Search
Login
UPSpace Home
→
Economic and Management Sciences
→
Search
JavaScript is disabled for your browser. Some features of this site may not work without it.
Search
Filters
Use filters to refine the search results.
Current Filters:
Title
Author
Subject
Date issued
Has File(s)
Filename
File description
Contains
Equals
ID
Not Contains
Not Equals
Not ID
New Filters:
Title
Author
Subject
Date issued
Has File(s)
Filename
File description
Contains
Equals
ID
Not Contains
Not Equals
Not ID
Showing 60 out of a total of 640 results for community: Economic and Management Sciences.
(0.055 seconds)
Now showing items 181-240 of 640
Previous Page
1
2
3
4
5
6
7
. . .
11
Next Page
Sort Options:
Relevance
Title Asc
Title Desc
Issue Date Asc
Issue Date Desc
Results Per Page:
5
10
20
40
60
80
100
Are there long-run diversification gains from the Dow Jones Islamic finance index?
Balcilar, Mehmet
;
Jooste, Charl
;
Hammoudeh, Shawkat
;
Gupta, Rangan
;
Babalos, Vassilios
(
Routledge
,
2015
)
Predicting Bitcoin returns : comparing the roles of newspaper- and internet search-based measures of uncertainty
Bouri, Elie
;
Gupta, Rangan
(
Elsevier
,
2021-01
)
Intertemporal portfolio allocation and hedging demand : an application to South Africa
Van Wyk De Vries, Esti
;
Gupta, Rangan
;
Van Eyden, Renee
(
Taylor & Francis
,
2014
)
Forecasting regional house price inflation : a comparison between dynamic factor models and vector autoregressive models
Das, Sonali
;
Gupta, Rangan
;
Kabundi, Alain
(
Wiley-Blackwell
,
2011
)
Forecasting Nevada gross gaming revenue and taxable sales using coincident and leading employment indexes
Balcilar, Mehmet
;
Gupta, Rangan
;
Majumdar, Anandamayee
;
Miller, Stephen M.
(
Springer
,
2013-04
)
Oil returns and volatility: The role of mergers and acquisitions
Bos, Martijn
;
Demirer, Riza
;
Gupta, Rangan
;
Tiwari, Aviral Kumar
(
Elsevier
,
2018-03
)
A note on forecasting the historical realized variance of oil-price movements : the role of gold-to-silver and gold-to-platinum price ratios
Gupta, Rangan
;
Pierdzioch, Christian
;
Wong, Wing-Keung
(
MDPI
,
2021-10-17
)
Incorporating economic policy uncertainty in US equity premium models : a nonlinear predictability analysis
Bekiros, Stelios
;
Gupta, Rangan
;
Majumdar, Anandamayee
(
Elsevier
,
2016-08
)
Bear, bull, sidewalk, and crash : the evolution of the US stock market using over a century of daily data
Wang, Shixuan
;
Gupta, Rangan
;
Zhang, Yue-Jun
(
Elsevier
,
2021-11
)
Time-varying risk aversion and realized gold volatility
Demirer, Riza
;
Gkillas, Konstantinos
;
Gupta, Rangan
;
Pierdzioch, Christian
(
Elsevier
,
2019-11
)
Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data
Segnon, Mawuli K.
;
Lau, Chi Keung
;
Wilfling, Bernd
;
Gupta, Rangan
(
De Gruyter
,
2022
)
Macroeconomic uncertainty and the comovement in buying versus renting in the USA
Aye, Goodness Chioma
;
Gupta, Rangan
(
Asia University, Taiwan
,
2019-09
)
Financial liberalization and the dynamics of inflation, nominal exchange rate and terms of trade
Gupta, Rangan
(
Delhi School of Economics, University of Delhi
,
2007
)
Volatility transmission between Islamic and conventional equity markets : evidence from causality-in-variance test
Nazlioglu, Saban
;
Hammoudeh, Shawkat
;
Gupta, Rangan
(
Routledge
,
2015-04
)
Kuznets curve for the US : a reconsideration using cosummability
Nasr, Adnen Ben
;
Balcilar, Mehmet
;
Akadiri, Seyi Saint
;
Gupta, Rangan
(
Springer
,
2019-04
)
Persistence of precious metal prices : a fractional integration approach with structural breaks
Gil-Alana, Luis A.
;
Chang, Shinhye
;
Balcilar, Mehmet
;
Aye, Goodness Chioma
;
Gupta, Rangan
(
Elsevier
,
2015-06
)
Forecasting macroeconomic data for an emerging market with a nonlinear DSGE model
Balcilar, Mehmet
;
Gupta, Rangan
;
Kotze, Kevin
(
Elsevier
,
2015-01
)
Could we have predicted the recent downturn in the South African housing market?
Das, Sonali
;
Gupta, Rangan
;
Kabundi, Alain
(
Elsevier
,
2009
)
Measuring the welfare cost of inflation in South Africa : a reconsideration
Gupta, Rangan
;
Uwilingiye, Josine
(
Juta
,
2009-06
)
Dynamic effects of monetary policy shocks on macroeconomic volatility in the United Kingdom
Salisu, Afees A.
