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Content
2021
2020
- 2020112 Progressivity of Out-of-Pocket Payments and its Determinants Decomposed Over Time
by Steven F. Koch & Naomi Setshegetso
- 2020111 Endogenous Long-Term Productivity Performance in Advanced Countries: A Novel Two-Dimensional Fuzzy-Monte Carlo Approach
by Jorge Antunes & Goodness C. Aye & Rangan Gupta & Peter Wanke & Yong Tan
- 2020110 Information Entropy, Continuous Improvement, and US Energy Performance: A Novel Stochastic-Entropic Analysis for Ideal Solutions (SEA-IS)
by Jorge Antunes & Rangan Gupta & Zinnia Mukherjee & Peter Wanke
- 2020109 The Impact of Diabetes on Labour Market Outcomes
by Steven F. Koch & Evelyn Tshela
- 2020108 Measuring Energy Poverty in South Africa Based on Household Required Energy Consumption
by Yuxiang Ye & Steven F. Koch
- 2020107 Forecasting Realized Stock-Market Volatility: Do Industry Returns have Predictive Value?
by Riza Demirer & Rangan Gupta & Christian Pierdzioch
- 2020106 Globalization, Long Memory, and Real Interest Rate Convergence: A Historical Perspective
by Giorgio Canarella & Luis A. Gil-Alana & Rangan Gupta & Stephen M. Miller
- 2020105 Geopolitical Risks and Historical Exchange Rate Volatility of the BRICS
by Afees A. Salisu & Juncal Cunado & Rangan Gupta
- 2020104 Effect of Rare Disaster Risks on Crude Oil: Evidence from El Nino from Over 140 Years of Data
by Riza Demirer & Rangan Gupta & Jacobus Nel & Christian Pierdzioch
- 2020103 Income Inequality and Oil Resources: Panel Evidence from the United States
by Edmond Berisha & Carolyn Chisadza & Matthew Clance & Rangan Gupta
- 2020102 The Effect of Colonial and Pre-Colonial Institutions on Contemporary Education in Africa
by Leone Walters & Carolyn Chisadza & Matthew W. Clance
- 2020101 Social Institutions and Gender-Biased Outcomes in sub-Saharan Africa
by Tendai Zawaira & Matthew W. Clance & Carolyn Chisadza
- 2020100 Do Oil-Price Shocks Predict the Realized Variance of U.S. REITs?
by Matteo Bonato & Rangan Gupta & Christian Pierdzioch
- 202099 Uncertainty due to Infectious Diseases and Forecastability of the Realized Variance of US REITs: A Note
by Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch
- 202098 Time-Varying Risk Aversion and Forecastability of the US Term Structure of Interest Rates
by Elie Bouri & Rangan Gupta & Anandamayee Majumdar & Sowmya Subramaniam
- 202097 Bear, Bull, Sidewalk, and Crash: The Evolution of the US Stock Market Using Over a Century of Daily Data
by Shixuan Wang & Rangan Gupta & Yue-Jun Zhang
- 202096 The Impact of Disaggregated Oil Shocks on State-Level Real Housing Returns of the United States: The Role of Oil Dependence
by Rangan Gupta & Xin Sheng & Renee van Eyden & Mark E. Wohar
- 202095 Oil-Price Uncertainty and the U.K. Unemployment Rate: A Forecasting Experiment with Random Forests Using 150 Years of Data
by Rangan Gupta & Christian Pierdzioch & Afees A. Salisu
- 202094 Linking U.S. State-Level Housing Market Returns and the Consumption-(Dis)Aggregate Wealth Ratio
by Mehmet Balcilar & Rangan Gupta & Ricardo M. Sousa & Mark E. Wohar
- 202093 The Behavior of Real Interest Rates: New Evidence from a ``Suprasecular" Perspective
by Giorgio Canarella & Luis A. Gil-Alana & Rangan Gupta & Stephen M. Miller
- 202092 Forecasting Charge-Off Rates with a Panel Tobit Model: The Role of Uncertainty
by Xin Sheng & Rangan Gupta & Qiang Ji
- 202091 Time-Varying Spillovers between Housing Sentiment and Housing Market in the United States
by Christophe Andre & David Gabauer & Rangan Gupta
- 202090 Investors' Uncertainty and Forecasting Stock Market Volatility
by Ruipeng Liu & Rangan Gupta
- 202089 COVID-19 Pandemic and Investor Herding in International Stock Markets
by Elie Bouri & Riza Demirer & Rangan Gupta & Jacobus Nel
- 202088 Investor Sentiment and (Anti-)Herding in the Currency Market: Evidence from Twitter Feed Data
by Xolani Sibande & Rangan Gupta & Riza Demirer & Elie Bouri
- 202087 Forecasting U.S. Aggregate Stock Market Excess Return: Do Functional Data Analysis Add Economic Value?
