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Showing 60 out of a total of 707 results for community: University of Pretoria: Research Output.
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The role of asset prices in forecasting inflation and output in South Africa
Gupta, Rangan
;
Hartley, Faaiqa
(
Sage
,
2013
)
Geopolitical risks and movements in Islamic bond and equity markets : a note
Bouri, Elie
;
Demirer, Riza
;
Gupta, Rangan
;
Marfatia, Hardik A.
(
Routledge
,
2019
)
Structural breaks and GARCH models of stock return volatility : the case of South Africa
Babikir, Ali
;
Gupta, Rangan
;
Mwabutwa, Chance
;
Owusu-Sekyere, Emmanuel
(
Elsevier
,
2012-11
)
Network causality structures among Bitcoin and other financial assets : a directed acyclic graph approach
Ji, Qiang
;
Bouri, Elie
;
Gupta, Rangan
;
Roubaud, David
(
Elsevier
,
2018-05
)
Point and density forecasting of macroeconomic and financial uncertainties of the USA
Salisu, Afees A.
;
Gupta, Rangan
;
Ogbonna, Ahamuefula E.
(
Wiley
,
2021-07
)
Was the recent downturn in US real GDP predictable?
Balcilar, Mehmet
;
Gupta, Rangan
;
Majumdar, Anandamayee
;
Miller, Stephen M.
(
Routledge
,
2015-10
)
Oil price forecastability and economic uncertainty
Bekiros, Stelios
;
Gupta, Rangan
;
Paccagnini, Alessia
(
Elsevier
,
2015-07
)
Uncertainty due to infectious diseases and forecastability of the realized variance of United States real estate investment trusts : a note
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
;
Pierdzioch, Christian
(
Wiley
,
2022-09
)
Is the housing market in the United States really weakly-efficient?
Tiwari, Aviral Kumar
;
Gupta, Rangan
;
Wohar, Mark E.
(
Routledge
,
2020
)
Jumps beyond the realms of cricket : India's performance in one day internationals and stock market movements
Gkillas, Konstantinos
;
Gupta, Rangan
;
Marco Lau, Chi Keung
;
Suleman, Muhammad Tahir
(
Taylor and Francis
,
2020
)
Dynamic time inconsistency and the South African Reserve Bank
Gupta, Rangan
;
Uwilingiye, Josine
(
Wiley-Blackwell
,
2010-03
)
Predictability of tail risks of Canada and the US over a Century : the role of spillovers and oil tail risks
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
(
Elsevier
,
2022-01
)
Monetary policy and bubbles in G7 economies using a panel VAR approach : implications for sustainable development
Caraiani, Petre
;
Gupta, Rangan
;
Nel, Jacobus
;
Nielsen, Joshua
(
Elsevier
,
2023-06
)
Do stock prices impact consumption and interest rate in South Africa? Evidence from a time-varying vector autoregressive model
Aye, Goodness Chioma
;
Gupta, Rangan
;
Modise, Mampho P.
(
Sage
,
2015-08
)
The effect of US uncertainty shock on international equity markets : the role of the global financial cycle
Salisu, Afees A.
;
Gupta, Rangan
;
Adediran, Idris
(
International Centre for Economic Analysis
,
2023-06
)
The impact of jumps and leverage in forecasting the co-volatility of oil and gold futures
Asai, Manabu
;
Gupta, Rangan
;
McAleer, Michael
(
MDPI Publishing
,
2019-09-02
)
Oil prices and financial stress : a volatility spillover analysis
Nazlioglu, Saban
;
Soytas, Ugur
;
Gupta, Rangan
(
Elsevier
,
2015-07
)
Equity return dispersion and stock market volatility : evidence from multivariate linear and nonlinear causality tests
Demirer, Riza
;
Gupta, Rangan
;
Lv, Zhihui
;
Wong, Wing-Keung
(
MDPI
,
2019-01
)
The impacts of oil price volatility on financial stress : is the COVID-19 period different?
Sheng, Xin
;
Kim, Won Joong
;
Gupta, Rangan
;
Ji, Qiang
(
Elsevier
,
2023-05
)
Return volatility, correlation, and hedging of green and brown stocks : is there a role for climate risk factors?
