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Showing 60 out of a total of 61 results for community: Economic and Management Sciences.
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Terror attacks and stock-market fluctuations : evidence based on a nonparametric causality-in-quantiles test for the G7 countries
Balcilar, Mehmet
;
Gupta, Rangan
;
Pierdzioch, Christian
;
Wohar, Mark E.
(
Routledge
,
2018
)
Halloween effect in developed stock markets : a historical perspective
Plastun, Alex
;
Sibande, Xolani
;
Gupta, Rangan
;
Wohar, Mark E.
(
Elsevier
,
2020-05
)
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
)
Presidential cycles in the USA and the dollar-pound exchange rate : evidence from over two centuries
Gupta, Rangan
;
Wohar, Mark E.
(
Asia University, Taiwan
,
2019-06
)
The efficiency of the art market : evidence from variance ratio tests, linear and nonlinear fractional integration approaches
Aye, Goodness Chioma
;
Gil-Alana, Luis A.
;
Gupta, Rangan
;
Wohar, Mark E.
(
Elsevier
,
2017-09
)
The role of real estate uncertainty in predicting US home sales growth : evidence from a quantiles-based Bayesian model averaging approach
Cepni, Oguzhan
;
Gupta, Rangan
;
Wohar, Mark E.
(
Routledge
,
2020
)
The predictive value of inequality measures for stock returns : an analysis of long-span UK data using quantile random forests
Gupta, Rangan
;
Pierdzioch, Christian
;
Vivian, Andrew J.
;
Wohar, Mark E.
(
Elsevier
,
2018-08
)
Forecasting oil and stock returns with a Qual VAR using over 150 years off data
Gupta, Rangan
;
Wohar, Mark E.
(
Elsevier
,
2017-02
)
Rise and fall of calendar anomalies over a century
Plastun, Alex
;
Sibande, Xolani
;
Gupta, Rangan
;
Wohar, Mark E.
(
Elsevier
,
2019-07
)
The role of time‐varying rare disaster risks in predicting bond returns and volatility
Gupta, Rangan
;
Suleman, Tahir
;
Wohar, Mark E.
(
Wiley
,
2019-07
)
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
)
Persistence of economic uncertainty : a comprehensive analysis
Plakandaras, Vasilios
;
Gupta, Rangan
;
Wohar, Mark E.
(
Routledge
,
2019
)
Historical evolution of monthly anomalies in international stock markets
Plastun, Alex
;
Sibande, Xolani
;
Gupta, Rangan
;
Wohar, Mark E.
(
Elsevier
,
2020-04
)
An assessment of UK macroeconomic volatility: historical evidence using over seven centuries of data
Plakandaras, Vasilios
;
Gupta, Rangan
;
Wohar, Mark E.
(
Elsevier
,
2018-04
)
Time-varying rare disaster risks, oil returns and volatility
Demirer, Riza
;
Gupta, Rangan
;
Suleman, Tahir
;
Wohar, Mark E.
(
Elsevier
,
2018-09
)
Time-varying role of macroeconomic shocks on house prices in the US and UK : evidence from over 150 years of data
Plakandaras, Vasilios
;
Gupta, Rangan
;
Katrakilidis, Constantinos
;
Wohar, Mark E.
(
Springer
,
2020-05
)
Wealth-to-income ratio and stock market movements : evidence from a nonparametric causality test
Balcilar, Mehmet
;
Gupta, Rangan
;
Sousa, Ricardo M.
;
Wohar, Mark E.
(
Wiley
,
2018-09
)
US fiscal policy and asset prices : the role of partisan conflict
Gupta, Rangan
;
Lau, Chi Keung Marco
;
Miller, Stephen M.
;
Wohar, Mark E.
(
Wiley
,
2019-12
)
Time-varying causal relationship between stock market and unemployment in the United Kingdom : historical evidence from 1855 to 2017
Sibande, Xolani
;
Gupta, Rangan
;
Wohar, Mark E.
(
Elsevier
,
2019-03
)
Periodically collapsing bubbles in the South African stock market
Balcilar, Mehmet
;
Gupta, Rangan
;
Jooste, Charl
;
Wohar, Mark E.
(
Elsevier
,
2016-09
)
The impact of US uncertainty on the Euro area in good and bad times : evidence from a quantile structural vector autoregressive model
Gupta, Rangan
;
Lau, Chi Keung Marco
;
Wohar, Mark E.