by Joao F. Caldeira & Rangan Gupta & Hudson S. Torrent
- 202086 Stock Markets and Exchange Rate Behaviour of the BRICS
by Afees A. Salisu & Juncal Cunado & Kazeem Isah & Rangan Gupta
- 202085 High-Frequency Movements of the Term Structure of Interest Rates of the United States: The Role of Oil Market Uncertainty
by Elie Bouri & Rangan Gupta & Clement Kweku Kyei & Sowmya Subramaniam
- 202084 Time-Varying Predictability of Labor Productivity on Inequality in United Kingdom
by David Gabauer & Rangan Gupta & Jacobus Nel & Woraphon Yamaka
- 202083 Unemployment Fluctuations and Currency Returns in the United Kingdom: Evidence from Over One and a Half Century of Data
by Deven Bathia & Riza Demirer & Rangan Gupta & Kevin Kotze
- 202082 Effect of Fiscal and Monetary Policies on Economic Activities in South Africa: The Role of Policy Uncertainty
by Goodness C. Aye
- 202081 Examining the Determinants of Electricity Demand by South African Households per Income Level
by J.A. Bohlmann & Roula Inglesi-Lotz
- 202080 A Sequence to Reverse Poverty: Institutions, State Capacity and Human Empowerment
by Sansia Blackmore & Renee van Eyden
- 202079 Structure Dependence between Oil and Agricultural Commodities Returns: The Role of Geopolitical Risks
by Aviral Kumar Tiwari & Micheal Kofi Boachie & Tahir Suleman & Rangan Gupta
- 202078 Infectious Disease-Related Uncertainty and the Safe-Haven Characteristic of US Treasury Securities
by Rangan Gupta & Sowmya Subramaniam & Elie Bouri & Qiang Ji
- 202077 Machine Learning Predictions of Housing Market Synchronization across US States: The Role of Uncertainty
by Rangan Gupta & Hardik A. Marfatia & Christian Pierdzioch & Afees A. Salisu
- 202076 House Price Synchronization across the US States: The Role of Structural Oil Shocks
by Xin Sheng & Hardik A. Marfatia & Rangan Gupta & Qiang Ji
- 202075 Historical Forecasting of Interest Rate Mean and Volatility of the United States: Is there a Role of Uncertainty?
by Hossein Hassani & Mohammad Reza Yeganegi & Rangan Gupta
- 202074 Economic Neoliberalism and African Development
by Augustin Kwasi Fosu & Dede Woade Gafa
- 202073 Development Strategies for the Vulnerable Small Island Developing States (SIDS)
by Augustin Kwasi Fosu & Dede Woade Gafa
- 202072 A Fiscus for Better Economic and Social Development in South Africa
by Francois J. Stofberg & Jan H. van Heerden & Heinrich R. Bohlmann
- 202071 Uncertainty and Daily Predictability of Housing Returns and Volatility of the United States: Evidence from a Higher-Order Nonparametric Causality-in-Quantiles Test
by Elie Bouri & Rangan Gupta & Clement Kweku Kyei & Rinsuna Shivambu
- 202070 The Effect of Air Quality and Weather on the Chinese Stock Market: Evidence from Shenzhen Stock Exchange
by Zhuhua Jiang & Rangan Gupta & Sowmya Subramaniam & Seong-Min Yoon
- 202069 The U.S. Term Structure and Return Volatility in Global REIT Markets
by Riza Demirer & Rangan Gupta & Asli Yuksel & Aydin Yuksel
- 202068 Spillovers in Higher-Order Moments of Crude Oil, Gold, and Bitcoin
by Konstantinos Gkillas & Elie Bouri & Rangan Gupta & David Roubaud
- 202067 Optimal Social Distancing in SIR based Macroeconomic Models
by Yoseph Getachew
- 202066 High-Frequency Predictability of Housing Market Movements of the United States: The Role of Economic Sentiment
