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Showing 80 out of a total of 707 results for community: University of Pretoria: Research Output.
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Information spillover across international real estate investment trusts : evidence from an entropy-based network analysis
Ji, Qiang
;
Marfatia, Hardik A.
;
Gupta, Rangan
(
Elsevier
,
2018-11
)
On the dynamics of international real-estate-investment trust-propagation mechanisms : evidence from time-varying return and volatility connectedness measures
Lesame, Keagile
;
Bouri, Elie
;
Gabauer, David
;
Gupta, Rangan
(
MDPI
,
2021-08-14
)
Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data
Segnon, Mawuli K.
;
Lau, Chi Keung
;
Wilfling, Bernd
;
Gupta, Rangan
(
De Gruyter
,
2022
)
Dynamic effects of monetary policy shocks on macroeconomic volatility in the United Kingdom
Salisu, Afees A.
;
Gupta, Rangan
(
Routledge
,
2021
)
Productivity and GDP : international evidence of persistence and trends over 130 years of data
Gil‑Alana, Luis A.
;
Solarin, Sakiru Adebola
;
Balcilar, Mehmet
;
Gupta, Rangan
(
Springer
,
2023-03
)
The time-series properties of house prices : a case study of the southern California market
Gupta, Rangan
;
Miller, Stephen M.
(
Springer
,
2012-04
)
Forecasting macroeconomic data for an emerging market with a nonlinear DSGE model
Balcilar, Mehmet
;
Gupta, Rangan
;
Kotze, Kevin
(
Elsevier
,
2015-01
)
Time-varying risk aversion and realized gold volatility
Demirer, Riza
;
Gkillas, Konstantinos
;
Gupta, Rangan
;
Pierdzioch, Christian
(
Elsevier
,
2019-11
)
Causality between exports and economic growth in South Africa : evidence from linear and nonlinear tests
Ajmi, Ahdi Noomen
;
Aye, Goodness Chioma
;
Balcilar, Mehmet
;
Gupta, Rangan
(
Tennessee State University College of Business
,
2015-03
)
The effect of air quality and weather on the Chinese stock : evidence from Shenzhen Stock Exchange
Jiang, Zhuhua
;
Gupta, Rangan
;
Subramaniam, Sowmya
;
Yoon, Seong-Min
(
MDPI
,
2021-03-08
)
Infectious diseases-related uncertainty and the predictability of foreign exchange and Bitcoin futures realized volatility
Shiba, Sisa
;
Cunado, Juncal
;
Gupta, Rangan
;
Goswami, Samrat
(
World Scientific Publishing
,
2023-06
)
On the directional accuracy of inflation forecasts : evidence from South African survey data
Pierdzioch, Christian
;
Reid, Monique B.
;
Gupta, Rangan
(
Taylor and Francis
,
2018
)
House price synchronization across the US states : the role of structural oil shocks
Sheng, Xin
;
Marfatia, Hardik A.
;
Gupta, Rangan
;
Ji, Qiang
(
Elsevier
,
2021-04
)
Price convergence patterns across U.S. states
Christou, Christina
;
Cunado, Juncal
;
Gupta, Rangan
(
Savez ekonomista Vojvodine
,
2019
)
Graph theory-based network analysis of regional uncertainties of the US economy
Gupta, Rangan
;
Lau, Chi-Keung (Marco)
;
Sheng, Xin
(
Elsevier
,
2020-02
)
Fiscal policy and stock markets at the effective lower bound
Andre, Christophe
;
Caraiani, Petre
;
Gupta, Rangan
(
Elsevier
,
2023-12
)
Uncertainty and daily predictability of housing returns and volatility of the United States : evidence from a higher-order nonparametric causality-in-quantiles test
Bouri, Elie
;
Gupta, Rangan
;
Kyei, Clement Kweku
;
Shivambu, Rinsuna
(
Elsevier
,
2021-11
)
Financial liberalization and the dynamics of inflation, nominal exchange rate and terms of trade
Gupta, Rangan
(
Delhi School of Economics, University of Delhi
,
2007
)
Kuznets curve for the US : a reconsideration using cosummability
Nasr, Adnen Ben
;
Balcilar, Mehmet
;
Akadiri, Seyi Saint
;
Gupta, Rangan
(
Springer
,
2019-04
)
Macroeconomic uncertainty and the comovement in buying versus renting in the USA
Aye, Goodness Chioma
;
Gupta, Rangan
(
Asia University, Taiwan
,
2019-09
)
Forecasting state- and MSA-level housing returns of the US : the role of mortgage default risks
Bouras, Christos
;
Christou, Christina
;
Gupta, Rangan
;
Lesame, Keagile
(
Elsevier
,
2023-04
)
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
)
Bitcoin and global financial stress : a copula-based approach to dependence and causality in the quantiles
Bouri, Elie
;
Gupta, Rangan
;
Lau, Chi Keung Marco
;
Roubaud, David
;
Wang, Shixuan
(
Elsevier
,
2018-08
)
Volatility transmission between Islamic and conventional equity markets : evidence from causality-in-variance test
Nazlioglu, Saban
;
Hammoudeh, Shawkat
;
Gupta, Rangan
(
Routledge
,
2015-04
)
Bear, bull, sidewalk, and crash : the evolution of the US stock market using over a century of daily data
Wang, Shixuan
;
Gupta, Rangan
;
Zhang, Yue-Jun
(
Elsevier
,
2021-11
)
Persistence of precious metal prices : a fractional integration approach with structural breaks
Gil-Alana, Luis A.
