandaras & Periklis Gogas & Rangan Gupta & Theophilos Papadimitriou, 2015. "US inflation dynamics on long-range data," Applied Economics, Taylor & Francis Journals, vol. 47(36), pages 3874-3890, August.
  49. Hossein Hassani & Emmanuel Sirimal Silva & Rangan Gupta & Mawuli K. Segnon, 2015. "Forecasting the price of gold," Applied Economics, Taylor & Francis Journals, vol. 47(39), pages 4141-4152, August.
  50. 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, vol. 47(46), pages 4996-5011, October.
  51. Rangan Gupta & Anandamayee Majumdar, 2015. "Forecasting US real house price returns over 1831-2013: evidence from copula models," Applied Economics, Taylor & Francis Journals, vol. 47(48), pages 5204-5213, October.
  52. Ghassen El-Montasser & Roula Inglesi-Lotz & Rangan Gupta, 2015. "Convergence of greenhouse gas emissions among G7 countries," Applied Economics, Taylor & Francis Journals, vol. 47(60), pages 6543-6552, December.
  53. 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, vol. 47(8), pages 798-808, February.
  54. 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, vol. 21(1), pages 53-60, January.
  55. 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, vol. 24(1), pages 107-126, January.
  56. 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., vol. 6(01), pages 1-14.
  57. Chateauneuf, A. & Lakhnati, G., 2015. "Increases in risk and demand for a risky asset," Mathematical Social Sciences, Elsevier, vol. 75(C), pages 44-48.
  58. Fran篩s-Éric Racicot, 2015. "Engineering robust instruments for GMM estimation of panel data regression models with errors in variables: a note," Applied Economics, Taylor & Francis Journals, vol. 47(10), pages 981-989, February.
  59. Rachid Belhachemi & Pierre Rostan & Fran 篩s-Éric Racicot, 2015. "Modelling conditional moments and correlation with the continuous hidden-threshold-skew-normal distribution," Applied Economics, Taylor & Francis Journals, vol. 47(51), pages 5461-5475, November.
  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, vol. 48(C), pages 46-60.
  61. Nikolas Topaloglou, 2015. "Minimizing bank liquidity risk: evidence from the Lehman crisis," Eurasian Business Review, Springer;Eurasia Business and Economics Society, vol. 5(1), pages 23-44, June.
  62. Vidal, Marta & Vidal-García, Javier & Lean, Hooi Hooi & Uddin, Gazi Salah, 2015. "The relation between fees and return predictability in the mutual fund industry," Economic Modelling, Elsevier, vol. 47(C), pages 260-270.
  63. Lean, Hooi Hooi & Ang, Wei Rong & Smyth, Russell, 2015. "Performance and performance persistence of socially responsible investment funds in Europe and North America," The North American Journal of Economics and Finance, Elsevier, vol. 34(C), pages 254-266.
  64. Hoang, Thi-Hong-Van & Lean, Hooi Hooi & Wong, Wing-Keung, 2015. "Is gold good for portfolio diversification? A stochastic dominance analysis of the Paris stock exchange," International Review of Financial Analysis, Elsevier, vol. 42(C), pages 98-108.
  65. Ghazali, Mohd Fahmi & Lean, Hooi Hooi & Bahari, Zakaria, 2015. "Sharia compliant gold investment in Malaysia: Hedge or safe haven?," Pacific-Basin Finance Journal, Elsevier, vol. 34(C), pages 192-204.
  66. Lean, Hooi Hooi & McAleer, Michael & Wong, Wing-Keung, 2015. "Preferences of risk-averse and risk-seeking investors for oil spot and futures before, during and after the Global Financial Crisis," International Review of Economics & Finance, Elsevier, vol. 40(C), pages 204-216.
  67. Usama Al-Mulali & Ilhan Ozturk & Hooi Lean, 2015. "The influence of economic growth, urbanization, trade openness, financial development, and renewable energy on pollution in Europe," 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, vol. 79(1), pages 621-644, October.
  68. Hooi Hooi Lean & Russell Smyth, 2015. "Testing for weak-form efficiency of crude palm oil spot and future markets: new evidence from a GARCH unit root test with multiple structural breaks," Applied Economics, Taylor & Francis Journals, vol. 47(16), pages 1710-1721, April.
  69. Irene Wei Kiong Ting & Hooi Hooi Lean, 2015. "Does Government Ownership Matter? Comparative Study Between Glcs And Nglcs In Malaysia," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 60(02), pages 1-22.
  70. João Tovar Jalles, 2015. "Panel Causality and Cointegration between Productivity and Unemployment," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot GmbH, Berlin, vol. 61(2), pages 141-153.
  71. Joao Tovar Jalles, 2015. "How Quickly is News Incorporated in Fiscal Forecasts?," Economics Bulletin, AccessEcon, vol. 35(4), pages 2802-2812.
  72. 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, vol. 31(1), pages 176-184.
  73. Jalles, João Tovar & Karibzhanov, Iskander & Loungani, Prakash, 2015. "Cross-country evidence on the quality of private sector fiscal forecasts," Journal of Macroeconomics, Elsevier, vol. 45(C), pages 186-201.
  74. Agnello, Luca & Castro, Vitor & Jalles, João Tovar & Sousa, Ricardo M., 2015. "What determines the likelihood of structural reforms?," European Journal of Political Economy, Elsevier, vol. 37(C), pages 129-145.
  75. João Jalles & Martin Andresen, 2015. "The social and economic determinants of suicide in Canadian provinces," Health Economics Review, Springer, vol. 5(1), pages 1-12, December.
  76. Ant�nio Afonso & João Tovar Jalles, 2015. "Fiscal sustainability: a panel assessment for advanced economies," Applied Economics Letters, Taylor & Francis Journals, vol. 22(11), pages 925-929, July.
  77. Luca Agnello & Vitor Castro & João Tovar Jalles & Ricardo M. Sousa, 2015. "Do debt crises boost financial reforms?," Applied Economics Letters, Taylor & Francis Journals, vol. 22(5), pages 356-360, March.
  78. Luca Agnello & Vitor Castro & João Tovar Jalles & Ricardo M. Sousa, 2015. "Fiscal consolidation and financial reforms," Applied Economics, Taylor & Francis Journals, vol. 47(34-35), pages 3740-3755, July.
  79. 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, vol. 24(6), pages 767-808, September.
  80. 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, Sciendo, vol. 18(2), pages 57-75, June.
  81. 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., vol. 20(4), pages 310-327, October.
  82. 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, vol. 17(2), pages 236-261, February.
  83. 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, vol. 6(3), pages 155-165.
  84. 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, vol. 34(C), pages 173-187.
  85. 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, vol. 436(C), pages 110-125.
  86. 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, vol. 436(C), pages 62-86.
  87. Rania Jammazi & Duc Khuong Nguyen, 2015. "Responses of international stock markets to oil price surges: a regime-switching perspective," Applied Economics, Taylor & Francis Journals, vol. 47(41), pages 4408-4422, September.
  88. 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, vol. 31(C), pages 311-329.
  89. 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, vol. 34(C), pages 69-79.
  90. 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, vol. 49(C), pages 629-638.
  91. 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, vol. 49(C), pages 149-156.
  92. Thai-Ha Le, 2015. "Exchange rate determination in Vietnam," Economics Bulletin, AccessEcon, vol. 35(1), pages 657-664.
  93. 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, vol. 51(C), pages 261-274.
  94. 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 (IfW Kiel), vol. 9, pages 1-30.
  95. Chateauneuf, Alain & Mostoufi, Mina & Vyncke, David, 2015. "Multivariate risk sharing and the derivation of individually rational Pareto optima," Mathematical Social Sciences, Elsevier, vol. 74(C), pages 73-78.
  96. Jean-Michel Sahut & Lorne Switzer, 2015. "Special issue: Ethical finance and governance. Introduction," Journal of Management & Governance, Springer;Accademia Italiana di Economia Aziendale (AIDEA), vol. 19(2), pages 255-257, May.
  97. Thu Phuong Pham, 2015. "Broker ID transparency and price impact of trades: evidence from the Korean Exchange," International Journal of Managerial Finance, Emerald Group Publishing Limited, vol. 11(1), pages 117-131, February.
  98. 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, vol. 83(3), pages 452-471, September.
  99. 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, vol. 42(C), pages 76-97.
  100. 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), vol. 19(2), pages 395-419, May.
  101. Lorne Switzer & Alan Picard, 2015. "Idiosyncratic Volatility, Momentum, Liquidity, and Expected Stock Returns in Developed and Emerging Markets," Multinational Finance Journal, Multinational Finance Journal, vol. 19(3), pages 169-221, September.
  102. 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, vol. 35(1), pages 34-45, February.
  103. 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, vol. 7(3 (Decemb), pages 319-344.