by Mehmet Balcilar & Elie Bouri & Rangan Gupta & Clement Kweku Kyei
- 202065 Estimating U.S. Housing Price Network Connectedness: Evidence from Dynamic Elastic Net, Lasso, and Ridge Vector Autoregressive Models
by David Gabauer & Rangan Gupta & Hardik A. Marfatia & Stephen M. Miller
- 202064 Oil Price and Exchange Rate Behaviour of the BRICS for Over a Century
by Afees A. Salisu & Juncal Cunado & Kazeem Isah & Rangan Gupta
- 202063 The Role of Oil and Risk Shocks in the High-Frequency Movements of the Term Structure of Interest Rates of the United States
by Rangan Gupta & Syed Jawad Hussain Shahzad & Xin Sheng & Sowmya Subramaniam
- 202062 Time-Varying Impact of Pandemics on Global Output Growth
by Rangan Gupta & Xin Sheng & Mehmet Balcilar & Qiang Ji
- 202061 Predicting Housing Market Sentiment: The Role of Financial, Macroeconomic and Real Estate Uncertainties
by Hardik A. Marfatia & Christophe Andre & Rangan Gupta
- 202060 Time-Varying Spillover between Currency and Stock Markets in the United States: More than Two Centuries of Historical Evidence
by Semei Coronado & Rangan Gupta & Besma Hkiri & Omar Rojas
- 202059 Volatility Connectedness of Major Cryptocurrencies: The Role of Investor Happiness
by Elie Bouri & David Gabauer & Rangan Gupta & Aviral Kumar Tiwari
- 202058 Point and Density Forecasting of Macroeconomic and Financial Uncertainties of the United States
by Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna
- 202057 Technological Trade Composition and Performance in African Countries
by Blessing Chipanda & Matthew Clance & Steven F. Koch
- 202056 Hybrid ARFIMA Wavelet Artificial Neural Network Model for DJIA Index Forecasting
by Heni Boubaker & Giorgio Canarella & Rangan Gupta & Stephen M. Miller
- 202055 The Role of Investor Sentiment in Forecasting Housing Returns in China: A Machine Learning Approach
by Oguzhan Cepni & Rangan Gupta & Yigit Onay
- 202054 Time-Varying Evidence of Predictability of Financial Stress in the United States over a Century: The Role of Inequality
by Mehmet Balcilar & Edmond Berisha & Rangan Gupta & Christian Pierdzioch
- 202053 OPEC News and Jumps in the Oil Market
by Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch & Seong-Min Yoon
- 202051 Forecasting Oil Volatility Using a GARCH-MIDAS Approach: The Role of Global Economic Conditions
by Afees A. Salisu & Rangan Gupta & Elie Bouri & Qiang Ji
- 202050 A Note on Uncertainty due to Infectious Diseases and Output Growth of the United States: A Mixed-Frequency Forecasting Experiment
by Afees A. Salisu & Rangan Gupta & Riza Demirer
- 202049 Forecasting Power of Infectious Diseases-Related Uncertainty for Gold Realized Volatility
by Elie Bouri & Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch
- 202048 The Effects of Oil Shocks on Macroeconomic Uncertainty: Evidence from a Large Panel Dataset of US States
by Rangan Gupta & Xin Sheng
- 202047 Return Connectedness across Asset Classes around the COVID-19 Outbreak
by Elie Bouri & Oguzhan Cepni & David Gabauer & Rangan Gupta
- 202046 The Impact of Uncertainty Shocks in South Africa: The Role of Financial Regimes
by Mehmet Balcilar & Rangan Gupta & Theshne Kisten
- 202045 The Impact of Disaggregated Oil Shocks on State-Level Consumption of the United States
