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High-frequency impact of monetary policy and macroeconomic surprises on US MSAs and aggregate US housing returns and volatility : a GJR-GARCH approach
Nyakabawo, Wendy
;
Gupta, Rangan
;
Marfatia, Hardik A.
(
Asia University, Taiwan
,
2018-12
)
Income inequality and oil resources : panel evidence from the United States
Berisha, Edmond
;
Chisadza, Carolyn
;
Clance, M.W. (Matthew)
;
Gupta, Rangan
(
Elsevier
,
2021-12
)
Manager sentiment and stock market volatility
Gupta, Rangan
(
Allied Business Academies
,
2019
)
Convergence in provincial-level South African house prices : evidence from the club convergence and clustering procedure
Apergis, Nicholas
;
Simo-Kengne, Beatrice Desiree
;
Gupta, Rangan
(
Wiley
,
2015-03
)
Can we beat the random-walk model for the South African Rand-US Dollar and South African Rand-UK Pound exchange rates? : Evidence from dynamic model averaging
De Bruyn, Riané
;
Gupta, Rangan
;
Van Eyden, Renee
(
Routledge
,
2015-05
)
The predictability of stock market volatility in emerging economies : relative roles of local, regional, and global business cycles
Bouri, Elie
;
Demirer, Riza
;
Gupta, Rangan
;
Sun, Xiaojin
(
Wiley
,
2020-09
)
Metropolitan house prices in India : do they converge?
Aye, Goodness Chioma
;
Goswami, Samrat
;
Gupta, Rangan
(
Euro-American Association of Economic Development Studies
,
2013
)
Is gold an inflation-hedge? Evidence from an interrupted Markov-switching cointegration model
Aye, Goodness Chioma
;
Chang, Tsangyao
;
Gupta, Rangan
(
Elsevier
,
2016-06
)
Does sunspot numbers cause global temperatures? A reconsideration using non-parametric causality tests
Hassani, Hossein
;
Huang, Xu
;
Gupta, Rangan
;
Ghodsi, Mansi
(
Elsevier
,
2016-10
)
Financial liberalisation and inflationary dynamics in the context of a small open economy
Gupta, Rangan
(
Faculty of Economic and Management Sciences University of Pretoria
,
2006-03
)
Has oil price predicted stock returns for over a century?
Narayan, Paresh Kumar
;
Gupta, Rangan
(
Elsevier
,
2015-03
)
The predictive value of inequality measures for stock returns : an analysis of long-span UK data using quantile random forests
Gupta, Rangan
;
Pierdzioch, Christian
;
Vivian, Andrew J.
;
Wohar, Mark E.
(
Elsevier
,
2018-08
)
South Africa’s monetary policy independence : evidence from a Global New-Keynesian DSGE model
De Waal, Annari
;
Gupta, Rangan
;
Jooste, Charl
(
Routledge
,
2018
)
Time-frequency relationship between U.S. output with commodity and asset prices
Tiwari, Aviral Kumar
;
Albulescu, Claudiu T.
;
Gupta, Rangan
(
Routledge
,
2016-01
)
Renewable energy and growth : evidence from heterogeneous panel of G7 countries using Granger causality
Chang, Tsangyao
;
Gupta, Rangan
;
Inglesi-Lotz, Roula
;
Simo-Kengne, Beatrice Desiree
;
Smithers, Devon
;
Trembling, Amy
(
Elsevier
,
2015-12
)
A note on the COVID-19 shock and real GDP in emerging economies
Salisu, Afees A.
;
Adediran, Idris A.
;
Gupta, Rangan
(
Routledge
,
2022
)
Are stock prices related to the political uncertainty index in OECD countries? Evidence from the bootstrap panel causality test
Chang, Tsangyao
;
Chen, Wen-Yi
;
Gupta, Rangan
;
Nguyen, Duc Khuong
(
Elsevier
,
2015-06
)
Does global fear predict fear in BRICS stock markets? Evidence from a Bayesian Graphical Structural VAR model
Bouri, Elie
;
Gupta, Rangan
;
Hosseini, Seyedmehdi
;
Lau, Chi Keung Marco
(
Elsevier
,
2018-03
)
The role of news-based uncertainty indices in predicting oil markets : a hybrid nonparametric quantile causality method
Balcilar, Mehmet
;
Bekiros, Stelios
;
Gupta, Rangan
(
Springer
,
2017-11
)
Disaggregated oil shocks and stock-market tail risks : evidence from a panel of 48 economics
Gupta, Rangan
;
Sheng, Xin
;
Pierdzioch, Christian
;
Ji, Qiang
(
Elsevier
,
2021-12
)
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