;
Gupta, Rangan
(
Routledge
,
2021
)
Bitcoin and global financial stress : a copula-based approach to dependence and causality in the quantiles
Bouri, Elie
;
Gupta, Rangan
;
Lau, Chi Keung Marco
;
Roubaud, David
;
Wang, Shixuan
(
Elsevier
,
2018-08
)
Macroeconomic uncertainty, growth and inflation in the Eurozone : a causal approach
Plakandaras, Vasilios
;
Gupta, Rangan
;
Gogas, Periklis
;
Papadimitriou, Theophilos
(
Routledge
,
2018
)
Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions
Bouri, Elie
;
Gupta, Rangan
;
Tiwari, Aviral Kumar
;
Roubaud, David
(
Elsevier
,
2017-11
)
Geopolitical risks, returns and volatility in emerging stock markets : evidence from a panel GARCH model
Bouras, Christos
;
Christou, Christina
;
Gupta, Rangan
;
Suleman, Tahir
(
Routledge
,
2019
)
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
)
Geopolitical risks and historical exchange rate volatility of the BRICS
Salisu, Afees A.
;
Cunado, Juncal
;
Gupta, Rangan
(
Elsevier
,
2022-01
)
Causality between research output and economic growth in BRICS
Inglesi-Lotz, Roula
;
Chang, Tsangyao
;
Gupta, Rangan
(
Springer
,
2015-01
)
Forecasting the price of gold using dynamic model averaging
Aye, Goodness Chioma
;
Gupta, Rangan
;
Hammoudeh, Shawkat
;
Kim, Won Joong
(
Elsevier
,
2015-10
)
Inflation-growth nexus : evidence from a pooled CCE multiple-regime panel smooth transition model
Omay, Tolga
;
Van Eyden, Renee
;
Gupta, Rangan
(
Springer
,
2018-05
)
Effect of defense spending on US output : a factor augmented vector autoregression (FAVAR) approach
Gupta, Rangan
;
Kabundi, Alain
;
Ziramba, Emmanuel
(
Routledge
,
2010-04
)
Does partisan conflict predict a reduction in US stock market (realized) volatility? Evidence from a quantile-on-quantile regression model
Gupta, Rangan
;
Pierdzioch, Christian
;
Selmi, Refk
;
Wohar, Mark E.
(
Elsevier
,
2018-01
)
The causal relationship between imports and economic growth in the nine provinces of South Africa : evidence from panel Granger causality tests
Chang, Tsangyao
;
Simo-Kengne, Beatrice Desiree
;
Gupta, Rangan
(
Statistical, Economic and Social Research and Training Centre for Islamic Countries
,
2014
)
Investor sentiment and multi-scale positive and negative stock market bubbles in a panel of G7 countries
Van Eyden, Renee
;
Gupta, Rangan
;
Nielsen, Joshua
;
Bouri, Elie
(
Elsevier
,
2023-06
)
The causal relationship between natural gas consumption and economic growth : evidence from the G7 countries
Chang, Tsangyao
;
Gupta, Rangan
;
Inglesi-Lotz, Roula
;
Masabala, Lilian S.
;
Simo-Kengne, Beatrice Desiree
;
Weideman, Jaco P.
(
Routledge
,
2016-01
)
Investor sentiment and crash risk in safe havens
Nasr, Adnen Ben
;
Bonato, Matteo
;
Demirer, Riza
;
Gupta, Rangan
(
International Foundation for Research and Development
,
2018
)
Rise and fall of calendar anomalies over a century
Plastun, Alex
;
Sibande, Xolani
;
Gupta, Rangan
;
Wohar, Mark E.
(
Elsevier
,
2019-07
)
Uncertainty and crude oil returns
Aloui, Riadh
;
Gupta, Rangan
;
Miller, Stephen M.
(
Elsevier
,
2016-03
)
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
)
Forecasting economic policy uncertainty of BRIC countries using Bayesian VARs
Gupta, Rangan
;
Sun, Xiaojin
(
Elsevier
,
2020-01
)
The effect of oil uncertainty shock on real GDP of 33 countries : a global VAR approach
Salisu, Afees A.
;
Gupta, Rangan
;
Olaniran, Abeeb
(
Routledge
,
2023
)
Trade uncertainties and the hedging abilities of Bitcoin
Bouri, Elie
;
Gkillas, Konstantinos
;
Gupta, Rangan
(
Wiley
,
2020-11
)
An assessment of UK macroeconomic volatility: historical evidence using over seven centuries of data
Plakandaras, Vasilios
;
Gupta, Rangan
;
Wohar, Mark E.
(
Elsevier
,
2018-04
)
Financial market connectedness : the role of investors' happiness
Bouri, Elie
;
Demirer, Riza
;
Gabauer, David
;
Gupta, Rangan
(
Elsevier
,
2022-01
)
Tail risks and forecastability of stock returns of advanced economies: evidence from centuries of data
Salisu, Afees A.