2014

  1. Boyer, Tristan & Jonard, Nicolas, 2014. "Imitation and efficient contagion," Journal of Economic Behavior & Organization, Elsevier, vol. 100(C), pages 20-32.
  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, vol. 42(4), pages 669-683, April.
  3. Farhani, Sahbi & Shahbaz, Muhammad & Sbia, Rashid & Chaibi, Anissa, 2014. "What does MENA region initially need: Grow output or mitigate CO2 emissions?," Economic Modelling, Elsevier, vol. 38(C), pages 270-281.
  4. Farhani, Sahbi & Chaibi, Anissa & Rault, Christophe, 2014. "CO2 emissions, output, energy consumption, and trade in Tunisia," Economic Modelling, Elsevier, vol. 38(C), pages 426-434.
  5. Farhani, Sahbi & Shahbaz, Muhammad & Arouri, Mohamed & Teulon, Frédéric, 2014. "The role of natural gas consumption and trade in Tunisia's output," Energy Policy, Elsevier, vol. 66(C), pages 677-684.
  6. Farhani, Sahbi & Mrizak, Sana & Chaibi, Anissa & Rault, Christophe, 2014. "The environmental Kuznets curve and sustainability: A panel data analysis," Energy Policy, Elsevier, vol. 71(C), pages 189-198.
  7. 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, vol. 40(C), pages 80-90.
  8. 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, vol. 1(16), pages 103-113, December.
  9. 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, vol. 4(01), June.
  10. 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, vol. 28(C), pages 170-189.
  11. 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, vol. 29(C), pages 22-35.
  12. Aye, Goodness C. & Dadam, Vincent & Gupta, Rangan & Mamba, Bonginkosi, 2014. "Oil price uncertainty and manufacturing production," Energy Economics, Elsevier, vol. 43(C), pages 41-47.
  13. 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, vol. 45(C), pages 485-490.
  14. Gil-Alana, Luis A. & Gupta, Rangan, 2014. "Persistence and cycles in historical oil price data," Energy Economics, Elsevier, vol. 45(C), pages 511-516.
  15. 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, vol. 66(C), pages 359-368.
  16. 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, vol. 33(C), pages 367-378.
  17. Bittencourt, Manoel & Gupta, Rangan & Stander, Lardo, 2014. "Tax evasion, financial development and inflation: Theory and empirical evidence," Journal of Banking & Finance, Elsevier, vol. 41(C), pages 194-208.
  18. Aye, Goodness C. & Balcilar, Mehmet & Bosch, Adél & Gupta, Rangan, 2014. "Housing and the business cycle in South Africa," Journal of Policy Modeling, Elsevier, vol. 36(3), pages 471-491.
  19. 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, vol. 6(1), pages 46-63, April.
  20. 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, vol. 6(4), pages 345-358.
  21. 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, vol. 47(1), pages 41-62, February.
  22. 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, , vol. 42(4), pages 511-531, July.
  23. 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, vol. 46(4), pages 1221-1240, June.
  24. Roula Inglesi-Lotz & Mehmet Balcilar & Rangan Gupta, 2014. "Time-varying causality between research output and economic growth in US," Scientometrics, Springer;Akadémiai Kiadó, vol. 100(1), pages 203-216, July.
  25. 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, vol. 23(2), pages 229-264, June.
  26. 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, vol. 24(14), pages 993-1004, July.
  27. 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, vol. 24(17), pages 1147-1157, September.
  28. 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, vol. 24(17), pages 1159-1166, September.
  29. 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, vol. 46(18), pages 2127-2138, June.
  30. Mehmet Balcilar & Rangan Gupta & Stephen M. Miller, 2014. "Housing and the Great Depression," Applied Economics, Taylor & Francis Journals, vol. 46(24), pages 2966-2981, August.
  31. 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, vol. 46(36), pages 4381-4398, December.
  32. 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, vol. 25(6), pages 619-633, December.
  33. 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, vol. 15(4), pages 744-775, September.
  34. 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, vol. 22(1), pages 83-99, January.
  35. Fran篩s-Éric Racicot & Raymond Th鯲et, 2014. "Cumulant instrument estimators for hedge fund return models with errors in variables," Applied Economics, Taylor & Francis Journals, vol. 46(10), pages 1134-1149, April.
  36. 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, vol. 42(C), pages 343-354.
  37. Mensi, Walid & Hammoudeh, Shawkat & Nguyen, Duc Khuong & Yoon, Seong-Min, 2014. "Dynamic spillovers among major energy and cereal commodity prices," Energy Economics, Elsevier, vol. 43(C), pages 225-243.
  38. 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, vol. 30(C), pages 101-119.
  39. Ma. Rebecca Valenzuela & Hooi Hooi Lean & George Athanasopoulos, 2014. "Economic Inequality in Australia between 1983 and 2010: A Stochastic Dominance Analysis," The Economic Record, The Economic Society of Australia, vol. 90(288), pages 49-62, March.
  40. Lean, Hooi Hooi & Smyth, Russell, 2014. "Disaggregated energy demand by fuel type and economic growth in Malaysia," Applied Energy, Elsevier, vol. 132(C), pages 168-177.
  41. Lean, Hooi Hooi & Smyth, Russell, 2014. "Will initiatives to promote hydroelectricity consumption be effective? Evidence from univariate and panel LM unit root tests with structural breaks," Energy Policy, Elsevier, vol. 68(C), pages 102-115.
  42. Al-Khazali, Osamah & Lean, Hooi Hooi & Samet, Anis, 2014. "Do Islamic stock indexes outperform conventional stock indexes? A stochastic dominance approach," Pacific-Basin Finance Journal, Elsevier, vol. 28(C), pages 29-46.
  43. Lean, Hooi Hooi & Smyth, Russell, 2014. "Are shocks to disaggregated energy consumption in Malaysia permanent or temporary? Evidence from LM unit root tests with structural breaks," Renewable and Sustainable Energy Reviews, Elsevier, vol. 31(C), pages 319-328.
  44. Hooi Lean, Hooi & Huang, Wei & Hong, Junjie, 2014. "Logistics and economic development: Experience from China," Transport Policy, Elsevier, vol. 32(C), pages 96-104.
  45. Tze-Haw Chan & Hooi Hooi Lean & Chee-Wooi Hooy, 2014. "A macro assessment of China effects on Malaysian exports and trade balances," Journal of Chinese Economic and Foreign Trade Studies, Emerald Group Publishing Limited, vol. 7(1), pages 18-37, January.
  46. Wei Rong Ang & Greg N Gregoriou & Hooi Hooi Lean, 2014. "Market-timing skills of socially responsible investment fund managers: The case of North America versus Europe," Journal of Asset Management, Palgrave Macmillan, vol. 15(6), pages 366-377, December.
  47. Hooi Hooi Lean & Duc Khuong Nguyen, 2014. "Policy uncertainty and performance characteristics of sustainable investments across regions around the global financial crisis," Applied Financial Economics, Taylor & Francis Journals, vol. 24(21), pages 1367-1373, November.
  48. Sakiru Adebola Solarin & Hooi Hooi Lean, 2014. "Nonlinearity convergence of tourism markets in Seychelles," Current Issues in Tourism, Taylor & Francis Journals, vol. 17(6), pages 475-479, July.
  49. Dana, R.A. & Le Van, C., 2014. "Efficient allocations and equilibria with short-selling and incomplete preferences," Journal of Mathematical Economics, Elsevier, vol. 53(C), pages 101-105.
  50. 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), vol. 55(2), pages 281-306, February.
  51. 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, vol. 48(5), pages 2589-2603, September.
  52. Afonso, António & Jalles, João Tovar, 2014. "Assessing fiscal episodes," Economic Modelling, Elsevier, vol. 37(C), pages 255-270.
  53. Agnello, Luca & Castro, Vitor & Tovar Jalles, João & Sousa, Ricardo M., 2014. "Fiscal adjustments, labour market flexibility and unemployment," Economics Letters, Elsevier, vol. 124(2), pages 231-235.
  54. António Afonso & João Jalles, 2014. "A longer-run perspective on fiscal sustainability," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 41(4), pages 821-847, November.
  55. 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, vol. 18(1), pages 57-81.
  56. Ant�nio Afonso & João Tovar Jalles, 2014. "Causality for the government budget and economic growth," Applied Economics Letters, Taylor & Francis Journals, vol. 21(17), pages 1198-1201, November.
  57. Ant Afonso & João Tovar Jalles, 2014. "Fiscal composition and long-term growth," Applied Economics, Taylor & Francis Journals, vol. 46(3), pages 349-358, January.
  58. Mussolino, Donata & Calabrò, Andrea, 2014. "Paternalistic leadership in family firms: Types and implications for intergenerational succession," Journal of Family Business Strategy, Elsevier, vol. 5(2), pages 197-210.
  59. 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, vol. 29(C), pages 512-524.
  60. 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, vol. 28(C), pages 213-227.
  61. 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, vol. 41(C), pages 1-18.
  62. Hammoudeh, Shawkat & Nguyen, Duc Khuong & Sousa, Ricardo M., 2014. "Energy prices and CO2 emission allowance prices: A quantile regression approach," Energy Policy, Elsevier, vol. 70(C), pages 201-206.
  63. Hammoudeh, Shawkat & Nguyen, Duc Khuong & Sousa, Ricardo M., 2014. "What explain the short-term dynamics of the prices of CO2 emissions?," Energy Economics, Elsevier, vol. 46(C), pages 122-135.
  64. 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, vol. 41(C), pages 365-374.
  65. 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, vol. 33(C), pages 223-243.
  66. 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, vol. 30(C), pages 189-206.
  67. 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, vol. 32(C), pages 368-396.
  68. 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, vol. 46(18), pages 2167-2177, June.
  69. 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, vol. 42(C), pages 332-342.
  70. 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, vol. 44(C), pages 47-68.
  71. 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, vol. 19(C), pages 1-17.
  72. 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, vol. 21(C), pages 183-200.
  73. 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, vol. 29(C), pages 418-440.
  74. Casaca, Paulo & Chateauneuf, Alain & Faro, José Heleno, 2014. "Ignorance and competence in choices under uncertainty," Journal of Mathematical Economics, Elsevier, vol. 54(C), pages 143-150.
  75. Jean-Michel Sahut & Marta Peris-Ortiz, 2014. "Small business, innovation, and entrepreneurship," Small Business Economics, Springer, vol. 42(4), pages 663-668, April.
  76. S. Nyock Ilouga & A. Nyock Mouloungni & J. Sahut, 2014. "Entrepreneurial intention and career choices: the role of volition," Small Business Economics, Springer, vol. 42(4), pages 717-728, April.
  77. Jean-michel Sahut & Medhi Mili, 2014. "Determinants of loans and deposits strategies of foreign bank subsidiaries in emerging countries," Economics Bulletin, AccessEcon, vol. 34(2), pages 695-704.
  78. Gharbi, Sami & Sahut, Jean-Michel & Teulon, Frédéric, 2014. "R&D investments and high-tech firms' stock return volatility," Technological Forecasting and Social Change, Elsevier, vol. 88(C), pages 306-312.
  79. Anh Tuan Bui & Mardi Dungey & Cuong Viet Nguyen & Thu Phuong Pham, 2014. "The impact of natural disasters on household income, expenditure, poverty and inequality: evidence from Vietnam," Applied Economics, Taylor & Francis Journals, vol. 46(15), pages 1751-1766, May.
  80. 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, vol. 28(C), pages 204-212.
  81. 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, vol. 56(C), pages 302-312.
  82. 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, , vol. 25(3), pages 435-454, September.
  83. 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, vol. 35(C), pages 13-19.
  84. 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, vol. 45(C), pages 66-98.
  85. 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.
  86. 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), vol. 2(3), pages 100-108, March.
  87. 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, vol. 41(C), pages 109-118.
  88. 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, vol. 7(1), pages 66-76.
  89. 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., vol. 33(6), pages 419-432, September.
  90. 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), vol. 6(3), pages 131-140, June.