Li, Haohua
;
Bouri, Elie
;
Gupta, Rangan
;
Fang, Libing
(
Elsevier
,
2023-08
)
Oil price-inflation pass-through in the United States over 1871 to 2018 : a wavelet coherency analysis
Tiwari, Aviral Kumar
;
Cunado, Juncal
;
Hatemi-J, Abdulnasser
;
Gupta, Rangan
(
Elsevier
,
2019-09
)
El Niño and forecastability of oil-price realized volatility
Bouri, Elie
;
Gupta, Rangan
;
Pierdzioch, Christian
;
Salisu, Afees A.
(
Springer
,
2021-05
)
The asymmetric effect of oil price on growth across US States
Apergis, Nicholas
;
Aslan, Alper
;
Aye, Goodness Chioma
;
Gupta, Rangan
(
Multi-Science Publishing
,
2015
)
Convergence of health care expenditures across the US States : a reconsideration
Apergis, Nicholas
;
Chang, Tsangyao
;
Christou, Christina
;
Gupta, Rangan
(
Springer
,
2017-08
)
Forecasting output growth using a DSGE-based decomposition of the South African yield curve
Gupta, Rangan
;
Hollander, Hylton
;
Steinbach, Rudi
(
Springer
,
2020-01
)
Growth volatility and inequality in the U.S. : a wavelet analysis
Chang, Shinhye
;
Gupta, Rangan
;
Miller, Stephen M.
;
Wohar, Mark E.
(
Elsevier
,
2019-05
)
Is the response of the Bank of England to exchange rate movements frequency-dependent?
Gupta, Rangan
;
Caraiani, Petre
(
Elsevier
,
2020-03
)
US monetary policy and BRICS stock market bubbles
Gupta, Rangan
;
Nel, Jacobus
;
Nielsen, Joshua
(
Elsevier
,
2023-01
)
On REIT returns and (un-)expected inflation : empirical evidence based on Bayesian additive regression trees
Pierdzioch, Christian
;
Risse, Marian
;
Gupta, Rangan
;
Nyakabawo, Wendy
(
Elsevier
,
2019-09
)
Forecasting national recessions of the United States with state-level climate risks : evidence from model averaging in Markov-switching models
Cepni, Oguzhan
;
Christou, Christina
;
Gupta, Rangan
(
Elsevier
,
2023-06
)
Oil-price uncertainty and international stock returns : dissecting quantile-based predictability and spillover effects using more than a century of data
Balcilar, Mehmet
;
Gupta, Rangan
;
Pierdzioch, Christian
(
MDPI
,
2022-11-11
)
Forecasting changes of economic inequality : a boosting approach
Pierdzioch, Christian
;
Gupta, Rangan
;
Hassani, Hossein
;
Silva, Emmanuel Sirimal
(
Taylor and Francis
,
2022
)
Price jumps in developed stock markets : the role of monetary policy committee meetings
Gupta, Rangan
;
Lau, Chi Keng Marco
;
Liu, Ruipeng
;
Marfatia, Hardik A.
(
Springer
,
2019-04
)
Impact of housing price uncertainty on herding behavior : evidence from UK’s regional housing markets
Ngene, Geoffrey M.
;
Gupta, Rangan
(
Springer
,
2023-06
)
Persistence and cyclical dynamics of US and UK house prices: Evidence from over 150 years of data
Canarella, Giorgio
;
Gil-Alana, Luis
;
Gupta, Rangan
;
Miller, Stephen M.
(
Sage
,
2021-01
)
Local currency bond risk premia of emerging markets : the role of local and global factors
Cepni, Oguzhan
;
Gul, Selcuk
;
Gupta, Rangan
(
Elsevier
,
2020-03
)
125 Years of time-varying effects of fiscal policy on financial markets
Marfatia, Hardik A.
;
Gupta, Rangan
;
Miller, Stephen
(
Elsevier
,
2020-11
)
Can municipal bonds hedge US state-level climate risks?
Polat, Onur
;
Gupta, Rangan
;
Cepni, Oguzhan
;
Ji, Qiang
(
Elsevier
,
2024-09
)
Half-life deviations from PPP in the South African Development Community (SADC)
Mokoena, Thabo Mishack
;
Gupta, Rangan
;
Van Eyden, Renee
(
Euro-American Association of Economic Development
,
2009-01
)
Monetary policy uncertainty and jumps in advanced equity markets
Bouri, Elie
;
Gkillas, Konstantinos
;
Gupta, Rangan
;
Kyei, Clement Kweku
(
Infopro digital
,
2020-12
)
The depreciation of the pound post-Brexit : could it have been predicted?