by Rangan Gupta & Xin Sheng & Renee van Eyden & Mark E. Wohar
- 202044 The Predictive Power of Oil Price Shocks on Realized Volatility of Oil: A Note
by Riza Demirer & Rangan Gupta & Christian Pierdzioch & Syed Jawad Hussain Shahzad
- 202043 The Role of Global Economic Conditions in Forecasting Gold Market Volatility: Evidence from a GARCH-MIDAS Approach
by Afees A. Salisu & Rangan Gupta & Elie Bouri & Qiang Ji
- 202042 The Possible Effects of the Extended Lockdown Period on the South African Economy: A CGE Analysis
by Jan H van Heerden
- 202041 Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility in the United Kingdom
by Afees A. Salisu & Rangan Gupta
- 202040 Interest Rate Uncertainty and the Predictability of Bank Revenues
by Oguzhan Cepni & Riza Demirer & Rangan Gupta & Ahmet Sensoy
- 202039 Time-Varying Impact of Monetary Policy Shocks on U.S. Stock Returns: The Role of Investor Sentiment
by Oguzhan Cepni & Rangan Gupta
- 202038 The Effects of Public Expenditures on Labour Productivity in Europe
by Igor Fedotenkov & Rangan Gupta
- 202037 Forecasting State- and MSA-Level Housing Returns of the US: The Role of Mortgage Default Risks
by Christos Bouras & Christina Christou & Rangan Gupta & Keagile Lesame
- 202036 Oil Price Shocks and Yield Curve Dynamics in Emerging Markets
by Oguzhan Cepni & Rangan Gupta & Cenk C. Karahan & Brian M. Lucey
- 202035 Movements in Real Estate Uncertainty in the United States: The Role of Oil Shocks
by Rangan Gupta & Xin Sheng & Qiang Ji
- 202034 The Taylor Curve: International Evidence
by Semih Emre Cekin & Rangan Gupta & Eric Olson
- 202033 Spillovers of the Conventional and Unconventional Monetary Policy from the US to South Africa
by Alain Kabundi & Tumisang Loate & Nicola Viegi
- 202032 Monetary Policy and Speculative Spillovers in Financial Markets
by Riza Demirer & David Gabauer & Rangan Gupta & Qiang Ji
- 202031 Oil-Shocks and Directional Predictability of Macroeconomic Uncertainties of Developed Economies: Evidence from High-Frequency Data
by Syed Jawad Hussain Shahzad & Rangan Gupta & Riza Demirer & Christian Pierdzioch
- 202030 Time-Varying Predictability of Financial Stress on Inequality in United Kingdom
by Edmond Berisha & David Gabauer & Rangan Gupta & Jacobus Nel
- 202029 Geopolitical Risks and Stock Market Volatility in the G7 Countries: A Century of Evidence from a Time-Varying Nonparametric Panel Data Model
by Elie Bouri & Oguzhan Cepni & Rangan Gupta & Naji Jalkh
- 202028 Redistribution, Inequality, and Efficiency with Credit Constraints
by Yoseph Y. Getachew & Stephen J. Turnovsky
- 202027 Risk Spillover between Bitcoin and Conventional Financial Markets: An Expectile-Based Approach
by Yue-Jun Zhang & Elie Bouri & Shu-Jiao Ma & Rangan Gupta
- 202026 Democracy and Development in Africa
by Augustin Kwasi Fosu
- 202025 A Note on the Time-Varying Impact of Global, Region- and Country-Specific Uncertainties on the Volatility of International Trade
by Selçuk Gul & Rangan Gupta
- 202024 The Impacts of Structural Oil Shocks on Macroeconomic Uncertainty: Evidence from a Large Panel of 45 Countries
by Xin Sheng & Rangan Gupta & Qiang Ji
- 202023 Is there a National Housing Market Bubble Brewing in the United States?