2013

  1. Attar, Andrea & Campioni, Eloisa & Piaser, Gwenaël, 2013. "Two-sided communication in competing mechanism games," Journal of Mathematical Economics, Elsevier, vol. 49(1), pages 62-70.
  2. El Hedi Arouri, Mohamed & Rault, Christophe & Sova, Anamaria & Sova, Robert & Teulon, Frédéric, 2013. "Market structure and the cost of capital," Economic Modelling, Elsevier, vol. 31(C), pages 664-671.
  3. Cuong Nguyen & Vu Linh & Thang Nguyen, 2013. "Urban poverty in Vietnam: determinants and policy implications," International Journal of Development Issues, Emerald Group Publishing Limited, vol. 12(2), pages 110-139, June.
  4. 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, vol. 1(3), pages 1-21, August.
  5. Sahbi Farhani, 2013. "Renewable Energy Consumption, Economic Growth and Co2 Emissions: Evidence from Selected Mena Countries," Energy Economics Letters, Asian Economic and Social Society, vol. 1(2), pages 24-41.
  6. 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, vol. 1(1), pages 867-875, July.
  7. 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, vol. 65(5), pages 45-68.
  8. 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, vol. 1(15), pages 48-59, December.
  9. 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, vol. 1(1), pages 1070-1077, July.
  10. 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, vol. 13(1), pages 135-144.
  11. Gupta, Rangan & Modise, Mampho P., 2013. "Macroeconomic Variables and South African Stock Return Predictability," Economic Modelling, Elsevier, vol. 30(C), pages 612-622.
  12. 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, vol. 32(C), pages 161-171.
  13. Gupta, Rangan & Steinbach, Rudi, 2013. "A DSGE-VAR model for forecasting key South African macroeconomic variables," Economic Modelling, Elsevier, vol. 33(C), pages 19-33.
  14. 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, vol. 40(C), pages 825-831.
  15. 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, vol. 35(5), pages 798-812.
  16. Rangan Gupta & Monique Reid, 2013. "Macroeconomic surprises and stock returns in South Africa," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 30(3), pages 266-282, July.
  17. 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, vol. 6(3), pages 296-310.
  18. 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), vol. 10(1), pages 121-148, April.
  19. 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, vol. 12(3), pages 239-291, December.
  20. Mehmet Balcilar & Abebe Beyene & Rangan Gupta & Monaheng Seleteng, 2013. "‘Ripple’ Effects in South African House Prices," Urban Studies, Urban Studies Journal Limited, vol. 50(5), pages 876-894, April.
  21. 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, vol. 44(2), pages 387-417, April.
  22. 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, vol. 45(33), pages 4677-4697, November.
  23. 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, vol. 28(8), pages 1133-1154, November.
  24. Luis Gil-Alana & Goodness Ave & Rangan Gupta, 2013. "Testing for Persistence in South African House Prices," Journal of Real Estate Literature, Taylor & Francis Journals, vol. 21(2), pages 293-314, January.
  25. 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, vol. 22(2), pages 203-219, January.
  26. 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, University of Economics and Human Sciences in Warsaw., vol. 7(1), March.
  27. Christian Calmès & Denis Cormier & François-Éric Racicot & Raymond Théoret, 2013. "Accruals, Errors-in-variables, and Tobin’s q," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 41(2), pages 193-195, June.
  28. Kang, Sang Hoon & Yoon, Seong-Min, 2013. "Modeling and forecasting the volatility of petroleum futures prices," Energy Economics, Elsevier, vol. 36(C), pages 354-362.
  29. 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, vol. 392(8), pages 1795-1802.
  30. Mehmet Pinar & Thanasis Stengos & Nikolas Topaloglou, 2013. "Measuring human development: a stochastic dominance approach," Journal of Economic Growth, Springer, vol. 18(1), pages 69-108, March.
  31. Sakkarin Nonthapot & Hooi Hooi Lean, 2013. "Demand of Thai Tourists to Lao PDR: An Ardl Approach," Asian Journal of Empirical Research, Asian Economic and Social Society, vol. 3(3), pages 279-285.
  32. Lean, Hooi Hooi & Smyth, Russell, 2013. "Are fluctuations in US production of renewable energy permanent or transitory?," Applied Energy, Elsevier, vol. 101(C), pages 483-488.
  33. Lean, Hooi Hooi & Teng, Kee Tuan, 2013. "Integration of world leaders and emerging powers into the Malaysian stock market: A DCC-MGARCH approach," Economic Modelling, Elsevier, vol. 32(C), pages 333-342.
  34. Shahbaz, Muhammad & Lean, Hooi Hooi & Farooq, Abdul, 2013. "Natural gas consumption and economic growth in Pakistan," Renewable and Sustainable Energy Reviews, Elsevier, vol. 18(C), pages 87-94.
  35. Lean, Hooi Hooi & Smyth, Russell, 2013. "Will policies to promote renewable electricity generation be effective? Evidence from panel stationarity and unit root tests for 115 countries," Renewable and Sustainable Energy Reviews, Elsevier, vol. 22(C), pages 371-379.
  36. Hooi Lean & Kok Phoon & Wing-Keung Wong, 2013. "Stochastic dominance analysis of CTA funds," Review of Quantitative Finance and Accounting, Springer, vol. 40(1), pages 155-170, January.
  37. Hooi Hooi Lean & Russell Smyth, 2013. "Regional House Prices and the Ripple Effect in Malaysia," Urban Studies, Urban Studies Journal Limited, vol. 50(5), pages 895-922, April.
  38. Hooi Hooi Lean & Russell Smyth, 2013. "Do Malaysian house prices follow a random walk? Evidence from univariate and panel LM unit root tests with one and two structural breaks," Applied Economics, Taylor & Francis Journals, vol. 45(18), pages 2611-2627, June.
  39. Muhammad Shahbaz & Hooi Hooi Lean & Rukhsana Kalim, 2013. "The Impact of Foreign Direct Investment on Stock Market Development: Evidence From Pakistan," Economic Research-Ekonomska Istraživanja, Taylor & Francis Journals, vol. 26(1), pages 17-32, January.
  40. 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, vol. 37(2), pages 361-377.
  41. Nguyen, Quang & Leung, Pingsun, 2013. "Revenue targeting in fisheries," Environment and Development Economics, Cambridge University Press, vol. 18(5), pages 559-575, October.
  42. Cavalcanti, Tiago & Jalles, João Tovar, 2013. "Macroeconomic effects of oil price shocks in Brazil and in the United States," Applied Energy, Elsevier, vol. 104(C), pages 475-486.
  43. Afonso, António & Jalles, João Tovar, 2013. "Growth and productivity: The role of government debt," International Review of Economics & Finance, Elsevier, vol. 25(C), pages 384-407.
  44. António Afonso & João Tovar Jalles, 2013. "Do fiscal rules matter for growth?," Applied Economics Letters, Taylor & Francis Journals, vol. 20(1), pages 34-40, January.
  45. António Afonso & João Tovar Jalles, 2013. "The cyclicality of education, health, and social security government spending," Applied Economics Letters, Taylor & Francis Journals, vol. 20(7), pages 669-672, May.
  46. 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), vol. 17(4), pages 835-862, November.
  47. 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, vol. 22(3), pages 509-523.
  48. 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), vol. 17(2), pages 363-403, May.
  49. 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, vol. 61(4), pages 243-263.
  50. Achabou, Mohamed Akli & Dekhili, Sihem, 2013. "Luxury and sustainable development: Is there a match?," Journal of Business Research, Elsevier, vol. 66(10), pages 1896-1903.
  51. Shawkat Hammoudeh & Mohan Nandha & Yuan Yuan, 2013. "Dynamics of CDS spread indexes of US financial sectors," Applied Economics, Taylor & Francis Journals, vol. 45(2), pages 213-223, January.
  52. 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, vol. 23(C), pages 295-321.
  53. 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, vol. 49(1), pages 4-16, January.
  54. Hammoudeh, Shawkat & Liu, Tengdong & Chang, Chia-Lin & McAleer, Michael, 2013. "Risk spillovers in oil-related CDS, stock and credit markets," Energy Economics, Elsevier, vol. 36(C), pages 526-535.
  55. 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, vol. 27(C), pages 298-317.
  56. 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, vol. 39(C), pages 208-221.
  57. Hammoudeh, Shawkat & McAleer, Michael, 2013. "Risk management and financial derivatives: An overview," The North American Journal of Economics and Finance, Elsevier, vol. 25(C), pages 109-115.
  58. 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, vol. 25(C), pages 318-334.
  59. 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, vol. 27(C), pages 99-112.
  60. 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, vol. 40(C), pages 832-844.
  61. 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, vol. 26(C), pages 487-496.
  62. 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, vol. 94(C), pages 277-294.
  63. Le, Thai-Ha & Chang, Youngho, 2013. "Oil price shocks and trade imbalances," Energy Economics, Elsevier, vol. 36(C), pages 78-96.
  64. Chateauneuf, Alain & Ventura, Caroline, 2013. "G-continuity, impatience and myopia for Choquet multi-period utilities," Journal of Mathematical Economics, Elsevier, vol. 49(1), pages 97-105.
  65. Phuong Pham, Thu & Joakim Westerholm, P., 2013. "An international trend in market design: Endogenous effects of limit order book transparency on volatility, spreads, depth and volume," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 27(C), pages 202-223.
  66. 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, vol. 45(24), pages 3412-3420, August.
  67. 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, vol. 23(9), pages 729-737, May.
  68. Ben Jabeur Sami, 2013. "Corporate Failure:A Non Parametric Method," International Journal of Finance & Banking Studies, Center for the Strategic Studies in Business and Finance, vol. 2(3), pages 103-110, July.
  69. Heni Boubaker & Anne Péguin-Feissolle, 2013. "Estimating the Long-Memory Parameter in Nonstationary Processes Using Wavelets," Computational Economics, Springer;Society for Computational Economics, vol. 42(3), pages 291-306, October.
  70. Lorne N. Switzer & Jun Wang, 2013. "Default Risk Estimation, Bank Credit Risk, and Corporate Governance," Financial Markets, Institutions & Instruments, John Wiley & Sons, vol. 22(2), pages 91-112, May.
  71. 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, vol. 48(1), pages 68-76.
  72. 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, vol. 0(4), pages 299-316.
  73. 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, vol. 5(1 (June)), pages 35-59.
  74. Bonato, Matteo & Caporin, Massimiliano & Ranaldo, Angelo, 2013. "Risk spillovers in international equity portfolios," Journal of Empirical Finance, Elsevier, vol. 24(C), pages 121-137.
  75. 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), vol. 5(1), pages 35-44, February.

2012

  1. 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, vol. 4(1), pages 22-68, January.
  2. Furceri, Davide & Mourougane, Annabelle, 2012. "The effect of financial crises on potential output: New empirical evidence from OECD countries," Journal of Macroeconomics, Elsevier, vol. 34(3), pages 822-832.
  3. Davide Furceri & Annabelle Mourougane, 2012. "How Do Institutions Affect Structural Unemployment in Times of Crises?," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 59(4), pages 393-419.
  4. 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, vol. 16(4), pages 283-296, December.
  5. 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, vol. 21(6), pages 839-863, January.
  6. Arouri, Mohamed El Hedi & Caporale, Guglielmo Maria & Rault, Christophe & Sova, Robert & Sova, Anamaria, 2012. "Environmental Regulation and Competitiveness: Evidence from Romania," Ecological Economics, Elsevier, vol. 81(C), pages 130-139.
  7. Vu Hoang Linh, 2012. "Efficiency of rice farming households in Vietnam," International Journal of Development Issues, Emerald Group Publishing Limited, vol. 11(1), pages 60-73, April.
  8. 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, vol. 43(5), pages 575-592, September.
  9. 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), vol. 19(1), pages 37-62, June.
  10. 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, vol. 32(1), pages 1-8.
  11. 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, Econjournals, vol. 2(3), pages 246-266.
  12. 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, Econjournals, vol. 2(2), pages 71-81.
  13. 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, Econjournals, vol. 2(3), pages 108-122.
  14. 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, vol. 1(14), pages 114-120, December.
  15. 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, vol. 1(14), pages 45-51, December.
  16. 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, vol. 0(4), pages 290-296.
  17. 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, vol. 0(2), pages 1347-1352, Decembre.
  18. 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, vol. 58(1), pages 19-70.
  19. 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, vol. 12(2).
  20. 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, vol. 12(1), pages 147-158.
  21. 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, vol. 29(3), pages 908-916.
  22. 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, vol. 29(6), pages 2435-2443.
  23. 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, vol. 46(1), pages 45-54, January-J.
  24. 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, vol. 44(3), pages 339-361, April.
  25. 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, vol. 48(1), pages 70-82, January.
  26. 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, vol. 48(3), pages 763-782, June.
  27. 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, vol. 20(1), pages 97-117, January.
  28. François-Éric Racicot & Raymond Th�oret, 2012. "Optimally weighting higher-moment instruments to deal with measurement errors in financial return models," Applied Financial Economics, Taylor & Francis Journals, vol. 22(14), pages 1135-1146, July.
  29. 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., vol. 31(7), pages 565-579, November.
  30. 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, vol. 19(5), pages 741-761.
  31. Shahbaz, Muhammad & Lean, Hooi Hooi, 2012. "Does financial development increase energy consumption? The role of industrialization and urbanization in Tunisia," Energy Policy, Elsevier, vol. 40(C), pages 473-479.
  32. Shahbaz, Muhammad & Lean, Hooi Hooi, 2012. "The dynamics of electricity consumption and economic growth: A revisit study of their causality in Pakistan," Energy, Elsevier, vol. 39(1), pages 146-153.
  33. Shahbaz, Muhammad & Lean, Hooi Hooi & Shabbir, Muhammad Shahbaz, 2012. "Environmental Kuznets Curve hypothesis in Pakistan: Cointegration and Granger causality," Renewable and Sustainable Energy Reviews, Elsevier, vol. 16(5), pages 2947-2953.
  34. Hooi Hooi Lean & Christine Siew Pyng Chong, 2012. "Calendar Anomalies and Risk in the Wine Exchange Market," Asian Academy of Management Journal of Accounting and Finance (AAMJAF), Penerbit Universiti Sains Malaysia, vol. 8(1), pages 25-39.
  35. 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, vol. 16(S1), pages 33-51, April.
  36. 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, vol. 22(3), pages 622-646.
  37. 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, vol. 22(4), pages 758-773.
  38. João Tovar Jalles, 2012. "Openness, Regional Trade Agreements and Growth: Evidence from Asia," Asian Economic Journal, East Asian Economic Association, vol. 26(1), pages 63-85, March.
  39. 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, vol. 11(1), pages 35-82, April.
  40. António Afonso & João Tovar Jalles, 2012. "Fiscal volatility, financial crises and growth," Applied Economics Letters, Taylor & Francis Journals, vol. 19(18), pages 1821-1826, December.
  41. António Afonso & João Tovar Jalles, 2012. "Measuring the success of fiscal consolidations," Applied Financial Economics, Taylor & Francis Journals, vol. 22(13), pages 1053-1061, July.
  42. Jammazi, Rania & Aloui, Chaker, 2012. "Crude oil price forecasting: Experimental evidence from wavelet decomposition and neural network modeling," Energy Economics, Elsevier, vol. 34(3), pages 828-841.
  43. Jammazi, Rania, 2012. "Oil shock transmission to stock market returns: Wavelet-multivariate Markov switching GARCH approach," Energy, Elsevier, vol. 37(1), pages 430-454.
  44. Jammazi, Rania, 2012. "Cross dynamics of oil-stock interactions: A redundant wavelet analysis," Energy, Elsevier, vol. 44(1), pages 750-777.
  45. Chang, Chia-Lin & Chen, Li-Hsueh & Hammoudeh, Shawkat & McAleer, Michael, 2012. "Asymmetric adjustments in the ethanol and grains markets," Energy Economics, Elsevier, vol. 34(6), pages 1990-2002.
  46. 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, vol. 52(2), pages 207-218.
  47. Sari, Ramazan & Hammoudeh, Shawkat & Chang, Chia-Lin & McAleer, Michael, 2012. "Causality between market liquidity and depth for energy and grains," Energy Economics, Elsevier, vol. 34(5), pages 1683-1692.
  48. 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, vol. 30(4), pages 584-602, October.
  49. Thai-Ha Le & Youngho Chang, 2012. "Oil Price Shocks and Gold Returns," International Economics, CEPII research center, issue 131, pages 71-104.
  50. 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), vol. 49(1), pages 1-35, January.
  51. 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, vol. 29(3), pages 734-741.
  52. 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, vol. 32(3), pages 2464-2480.
  53. 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, vol. 19(6), pages 495-511, December.
  54. 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, vol. 22(2), pages 165-176, January.
  55. Carlier, G. & Dana, R.-A. & Galichon, A., 2012. "Pareto efficiency for the concave order and multivariate comonotonicity," Journal of Economic Theory, Elsevier, vol. 147(1), pages 207-229.
  56. Jean-Yves Moisseron & El Mouhoud Mouhoub, 2012. "Introduction. Économie politique des dynamiques institutionnelles dans le monde arabe," Revue Tiers-Monde, Armand Colin, vol. 0(4), pages 7-17.
  57. Cherif Omari & Jean-Yves Moisseron & Arlène Alpha, 2012. "L'agriculture algérienne face aux défis alimentaires. Trajectoire historique et perspectives," Revue Tiers-Monde, Armand Colin, vol. 0(2), pages 123-141.
  58. Jean-Yves Moisseron & Manar Bayoumi, 2012. "La Méditerranée comme concept et représentation," Revue Tiers-Monde, Armand Colin, vol. 0(1), pages 179-196.
  59. 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, vol. 0(4), pages 81-110.
  60. 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, vol. 18(9), pages 761-774, October.
  61. Matteo Bonato, 2012. "Modeling fat tails in stock returns: a multivariate stable-GARCH approach," Computational Statistics, Springer, vol. 27(3), pages 499-521, September.