Plakandaras, Vasilios
;
Gupta, Rangan
;
Wohar, Mark E.
(
Elsevier
,
2017-05
)
Does tourism cause growth asymmetrically in a panel of G-7 countries? A short note
Hatemi-J, Abdulnasser
;
Gupta, Rangan
;
Kasongo, Axel
;
Mboweni, Thabo
;
Netshitenzhe, Ndivhuho
(
Springer
,
2018-02
)
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
)
Persistence in trends and cycles of gold and silver prices : evidence from historical data
Cunado, Juncal
;
Gil-Alana, Luis A.
;
Gupta, Rangan
(
Elsevier
,
2019-01
)
Bayesian methods of forecasting inventory investment in South Africa
Gupta, Rangan
(
Wiley-Blackwell
,
2009-03
)
Climate risks and predictability of commodity returns and volatility: evidence from over 750 years of data
Nel, Jacobus
;
Gupta, Rangan
;
Wohar, Mark
;
Pierdzioch, Christian
(
World Scientific Publishing
,
2024
)
The nexus of electricity consumption, economic growth and CO2 emissions in the BRICS countries
Cowan, Wendy N.
;
Chang, Tsangyao
;
Inglesi-Lotz, Roula
;
Gupta, Rangan
(
Elsevier
,
2014-03
)
Time-varying impact of pandemics on global output growth
Gupta, Rangan
;
Sheng, Xin
;
Balcilar, Mehmet
;
Ji, Qiang
(
Elsevier
,
2021-07
)
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
)
Impact of macroeconomic news surprises and uncertainty for major economies on returns and volatility of oil futures
Bahloul, Walid
;
Gupta, Rangan
(
Elsevier
,
2018-12
)
Forecasting returns of major cryptocurrencies : evidence from regime-switching factor models
Bouri, Elie
;
Christou, Christina
;
Gupta, Rangan
(
Elsevier
,
2022-10
)
Loan portfolio conditional loss estimation using an error-correcting macroeconometric model
De Wet, Albertus Hendrik
;
Van Eyden, Renee
;
Gupta, Rangan
(
Africagrowth Institute
,
2010
)
Climate risks and predictability of the trading volume of gold : evidence from an INGARCH model
Karmakar, Sayar
;
Gupta, Rangan
;
Cepni, Oguzhan
;
Rognone, Lavinia
(
Elsevier
,
2023-05
)
Do commodity investors herd? Evidence from a time-varying stochastic volatility model
Babalos, Vassilios
;
Stavroyiannis, Stavros
;
Gupta, Rangan
(
Elsevier
,
2015-12
)
Trends and cycles in historical gold and silver prices
Gil-Alana, Luis A.
;
Aye, Goodness Chioma
;
Gupta, Rangan
(
Elsevier
,
2015-11
)
The dynamic response of the rand real exchange rate to fundamental shocks
Balcilar, Mehmet
;
Gupta, Rangan
;
Jooste, Charl
(
Emerald
,
2016-01
)
A robust approach for outlier imputation : singular spectrum decomposition
Movahedifar, Maryam
;
Hassani, Hossein
;
Yarmohammadi, Masoud
;
Kalantari, Mahdi
;
Gupta, Rangan
(
Taylor and Francis
,
2022
)
Unemployment fluctuations and currency returns in the United Kingdom : evidence from over one and a half century of data
Bathia, Deven
;
Demirer, Riza
;
Gupta, Rangan
;
Kotze, Kevin
(
Elsevier
,
2021-09
)
Real estate returns predictability revisited : novel evidence from the US REITs market
Akinsomi, Kola
;
Aye, Goodness Chioma
;
Babalos, Vassilios
;
Economou, Fotini
;
Gupta, Rangan
(
Springer
,
2016-11
)
The out-of-sample forecasting performance of non-linear models of real exchange rate behaviour : the case of the South African Rand
Aye, Goodness Chioma
;
Balcilar, Mehmet
;
Bosch, Adel
;
Gupta, Rangan
;
Stofberg, Francois
(
Universita Carlo Cattaneo
,
2013
)
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Gupta, Rangan (706)
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