;
Gupta, Rangan
;
Ogbonna, Ahamuefula E.
(
Routledge
,
2023
)
Characterising the South Africa business cycle : is GDP difference-stationary or trend-stationary in a Markov-switching setup?
Balcilar, Mehmet
;
Gupta, Rangan
;
Jooste, Charl
;
Ranjbar, Omid
(
Chamber of Commerce of Genova
,
2016-02
)
Historical evolution of monthly anomalies in international stock markets
Plastun, Alex
;
Sibande, Xolani
;
Gupta, Rangan
;
Wohar, Mark E.
(
Elsevier
,
2020-04
)
Network analysis of economic and financial uncertainties in advanced economies : evidence from graph-theory
Tiwari, Aviral Kumar
;
Boachie, Micheal Kofi
;
Gupta, Rangan
(
Hindawi
,
2021
)
A DSGE-VAR model for forecasting key South African macroeconomic variables
Gupta, Rangan
;
Steinbach, Rudi
(
Elsevier
,
2013-07
)
Predictability of economic slowdowns in advanced countries over eight centuries: the role of climate risks
Gupta, Rangan
;
Nel, Jacobus
;
Salisu, Afees A.
;
Ji, Qiang
(
Elsevier
,
2023-06
)
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 role of oil prices in the forecasts of South African interest rates : a Bayesian approach
Gupta, Rangan
;
Kotze, Kevin
(
Elsevier
,
2017-01
)
The causal relationship between economic policy uncertainty and stock returns in China and India : evidence from a bootstrap rolling window approach
Li, Xiao-lin
;
Balcilar, Mehmet
;
Gupta, Rangan
;
Chang, Tsangyao
(
Routledge
,
2016-03
)
Testing the asymmetric effects of financial conditions in South Africa : a nonlinear vector autoregression approach
Balcilar, Mehmet
;
Thompson, Kirsten L.
;
Gupta, Rangan
;
Van Eyden, Renee
(
Elsevier
,
2016-07
)
Bitcoin mining activity and volatility dynamics in the power market
Karmakar, Sayar
;
Demirer, Riza
;
Gupta, Rangan
(
Elsevier
,
2021-12
)
A re-evaluation of the term spread as a leading indicator
Plakandaras, Vasilios
;
Gogas, Periklis
;
Papadimitriou, Theophilos
;
Gupta, Rangan
(
Elsevier
,
2019-11
)
Oil shocks and volatility jumps
Gkillas, Konstantinos
;
Gupta, Rangan
;
Wohar, Mark E.
(
Springer
,
2020-01
)
A note on oil price shocks and the forecastability of gold realized volatility
Demirer, Riza
;
Gupta, Rangan
;
Pierdzioch, Christian
;
Shahzad, Syed Jawad Hussain
(
Routledge
,
2021
)
Predicting firm-level volatility in the United States : the role of monetary policy uncertainty
Clance, M.W. (Matthew)
;
Demirer, Riza
;
Gupta, Rangan
;
Kyei, Clement Kweku
(
Universidad de Oviedo
,
2020
)
Halloween effect in developed stock markets : a historical perspective
Plastun, Alex
;
Sibande, Xolani
;
Gupta, Rangan
;
Wohar, Mark E.
(
Elsevier
,
2020-05
)
Does the source of oil price shocks matter for South African stock returns? A structural VAR approach
Gupta, Rangan
;
Modise, Mampho P.
(
Elsevier
,
2013-11
)
Now showing items 181-240 of 640
Previous Page
1
2
3
4
5
6
7
. . .
11
Next Page
Sort Options:
Relevance
Title Asc
Title Desc
Issue Date Asc
Issue Date Desc
Results Per Page:
5
10
20
40
60
80
100
Browse
All of UPSpace
Communities & Collections
Issue Date
Authors
Titles
Subjects
Supervisor
UP Author
UP Postgraduate
Type
This Community
Issue Date
Authors
Titles
Subjects
Supervisor
UP Author
UP Postgraduate
Type
My Account
Login
Register
UPSpace Workspace
Discover
Author
Gupta, Rangan (639)
Balcilar, Mehmet (93)
Wohar, Mark E. (68)
Bouri, Elie (50)
Aye, Goodness Chioma (48)
Demirer, Riza (48)
Pierdzioch, Christian (45)
Miller, Stephen M. (39)
Chang, Tsangyao (31)
Cunado, Juncal (28)
... View More
Subject
Forecasting (77)
United States (US) (60)
SDG-08: Decent work and economic growth (46)
Volatility (35)
Economic growth (32)
South Africa (SA) (32)
Monetary policy (31)
Uncertainty (30)
Inflation (28)
Economic policy uncertainty (EPU) (27)
... View More
Date Issued
2020 - 2024 (223)
2010 - 2019 (395)
2006 - 2009 (22)
Has File(s)
true (640)