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Now showing items 1-10 of 71

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)
The role of time‐varying rare disaster risks in predicting bond returns and volatility

Gupta, Rangan; Suleman, Tahir; Wohar, Mark E. (Wiley, 2019-07)
Rise and fall of calendar anomalies over a century

Plastun, Alex; Sibande, Xolani; Gupta, Rangan; Wohar, Mark E. (Elsevier, 2019-07)
An assessment of UK macroeconomic volatility: historical evidence using over seven centuries of data

Plakandaras, Vasilios; Gupta, Rangan; Wohar, Mark E. (Elsevier, 2018-04)
Historical evolution of monthly anomalies in international stock markets

Plastun, Alex; Sibande, Xolani; Gupta, Rangan; Wohar, Mark E. (Elsevier, 2020-04)
Persistence of economic uncertainty : a comprehensive analysis

Plakandaras, Vasilios; Gupta, Rangan; Wohar, Mark E. (Routledge, 2019)
Halloween effect in developed stock markets : a historical perspective

Plastun, Alex; Sibande, Xolani; Gupta, Rangan; Wohar, Mark E. (Elsevier, 2020-05)
Forecasting oil and stock returns with a Qual VAR using over 150 years off data

Gupta, Rangan; Wohar, Mark E. (Elsevier, 2017-02)
Variants of consumption-wealth ratios and predictability of U.S. government bond risk premia

Cepni, Oguzhan; Gupta, Rangan; Wohar, Mark E. (Wiley, 2021-06)
Oil shocks and volatility jumps

Gkillas, Konstantinos; Gupta, Rangan; Wohar, Mark E. (Springer, 2020-01)

Now showing items 1-10 of 71