(
Springer
,
2018-02
)
Common business cycles and volatilities in US states and MSAs : the role of economic uncertainty
Gupta, Rangan
;
Ma, Jun
;
Risse, Marian
;
Wohar, Mark E.
(
Elsevier
,
2018-09
)
The impact of US uncertainty shocks on a panel of advanced and emerging market economies
Gupta, Rangan
;
Olasehinde-Williams, Godwin
;
Wohar, Mark E.
(
Routledge
,
2020
)
The role of partisan conflict in forecasting the U.S. equity premium : a nonparametric approach
Gupta, Rangan
;
Muteba Mwamba, John W.
;
Wohar, Mark E.
(
Elsevier
,
2018-06
)
Historical volatility of advanced equity markets : the role of local and global crises
Goswami, Samrat
;
Gupta, Rangan
;
Wohar, Mark E.
(
Elsevier
,
2020-05
)
The predictive value of inequality measures for stock returns : an analysis of long-span UK data using quantile random forests
Gupta, Rangan
;
Pierdzioch, Christian
;
Vivian, Andrew J.
;
Wohar, Mark E.
(
Elsevier
,
2019-06
)
Common cycles and common trends in the stock and oil markets : evidence from more than 150 years of data
Balcilar, Mehmet
;
Gupta, Rangan
;
Wohar, Mark E.
(
Elsevier
,
2017-01
)
Oil shocks and volatility jumps
Gkillas, Konstantinos
;
Gupta, Rangan
;
Wohar, Mark E.
(
Springer
,
2020-01
)
The role of an aligned investor sentiment index in predicting bond risk premia of the U.S
Cepni, Oguzhan
;
Guney, I. Ethem
;
Gupta, Rangan
;
Wohar, Mark E.
(
Elsevier
,
2020-11
)
Forecasting US GNP growth : the role of uncertainty
Segnon, Mawuli
;
Gupta, Rangan
;
Bekiros, Stelios
;
Wohar, Mark E.
(
Wiley
,
2018-08
)
Do house prices hedge inflation in the US? A quantile cointegration approach
Christou, Christina
;
Gupta, Rangan
;
Nyakabawo, Wendy
;
Wohar, Mark E.
(
Elsevier
,
2018-03
)
Do leading indicators forecast U.S. recessions? A nonlinear re-evaluation using historical data
Plakandaras, Vasilios
;
Cunado, Juncal
;
Gupta, Rangan
;
Wohar, Mark E.
(
Wiley
,
2017-10
)
Do terror attacks affect the dollar-pound exchange rate? A nonparametric causality-in-quantiles analysis
Balcilar, Mehmet
;
Gupta, Rangan
;
Pierdzioch, Christian
;
Wohar, Mark E.
(
Elsevier
,
2017-07
)
The role of current account balance in forecasting the US equity premium : evidence from a quantile predictive regression approach
Gupta, Rangan
;
Majumdar, Anandamayee
;
Wohar, Mark E.
(
Springer
,
2017-02
)
Volatility forecasting with bivariate multifractal models
Liu, Ruipeng
;
Demirer, Riza
;
Gupta, Rangan
;
Wohar, Mark E.
(
Wiley
,
2020-03
)
The effect of global and regional stock market shocks on safe haven assets
Balcilar, Mehmet
;
Demirer, Riza
;
Gupta, Rangan
;
Wohar, Mark E.
(
Elsevier
,
2020-09
)
The depreciation of the pound post-Brexit : could it have been predicted?
Plakandaras, Vasilios
;
Gupta, Rangan
;
Wohar, Mark E.
(
Elsevier
,
2017-05
)
Do terror attacks predict gold returns? Evidence from a quantile-predictive-regression approach
Gupta, Rangan
;
Majumdar, Anandamayee
;
Pierdzioch, Christian
;
Wohar, Mark E.
(
Elsevier
,
2017-08
)
UK macroeconomic volatility : historical evidence over seven centuries
Plakandaras, Vasilios
;
Gupta, Rangan
;
Wohar, Mark E.
(
Elsevier
,
2018-07
)
The role of term spread and pattern changes in predicting stock returns and volatility of the United Kingdom : evidence from a nonparametric causality-in-quantiles test using over 250 years of data
Gupta, Rangan
;
Risse, Marian
;
Volkman, David A.
;
Wohar, Mark E.
(
Elsevier
,
2019-01
)
Geopolitical risks and recessions in a panel of advanced economies : evidence from over a century of data
Clance, M.W. (Matthew)
;
Gupta, Rangan
;
Wohar, Mark E.