;
Chang, Shinhye
;
Balcilar, Mehmet
;
Aye, Goodness Chioma
;
Gupta, Rangan
(
Elsevier
,
2015-06
)
Oil speculation and herding behavior in emerging stock markets
Cakan, Esin
;
Demirer, Riza
;
Gupta, Rangan
;
Marfatia, Hardik A.
(
Springer
,
2019-01
)
Predicting firm-level volatility in the United States : the role of monetary policy uncertainty
Clance, M.W. (Matthew)
;
Demirer, Riza
;
Gupta, Rangan
;
Kyei, Clement Kweku
(
Universidad de Oviedo
,
2020
)
Forecasting realized volatility of international REITs : the role of realized skewness and realized kurtosis
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
;
Pierdzioch, Christian
(
Wiley
,
2022-03
)
Geopolitical risks and stock market dynamics of the BRICS
Balcilar, Mehmet
;
Bonato, Matteo
;
Demirer, Riza
;
Gupta, Rangan
(
Elsevier
,
2018-06
)
Are uncertainties across the world convergent?
Christou, Christina
;
Gozgor, Giray
;
Gupta, Rangan
;
Lau, Chi Keung Marco
(
Economics Bulletin
,
2020-03
)
Nonlinear contagion between stock and real estate markets : international evidence from a local Gaussian correlation approach
Bouri, Elie
;
Gupta, Rangan
;
Wang, Shixuan
(
Wiley
,
2022-04
)
A note on forecasting the historical realized variance of oil-price movements : the role of gold-to-silver and gold-to-platinum price ratios
Gupta, Rangan
;
Pierdzioch, Christian
;
Wong, Wing-Keung
(
MDPI
,
2021-10-17
)
Incorporating economic policy uncertainty in US equity premium models : a nonlinear predictability analysis
Bekiros, Stelios
;
Gupta, Rangan
;
Majumdar, Anandamayee
(
Elsevier
,
2016-08
)
Financial turbulence, systemic risk and the predictability of stock market volatility
Salisu, Afees A.
;
Demirer, Riza
;
Gupta, Rangan
(
Elsevier
,
2022-05
)
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
)
Causality between inflation and inflation uncertainty in South Africa : evidence from a Markov-switching vector autoregressive model
Nasr, Adnen Ben
;
Balcilar, Mehmet
;
Ajmi, Ahdi Noomen
;
Aye, Goodness Chioma
;
Gupta, Rangan
;
Van Eyden, Renee
(
Elsevier
,
2015-09
)
A time-varying approach of the US welfare cost of inflation
Miller, Stephen M.
;
Martins, Luis Filipe
;
Gupta, Rangan
(
Cambridge University Press
,
2019-03
)
Modelling long memory volatility in the Bitcoin market : evidence of persistence and structural breaks
Bouri, Elie
;
Gil-Alana, Luis A.