2011

  1. 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, vol. 36(01), pages 1-14, April.
  2. Linh Vu & Bob Baulch, 2011. "Assessing Alternative Poverty Proxy Methods in Rural Vietnam," Oxford Development Studies, Taylor & Francis Journals, vol. 39(3), pages 339-367, September.
  3. khaled GUESMI & Irfan Kazi & Farhan Akbar, 2011. "Measuring stock market volatility in oecd economy," Economics Bulletin, AccessEcon, vol. 31(4), pages 1-58.
  4. 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, vol. 31(4), pages 1-49.
  5. 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, vol. 31(3), pages 1-42.
  6. 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, vol. 5(5(558)(su), pages 273-277, July.
  7. 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, vol. 1(13), pages 125-132, December.
  8. 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, vol. 1(13), pages 154-160, December.
  9. Rangan Gupta, 2011. "Growth-Effects of Inflation Targeting: The Role of Financial Sector Development," Annals of Economics and Finance, Society for AEF, vol. 12(1), pages 65-87, May.
  10. Gupta, Rangan & Kabundi, Alain, 2011. "Forecasting Macroeconomic Variables Using Large Datasets: Dynamic Factor Model versus Large-Scale BVARs," Indian Economic Review, Department of Economics, Delhi School of Economics, vol. 46(1), pages 23-40.
  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, vol. 28(3), pages 891-899, May.
  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, vol. 28(4), pages 2013-2021, July.
  13. Gupta, Rangan & Kabundi, Alain, 2011. "A large factor model for forecasting macroeconomic variables in South Africa," International Journal of Forecasting, Elsevier, vol. 27(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., vol. 30(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, vol. 37(2), pages 165-177.
  16. Rangan Gupta, 2011. "Currency Substitution and Financial Repression," International Economic Journal, Taylor & Francis Journals, vol. 25(1), pages 47-61.
  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, vol. 13(4), pages 600-613, July.
  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, vol. 19(1), pages 69-91, January.
  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, vol. 20(2), pages 161-190, January.
  20. 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, vol. 7(3), pages 269-281, September.
  21. 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, vol. 390(2), pages 319-327.
  22. 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, vol. 390(23), pages 4317-4324.
  23. Kang, Sang Hoon & Yoon , Seong-Min, 2011. "The Global Financial Crisis and the Integration of Emerging Stock Markets in Asia," East Asian Economic Review, Korea Institute for International Economic Policy, vol. 15(4), pages 49-72, December.
  24. Topaloglou, Nikolas & Vladimirou, Hercules & Zenios, Stavros A., 2011. "Optimizing international portfolios with options and forwards," Journal of Banking & Finance, Elsevier, vol. 35(12), pages 3188-3201.
  25. Chor Foon Tang & Hooi Hooi Lean, 2011. "Revisit Feldstein-Horioka puzzle: evidence from Malaysia," Economics Bulletin, AccessEcon, vol. 31(3), pages 2237-2249.
  26. Hooi Hooi Lean & Russell Smyth, 2011. "Will Obama's economic stimulus package be effective? Evidence from the misery index," Applied Economics Letters, Taylor & Francis Journals, vol. 18(5), pages 493-495.
  27. Irene Wei Kiong Ting & Hooi Hooi Lean, 2011. "Capital Structure of Government-Linked Companies in Malaysia," Asian Academy of Management Journal of Accounting and Finance (AAMJAF), Penerbit Universiti Sains Malaysia, vol. 7(2), pages 137-156.
  28. Hooi Hooi Lean & Paresh Narayan & Russell Smyth, 2011. "Exchange Rate And Stock Price Interaction In Major Asian Markets: Evidence For Individual Countries And Panels Allowing For Structural Breaks," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 56(02), pages 255-277.
  29. Erol, Selman & Le Van, Cuong & Saglam, Cagri, 2011. "Existence, optimality and dynamics of equilibria with endogenous time preference," Journal of Mathematical Economics, Elsevier, vol. 47(2), pages 170-179, March.
  30. 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, vol. 61(2), pages 97-103, March.
  31. 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, vol. 43(3), pages 245-270, December.
  32. António Afonso & João Jalles, 2011. "Appraising fiscal reaction functions," Economics Bulletin, AccessEcon, vol. 31(4), pages 3320-3330.
  33. 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, vol. 36(4), pages 41-72, December.
  34. 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.
  35. Mariateresa Torchia & Andrea Calabrò & Morten Huse, 2011. "Women Directors on Corporate Boards: From Tokenism to Critical Mass," Journal of Business Ethics, Springer, vol. 102(2), pages 299-317, August.
  36. Bhar, Ramaprasad & Hammoudeh, Shawkat, 2011. "Commodities and financial variables: Analyzing relationships in a changing regime environment," International Review of Economics & Finance, Elsevier, vol. 20(4), pages 469-484, October.
  37. 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, vol. 22(3), pages 277-297.
  38. Hammoudeh, Shawkat & Sari, Ramazan, 2011. "Financial CDS, stock market and interest rates: Which drives which?," The North American Journal of Economics and Finance, Elsevier, vol. 22(3), pages 257-276.
  39. Hammoudeh, Shawkat & Malik, Farooq & McAleer, Michael, 2011. "Risk management of precious metals," The Quarterly Review of Economics and Finance, Elsevier, vol. 51(4), pages 435-441.
  40. 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, vol. 51(4), pages 408-418.
  41. Thai-Ha Le & Youngho Chang, 2011. "Oil and gold: correlation or causation?," Economics Bulletin, AccessEcon, vol. 31(3), pages 1-31.
  42. Chateauneuf, Alain & Ventura, Caroline, 2011. "Partial probabilistic information," Journal of Mathematical Economics, Elsevier, vol. 47(1), pages 22-28, January.
  43. 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, vol. 71(1), pages 1-10, July.
  44. Alain Chateauneuf & Thibault Gajdos & Jean-Yves Jaffray, 2011. "Regular updating," Theory and Decision, Springer, vol. 71(1), pages 111-128, July.
  45. Luciano Castro & Alain Chateauneuf, 2011. "Ambiguity aversion and trade," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 48(2), pages 243-273, October.
  46. 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, vol. 28(1), pages 138-146.
  47. 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, vol. 10(3), pages 267-290, August.
  48. Imen Khanchel El Mehdi & Souad Seboui, 2011. "Corporate diversification and earnings management," Review of Accounting and Finance, Emerald Group Publishing Limited, vol. 10(2), pages 176-196, May.
  49. 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, vol. 2(1).
  50. Boubaker Heni & Boutahar Mohamed, 2011. "A wavelet-based approach for modelling exchange rates," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 20(2), pages 201-220, June.
  51. 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, vol. 10(3), pages 228-245, August.
  52. 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, vol. 17(1), pages 103-119, January.
  53. Bonato, Matteo, 2011. "Robust estimation of skewness and kurtosis in distributions with infinite higher moments," Finance Research Letters, Elsevier, vol. 8(2), pages 77-87, June.

2010

  1. Davide Furceri & Annabelle Mourougane, 2010. "Structural indicators: A critical review," OECD Journal: Economic Studies, OECD Publishing, vol. 2010(1), pages 1-34.
  2. Davide Furceri & Annabelle Mourougane, 2010. "Une lecture de la crise à la lumière des crises passées," Économie et Statistique, Programme National Persée, vol. 438(1), pages 19-42.
  3. Attar, Andrea & Campioni, Eloisa & Piaser, Gwenaël & Rajan, Uday, 2010. "On multiple-principal multiple-agent models of moral hazard," Games and Economic Behavior, Elsevier, vol. 68(1), pages 376-380, January.
  4. 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, vol. 1(11), pages 26-34, May.
  5. 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, vol. 1(2), pages 616-622, December.
  6. 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, vol. 2010, pages 149-160, july.
  7. 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, vol. 1(12), pages 21-28, December.
  8. 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, vol. 12(2), pages 28-49.
  9. Rangan Gupta & Josine Uwilingiye, 2010. "Dynamic Time Inconsistency And The South African Reserve Bank," South African Journal of Economics, Economic Society of South Africa, vol. 78(1), pages 76-88, March.
  10. 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, vol. 11(1), pages 139-153, May.
  11. 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, vol. 10(1).
  12. 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, vol. 27(1), pages 315-323, January.
  13. 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, vol. 37(2), pages 181-195, May.
  14. Rangan Gupta & Alain Kabundi, 2010. "The effect of monetary policy on house price inflation," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 37(6), pages 616-626, November.
  15. Thabo M Mokoena & Rangan Gupta & Renee van Eyden, 2010. "Exchange Rate Puzzles: A Review of the Recent Theoretical and Empirical Developments," The IUP Journal of Monetary Economics, IUP Publications, vol. 0(1 & 2), pages 77-112, February .
  16. Ndahiriwe Kasai & Rangan Gupta, 2010. "Financial Liberalization and the Effectiveness of Monetary Policy on House Prices in South Africa," The IUP Journal of Monetary Economics, IUP Publications, vol. 0(4), pages 59-74, November.
  17. 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., vol. 29(1-2), pages 168-185.
  18. Rangan Gupta & Alain Kabundi & Mampho Modise, 2010. "Has the SARB become more effective post inflation targeting?," Economic Change and Restructuring, Springer, vol. 43(3), pages 187-204, August.
  19. Rangan Gupta & Sonali Das, 2010. "Predicting Downturns in the US Housing Market: A Bayesian Approach," The Journal of Real Estate Finance and Economics, Springer, vol. 41(3), pages 294-319, October.
  20. 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, vol. 21(2), pages 135-147.
  21. Rangan Gupta & Emmanuel Ziramba, 2010. "Optimal public policy with endogenous mortality," Journal of Economic Policy Reform, Taylor and Francis Journals, vol. 13(3), pages 241-249.
  22. 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, vol. 19(1), pages 89-109, January.
  23. 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, vol. 19(2), pages 111-128, January.
  24. François-Éric Racicot & Raymond Théoret, 2010. "Hedge Fund Returns, Kalman Filter, and Errors-in-Variables," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 38(3), pages 377-378, September.
  25. 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, vol. 389(1), pages 91-99.
  26. 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, vol. 389(21), pages 4844-4854.
  27. Kang, Sang Hoon & Cheong, Chongcheul & Yoon, Seong-Min, 2010. "Long memory volatility in Chinese stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(7), pages 1425-1433.
  28. Sang Hoon Kang & Seong-Min Yoon, 2010. "Sudden Changes and Persistence in Volatility of Korean Equity Sector Returns," Korean Economic Review, Korean Economic Association, vol. 26, pages 431-451.
  29. Scaillet, Olivier & Topaloglou, Nikolas, 2010. "Testing for Stochastic Dominance Efficiency," Journal of Business & Economic Statistics, American Statistical Association, vol. 28(1), pages 169-180.
  30. Lean, Hooi Hooi & Smyth, Russell, 2010. "CO2 emissions, electricity consumption and output in ASEAN," Applied Energy, Elsevier, vol. 87(6), pages 1858-1864, June.
  31. Lean, Hooi Hooi & Smyth, Russell, 2010. "On the dynamics of aggregate output, electricity consumption and exports in Malaysia: Evidence from multivariate Granger causality tests," Applied Energy, Elsevier, vol. 87(6), pages 1963-1971, June.
  32. Lean, Hooi Hooi & McAleer, Michael & Wong, Wing-Keung, 2010. "Market efficiency of oil spot and futures: A mean-variance and stochastic dominance approach," Energy Economics, Elsevier, vol. 32(5), pages 979-986, September.
  33. Lean, Hooi Hooi & Smyth, Russell, 2010. "Multivariate Granger causality between electricity generation, exports, prices and GDP in Malaysia," Energy, Elsevier, vol. 35(9), pages 3640-3648.
  34. Hooi Hooi Lean & B. N. Ghosh, 2010. "Economic Integration in Asia: Quo Vadis Malaysia?," International Economic Journal, Taylor & Francis Journals, vol. 24(2), pages 237-248.
  35. 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, vol. 145(6), pages 2186-2202, November.
  36. 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, vol. 145(6), pages 2435-2447, November.
  37. 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, vol. 17(4), pages 215-241.
  38. 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, vol. 100(1), pages 557-571, March.
  39. Joao Tovar Jalles, 2010. "Does democracy foster or hinder growth? Extreme-type political regimes in a large panel," Economics Bulletin, AccessEcon, vol. 30(2), pages 1359-1372.
  40. Jalles, João Tovar, 2010. "How to measure innovation? New evidence of the technology-growth linkage," Research in Economics, Elsevier, vol. 64(2), pages 81-96, June.
  41. João Tovar Jalles, 2010. "Inter‐country trade dependence and inflation transmission mechanisms," International Journal of Development Issues, Emerald Group Publishing Limited, vol. 9(3), pages 198-213, September.
  42. Andrea Calabrò, 2010. "The Privatization Process and Its Effects on the Italian Accountability System," DSI Essays Series, DSI - Dipartimento di Studi sull'Impresa, vol. 11.
  43. Jammazi, Rania & Aloui, Chaker, 2010. "Wavelet decomposition and regime shifts: Assessing the effects of crude oil shocks on stock market returns," Energy Policy, Elsevier, vol. 38(3), pages 1415-1435, March.
  44. 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, vol. 38(8), pages 3922-3932, August.
  45. Sari, Ramazan & Hammoudeh, Shawkat & Soytas, Ugur, 2010. "Dynamics of oil price, precious metal prices, and exchange rate," Energy Economics, Elsevier, vol. 32(2), pages 351-362, March.
  46. Choi, Kyongwook & Hammoudeh, Shawkat, 2010. "Volatility behavior of oil, industrial commodity and stock markets in a regime-switching environment," Energy Policy, Elsevier, vol. 38(8), pages 4388-4399, August.
  47. Shawkat Hammoudeh & Li-Hsueh Chen & Bassam Fattouh, 2010. "Asymmetric Adjustments in Oil and Metals Markets," The Energy Journal, International Association for Energy Economics, vol. 0(Number 4), pages 183-204.
  48. Hammoudeh, Shawkat & Bhar, Ramaprasad & Thompson, Mark A., 2010. "Re-examining the dynamic causal oil-macroeconomy relationship," International Review of Financial Analysis, Elsevier, vol. 19(4), pages 298-305, September.
  49. 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, vol. 19(4), pages 633-647, October.
  50. Chateauneuf, Alain & Ventura, Caroline, 2010. "The no-trade interval of Dow and Werlang: Some clarifications," Mathematical Social Sciences, Elsevier, vol. 59(1), pages 1-14, January.
  51. Jean-michel Sahut, 2010. "A Flexible Non Linear Model to Test the Expectation Hypothesis of Interest Rates," Economics Bulletin, AccessEcon, vol. 30(3), pages 2297-2311.
  52. Jean-michel Sahut & Medhi Mili, 2010. "Are Mergers a Solution to Bank Distress in MENA Countries?," Economics Bulletin, AccessEcon, vol. 30(4), pages 2627-2641.
  53. 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, vol. 6(3), pages 53-66, July.
  54. Sofia Johan & Dorra Najar, 2010. "The Role of Corruption, Culture, and Law in Investment Fund Manager Fees," Journal of Business Ethics, Springer, vol. 95(2), pages 147-172, September.
  55. 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, vol. 21(3), pages 332-346, December.
  56. 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), Econometric Research Association, vol. 2(1), pages 11-35, April.
  57. 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, vol. 20(16), pages 1257-1267.

