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Showing 20 out of a total of 639 results for community: Economic and Management Sciences.
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Chaos in G7 stock markets using over one century of data : a note
Tiwari, Aviral Kumar
;
Gupta, Rangan
(
Elsevier
,
2019-01
)
Time-varying efficiency of developed and emerging bond markets : evidence from long-spans of historical data
Charfeddine, Lanouar
;
Khediri, Karim Ben
;
Aye, Goodness Chioma
;
Gupta, Rangan
(
Elsevier
,
2018-09
)
The growth-inflation nexus for the U.S. from 1801 to 2013 : a semiparametric approach
Balcilar, Mehmet
;
Gupta, Rangan
;
Jooste, Charl
(
Elsevier
,
2017-05
)
Jumps in geopolitical risk and the cryptocurrency market : the singularity of Bitcoin
Bouri, Elie
;
Gupta, Rangan
;
Vo, Xuan Vinh
(
Routledge
,
2022
)
A non-linear approach for predicting stock returns and volatility with the use of investor sentiment indices
Bekiros, Stelios
;
Gupta, Rangan
;
Kyei, Clement Kweku
(
Routledge
,
2016-07
)
The effect of global crises on stock market correlations : evidence from scalar regressions via functional data analysis
Das, Sonali
;
Demirer, Riza
;
Gupta, Rangan
(
Elsevier
,
2019-09
)
Economic disasters and inequality : a note
Ćorić, Bruno
;
Gupta, Rangan
(
Springer
,
2023-10
)
The benefits of diversification between bitcoin, bonds, equities and the US dollar: a matter of portfolio construction
Hatemi-J, Abdulnasser
;
Hajji, Mohamed A.
;
Bouri, Elie
;
Gupta, Rangan
(
World Scientific Publishing
,
2022-08
)
Real-time forecast of DSGE models with time-varying volatility in GARCH form
Çekin, Semih Emre
;
Ivashchenko, Sergey
;
Gupta, Rangan
;
Lee, Chien-Chiang
(
Elsevier
,
2024-05
)
Are there housing bubbles in South Africa? Evidence from SPSM-based panel KSS test with a Fourier function
Chang, Tsangyao
;
Liu, Wen-Chi
;
Aye, Goodness Chioma
;
Gupta, Rangan
(
Inderscience
,
2016-05
)
Oil price shocks and China's economy : reactions of the monetary policy to oil price shocks
Kim, Won Joong
;
Hammoudeh, Shawkat
;
Hyun, Jun Seog
;
Gupta, Rangan
(
Elsevier
,
2017-02
)
The US term structure and return volatility in global REIT markets
Demirer, Riza
;
Gupta, Rangan
;
Yuksel, Asli
;
Yuksel, Aydin
(
Asia University, Taiwan
,
2020-09
)
Halloween effect in developed stock markets : a historical perspective
Plastun, Alex
;
Sibande, Xolani
;
Gupta, Rangan
;
Wohar, Mark E.
(
Elsevier
,
2020-05
)
Forecasting the price of gold using dynamic model averaging
Aye, Goodness Chioma
;
Gupta, Rangan
;
Hammoudeh, Shawkat
;
Kim, Won Joong
(
Elsevier
,
2015-10
)
Inflation-growth nexus : evidence from a pooled CCE multiple-regime panel smooth transition model
Omay, Tolga
;
Van Eyden, Renee
;
Gupta, Rangan
(
Springer
,
2018-05
)
Effect of defense spending on US output : a factor augmented vector autoregression (FAVAR) approach
Gupta, Rangan
;
Kabundi, Alain
;
Ziramba, Emmanuel
(
Routledge
,
2010-04
)
Testing the asymmetric effects of financial conditions in South Africa : a nonlinear vector autoregression approach
Balcilar, Mehmet
;
Thompson, Kirsten L.
;
Gupta, Rangan
;
Van Eyden, Renee
(
Elsevier
,
2016-07
)
Electricity demand in South Africa : is it asymmetric?
Gupta, Rangan
;
Inglesi-Lotz, Roula
(
Wiley
,
2017-09
)
The role of time‐varying rare disaster risks in predicting bond returns and volatility
Gupta, Rangan
;
Suleman, Tahir
;
Wohar, Mark E.
(
Wiley
,
2019-07
)
Time-varying impact of geopolitical risks on oil prices
Cunado, Juncal
;
Gupta, Rangan
;
Lau, Chi Keung Marco
;
Sheng, Xin
(
Routledge
,
2020
)
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