;
Gupta, Rangan
;
Roubaud, David
(
Wiley
,
2019-01
)
Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions
Bouri, Elie
;
Gupta, Rangan
;
Tiwari, Aviral Kumar
;
Roubaud, David
(
Elsevier
,
2017-11
)
Comparing risk profiles of international stock markets as functional data : COVID-19 versus the global financial crisis
Shackleton, Ryan Liam
;
Das, Sonali
;
Gupta, Rangan
(
Wiley
,
2024-07
)
Geopolitical risks, returns and volatility in emerging stock markets : evidence from a panel GARCH model
Bouras, Christos
;
Christou, Christina
;
Gupta, Rangan
;
Suleman, Tahir
(
Routledge
,
2019
)
Time-varying causality between bond and oil markets of the United States : evidence from over one and half centuries of data
Coronado, Semei
;
Gupta, Rangan
;
Nazlioglu, Saban
;
Rojas, Omar
(
Wiley
,
2023-07
)
Monetary policy uncertainty spillovers in time and frequency domains
Gupta, Rangan
;
Lau, Chi Keung Marco
;
Nel, Jacobus
;
Sheng, Xin
(
SpringerOpen
,
2020-05
)
Time-varying influence of household debt on inequality in United Kingdom
Berisha, Edmond
;
Gabauer, David
;
Gupta, Rangan
;
Lau, Chi Keung Marco
(
Springer
,
2021-10
)
OPEC news and predictability of oil futures returns and volatility : evidence from a nonparametric causality-in-quantiles approach
Gupta, Rangan
;
Yoon, Seong-Min
(
Elsevier
,
2018-07
)
Trust and quality of growth : a note
Asongu, Simplice A.
;
Gupta, Rangan
(
Economics Bulletin
,
2016-09
)
Forecasting the South African inflation rate : on asymmetric loss and forecast rationality
Pierdzioch, Christian
;
Reid, Monique
;
Gupta, Rangan
(
Elsevier
,
2016-03
)
On the propagation mechanism of international real interest rate spillovers : evidence from more than 200 years of data
Cunado, Juncal
;
Gabauer, David
;
Gupta, Rangan
;
Lee, Chien-Chiang
(
Routledge
,
2024
)
Financial liberalization and the effectiveness of monetary policy on house prices in South Africa
Kasai, Ndahiriwe
;
Gupta, Rangan
(
IUP Publications
,
2010
)
Threshold effects of inequality on economic growth in the US states : the role of human capital to physical capital ratio
Cepni, Oguzhan
;
Gupta, Rangan
;
Lv, Zhihui
(
Routledge
,
2020
)
Frequency-dependent real-time effects of uncertainty in the United States : evidence from daily data
Nyamela, Yanele
;
Plakandaras, Vasilios
;
Gupta, Rangan
(
Routledge
,
2020
)
Extreme weather shocks and state-level inflation of the United States
Liao, Wenting
;
Sheng, Xin
;
Gupta, Rangan
;
Karmakar, Sayar
(
Elsevier
,
2024-05
)
Housing and the business cycle in South Africa
Aye, Goodness Chioma
;
Balcilar, Mehmet
;
Bosch, Adel
;
Gupta, Rangan
(
Elsevier
,
2014-05
)
Dynamic and asymmetric response of inequality to income volatility : the case of the United Kingdom
Aye, Goodness Chioma
;
Gozgor, Giray
;
Gupta, Rangan
(
Springer
,
2020-02
)
Testing for persistence in housing price-to-income and price-to-rent ratios in 16 OECD countries
André, Christophe
;
Gil-Alana, Luis A.
;
Gupta, Rangan
(
Routledge
,
2014
)
The US real GNP is trend-stationary after all
Omay, Tolga
;
Gupta, Rangan
;
Bonaccolto, Giovanni
(
Routledge
,
2017
)
Commodity prices and forecastability of international stock returns over a century : sentiments versus fundamentals with focus on South Africa
Salisu, Afees A.
;
Gupta, Rangan
(
Routledge
,
2022
)
Are BRICS exchange rates chaotic?
Plakandaras, Vasilios
;
Gupta, Rangan
;
Gil-Alana, Luis A.
;
Wohar, Mark E.
(
Routledge
,
2019
)
Chaos in G7 stock markets using over one century of data : a note
Tiwari, Aviral Kumar
;
Gupta, Rangan
(
Elsevier
,
2019-01
)
The effect of monetary policy on real house price growth in South Africa : a factor-augmented vector autoregression (FAVAR) approach
Gupta, Rangan
;
Jurgilas, Marius
;
Kabundi, Alain
(
Elsevier
,
2010-01
)
Modeling US historical time-series prices and inflation using alternative long-memory approaches
Canarella, Giorgio
;
Gil-Alana, Luis A.