(
Routledge
,
2019
)
Time-varying predictability of oil market movements over a century of data : the role of US financial stress
Gupta, Rangan
;
Kanda, Patrick
;
Tiwari, Aviral Kumar
;
Wohar, Mark E.
(
Elsevier
,
2019-11
)
News implied volatility and the stock-bond nexus : evidence from historical data for the USA and the UK markets
Gupta, Rangan
;
Kollias, Christos
;
Papadamou, Stephanos
;
Wohar, Mark E.
(
Elsevier
,
2018-09
)
Oil price volatility and economic growth : evidence from advanced economies using more than a century’s data
Van Eyden, Renee
;
Difeto, Mamothoana
;
Gupta, Rangan
;
Wohar, Mark E.
(
Elsevier
,
2019-01
)
Exchange rate returns and volatility : the role of time-varying rare disaster risks
Gupta, Rangan
;
Suleman, Tahir
;
Wohar, Mark E.
(
Routledge
,
2019
)
Volatility spillovers between interest rates and equity markets of developed economies
Donzwa, Wilson
;
Gupta, Rangan
;
Wohar, Mark E.
(
Sciendo
,
2019-09
)
Oil price uncertainty and movements in the US government bond risk premia
Balcilar, Mehmet
;
Gupta, Rangan
;
Wang, Shixuan
;
Wohar, Mark E.
(
Elsevier
,
2020-04
)
Volatility jumps : the role of geopolitical risks
Gkillas, Konstantinos
;
Gupta, Rangan
;
Wohar, Mark E.
(
Elsevier
,
2018-12
)
Are BRICS exchange rates chaotic?
Plakandaras, Vasilios
;
Gupta, Rangan
;
Gil-Alana, Luis A.
;
Wohar, Mark E.
(
Routledge
,
2019
)
The impact of oil shocks in a small open economy New-Keynesian dynamic stochastic general equilibrium model for an oil-importing country : the case of South Africa
Hollander, Hylton
;
Gupta, Rangan
;
Wohar, Mark E.
(
Routledge
,
2019
)
Differences of opinion and stock market volatility: evidence from a nonparametric causality-in-quantiles approach
Balcilar, Mehmet
;
Demirer, Riza
;
Gupta, Rangan
;
Wohar, Mark E.
(
Springer
,
2018-04
)
The impact of disaggregated oil shocks on state-level consumption of the United States
Gupta, Rangan
;
Sheng, Xin
;
Van Eyden, Renee
;
Wohar, Mark E.
(
Routledge
,
2020-12
)
Mortgage default risks and high-frequency predictability of the U.S. housing market : a reconsideration
Balcilar, Mehmet
;
Bouri, Elie
;
Gupta, Rangan
;
Wohar, Mark E.
(
Routledge
,
2020
)
Causal effects of the United States and Japan on Pacific-Rim stock markets : nonparametric quantile causality approach
Balcilar, Mehmet
;
Gupta, Rangan
;
Nguyen, Duc Khuong
;
Wohar, Mark E.
(
Routledge
,
2018
)
Are stock returns an inflation hedge for the UK? Evidence from a wavelet analysis using over three centuries of data
Tiwari, Aviral Kumar
;
Cunado, Juncal
;
Gupta, Rangan
;
Wohar, Mark E.
(
De Gruyter
,
2019-06
)
Testing the efficiency of the art market using quantile‐based unit root tests with sharp and smooth breaks
Aye, Goodness Chioma
;
Chang, Tsang Yao
;
Chen, Wen-Yi
;
Gupta, Rangan
;
Wohar, Mark E.
(
Wiley
,
2018-07
)
Price gap anomaly in the US stock market : the whole story
Plastun, Alex
;
Sibande, Xolani
;
Gupta, Rangan
;
Wohar, Mark E.
(
Elsevier
,
2020-04
)
Is the housing market in the United States really weakly-efficient?
Tiwari, Aviral Kumar
;
Gupta, Rangan
;
Wohar, Mark E.
(
Routledge
,
2020
)
Does economic policy uncertainty predict exchange rate returns and volatility?- evidence from a nonparametric causality-in-quantiles test
Balcilar, Mehmet
;
Gupta, Rangan
;
Kyei, Clement Kweku
;
Wohar, Mark E.
(
Springer
,
2016-04
)
The role of monetary policy uncertainty in predicting equity market volatility of the United Kingdom : evidence from over 150 years of data
Gupta, Rangan
;
Wohar, Mark E.
(
Oviedo University Press
,
2019
)
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Gupta, Rangan (61)
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