Economics at your fingertips  

Working Papers

From University of Pretoria, Department of Economics
Contact information at EDIRC.

Series data maintained by Rangan Gupta ().

Access Statistics for this working paper series.
Track citations for all items by RSS feed
Is something missing from the series or not right? See the RePEc data check for the archive and series.

2015100: Time-Varying Correlations between Trade Balance and Stock Prices in the United States over the Period 1792 to 2013
Nikolaos Antonakakis, Rangan Gupta and Aviral Twari
201737: Macroeconomic Uncertainty, Growth and Inflation in the Eurozone: A Causal Approach Downloads
Vasilios Plakandaras, Rangan Gupta, Periklis Gogas and Theophilos Papadimitriou
201736: A Note on the Impact of Unconventional Monetary Policy Shocks in the US on Emerging Market REITs: A Qual VAR Approach Downloads
Rangan Gupta and Hardik Marfatia
201735: Are Stock Returns an Inflation Hedge for the UK? Evidence from a Wavelet Analysis Using Over Three Centuries of Data Downloads
Aviral Tiwari, Juncal Cunado, Rangan Gupta and Mark Wohar
201734: Foreign Market Selection of Emerging Multinational Corporations: Evidence from South African and Egyptian Corporations Downloads
Mustafa Sakr and Andre Jordaan
201733: The Effect of Education on a Country’s Energy Consumption: Evidence from Developed and Developing Countries Downloads
Roula Inglesi-Lotz and Luis Morales
201732: Uncertainty and Forecasts of U.S. Recessions Downloads
Christian Pierdzioch and Rangan Gupta
201731: Wealth-to-Income Ratio and Stock Market Movements: Evidence from a Nonparametric Causality Test
Mehmet Balcilar, Rangan Gupta, Ricardo Sousa and Mark Wohar
201730: News Implied Volatility and the Stock-Bond Nexus: Evidence from Historical Data for the USA and the UK Markets Downloads
Rangan Gupta, Christos Kollias, Stephanos Papadamou and Mark Wohar
201729: Network Causality Structures among Bitcoin and other Financial Assets: A Directed Acyclic Graph Approach Downloads
Qiang Ji, Elie Bouri, Rangan Gupta and David Roubaud
201728: Do Bivariate Multifractal Models Improve Volatility Forecasting in Financial Time Series? An Application to Foreign Exchange and Stock Markets Downloads
Ruipeng Liu, Riza Demirer, Rangan Gupta and Mark Wohar
201727: Price Jumps in Developed Stock Markets: The Role of Monetary Policy Committee Meetings Downloads
Rangan Gupta, Chi Lau, Ruipeng Liu and Hardik Marfatia
201726: OPEC News and Predictability of Oil Futures Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantiles Approach Downloads
Rangan Gupta and Seong-Min Yoon
201725: The Role of Economic and Financial Uncertainties in Predicting Commodity Futures Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantiles Test Downloads
Mehmet Balcilar, Walid Bahloul, Juncal Cunado and Rangan Gupta
201724: The Effects of Oil Price Uncertainty on Economic Activities in South Africa
Junior Chiweza and Goodness Aye
201723: A Panel Analysis of the Impact of Dividend per Share, Dividend Changes and Dividend Payout Ratio on Companies Performance: An Empirical Test of ``the Dividend Signaling Hypothesis"
Mpinda Mvita and Goodness Aye
201722: The Causal Relationship between Exchange Rates and Stock Price Levels in South Africa
Lelani Coetzee and Goodness Aye
201721: Asymmetric Volatility Effects between the Real Exchange Rate and Stock Prices in South Africa
Ayanda Sikhosana and Goodness Aye
201720: Does Inequality Help in Forecasting Equity Premium in a Panel of G7 Countries? Downloads
Christina Christou, Rangan Gupta and Fredj Jawadi
201719: Credit Ratings and Predictability of Stock Returns and Volatility of the BRICS and the PIIGS: Evidence from a Nonparametric Causality-in-Quantiles Approach Downloads
Mehmet Balcilar, Deven Bathia, Riza Demirer and Rangan Gupta
201718: Exploring Child Poverty and Inequality in Post-Apartheid South Africa: A Multidimensional Perspective Downloads
Kehinde Omotoso and Steven Koch
201717: Gender Differentials in Health: A Differences-in-Decompositions Estimate Downloads
Kehinde Omotoso and Steven Koch
201716: Social Determinants of Health Inequalities in South Africa: A Decomposition Analysis Downloads
Kehinde Omotoso and Steven Koch
201715: The Impact of Macroeconomic News Surprises and Uncertainty of Major Economies on Returns and Volatility of Oil Futures Downloads
