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Browsing Economic and Management Sciences by Author "Wong, Wing-Keung"
Now showing items 1-8 of 8
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Chow, Sheung-Chi; Cunado, Juncal; Gupta, Rangan; Wong, Wing-Keung (De Gruyter, 2018-04)In this paper, we modify the multivariate nonlinear causality test to be panel nonlinear causality test and we apply these and other existing related tests to examine the causal relationship between growth in economic ...
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Demirer, Riza; Gupta, Rangan; Lv, Zhihui; Wong, Wing-Keung (MDPI, 2019-01)We employ bivariate and multivariate nonlinear causality tests to document causality from equity return dispersion to stock market volatility and excess returns, even after controlling for the state of the economy. ...
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Bouri, Elie; Gupta, Rangan; Wong, Wing-Keung; Zhu, Zhenzhen (Elsevier, 2018-10)We extend our understanding on the role of wine investment within a portfolio of different assets (US/UK equities, bonds, gold, and housing) by considering a rich methodology based, among others, on the mean-variance and ...
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Chow, Sheung-Chi; Gupta, Rangan; Suleman, Tahir; Wong, Wing-Keung (Lifescience Global, 2019)We examine co-movement and predictability of Bond Spread of BRICS and PIIGS with respect to political risk (PR), financial risk (FR), and economic risk (ER). Our linear Granger causality findings imply that PR is the ...
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Gupta, Rangan; Lv, Zhihui; Wong, Wing-Keung (MDPI, 2019-05)Unlike the existing literature, which primarily studies the impact of only monetary policy shocks on real estate investment trusts (REITs), this paper develops a change-point vector autoregressive (VAR) model and then ...
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Gupta, Rangan; Pierdzioch, Christian; Wong, Wing-Keung (MDPI, 2021-10-17)We examine the predictive value of gold-to-silver and gold-to-platinum price ratios, as proxies for global risks affecting the realized variance (RV) of oil-price movements, using monthly data over the longest available ...
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Plakandaras, Vasilios; Gupta, Rangan; Wong, Wing-Keung (Elsevier, 2018-11)We examine the dynamic relationship between oil prices and news-based indices of global geopolitical risks (GPRs), as well as a composite measure of the same for emerging economies, which we develop using Dynamic Model ...
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Gupta, Rangan; Lau, Chi Keung Marco; Plakandaras, Vasilios; Wong, Wing-Keung (Routledge, 2019)Accurate forecasts of home sales can provide valuable information for not only policymakers, but also financial institutions and real estate professionals. Against this backdrop, the objective of our article is to analyse ...
Now showing items 1-8 of 8