2009

  1. 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, vol. 51(4), pages 500-519, December.
  2. 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, vol. 6(2), pages 42-51, June.
  3. 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), vol. 145(2), pages 189-206, July.
  4. Christophe Rault & Robert Sova & Ana Maria Sova, 2009. "Modelling international trade flows between CEEC and OECD countries," Applied Economics Letters, Taylor & Francis Journals, vol. 16(15), pages 1547-1554.
  5. Kent Olson & Linh Vu, 2009. "Economic efficiency in farm households: trends, explanatory factors, and estimation methods," Agricultural Economics, International Association of Agricultural Economists, vol. 40(5), pages 587-599, September.
  6. 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, vol. 3(1), pages 288-293, May.
  7. 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, vol. 1(1), pages 007-013, December.
  8. 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, vol. 1(10), pages 22-31, December.
  9. 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, vol. 1(9), pages 160-167, May.
  10. Rangan Gupta, 2009. "Bayesian Methods Of Forecasting Inventory Investment," South African Journal of Economics, Economic Society of South Africa, vol. 77(1), pages 113-126, March.
  11. 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, vol. 77(3), pages 351-362, September.
  12. 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, vol. 77(4), pages 531-537, December.
  13. Rangan Gupta, 2009. "Financial Liberalization and a Possible Growth-Inflation Trade-Off," Indian Economic Review, Department of Economics, Delhi School of Economics, vol. 44(1), pages 1-19, July.
  14. 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, vol. 9(1).
  15. 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, vol. 26(5), pages 1000-1011, September.
  16. 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, vol. 18(4), pages 325-335, December.
  17. Rangan Gupta & Emmanuel Ziramba, 2009. "Tax evasion and financial repression: a reconsideration using endogenous growth models," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 36(6), pages 660-674, October.
  18. Thabo M Mokoena & Rangan Gupta & Renee van Eyden, 2009. "Market Microstructure Approach to the Exchange Rate Determination Puzzle," The IUP Journal of Monetary Economics, IUP Publications, vol. 0(3-4), pages 101-115, August.
  19. 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., vol. 28(5), pages 387-404.
  20. Samrat Goswami & Rangan Gupta, 2009. "An Endogenous Growth Model of a Financially Repressed Small Open Economy," International Economic Journal, Taylor & Francis Journals, vol. 23(1), pages 143-161.
  21. 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, vol. 33(1), pages 16-27, April.
  22. 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, vol. 33(3), pages 95-109, December.
  23. 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, vol. 5(2), pages 195-222, July.
  24. Yong Han & Yochanan Altman, 2009. "Supervisor and Subordinate Guanxi: A Grounded Investigation in the People’s Republic of China," Journal of Business Ethics, Springer, vol. 88(1), pages 91-104, April.
  25. François-Éric Racicot & Raymond Théoret, 2009. "On Optimal Instrumental Variables Generators, with an Application to Hedge Fund Returns," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 15(1), pages 30-43, February.
  26. François-Éric Racicot & Raymond Théoret, 2009. "Integrating volatility factors in the analysis of the hedge fund alpha puzzle," Journal of Asset Management, Palgrave Macmillan, vol. 10(1), pages 37-62, April.
  27. 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, vol. 12(12(541)(s), pages 756-762, December.
  28. 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, vol. 12(12(541)(s), pages 763-770, December.
  29. 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, vol. 12(12(541)(s), pages 771-777, December.
  30. Kang, Sang Hoon & Kang, Sang-Mok & Yoon, Seong-Min, 2009. "Forecasting volatility of crude oil markets," Energy Economics, Elsevier, vol. 31(1), pages 119-125, January.
  31. 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, vol. 388(17), pages 3543-3550.
  32. 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, vol. 388(5), pages 682-690.
  33. 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, vol. 25, pages 387-411.
  34. Kang, Sang Hoon & Yoon, Seong-Min, 2009. "Modeling and Forecasting the Volatility of Eastern European Emerging Markets," East Asian Economic Review, Korea Institute for International Economic Policy, vol. 13(1), pages 113-132, June.
  35. Tang, Chor Foon & Lean, Hooi Hooi, 2009. "New evidence from the misery index in the crime function," Economics Letters, Elsevier, vol. 102(2), pages 112-115, February.
  36. Lean, Hooi Hooi & Smyth, Russell, 2009. "Long memory in US disaggregated petroleum consumption: Evidence from univariate and multivariate LM tests for fractional integration," Energy Policy, Elsevier, vol. 37(8), pages 3205-3211, August.
  37. Hooi Hooi Lean & Yingzhe Song, 2009. "The domestic savings and economic growth relationship in China," Journal of Chinese Economic and Foreign Trade Studies, Emerald Group Publishing Limited, vol. 2(1), pages 5-17, February.
  38. Allouch, Nizar & Le Van, Cuong, 2009. "Erratum to "Walras and dividends equilibrium with possibly satiated consumers"," Journal of Mathematical Economics, Elsevier, vol. 45(3-4), pages 320-328, March.
  39. 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), vol. 40(3), pages 457-471, September.
  40. 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, vol. 76(3), pages 753-783, September.
  41. 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, vol. 34(3), pages 1-21, December.
  42. 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, vol. 34(3), pages 1-20, December.
  43. Joao Tovar Jalles, 2009. "Do Oil Prices Matter? The Case of a Small Open Economy," Annals of Economics and Finance, Society for AEF, vol. 10(1), pages 65-87, May.
  44. 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, vol. 3.
  45. 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, vol. 8.
  46. 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, vol. 9.
  47. 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, vol. 3(4), pages 393-411.
  48. Aloui, Chaker & Jammazi, Rania, 2009. "The effects of crude oil shocks on stock market shifts behaviour: A regime switching approach," Energy Economics, Elsevier, vol. 31(5), pages 789-799, September.
  49. Kyongwook Choi & Shawkat Hammoudeh, 2009. "Long Memory in Oil and Refined Products Markets," The Energy Journal, International Association for Energy Economics, vol. 0(Number 2), pages 97-116.
  50. Soytas, Ugur & Sari, Ramazan & Hammoudeh, Shawkat & Hacihasanoglu, Erk, 2009. "World oil prices, precious metal prices and macroeconomy in Turkey," Energy Policy, Elsevier, vol. 37(12), pages 5557-5566, December.
  51. 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, vol. 27(2), pages 251-264, April.
  52. 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, vol. 49(3), pages 829-842, August.
  53. Shawkat HAMMOUDEH & Ramazan SARI & Eisa ALESIA, 2009. "GCC Petrodollar Surpluses and the US Current Account Imbalance," Ekonomik Yaklasim, Ekonomik Yaklasim Association, vol. 20(73), pages 39-54.
  54. Chateauneuf, Alain & Faro, José Heleno, 2009. "Ambiguity through confidence functions," Journal of Mathematical Economics, Elsevier, vol. 45(9-10), pages 535-558, September.
  55. 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, vol. 4(4), pages 400-426.
  56. Hong, Jacky F.L. & Nguyen, Thang V., 2009. "Knowledge embeddedness and the transfer mechanisms in multinational corporations," Journal of World Business, Elsevier, vol. 44(4), pages 347-356, October.
  57. Nguyen Van Thang & Nick Freeman, 2009. "State-owned enterprises in Vietnam: are they 'crowding out' the private sector?," Post-Communist Economies, Taylor & Francis Journals, vol. 21(2), pages 227-247.
  58. Nguyen, Thang V. & Rose, Jerman, 2009. "Building trust--Evidence from Vietnamese entrepreneurs," Journal of Business Venturing, Elsevier, vol. 24(2), pages 165-182, March.

