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Browsing Research Articles (Economics) by Author "Olson, Eric"
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Gupta, Rangan; Marfatia, Hardik A.; Olson, Eric
(Routledge, 2020)
We explore the asymmetric high-frequency daily response of U.S. equities to financial uncertainty over the 1936–2016 period. We find positive growth of uncertainty reduces stock returns and increases volatility, while, a ...
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Shahzad, Syed Jawad Hussain; Kyei, Clement Kweku; Gupta, Rangan; Olson, Eric
(Elsevier, 2021-01)
In this paper, we investigate the cross-quantile dependence between investor sentiment and exchange rate returns using an extreme quantile approach and based on daily data covering the period January 4, 1905 to January 3, ...
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Cekin, Semih Emre; Gupta, Rangan; Olson, Eric
(Routledge, 2021)
We use the Taylor curve to gauge deviations of monetary policy from an efficiency locus for the United Kingdom (UK) and the four largest economies of the Eurozone (Germany, France, Italy, Spain) for the period 2000–2018. ...