Walid Bahloul and Rangan Gupta
201714: Preferences Over all Random Variables: Incompatibility of Convexity and Continuity Downloads
Hirbod Assa and Alexander Zimper
201712: The International REIT's Time-Varying Response to the U.S. Monetary Policy and Macroeconomic Surprises Downloads
Hardik Marfatia, Rangan Gupta and Esin Cakan
201711: Asymmetric Behaviour in Nominal and Real Housing Prices: Evidence from Advanced and Emerging Economies Downloads
Christophe André, Nikolaos Antonakakis, Rangan Gupta and Mulatu Zerihun
201710: Monetary Policy and Financial Frictions in a Small Open-Economy Model for Uganda Downloads
Francis Anguyo, Rangan Gupta and Kevin Kotze
201709: Push Factors of Emerging Multinational Corporations: Evidence from South Africa and Egypt Downloads
Mustafa Sakr and Andre Jordaan
201708: Is Wine a Safe-Haven? Evidence from a Nonparametric Causality-in-Quantiles Test Downloads
Nikolaos Antonakakis, Mehmet Balcilar, Elie Bouri and Rangan Gupta
201707: Do House Prices Hedge Inflation in the US? A Quantile Cointegration Approach Downloads
Christina Christou, Rangan Gupta, Wendy Nyakabawo and Mark Wohar
201706: Causality between Output and Income Inequality across US States: Evidence from a Heterogeneous Mixed Panel Approach Downloads
Shinhye Chang, Hsiao-Ping Chu, Rangan Gupta and Stephen Miller
201705: Current Account Sustainability in G7 and BRICS: Evidence from a Long Memory Model with Structural Breaks
Christophe André, Tsangyao Chang, Luis Gil-Alana and Rangan Gupta
201704: Does Global Fear Predict Fear in BRICS Stock Markets? Evidence from a Bayesian Graphical VAR Model Downloads
Elie Bouri, Rangan Gupta, Seyedmehdi Hosseini and Chi Keung Lau
201703: Openness and Growth: Is the Relationship Non-Linear? Downloads
Rangan Gupta, Lardo Stander and Andrea Vaona
201702: Geopolitical Risks and the Oil-Stock Nexus Over 1899-2016
Nikolaos Antonakakis, Rangan Gupta, Christos Kollias and Stephanos Papadamou
201701: Perturbed Utility and General Equilibrium Analysis Downloads
Wei Ma
201690: Does Bitcoin Hedge Global Uncertainty? Evidence from Wavelet-Based Quantile-in-Quantile Regressions
Elie Bouri, Rangan Gupta, Aviral Tiwari and David Roubaud
201689: The Relationship between Stock Market Volatility and Trading Volume: Evidence from South Africa
Pramod Naik, Rangan Gupta and Puja Padhi
201688: Impact of Volatility and Equity Market Uncertainty on Herd Behavior: Evidence from UK REITs Downloads
Omokolade Akinsomi, Yener Coskun, Rangan Gupta and Chi Keung Lau
201687: International Business Cycle and Financial Intermediation Downloads
Tamas Csabafi, Max Gillman and Ruthira Naraidoo
201686: The Role of Partisan Conflict in Forecasting the U.S. Equity Premium: A Nonparametric Approach
Rangan Gupta, John Weirstrasd Muteba Mwamba and Mark Wohar
201685: Do Leading Indicators Forecast U.S. Recessions? A Nonlinear Re-Evaluation Using Historical Data
Vasilios Plakandaras, Juncal Cunado, Rangan Gupta and Mark Wohar
201684: Tax Competition, Policy Competition and the Strategic Use of Policy Restrictions on Foreign Direct Investments Downloads
Kaushal Kishore
201683: Modeling U.S. Historical Time-Series Prices and Inflation Using Various Linear and Nonlinear Long-Memory Approaches Downloads
Giorgio Canarella, Luis Gil-Alana, Rangan Gupta and Stephen Miller
201682: The Relationship between the Inflation Rate and Inequality across US States: A Semiparametric Approach Downloads
Mehmet Balcilar, Shinhye Chang, Rangan Gupta and Stephen Miller
201681: The Impact of US Uncertainty on the Euro Area in Good and Bad Times: Evidence from a Quantile Structural Vector Autoregressive Model Downloads
Rangan Gupta, Chi Keung Lau and Mark Wohar
201680: Forecasting the Probability of Recessions in South Africa: The Role of Decomposed Term-Spread and Economic Policy Uncertainty Downloads
Goodness Aye, Christina Christou, Luis Gil-Alana and Rangan Gupta
201679: The Predictive Power of Industrial Electricity Usage Revisited: Evidence from Nonparametric Causality Tests Downloads
Matteo Bonato, Riza Demirer and Rangan Gupta
201678: Chaos in G7 Stock Markets using Over One Century of Data: A Note
Aviral Tiwari, Rangan Gupta and Stelios Bekiros
Page updated 2017-05-23
Sorted by numeric handle