2008

  1. 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, vol. 20(2), pages 262-280.
  2. 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), vol. 9(1), pages 33-39, February.
  3. Attar, Andrea & Majumdar, Dipjyoti & Piaser, Gwenaël & Porteiro, Nicolás, 2008. "Common agency games: Indifference and separable preferences," Mathematical Social Sciences, Elsevier, vol. 56(1), pages 75-95, July.
  4. Ueckermann, E.M. & Blignaut, J.N. & Gupta, Rangan & Raubenheimer, J., 2008. "Modelling South African grain farmers’ preferences to adopt derivative contracts using discrete choice models," Agrekon, Agricultural Economics Association of South Africa (AEASA), vol. 47(2), pages 1-18, June.
  5. Rangan Gupta & Emmanuel Ziramba, 2008. "Costly Tax Enforcement and Financial Repression," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 37(2), pages 141-154, July.
  6. Rangan Gupta & Josine Uwilingiye, 2008. "Measuring The Welfare Cost Of Inflation In South Africa," South African Journal of Economics, Economic Society of South Africa, vol. 76(1), pages 16-25, March.
  7. 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, vol. 76(2), pages 298-313, June.
  8. Gupta, Rangan, 2008. "Tax evasion and financial repression," Journal of Economics and Business, Elsevier, vol. 60(6), pages 517-535.
  9. Rangan Gupta & Andreas G Karapatakis, 2008. "Financial Liberalization: A Myth or a Miracle Cure?," The IUP Journal of Monetary Economics, IUP Publications, vol. 0(1), pages 6-33, February.
  10. Samuel Zita & Rangan Gupta, 2008. "Modeling and Forecasting the Metical-Rand Exchange Rate," The IUP Journal of Monetary Economics, IUP Publications, vol. 0(4), pages 63-90, November.
  11. François-Éric Racicot & Raymond Théoret & Alain Coën, 2008. "Forecasting Irregularly Spaced UHF Financial Data: Realized Volatility vs UHF-GARCH Models," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 14(1), pages 112-124, February.
  12. François-Éric Racicot & Raymond Théoret, 2008. "On Optimal Instrumental Variables Generators: An Application to Hedge Funds Returns," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 14(4), pages 473-474, November.
  13. 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, vol. 387(21), pages 5189-5196.
  14. 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, vol. 24, pages 383-412.
  15. Topaloglou, Nikolas & Vladimirou, Hercules & Zenios, Stavros A., 2008. "A dynamic stochastic programming model for international portfolio management," European Journal of Operational Research, Elsevier, vol. 185(3), pages 1501-1524, March.
  16. Topaloglou, Nikolas & Vladimirou, Hercules & Zenios, Stavros A., 2008. "Pricing options on scenario trees," Journal of Banking & Finance, Elsevier, vol. 32(2), pages 283-298, February.
  17. Fong, Wai Mun & Lean, Hooi Hooi & Wong, Wing Keung, 2008. "Stochastic dominance and behavior towards risk: The market for Internet stocks," Journal of Economic Behavior & Organization, Elsevier, vol. 68(1), pages 194-208, October.
  18. Lean, Hooi-Hooi & Wong, Wing-Keung & Zhang, Xibin, 2008. "The sizes and powers of some stochastic dominance tests: A Monte Carlo study for correlated and heteroskedastic distributions," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(1), pages 30-48.
  19. Wong, Wing-Keung & Phoon, Kok Fai & Lean, Hooi Hooi, 2008. "Stochastic dominance analysis of Asian hedge funds," Pacific-Basin Finance Journal, Elsevier, vol. 16(3), pages 204-223, June.
  20. Thomas C. Chiang & Hooi Hooi Lean & Wing-Keung Wong, 2008. "Do REITs Outperform Stocks and Fixed-Income Assets? New Evidence from Mean-Variance and Stochastic Dominance Approaches," JRFM, MDPI, vol. 1(1), pages 1-40, December.
  21. Hooi Hooi Lean & Russell Smyth, 2008. "Are Malaysia's Tourism Markets Converging? Evidence from Univariate and Panel Unit Root Tests with Structural Breaks," Tourism Economics, , vol. 14(1), pages 97-112, March.
  22. Allouch, Nizar & Le Van, Cuong, 2008. "Walras and dividends equilibrium with possibly satiated consumers," Journal of Mathematical Economics, Elsevier, vol. 44(9-10), pages 907-918, September.
  23. 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), vol. 37(2), pages 321-333, November.
  24. 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, vol. 0(2), pages 155-170.
  25. Hammoudeh, Shawkat & Yuan, Yuan, 2008. "Metal volatility in presence of oil and interest rate shocks," Energy Economics, Elsevier, vol. 30(2), pages 606-620, March.
  26. 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, vol. 17(1), pages 47-63.
  27. 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, vol. 17(5), pages 971-983, December.
  28. Shawkat M. Hammoudeh & Bradley T. Ewing & Mark A. Thompson, 2008. "Threshold Cointegration Analysis of Crude Oil Benchmarks," The Energy Journal, International Association for Energy Economics, vol. 0(Number 4), pages 79-96.
  29. 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, vol. 67(3), pages 485-491, October.
  30. Chateauneuf, A. & Grabisch, M. & Rico, A., 2008. "Modeling attitudes toward uncertainty through the use of the Sugeno integral," Journal of Mathematical Economics, Elsevier, vol. 44(11), pages 1084-1099, December.
  31. Aouani, Zaier & Chateauneuf, Alain, 2008. "Exact capacities and star-shaped distorted probabilities," Mathematical Social Sciences, Elsevier, vol. 56(2), pages 185-194, September.
  32. 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), vol. 36(2), pages 189-223, August.
  33. 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, vol. 11(3), pages 189-215, September.
  34. Widad Guechtouli, 2008. "Prior Knowledge Versus Constructed Knowledge: What Impact On Learning?," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 11(02), pages 289-302.
  35. Abderrazak Dhaoui, 2008. "R&D diversification in MNCs: Between earnings management and shareholders increasing wealth," Journal of Business Economics and Management, Taylor & Francis Journals, vol. 9(3), pages 199-205, June.

2007

  1. 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, vol. 16(1), pages 29-57.
  2. Cyril Hariton & Gwenaël Piaser, 2007. "When Redistribution Leads to Regressive Taxation," Journal of Public Economic Theory, Association for Public Economic Theory, vol. 9(4), pages 589-606, August.
  3. 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, vol. 135(1), pages 590-593, July.
  4. Attar, Andrea & Piaser, Gwenael & Porteiro, Nicolas, 2007. "A note on Common Agency models of moral hazard," Economics Letters, Elsevier, vol. 95(2), pages 278-284, May.
  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, vol. 75(2), pages 179-193, June.
  6. Rangan Gupta, 2007. "FORECASTING THE SOUTH AFRICAN ECONOMY WITH GIBBS SAMPLED BVECMs," South African Journal of Economics, Economic Society of South Africa, vol. 75(4), pages 631-643, December.
  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, vol. 42(2), pages 165-176, December.
  8. Rangan Gupta, 2007. "Financial Liberalization and Inflationary Dynamics: An Open Economy Analysis," International Economic Journal, Taylor & Francis Journals, vol. 21(3), pages 335-360.
  9. Alain Chateauneuf & Ghizlane Lakhnati, 2007. "From sure to strong diversification," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 32(3), pages 511-522, September.
  10. Coen, Alain & Racicot, Francois-Eric, 2007. "Capital asset pricing models revisited: Evidence from errors in variables," Economics Letters, Elsevier, vol. 95(3), pages 443-450, June.
  11. François-Éric Racicot & Raymond Théoret & Alain Coën, 2007. "Forecasting UHF Financial Data: Realized Volatility versus UHF-GARCH Models," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 13(2), pages 243-244, May.
  12. 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, vol. 376(C), pages 517-524.
  13. 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, vol. 376(C), pages 525-531.
  14. 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, vol. 385(2), pages 591-600.
  15. Yoon, Seong¡-Min & Kang, Sang-Hoon, 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, vol. 11(1), pages 211-240, June.
  16. Lean, Hooi Hooi & Smyth, Russell & Wong, Wing-Keung, 2007. "Revisiting calendar anomalies in Asian stock markets using a stochastic dominance approach," Journal of Multinational Financial Management, Elsevier, vol. 17(2), pages 125-141, April.
  17. Lean Hooi Hooi & Russell Smyth, 2007. "Are Asian real exchange rates mean reverting? Evidence from univariate and panel LM unit root tests with one and two structural breaks," Applied Economics, Taylor & Francis Journals, vol. 39(16), pages 2109-2120.
  18. Chor Foon Tang & Hooi Hooi Lean, 2007. "Will Inflation Increase Crime Rate? New Evidence from Bounds and Modified Wald Tests," Global Crime, Taylor & Francis Journals, vol. 8(4), pages 311-323, November.
  19. Hooi Hooi Lean & Russell Smyth, 2007. "Do Asian Stock Markets Follow a Random Walk? Evidence from LM Unit Root Tests with One and Two Structural Breaks," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 10(01), pages 15-31.
  20. Le Van, Cuong & Minh, Nguyen Ba, 2007. "No-arbitrage condition and existence of equilibrium with dividends," Journal of Mathematical Economics, Elsevier, vol. 43(2), pages 135-152, February.
  21. Le Van, Cuong & Mitra, Tapan & Nishimura, Kazuo & Venditti, Alain, 2007. "Instability and fluctuations in intertemporal equilibrium models: Presentation," Journal of Mathematical Economics, Elsevier, vol. 43(3-4), pages 231-235, April.
  22. 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, vol. 43(3-4), pages 287-317, April.
  23. 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), vol. 32(3), pages 497-509, September.
  24. Cuong Van & Frank Page & Myrna Wooders, 2007. "Risky arbitrage, asset prices, and externalities," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 33(3), pages 475-491, December.
  25. 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, vol. 21(2), pages 326-341, June.
  26. Malik, Farooq & Hammoudeh, Shawkat, 2007. "Shock and volatility transmission in the oil, US and Gulf equity markets," International Review of Economics & Finance, Elsevier, vol. 16(3), pages 357-368.
  27. 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, vol. 17(3), pages 231-245, July.
  28. 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, vol. 137(1), pages 538-567, November.
  29. Dana, Rose-Anne & Scarsini, Marco, 2007. "Optimal risk sharing with background risk," Journal of Economic Theory, Elsevier, vol. 133(1), pages 152-176, March.
  30. Carlier, G. & Dana, R.-A., 2007. "Are generalized call-spreads efficient?," Journal of Mathematical Economics, Elsevier, vol. 43(5), pages 581-596, June.
  31. Thu Phuong Pham & Anh Tuan Bui, 2007. "The time to shut down," Economics Bulletin, AccessEcon, vol. 7(14), pages 1-14.
  32. Imen Khanchel El Mehdi, 2007. "Empirical Evidence on Corporate Governance and Corporate Performance in Tunisia," Corporate Governance: An International Review, Wiley Blackwell, vol. 15(6), pages 1429-1441, November.
  33. Switzer, Lorne N., 2007. "Corporate governance, Sarbanes-Oxley, and small-cap firm performance," The Quarterly Review of Economics and Finance, Elsevier, vol. 47(5), pages 651-666, December.
  34. 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, vol. 8(1), pages 9-23, May.
  35. 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., vol. 27(1), pages 61-84, January.

2006

  1. 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, vol. 68(2), pages 203-224, April.
  2. 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, vol. 58(4), pages 285-307, October.
  3. Pierre Pestieau & Gwanaël Piaser & Motohiro Sato, 2006. "PAYG pension systems with capital mobility," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 13(5), pages 587-599, September.
  4. 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, vol. 6(1), pages 1-37, October.
  5. Rangan Gupta & Moses M. Sichei, 2006. "A Bvar Model For The South African Economy," South African Journal of Economics, Economic Society of South Africa, vol. 74(3), pages 391-409, September.
  6. Rangan Gupta, 2006. "FORECASTING THE SOUTH AFRICAN ECONOMY WITH VARs AND VECMs," South African Journal of Economics, Economic Society of South Africa, vol. 74(4), pages 611-628, December.
  7. Rangan Gupta, 2006. "Asymmetric Information, Tax Evasion and Alternative Instruments of Government Revenue," The IUP Journal of Monetary Economics, IUP Publications, vol. 0(1), pages 75-89, February.
  8. 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, vol. 359(C), pages 563-568.
  9. 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, vol. 359(C), pages 569-575.
  10. 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, vol. 2(1), pages 55-76, March.
  11. 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, vol. 10(3), pages 506-517, August.
  12. Cuong Le Van & Cuong Le Van, 2006. "PET 06 Hanoi," Economics Bulletin, AccessEcon, vol. 28(21), pages 1.
  13. 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, vol. 42(1), pages 46-55, February.
  14. Allouch, Nizar & Le Van, Cuong & Page, Frank Jr., 2006. "Arbitrage and equilibrium in unbounded exchange economies with satiation," Journal of Mathematical Economics, Elsevier, vol. 42(6), pages 661-674, September.
  15. 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, vol. 20(1), pages 22-44, March.
  16. Bradley T. Ewing & Shawkat M. Hammoudeh & Mark A. Thompson, 2006. "Examining Asymmetric Behavior in US Petroleum Futures and Spot Prices," The Energy Journal, International Association for Energy Economics, vol. 0(Number 3), pages 9-24.
  17. 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, vol. 2(3/4), pages 294-328.
  18. 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, vol. 16(5), pages 377-384.
  19. 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, vol. 12(1), pages 85-105, March.
  20. 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, vol. 12(4), pages 547-568, October.

