Browsing Economic and Management Sciences by Author "El Montasser, Ghassen"

Browsing Economic and Management Sciences by Author "El Montasser, Ghassen"

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  • El Montasser, Ghassen; Gupta, Rangan; Martins, Andre Luis; Wanke, Peter (Elsevier, 2015-08)
    This paper tests for the existence of bubbles in the ethanol–gasoline price ratio in Brazil from 2000 to 2012 using right-tailed ADF tests. Results suggest the existence of two bubbles: one which has already burst (during ...
  • El Montasser, Ghassen; Aggad, Kenza; Clark, Louise; Gupta, Rangan; Kemp, Shannon (Camera di Commercio, Industria, Artigianato e, 2015-06)
    This paper investigates the causality between oil price and economic uncertainty in India. In order to test for this relationship, we collect data on the Brent crude oil price as well as the crude oil ETF volatility ...
  • Ajmi, Ahdi Noomen; Aye, Goodness Chioma; Balcilar, Mehmet; El Montasser, Ghassen; Gupta, Rangan (Elsevier, 2015-11)
    This paper examines the causal relationship between economic policy uncertainty (EPU) and equity market uncertainty (EMU) in the US using linear and nonlinear Granger causality tests. We use daily data on the newly developed ...
  • Hatemi-J, Abdulnasser; Ajmi, Ahdi Noomen; El Montasser, Ghassen; Inglesi-Lotz, Roula; Gupta, Rangan (Routledge, 2016)
    Recent studies have shown increasing interest on the relationship between research output and economic growth. The study of such a relationship is not only of theoretical interest, but it can also influence specific ...