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An assessment of UK macroeconomic volatility: historical evidence using over seven centuries of data
Plakandaras, Vasilios
;
Gupta, Rangan
;
Wohar, Mark E.
(
Elsevier
,
2018-04
)
Are BRICS exchange rates chaotic?
Plakandaras, Vasilios
;
Gupta, Rangan
;
Gil-Alana, Luis A.
;
Wohar, Mark E.
(
Routledge
,
2019
)
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
)
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
)
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
)
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
)
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
)
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
)
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
)
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