2005

  1. 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, vol. 52(1), pages 75-104, February.
  2. 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, vol. 52(4), pages 544-564, September.
  3. Gwenael Piaser, 2005. "Stochastic and deterministic menus in common agency games," Economics Bulletin, AccessEcon, vol. 4(11), pages 1-6.
  4. Rangan Gupta, 2005. "Costly State Monitoring and Reserve Requirements," Annals of Economics and Finance, Society for AEF, vol. 6(2), pages 263-288, November.
  5. Fong, Wai Mun & Wong, Wing Keung & Lean, Hooi Hooi, 2005. "International momentum strategies: a stochastic dominance approach," Journal of Financial Markets, Elsevier, vol. 8(1), pages 89-109, February.
  6. 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, vol. 1(1), pages 43-55, March.
  7. Le Van, Cuong & Vailakis, Yiannis, 2005. "Recursive utility and optimal growth with bounded or unbounded returns," Journal of Economic Theory, Elsevier, vol. 123(2), pages 187-209, August.
  8. Hammoudeh, Shawkat & Li, Huimin, 2005. "Oil sensitivity and systematic risk in oil-sensitive stock indices," Journal of Economics and Business, Elsevier, vol. 57(1), pages 1-21.
  9. Marcello Basili & Alain Chateauneuf & Fulvio Fontini, 2005. "Choices Under Ambiguity With Familiar And Unfamiliar Outcomes," Theory and Decision, Springer, vol. 58(2), pages 195-207, March.
  10. 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), vol. 25(3), pages 649-667, April.
  11. 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), vol. 26(4), pages 973-982, November.
  12. Rose‐Anne Dana, 2005. "A Representation Result For Concave Schur Concave Functions," Mathematical Finance, Wiley Blackwell, vol. 15(4), pages 613-634, October.
  13. Carlier, G. & Dana, R.-A., 2005. "Rearrangement inequalities in non-convex insurance models," Journal of Mathematical Economics, Elsevier, vol. 41(4-5), pages 483-503, August.
  14. Nguyen, Thang V., 2005. "Learning to trust: a study of interfirm trust dynamics in Vietnam," Journal of World Business, Elsevier, vol. 40(2), pages 203-221, May.
  15. Thang Nguyen & Marc Weinstein & Alan Meyer, 2005. "Development of Trust: A Study of Interfirm Relationships in Vietnam," Asia Pacific Journal of Management, Springer, vol. 22(3), pages 211-235, September.
  16. 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., vol. 7(03), pages 347-365.

2004

  1. 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, vol. 341(C), pages 526-532.
  2. Kim, Kyungsik & Yoon, Seong-Min, 2004. "Multifractal features of financial markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 344(1), pages 272-278.
  3. Kim, Kyungsik & Yoon, Seong-Min & Kul Yum, Myung, 2004. "Dynamics of the minority game for patients," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 344(1), pages 30-35.
  4. 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.
  5. 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.
  6. Le Van, Cuong & Saglam, H. Cagri, 2004. "Quality Of Knowledge Technology, Returns To Production Technology, And Economic Development," Macroeconomic Dynamics, Cambridge University Press, vol. 8(2), pages 147-161, April.
  7. Le Van, Cuong & Cagri Saglam, H., 2004. "Optimal growth models and the Lagrange multiplier," Journal of Mathematical Economics, Elsevier, vol. 40(3-4), pages 393-410, June.
  8. Hammoudeh, Shawkat & Li, Huimin, 2004. "The impact of the Asian crisis on the behavior of US and international petroleum prices," Energy Economics, Elsevier, vol. 26(1), pages 135-160, January.
  9. Hammoudeh, Shawkat & Dibooglu, Sel & Aleisa, Eisa, 2004. "Relationships among U.S. oil prices and oil industry equity indices," International Review of Economics & Finance, Elsevier, vol. 13(4), pages 427-453.
  10. Shawkat Hammoudeh & Eisa Aleisa, 2004. "Dynamic Relationships among GCC Stock Markets and Nymex Oil Futures," Contemporary Economic Policy, Western Economic Association International, vol. 22(2), pages 250-269, April.
  11. 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, vol. 40(5), pages 547-571, August.
  12. Chateauneuf, Alain & Rebille, Yann, 2004. "A Yosida-Hewitt decomposition for totally monotone games," Mathematical Social Sciences, Elsevier, vol. 48(1), pages 1-9, July.
  13. Chateauneuf, Alain & Rebille, Yann, 2004. "Some characterizations of non-additive multi-period models," Mathematical Social Sciences, Elsevier, vol. 48(3), pages 235-250, November.
  14. 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, vol. 2(2), pages 61-87, August.
  15. Rose-Anne Dana, 2004. "Ambiguity, uncertainty aversion and equilibrium welfare," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 23(3), pages 569-587, March.
  16. Valerie Mignon & Gilles Dufrenot & Slim Chaouachi, 2004. "Modelling the misalignments of the Dollar-Sterling real exchange rate: A nonlinear cointegration perspective," Economics Bulletin, AccessEcon, vol. 3(19), pages 1-11.

2003

  1. Annabelle Mourougane & Moreno Roma, 2003. "Can confidence indicators be useful to predict short term real GDP growth?," Applied Economics Letters, Taylor & Francis Journals, vol. 10(8), pages 519-522.
  2. 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, vol. 16(2), pages 287-306, May.
  3. 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, vol. 7(3), pages 317-332, June.
  4. 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), vol. 22(4), pages 743-771, November.
  5. 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, vol. 14(1), pages 89-114, March.
  6. 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), vol. 22(4), pages 907-915, November.
  7. 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), vol. 21(4), pages 871-893, June.

2002

  1. Gwenaël Piaser & Denis Raynaud, 2002. "Consultation médicale. L'influence du revenu et de l'assurance complémentaire," Revue Économique, Programme National Persée, vol. 53(1), pages 113-133.
  2. Topaloglou, Nikolas & Vladimirou, Hercules & Zenios, Stavros A., 2002. "CVaR models with selective hedging for international asset allocation," Journal of Banking & Finance, Elsevier, vol. 26(7), pages 1535-1561, July.
  3. Dimaria, Charles-Henri & Le Van, Cuong, 2002. "Optimal Growth, Debt, Corruption, And R&D," Macroeconomic Dynamics, Cambridge University Press, vol. 6(5), pages 597-613, November.
  4. Le Van, Cuong & Morhaim, Lisa, 2002. "Optimal Growth Models with Bounded or Unbounded Returns: A Unifying Approach," Journal of Economic Theory, Elsevier, vol. 105(1), pages 158-187, July.
  5. Allouch, Nizar & Le Van, Cuong & Page, Frank Jr., 2002. "The geometry of arbitrage and the existence of competitive equilibrium," Journal of Mathematical Economics, Elsevier, vol. 38(4), pages 373-391, December.
  6. 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), vol. 20(1), pages 133-158.
  7. Tang, Linghui & Hammoudeh, Shawkat, 2002. "An empirical exploration of the world oil price under the target zone model," Energy Economics, Elsevier, vol. 24(6), pages 577-596, November.
  8. Chateauneuf, Alain & Gajdos, Thibault & Wilthien, Pierre-Henry, 2002. "The Principle of Strong Diminishing Transfer," Journal of Economic Theory, Elsevier, vol. 103(2), pages 311-333, April.
  9. Abouda, Moez & Chateauneuf, Alain, 2002. "Characterization of symmetrical monotone risk aversion in the RDEU model," Mathematical Social Sciences, Elsevier, vol. 44(1), pages 1-15, September.
  10. Moez Abouda & Alain Chateauneuf, 2002. "Positivity of bid-ask spreads and symmetrical monotone risk aversion ," Theory and Decision, Springer, vol. 52(2), pages 149-170, March.
  11. 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), vol. 19(3), pages 509-523.
  12. Alain Chateauneuf & Michéle Cohen & Dieter Denneberg, 2002. "General introduction to this special issue on Choquet integral and applications," Statistical Papers, Springer, vol. 43(1), pages 1-3, January.
  13. 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, vol. 43(1), pages 127-136, January.
  14. Jean-Yves Moisseron, 2002. "La crise du régionalisme en Méditerranée," Revue Tiers Monde, Programme National Persée, vol. 43(169), pages 91-112.

2001

  1. Le Van, Cuong & Truong Xuan, Duc Ha, 2001. "Asset market equilibrium in Lp spaces with separable utilities," Journal of Mathematical Economics, Elsevier, vol. 36(3), pages 241-254, December.
  2. Alain Chateauneuf & Robert Kast & André Lapied, 2001. "Conditioning Capacities and Choquet Integrals: The Role of Comonotony," Theory and Decision, Springer, vol. 51(2), pages 367-386, December.
  3. 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, vol. 6(2), pages 155-173.

2000

  1. Dana, Rose-Anne & Le Van, Cuong, 2000. "Arbitrage, duality and asset equilibria," Journal of Mathematical Economics, Elsevier, vol. 34(3), pages 397-413, November.
  2. 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, vol. 42(4), pages 93-130, December.
  3. Antoine Billot & Alain Chateauneuf & Itzhak Gilboa & Jean-Marc Tallon, 2000. "Sharing Beliefs: Between Agreeing and Disagreeing," Econometrica, Econometric Society, vol. 68(3), pages 685-694, May.
  4. Chateauneuf, Alain & Dana, Rose-Anne & Tallon, Jean-Marc, 2000. "Optimal risk-sharing rules and equilibria with Choquet-expected-utility," Journal of Mathematical Economics, Elsevier, vol. 34(2), pages 191-214, October.
  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., vol. 20(8), pages 705-716, September.

1999

  1. Askenazy, Philippe & Le Van, Cuong, 1999. "A Model of Optimal Growth Strategy," Journal of Economic Theory, Elsevier, vol. 85(1), pages 24-51, March.
  2. Dana, Rose-Anne & Le Van, Cuong & Magnien, Francois, 1999. "On the Different Notions of Arbitrage and Existence of Equilibrium," Journal of Economic Theory, Elsevier, vol. 87(1), pages 169-193, July.
  3. Chateauneuf, Alain, 1999. "Comonotonicity axioms and rank-dependent expected utility theory for arbitrary consequences," Journal of Mathematical Economics, Elsevier, vol. 32(1), pages 21-45, August.
  4. Chateauneuf, Alain & Wakker, Peter, 1999. "An Axiomatization of Cumulative Prospect Theory for Decision under Risk," Journal of Risk and Uncertainty, Springer, vol. 18(2), pages 137-145, August.
  5. Dana, Rose-Anne, 1999. "Existence, uniqueness and determinacy of equilibrium in C.A.P.M. with a riskless asset," Journal of Mathematical Economics, Elsevier, vol. 32(2), pages 167-175, October.
  6. 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, vol. 9(6), pages 627-637.
  7. 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, vol. 30(4), pages 655-672, December.

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, vol. 13(1), pages 135-197.

1996

  1. 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, vol. 299(1), pages 129-143.
  2. Bonnisseau, Jean-Marc & Le Van, Cuong, 1996. "On the subdifferential of the value function in economic optimization problems," Journal of Mathematical Economics, Elsevier, vol. 25(1), pages 55-73.
  3. Dana, R. A. & Le Van, C., 1996. "Asset Equilibria in Lp spaces with complete markets: A duality approach," Journal of Mathematical Economics, Elsevier, vol. 25(3), pages 263-280.
  4. Boucekkine, Raouf & Le Van, Cuong, 1996. "Checking for Saddlepoint Stability: An Easy Test," Computational Economics, Springer;Society for Computational Economics, vol. 9(4), pages 317-330, November.
  5. 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), vol. 8(1), pages 155-166.
  6. 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[supersc," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 8(1), pages 155-166, June.
  7. A. Chateauneuf & R. Kast & A. Lapied, 1996. "Choquet Pricing For Financial Markets With Frictions1," Mathematical Finance, Wiley Blackwell, vol. 6(3), pages 323-330, July.
  8. Chateauneuf, Alain, 1996. "Decomposable capacities, distorted probabilities and concave capacities," Mathematical Social Sciences, Elsevier, vol. 31(1), pages 19-37, February.
  9. Tae H. Park & Lorne N. Switzer, 1996. "An Economic Analysis of Real Estate Swaps," Canadian Journal of Economics, Canadian Economics Association, vol. 29(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., vol. 16(3), pages 331-352, May.

1995

  1. Hammoudeh, Shawkat & Madan, Vibhas, 1995. "Expectations, target zones, and oil price dynamics," Journal of Policy Modeling, Elsevier, vol. 17(6), pages 597-613, December.
  2. Dana, Rose-Anne, 1995. "An extension of Milleron, Mitjushin and Polterovich's result," Journal of Mathematical Economics, Elsevier, vol. 24(3), pages 259-269.
  3. Kryzanowski, Lawrence & Switzer, Lorne & Jiang, Li, 1995. "Stock market crash behavior of screen-sorted portfolios," International Review of Economics & Finance, Elsevier, vol. 4(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, vol. 11(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., vol. 15(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., vol. 15(2), pages 187-200, April.

1994

  1. 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, vol. 18(2), pages 381-396, March.
  2. Hammoudeh, Shawkat & Madan, Vibhas, 1994. "Escaping the tolerance trap : Implications of rigidity in OPEC's output adjustment mechanism," Energy Economics, Elsevier, vol. 16(1), pages 3-8, January.
  3. Chateauneuf, Alain & Cohen, Michele, 1994. "Risk Seeking with Diminishing Marginal Utility in a Non-expected Utility Model," Journal of Risk and Uncertainty, Springer, vol. 9(1), pages 77-91, July.
  4. Switzer, LN & Ladany, SP, 1994. "Currency-free evaluation of investment results and the R index: an addendum," Omega, Elsevier, vol. 22(5), pages 535-536, September.

