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Showing 10 out of a total of 36 results for collection: Research Articles (University of Pretoria).
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Linking U.S. State-level housing market returns, and the consumption-(Dis)Aggregate wealth ratio
Balcilar, Mehmet
;
Gupta, Rangan
;
Sousa, Ricardo M.
;
Wohar, Mark E.
(
Elsevier
,
2021-01
)
Does liquidity risk explain the time-variation in asset correlations? Evidence from stocks, bonds and commodities
Twala, Zinhle
;
Demirer, Riza
;
Gupta, Rangan
(
International Foundation for Research and Development
,
2018-04
)
The role of partisan conflict in forecasting the U.S. equity premium : a nonparametric approach
Gupta, Rangan
;
Muteba Mwamba, John W.
;
Wohar, Mark E.
(
Elsevier
,
2018-06
)
Does geopolitical risks predict stock returns and volatility of leading defense companies? Evidence from a nonparametric approach
Apergis, Nicholas
;
Bonato, Matteo
;
Gupta, Rangan
;
Kyei, Clement Kweku
(
Routledge
,
2018
)
Time series analysis of persistence in crude oil price volatility across bull and bear regimes
Gil-Alana, Luis A.
;
Gupta, Rangan
;
Olubusoye, Olusanya E.
;
Yaya, OlaOluwa S.
(
Elsevier
,
2016-08
)
Oil shocks and state-level stock market volatility of the United States : a GARCH-MIDAS approach
Salisu, Afees A.
;
Gupta, Rangan
;
Cepni, Oguzhan
;
Caraiani, Petre
(
Springer
,
2024-05
)
Effect of uncertainty on U.S. stock returns and volatility : evidence from over eighty years of high-frequency data
Gupta, Rangan
;
Marfatia, Hardik A.
;
Olson, Eric
(
Routledge
,
2020
)
Do terror attacks affect the dollar-pound exchange rate? A nonparametric causality-in-quantiles analysis
Balcilar, Mehmet
;
Gupta, Rangan
;
Pierdzioch, Christian
;
Wohar, Mark E.
(
Elsevier
,
2017-07
)
Impact of macroeconomic news surprises and uncertainty for major economies on returns and volatility of oil futures
Bahloul, Walid
;
Gupta, Rangan
(
Elsevier
,
2018-12
)
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
Gupta, Rangan
;
Risse, Marian
;
Volkman, David A.
;
Wohar, Mark E.
(
Elsevier
,
2019-01
)
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Gupta, Rangan (36)
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