by Rangan Gupta & Jun Ma & Konstantinos Theodoridis & Mark E. Wohar
- 202022 Sentiment and Financial Market Connectedness: The Role of Investor Happiness
by Elie Bouri & Riza Demirer & David Gabauer & Rangan Gupta
- 202020 Dynamic Impact of Unconventional Monetary Policy on International REITs
by Hardik A. Marfatia & Rangan Gupta & Keagile Lesame
- 202019 Uncertainty and Tourism in Africa
by Carolyn Chisadza & Matthew Clance & Rangan Gupta & Peter Wanke
- 202018 Jumps in Energy and Non-Energy Commodities
by Elie Bouri & Rangan Gupta
- 202017 Time-Varying Influence of Household Debt on Inequality in United Kingdom
by Edmond Berisha & David Gabauer & Rangan Gupta & Chi Keung Marco Lau
- 202016 Evolution of Price Effects After One-Day of Abnormal Returns in the US Stock Market
by Alex Plastun & Xolani Sibande & Rangan Gupta & Mark E. Wohar
- 202015 Jumps in Geopolitical Risk and the Cryptocurrency Market: The Singularity of Bitcoin
by Elie Bouri & Rangan Gupta & Xuan Vinh Vo
- 202014 Modelling Required Energy Consumption with Equivalence Scales
by Yuxiang Ye & Steven F. Koch & Jiangfeng Zhang
- 202013 Technical Efficiency of Provincial Public Healthcare in South Africa
by Victor Ngobeni & Marthinus C. Breitenbach & Goodness C. Aye
- 202012 Analysing the Impact of Brexit on Global Uncertainty Using Functional Linear Regression with Point of Impact: The Role of Currency and Equity Markets
by Siphumlile Mangisa & Sonali Das & Rangan Gupta
- 202011 A Financial Stress Index for South Africa: A Time-Varying Correlation Approach
by Theshne Kisten
- 202010 A Note on Oil Price Shocks and the Forecastability of Gold Realized Volatility
by Riza Demirer & Rangan Gupta & Christian Pierdzioch & Syed Jawad Hussain Shahzad
- 202009 Investor Happiness and Predictability of the Realized Volatility of Oil Price
by Matteo Bonato & Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch
- 202008 Investor Sentiment and Dollar-Pound Exchange Rate Returns: Evidence from Over a Century of Data Using a Cross-Quantilogram Approach
by Syed Jawad Hussain Shahzad & Clement Kweku Kyei & Rangan Gupta & Eric Olson
- 202007 Predicting Firm-Level Volatility in the United States: The Role of Monetary Policy Uncertainty
by Matthew W. Clance & Riza Demirer & Rangan Gupta & Clement Kweku Kyei
- 202006 Time-Varying Causality between Bond and Oil Markets of the United States: Evidence from Over One and Half Centuries of Data
by Semei Coronado & Rangan Gupta & Saban Nazlioglu & Omar Rojas
- 202005 Monetary Policy Uncertainty Spillovers in Time- and Frequency-Domains
by Rangan Gupta & Chi Keung Marco Lau & Jacobus A Nel & Xin Sheng
- 202004 A Note on Investor Happiness and the Predictability of Realized Volatility of Gold
by Matteo Bonato & Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch
- 202003 Forecasting Realized Volatility of Bitcoin: The Role of the Trade War
by Elie Bouri & Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch
- 202002 Time-Varying Spillover of US Trade War on the Growth of Emerging Economies
by Oguzhan Cepni & David Gabauer & Rangan Gupta & Khuliso Ramabulana
- 202001 The Dynamics of U.S. REITs Returns to Uncertainty Shocks: A Proxy SVAR Approach
by Oguzhan Cepni & Wiehan Dul & Rangan Gupta & Mark E. Wohar
2019
- 201982 Network Analysis of Economic and Financial Uncertainties in Advanced Economies: Evidence from Graph-Theory
by Aviral Kumar Tiwari & Micheal Kofi Boachie & Rangan Gupta
- 201981 The Predictive Power of the Term Spread on Inequality in the United Kingdom: An Empirical Analysis
by Mehmet Balcilar & Edmond Berisha & Oguzhan Cepni & Rangan Gupta
- 201980 Forecasting Bitcoin Returns: Is there a Role for the U.S. – China Trade War?