1993

  1. Chateauneuf, Alain & Wakker, Peter, 1993. "From local to global additive representation," Journal of Mathematical Economics, Elsevier, vol. 22(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, vol. 22(6), pages 563-579.
  3. Dana, Rose Anne, 1993. "Existence and Uniqueness of Equilibria When Preferences Are Additively Separable," Econometrica, Econometric Society, vol. 61(4), pages 953-957, July.

1992

  1. Hammoudeh, Shawkat & Madan, Vibhas, 1992. "The dynamic stability of OPEC's oil price mechanism," Energy Economics, Elsevier, vol. 14(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, vol. 44(2), pages 95-114, May.

1991

  1. 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, vol. 42(1), pages 95-110.
  2. Chateauneuf, Alain, 1991. "On the use of capacities in modeling uncertainty aversion and risk aversion," Journal of Mathematical Economics, Elsevier, vol. 20(4), pages 343-369.
  3. Dana, Rose-Anne & Van, Cuong Le, 1991. "Optimal growth and Pareto optimality," Journal of Mathematical Economics, Elsevier, vol. 20(2), pages 155-180.

1989

  1. 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, vol. 18(3), pages 263-280, June.
  2. 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, vol. 17(3), pages 263-283, 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, vol. 13(4), pages 553-568, October.

1987

  1. 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, vol. 11(1), pages 93-116, March.
  2. Chateauneuf, Alain, 1987. "Continuous representation of a preference relation on a connected topological space," Journal of Mathematical Economics, Elsevier, vol. 16(2), pages 139-146, April.
  3. 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, vol. 8(3), pages 497-511, September.

1986

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

1985

  1. Ayyash, S. & Hammoudeh, S., 1985. "Economic analysis of energy management for cooling systems in Kuwait," Energy, Elsevier, vol. 10(6), pages 721-725.
  2. Chateauneuf, Alain, 1985. "On the existence of a probability measure compatible with a total preorder on a Boolean algebra," Journal of Mathematical Economics, Elsevier, vol. 14(1), pages 43-52, February.
  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, vol. 11(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, vol. 14(2), pages 97-107, April.

1984

  1. 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, vol. 35(3), pages 507-536.
  2. Hammoudeh, Shawkat & Ayyash, Saud & Suri, R. K., 1984. "Conventional and solar cooling systems for Kuwait : An economic analysis," Energy Economics, Elsevier, vol. 6(4), pages 259-266, October.
  3. Edwin Mansfield & Lorne Switzer, 1984. "Effects of Federal Support on Company-Financed R and D: The Case of Energy," Management Science, INFORMS, vol. 30(5), pages 562-571, May.
  4. Switzer, Lorne, 1984. "The Determinants of Industrial R&D: A Funds Flow Simultaneous Equation Approach," The Review of Economics and Statistics, MIT Press, vol. 66(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, vol. 35(4), pages 546-560.
  2. Mansfield, Edwin & Romeo, Anthony & Switzer, Lorne, 1983. "R&D price indexes and real R&D expenditures in the United States," Research Policy, Elsevier, vol. 12(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, vol. 1(3), pages 156-166, July.

Undated

  1. Elie Bouri & Konstantinos Gkillas & Rangan Gupta & Clement Kyei, . "Monetary policy uncertainty and jumps in advanced equity markets," Journal of Risk, Journal of Risk.
  2. Vasilios Plakandaras & Elie Bouri & Rangan Gupta, . "Forecasting Bitcoin returns: is there a role for the US–China trade war?," Journal of Risk, Journal of Risk.
  3. Elie Bouri & Rangan Gupta & Clement Kyei & Sowmya Subramaniam, . "High-frequency movements of the term structure of US interest rates: the role of oil market uncertainty," Journal of Risk, Journal of Risk.
  4. Khaled Guesmi & Duc Khuong Nguyen & Nadia Sghaier & Fr�d�ric Teulon, . "Overview of the 2nd International Symposium on Energy and Finance Issues: Part I," IPAG Economics and Management Letters, Department of Research, Ipag Business School, vol. 10.
  5. Khaled Guesmi & Duc Khuong Nguyen & Nadia Sghaier & Fr�d�ric Teulon, . "Les fonds souverains et le spectre des Etats rentiers : Le cas du Qatar," IPAG Economics and Management Letters, Department of Research, Ipag Business School, vol. 9.
  6. Dominique Bonet Fernandez, . "Pour une gestion durable des ressources : le mod�le de l��conomie circulaire," IPAG Economics and Management Letters, Department of Research, Ipag Business School, vol. 2.
  7. Claude Alavoine & Dominique Bonet Fernandez & Marie-Jos� Scotto & Fr�d�ric Teulon, . "Les politiques publiques de r�duction de l'offre de travail," IPAG Economics and Management Letters, Department of Research, Ipag Business School, vol. 3.
  8. Dominique Bonet Fernandez & Fr�d�ric Teulon, . "L'Alg�rie en qu�te d'un nouvel avenir (1�re partie)," IPAG Economics and Management Letters, Department of Research, Ipag Business School, vol. 4.
  9. Ilaria Dalla Pozza & Lionel Texier, . "Digitalisation, le nouveau chantier de l'assurance," IPAG Economics and Management Letters, Department of Research, Ipag Business School, vol. 14.
  10. 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, vol. 0, pages 1-11.

Books

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, February.
  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, September.
  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, September.

2023

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

2021

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

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, December.

2013

  1. Morten Balling & Peter Egger & Ernest Gnan & Axel A. Weber & Harald W. Stieber & Stavros Vourloumis & António Afonso & João Tovar Jalles & Franco Bruni & André van Poeck & Maartje Wijffelaars & Séveri, 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 edited by Morten Balling & Peter Egger & Ernest Gnan, May.

2012

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

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, September.

Chapters

2024

  1. Benedict Clements & Sanjeev Gupta & João Tovar Jalles, 2024. "Fiscal policy and income redistribution in the turbulent era," Chapters, in: Enrique Alberola (ed.), Fiscal Policy in a Turbulent Era, chapter 10, pages 155-167, Edward Elgar Publishing.
  2. 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, in: Sabri Boubaker & Thai-Ha Le (ed.), Green Finance and Sustainable Development Goals, chapter 11, pages 299-316, World Scientific Publishing Co. Pte. Ltd..
  3. 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, in: Sabri Boubaker & Thai-Ha Le (ed.), Green Finance and Sustainable Development Goals, chapter 15, pages 409-433, World Scientific Publishing Co. Pte. Ltd..

2023

  1. Ant—nio Afonso & João Tovar Jalles & Ana Venâncio, 2023. "Government spending efficiency, measurement and applications: A cross-country efficiency dataset," Chapters, in: António Afonso & João Tovar Jalles & Ana Venâncio (ed.), Handbook on Public Sector Efficiency, chapter 3, pages 44-71, Edward Elgar Publishing.
  2. Ahmed Imran Hunjra & Murugesh Arunachalam & Rashid Mehmood & Mahnoor Hanif, 2023. "Systematic and Unsystematic Determinants of Liquidity Risk of Islamic Banks," World Scientific Book Chapters, in: Khaled Hussainey & Hidaya Al Lawati (ed.), Islamic Accounting and Finance A Handbook, chapter 24, pages 723-744, World Scientific Publishing Co. Pte. Ltd..

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, in: Charles K.Y. Leung (ed.), Handbook of Real Estate and Macroeconomics, chapter 8, pages 206-238, Edward Elgar Publishing.
  2. Sitara Karim & Mustafa Raza Rabbani & Abu Bashar & Ahmed Imran Hunjra, 2022. "Fintech Innovation and Its Application in Islamic Banking from Pakistan," Springer Books, in: M. Kabir Hassan & Mustafa Raza Rabbani & Mamunur Rashid (ed.), FinTech in Islamic Financial Institutions, pages 157-174, Springer.
  3. Muhammad AZAM & Ahmed Imran HUNJRA & Dilvin TASKIN, 2022. "Macroeconomic-Financial Policies and Climate Change Nexus: Theory & Practices," Springer Books, in: Hachmi BEN AMEUR & Zied FTITI & Wael LOUHICHI & Jean-Luc PRIGENT (ed.), Crises and Uncertainty in the Economy, chapter 0, pages 51-69, Springer.
  4. Thai-Ha Le & Phoumin Han & Ha-Chi Le, 2022. "Electricity Market Development in Viet Nam: Historical Trends and Future Perspectives," Springer Books, in: Han Phoumin & Rabindra Nepal & Fukunari Kimura & Gazi Salah Uddin & Farhad Taghizadeh-Hesary (ed.), Revisiting Electricity Market Reforms, pages 45-74, Springer.

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, in: Khaled Guesmi (ed.), COVID-19 Pandemic and Energy Markets Commodity Markets, Cryptocurrencies and Electricity Consumption under the COVID-19, chapter 1, pages 1-16, World Scientific Publishing Co. Pte. Ltd..
  2. Hooi Hooi Lean & Geok Peng Yeap, 2021. "China," CSR, Sustainability, Ethics & Governance, in: Silke Bustamante & Fabio Pizzutilo & Martina Martinovic & Susana Herrero Olarte (ed.), Corporate Social Responsibility and Employer Attractiveness, pages 369-375, Springer.
  3. Ahmed Imran Hunjra & Murugesh Arunachalam & Mahnoor Hanif, 2021. "Correction to: Financial Development-Economic Growth Nexus: Theoretical Underpinnings, Empirical Evidence, and Critical Reflections," Springer Books, in: Muhammad Shahbaz & Alaa Soliman & Subhan Ullah (ed.), Economic Growth and Financial Development, pages C1-C1, Springer.
  4. Ahmed Imran Hunjra & Murugesh Arunachalam & Mahnoor Hanif, 2021. "Financial Development-Economic Growth Nexus: Theoretical Underpinnings, Empirical Evidence, and Critical Reflections," Springer Books, in: Muhammad Shahbaz & Alaa Soliman & Subhan Ullah (ed.), Economic Growth and Financial Development, pages 155-178, Springer.
  5. 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, in: Farhad Taghizadeh-Hesary & Naoyuki Yoshino & Chul Ju Kim & Kunmin Kim (ed.), Reforming State-Owned Enterprises in Asia, chapter 0, pages 297-321, Springer.
  6. 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, in: Justin Paul & Sanjay Dhir (ed.), Globalization, Deglobalization, and New Paradigms in Business, edition 1, pages 61-86, Springer.

2020

  1. Zheng Fang & Thai-Ha Le, 2020. "Cointegrating Relationship and Granger Causal Analysis in Energy Economics — A Practical Guidance," World Scientific Book Chapters, in: Stéphane Goutte & Duc Khuong Nguyen (ed.), HANDBOOK OF ENERGY FINANCE Theories, Practices and Simulations, chapter 28, pages 697-741, World Scientific Publishing Co. Pte. Ltd..

2018

  1. Kizito Uyi Ehigiamusoe & Hooi Hooi Lean, 2018. "Sovereign Wealth Funds and macroeconomic stability: before and after their establishment," Chapters, in: Sabri Boubaker & Douglas Cumming & Duc K. Nguyen (ed.), Research Handbook of Investing in the Triple Bottom Line, chapter 7, pages 135-156, Edward Elgar Publishing.
  2. Alain Chateauneuf & Vassili Vergopoulos & Jianbo Zhang, 2018. "Infinite Supermodularity and Preferences," Chapters, in: Danijela Tuljak-Suban (ed.), Game Theory - Applications in Logistics and Economy, IntechOpen.

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, in: Marta Peris-Ortiz & Frédèric Teulon & Dominique Bonet-Fernandez (ed.), Social Entrepreneurship in Non-Profit and Profit Sectors, chapter 0, pages 1-7, Springer.

2013

  1. Wei-Rong Ang & Hooi Hooi Lean, 2013. "Socially Responsible Investing Funds in Asia Pacific," Palgrave Macmillan Books, in: Chee-Wooi Hooy & Ruhani Ali & S. Ghon Rhee (ed.), Emerging Markets and Financial Resilience, chapter 10, pages 169-190, Palgrave Macmillan.

2008

  1. Jean-Michel Sahut, 2008. "Option Market Microstructure," World Scientific Book Chapters, in: Mondher Bellalah & Jean-Luc Prigent & Jean-Michel Sahut & Georges Pariente & Olivier Levyne & Michel (ed.), Risk Management And Value Valuation and Asset Pricing, chapter 23, pages 581-599, World Scientific Publishing Co. Pte. Ltd..

2004

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

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