;
Gupta, Rangan
;
Miller, Stephen M.
(
Springer
,
2020-04
)
Risk aversion and the predictability of crude oil market volatility : a forecasting experiment with random forests
Demirer, Riza
;
Gkillas, Konstantinos
;
Gupta, Rangan
;
Pierdzioch, Christian
(
Taylor and Francis
,
2022
)
Dynamic spillovers in the United States : stock market, housing, uncertainty, and the macroeconomy
Antonakakis, Nikolaos
;
Andre, Christophe
;
Gupta, Rangan
(
Wiley
,
2016-10
)
Credit ratings and predictability of stock return dynamics of the BRICS and the PIIGS : evidence from a nonparametric causality-in-quantiles approach
Balcilar, Mehmet
;
Bathia, Deven
;
Demirer, Riza
;
Gupta, Rangan
(
Elsevier
,
2021-02
)
Forecasting real house price of the U.S. : an analysis covering 1890 to 2012
Aye, Goodness Chioma
;
Gupta, Rangan
(
Academy of Economic Studies
,
2014
)
The predictive power of Bitcoin prices for the realized volatility of US stock sector returns
Bouri, Elie
;
Salisu, Afees A.
;
Gupta, Rangan
(
SpringerOpen
,
2023-03
)
The synergistic effect of insurance and banking sector activities on economic growth in Africa
Balcilar, Mehmet
;
Gupta, Rangan
;
Lee, Chien-Chiang
;
Olasehinde-Williams, Godwin
(
Elsevier
,
2018-12
)
Forecasting the price of gold
Hassani, Hossein
;
Silva, Emmanuel Sirimal
;
Gupta, Rangan
;
Segnon, Mawuli K.
(
Routledge
,
2015-03
)
Time-varying persistence of inflation : evidence from a wavelet-based approach
Boubaker, Heni
;
Canarella, Giorgio
;
Gupta, Rangan
;
Miller, Stephen M.
(
De Gruyter
,
2017-09
)
The relationship between commodity markets and commodity mutual funds : a wavelet-based analysis
Antonakakis, Nikolaos
;
Chang, Tsangyao
;
Cunado, Juncal
;
Gupta, Rangan
(
Elsevier
,
2018-03
)
Volatility spillovers between interest rates and equity markets of developed economies
Donzwa, Wilson
;
Gupta, Rangan
;
Wohar, Mark E.
(
Sciendo
,
2019-09
)
Detection of multiple bubbles in South African electricity prices
Gupta, Rangan
;
Inglesi-Lotz, Roula
(
Taylor and Francis
,
2016-07
)
Asymmetric dynamics of insurance premium : the impacts of output and economic policy uncertainty
Gupta, Rangan
;
Lahiani, Amine
;
Lee, Chi-Chuan
;
Lee, Chien-Chiang
(
Springer
,
2019-12
)
Causal relationships between economic policy uncertainty and housing market returns in China and India : evidence from linear and nonlinear panel and time series models
Chow, Sheung-Chi
;
Cunado, Juncal
;
Gupta, Rangan
;
Wong, Wing-Keung
(
De Gruyter
,
2018-04
)
The international REIT’s time-varying response to the U.S. monetary policy and macroeconomic surprises
Marfatia, Hardik A.
;
Gupta, Rangan
;
Cakan, Esin
(
Elsevier
,
2017-11
)
Monetary policy and housing sector dynamics in a large-scale Bayesian vector autoregressive model
Gupta, Rangan
;
Jurgilas, Marius
;
Kabundi, Alain
;
Miller, Stephen M.
(
Taylor & Francis
,
2012-01
)
Giant oil discoveries and conflicts
Chisadza, Carolyn
;
Clance, M.W. (Matthew)
;
Gupta, Rangan
;
Wohar, Mark
(
Springer
,
2024-06
)
Risk aversion and Bitcoin returns in extreme quantiles
Bouri, Elie
;
Gupta, Rangan
;
Lau, Chi keung marco
;
Roubaud, David
(
Economics Bulletin
,
2021-09-17
)
The macro-economic reform and the demand for money in India
Dasgupta, Basab
;
Gupta, Rangan
(
Clute Institute for Academic Research
,
2011-10
)
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