by Vasilios Plakandaras & Elie Bouri & Rangan Gupta
- 201979 Time-Varying Risk Aversion and the Profitability of Carry Trades: Evidence from the Cross-Quantilogram
by Riza Demirer & Rangan Gupta & Hossein Hassani & Xu Huang
- 201978 A Moving Average Heterogeneous Autoregressive Model for Forecasting the Realized Volatility of the US Stock Market: Evidence from Over a Century of Data
by Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna
- 201977 High-Frequency Volatility Forecasting of US Housing Markets
by Mawuli Segnon & Rangan Gupta & Keagile Lesame & Mark E. Wohar
- 201976 Oil Shocks and Stock Market Volatility of the BRICS: A GARCH-MIDAS Approach
by Afees A. Salisu & Rangan Gupta
- 201975 The Role of Economic Policy Uncertainty in Predicting Output Growth in Emerging Markets: A Mixed-Frequency Granger Causality Approach
by Mehmet Balcilar & George Ike & Rangan Gupta
- 201974 What can Fifty-Two Collateralizable Wealth Measures tell us about Future Housing Market Returns? Evidence from U.S. State-Level Data
by Mehmet Balcilar & Rangan Gupta & Ricardo M. Sousa & Mark E. Wohar
- 201973 The Role of an Aligned Investor Sentiment Index in Predicting Bond Risk Premia of the United States
by Oguzhan Cepni & I. Ethem Guney & Rangan Gupta & Mark E. Wohar
- 201972 Risk Aversion and the Predictability of Crude Oil Market Volatility: A Forecasting Experiment with Random Forests
by Riza Demirer & Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch
- 201971 The Predictability between Bitcoin and US Technology Stock Returns: Granger Causality in Mean, Variance, and Quantile
by Elie Bouri & Rangan Gupta & Chi Keung Marco Lau & David Roubaud
- 201970 A Reconsideration of Kuznets Curve across Countries: Evidence from the Co-summability Approach
by Shinhye Chang & Matthew W. Clance & Giray Gozgor & Rangan Gupta
- 201969 Impact of Oil Price Volatility on State-Level Consumption of the United States: The Role of Oil Dependence
by Renee van Eyden & Rangan Gupta & Xin Sheng & Mark E. Wohar
- 201968 Threshold Effects of Inequality on Economic Growth in the US States: The Role of Human Capital to Physical Capital Ratio
by Oguzhan Cepni & Rangan Gupta & Zhihui Lv
- 201967 Gold, Platinum and the Predictability of Bond Risk Premia
by Elie Bouri & Riza Demirer & Rangan Gupta & Mark E. Wohar
- 201966 Moments-Based Spillovers across Gold and Oil Markets
by Matteo Bonato & Rangan Gupta & Chi Keung Marco Lau & Shixuan Wang
- 201965 Time-Varying Relationship between Conventional and Unconventional Monetary Policies and Risk Aversion: International Evidence from Time- and Frequency-Domains
by Besma Hkiri & Juncal Cunado & Mehmet Balcilar & Rangan Gupta
- 201964 Giant Oil Discoveries and Conflicts
by Carolyn Chisadza & Matthew Clance & Rangan Gupta & Mark E. Wohar
- 201963 Price Gap Anomaly in the US Stock Market: The Whole Story
by Alex Plastun & Xolani Sibande & Rangan Gupta & Mark E. Wohar
- 201962 Time-Varying Impact of Uncertainty Shocks on Macroeconomic Variables of the United Kingdom: Evidence from Over 150 Years of Monthly Data
by Christina Christou & David Gabauer & Rangan Gupta
- 201960 Growth Dynamics, Multiple Equilibria, and Local Indeterminacy in an Endogenous Growth Model of Money, Banking and Inflation Targeting
by Rangan Gupta & Philton Makena
- 201959 The Benefits of Diversification between Bitcoin, Bonds, Equities and the US Dollar: A Matter of Portfolio Construction
by Abdulnasser Hatemi-J & Mohamed A. Hajji & Elie Bouri & Rangan Gupta
- 201958 Multi-Horizon Financial and Housing Wealth Effects across the U.S. States
by Yener Coskun & Christos Bouras & Rangan Gupta & Mark E. Wohar
- 201957 Forecasting Local Currency Bond Risk Premia of Emerging Markets: The Role of Cross-Country Macro-Financial Linkages
by Oguzhan Cepni & Rangan Gupta & I. Ethem Guney & M. Hasan Yilmaz
- 201956 125 Years of Time-Varying Effects of Fiscal Policy on Financial Markets
