Hassani, Hossein; Yeganegi, Mohammad Reza; Gupta, Rangan(Elsevier, 2019-10)
In this paper, we analyze the potential role of growth in inequality for forecasting real housing returns of the United Kingdom. In our forecasting exercise, we use linear and nonlinear models, as well as measures of ...
Hassani, Hossein; Yeganegi, Mohammad Reza; Cunado, Juncal; Gupta, Rangan(Taylor and Francis, 2020)
This study examines the very short, short, medium and long-term forecasting ability of different univariate GARCH models of United Kingdom (UK)'s interest rate volatility, using a long span monthly data from May 1836 to ...
Hassani, Hossein; Yeganegi, Mohammad Reza; Gupta, Rangan; Demirer, Riza(Wiley, 2022-04)
In this paper, we analyze the potential role of growth in inequality for forecasting realized volatility of the stock market of the UK. In our forecasting exercise, we use linear and nonlinear models as well as measures ...
Hassani, Hossein; Yeganegi, Mohammad Reza; Gupta, Rangan(World Scientific Publishing, 2020-12)
Uncertainty is known to have negative impact on financial markets through its effects on investors’ decisions. In the wake of the “Great Recession”, quite a few recent studies have highlighted the role of uncertainty in ...
