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Showing 5 out of a total of 5 results for community: Economic and Management Sciences.
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Do cay and cayMS predict stock and housing returns? Evidence from a nonparametric causality test
Balcilar, Mehmet
;
Gupta, Rangan
;
Sousac, Ricardo M.
;
Wohar, Mark E.
(
Elsevier
,
2017-03
)
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
Gupta, Rangan
;
Shahzad, Syed Jawad Hussain
;
Sheng, Xin
;
Subramaniam, Sowmya
(
Wiley
,
2023-04
)
The dynamic impact of uncertainty in causing and forecasting the distribution of oil returns and risk
Bonaccolto, Giovanni
;
Caporin, Massimiliano
;
Gupta, Rangan
(
Elsevier
,
2018-10
)
High-frequency movements of the term structure of US interest rates : the role of oil market uncertainty
Bouri, Elie
;
Gupta, Rangan
;
Kyei, Clement Kweku
;
Subramaniam, Sowmya
(
Infopro Digital Services
,
2022
)
Geopolitical risks and the high-frequency movements of the US term structure of interest rates
Gupta, Rangan
;
Majumdar, Anandamayee
;
Nel, Jacobus
;
Subramaniam, Sowmya
(
World Scientific Publishing
,
2021-11
)
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Author
Gupta, Rangan (5)
Subramaniam, Sowmya (3)
Balcilar, Mehmet (1)
Bonaccolto, Giovanni (1)
Bouri, Elie (1)
Caporin, Massimiliano (1)
Kyei, Clement Kweku (1)
Majumdar, Anandamayee (1)
Nel, Jacobus (1)
Shahzad, Syed Jawad Hussain (1)
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Causality-in-quantiles test (5)
Yield curve factors (3)
United States (US) (2)
Consistent nonparametric test (1)
Consumption-wealth ratio (cay) (1)
Density forecasts (1)
Economic policy uncertainty (EPU) (1)
Equity market uncertainty (EMU) (1)
Forecast evaluation (1)
Forecast of oil distribution (1)
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2023 (1)
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