by Hardik A. Marfatia & Rangan Gupta & Stephen M. Miller
- 201955 Predicting Bitcoin Returns: Comparing the Roles of Newspaper- and Internet Search-Based Measures of Uncertainty
by Elie Bouri & Rangan Gupta
- 201954 Price and Volatility Linkages between International REITs and Oil Markets
by Saban Nazlioglu & Rangan Gupta & Alper Gormus & Ugur Soytas
- 201953 Effects of Conventional and Unconventional Monetary Policy Shocks on Housing Prices in the United States: The Role of Sentiment
by Petre Caraiani & Rangan Gupta & Chi Keung Marco Lau & Hardik A. Marfatia
- 201952 Testing the White Noise Hypothesis in High-Frequency Housing Returns of the United States
by Aviral Kumar Tiwari & Rangan Gupta & Juncal Cunado & Xin Sheng
- 201951 Forecasting Volatility and Co-volatility of Crude Oil and Gold Futures: Effects of Leverage, Jumps, Spillovers, and Geopolitical Risks
by Manabu Asai & Rangan Gupta & Michael McAleer
- 201950 Historical Evolution of Monthly Anomalies in International Stock Markets
by Alex Plastun & Xolani Sibande & Rangan Gupta & Mark E. Wohar
- 201949 Public Infrastructure Provision and Ethnic Favouritism: Evidence from South Africa
by Leone Walters & Manoel Bittencourt & Carolyn Chisadza
- 201948 Trade Uncertainties and the Hedging Abilities of Bitcoin
by Elie Bouri & Konstantinos Gkillas & Rangan Gupta
- 201947 Spillovers between US Real Estate and Financial Assets in Time and Frequency Domains
by Aviral Kumar Tiwari & Christophe Andre & Rangan Gupta
- 201946 How do Housing Returns in Emerging Countries Respond to Oil Shocks? A MIDAS Touch
by Afees A. Salisu & Rangan Gupta
- 201945 The Relationship between Economic Uncertainty and Corporate Tax Rates
by Matthew W. Clance & Giray Gozgor & Rangan Gupta & Chi Keung Marco Lau
- 201944 Spillovers across Macroeconomic, Financial and Real Estate Uncertainties: A Time-Varying Approach
by David Gabauer & Rangan Gupta
- 201943 Forecasting Realized Gold Volatility: Is there a Role of Geopolitical Risks?
by Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch
- 201942 Effect of Uncertainty on U.S. Stock Returns and Volatility: Evidence from Over Eighty Years of High-Frequency Data
by Rangan Gupta & Hardik A. Marfatia & Eric Olson
- 201941 Global Crises and Gold as a Safe Haven: Evidence from Over Seven and a Half Centuries of Data
by Heni Boubaker & Juncal Cunado & Luis A. Gil-Alana & Rangan Gupta
- 201940 Preferences Over Rich Sets of Random Variables: Semicontinuity in Measure versus Convexity
by Alexander Zimper & Hirbod Assa
- 201939 Monetary Policy Uncertainty and Volatility Jumps in Advanced Equity Markets
by Elie Bouri & Konstantinos Gkillas & Rangan Gupta & Clement Kyei
- 201938 The Predictability of Stock Market Volatility in Emerging Economies: Relative Roles of Local, Regional and Global Business Cycles
by Elie Bouri & Riza Demirer & Rangan Gupta & Xiaojin Sun
- 201937 Cross-Border Capital Flows and Return Dynamics in Emerging Stock Markets: Relative Roles of Equity and Debt Flows
by Deven Bathia & Christos Bouras & Riza Demirer & Rangan Gupta
- 201936 The Role of Real Estate Uncertainty in Predicting US Home Sales Growth: Evidence from a Quantiles-Based Bayesian Model Averaging Approach
by Oguzhan Cepni & Rangan Gupta & Mark E. Wohar
- 201935 Movements in International Bond Markets: The Role of Oil Prices
by Saban Nazlioglu & Rangan Gupta & Elie Bouri
- 201934 Is the Housing Market in the United States Really Weakly-Efficient?
by Aviral Kumar Tiwari & Rangan Gupta & Mark E. Wohar
- 201933 Fisher Variables and Income Inequality in the BRICS
by Edmond Berisha & Rangan Gupta & John Meszaros
- 201932 International Consumption Risk Sharing and Trade Transaction Costs
by Matthew Clance & Wei Ma & Ruthira Naraidoo
- 201931 Historical Volatility of Advanced Equity Markets: The Role of Local and Global Crises
by Samrat Goswami & Rangan Gupta & Mark E. Wohar
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