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
201773: Long-Run Movement and Predictability of Bond Spread for BRICS and PIIGS: The Role of Economic, Financial and Political Risks Downloads
Sheung-Chi Chow, Rangan Gupta, Tahir Suleman and Wing-Keung Wong
201772: Inflation Dynamics in Uganda: A Quantile Regression Approach Downloads
Francis Anguyo, Rangan Gupta and Kevin Kotzé
201771: Time-Varying Efficiency of Developed and Emerging Bond Markets: Evidence from Long-Spans of Historical Data Downloads
Lanouar Charfeddine, Karim Khediri, Goodness Aye and Rangan Gupta
201770: The Role of Time-Varying Rare Disaster Risks in Predicting Bond Returns and Volatility Downloads
Rangan Gupta, Tahir Suleman and Mark Wohar
201769: Equilibrium Exchange Rates and Misalignments: The Case of Homogenous Emerging Market Economies Downloads
Christian Tipoy, Marthinus Breitenbach and Mulatu Zerihun
201768: Redistributive Innovation Policy, Inequality and Efficiency Downloads
Parantap Basu and Yoseph Getachew
201767: Exchange Rate Returns and Volatility: The Role of Time-Varying Rare Disaster Risks Downloads
Rangan Gupta, Tahir Suleman and Mark Wohar
201766: Common Business Cycles and Volatilities in US States and MSAs: The Role of Economic Uncertainty Downloads
Rangan Gupta, Jun Ma, Marian Risse and Mark Wohar
201765: Time-Varying Role of Macroeconomic Shocks on House Prices in the US and UK: Evidence from Over 150 Years of Data Downloads
Vasilios Plakandaras, Rangan Gupta, Constantinos Katrakilidis and Mark Wohar
201764: Volatility Spillovers between Interest Rates and Equity Markets of Developed Economies: A Note Downloads
Wilson Donzwa, Rangan Gupta and Mark Wohar
201763: Kuznets Curve for the US: A Reconsideration Using Cosummability Downloads
Adnen Ben Nasr, Mehmet Balcilar, Seyi Akadiri and Rangan Gupta
201762: Time-Varying Rare Disaster Risks, Oil Returns and Volatility Downloads
Riza Demirer, Rangan Gupta, Tahir Suleman and Mark Wohar
201761: A Note on the Technology Herd: Evidence from Large Institutional Investors Downloads
Esin Cakan, Riza Demirer, Rangan Gupta and Josine Uwilingiye
201760: Testing for Asymmetric Nonlinear Short- and Long-Run Relationships between Bitcoin, Aggregate Commodity and Gold Prices Downloads
Elie Bouri, Rangan Gupta, Amine Lahiani and Muhammad Shahbaz
201759: Risk Spillover between the US and the Remaining G7 Stock Markets Using Time-Varying Copulas with Markov Switching: Evidence from Over a Century of Data Downloads
Qiang Ji, Bing-Yue Liu, Juncal Cunado and Rangan Gupta
201757: The Effect of Economic Uncertainty on the Housing Market Cycle Downloads
Goodness Aye, Matthew Clance and Rangan Gupta
201756: Predicting Stock Market Movements with a Time-Varying Consumption-Aggregate Wealth Ratio Downloads
Tsangyao Chang, Rangan Gupta, Anandamayee Majumdar and Christian Pierdzioch
201755: The Role of Term Spread and Pattern Changes in Predicting Stock Returns and Volatility of the United Kingdom: Evidence from a Nonparametric Causality-in-Quantiles Test Using Over 250 Years of Data Downloads
Rangan Gupta, Marian Risse, David Volkman and Mark Wohar
201754: OPEC News Announcement Effect on Volatility Jumps in the Crude Oil Market Downloads
Rangan Gupta, Chi Lau and Seong-Min Yoon
201753: Does Gold Act as a Hedge against Inflation in the UK? Evidence from a Fractional Cointegration Approach Over 1257 to 2016
Goodness Aye, Hector Carcel, Luis Gil-Alana and Rangan Gupta
201752: On the Predictability of Stock Market Bubbles: Evidence from LPPLS ConfidenceTM Multi-scale Indicators Downloads
Riza Demirer, Guilherme Demos, Rangan Gupta and Didier Sornette
201751: Decomposing the South African CO2 Emissions within a BRICS Countries Context the Energy Rebound Hypothesis Downloads
Roula Inglesi-Lotz
201750: Bitcoin and Global Financial Stress: A Copula-Based Approach to Dependence and Causality-in-Quantiles Downloads
Elie Bouri, Rangan Gupta, Chi Lau, David Roubaud and Shixuan Wang
201749: Oil Speculation and Herding Behavior in Emerging Stock Markets Downloads
Esin Cakan, Riza Demirer, Rangan Gupta and Hardik Marfatia
201748: Monetary Policy, Financial Frictions and Structural Changes: A Markov-Switching DSGE Approach Downloads
Francis Anguyo, Rangan Gupta and Kevin Kotze
201747: A Copula-Based Quantile-on-Quantile Regression Approach to Modeling Dependence Structure between Stock and Bond Returns: Evidence from Historical Data of India, South Africa, UK and US Downloads
Refk Selmi, Christos Kollias, Stephanos Papadamou and Rangan Gupta
201746: Does the Equivalence Scale Matter? Equivalence and Out-of-Pocket Payments Downloads
Steven Koch
201745: Rationalizable Information Equilibria Downloads
Alexander Zimper
201744: Does Partisan Conflict Predict a Reduction in US Stock Market (Realized) Volatility? Evidence from a Quantile-on-Quantile Regression Model
Rangan Gupta, Christian Pierdzioch, Refk Selmi and Mark Wohar
201743: Geopolitical Risks and Movements in Islamic Bond and Equity Markets: A Note Downloads
Elie Bouri, Riza Demirer, Rangan Gupta and Hardik Marfatia
201742: U.S. Fiscal Policy and Asset Prices: The Role of Partisan Conflict
Rangan Gupta, Chi Lau, Stephen Miller and Mark Wohar
201741: Partisan Conflict and Income Distribution in the United States: A Nonparametric Causality-in-Quantiles Approach
Mehmet Balcilar, Seyi Akadiri, Rangan Gupta and Stephen Miller
201740: Unemployment Rate Hysteresis and the Great Recession: Exploring the Metropolitan Evidence
Giorgio Canarella, Rangan Gupta, Stephen Miller and Stephen Pollard
201739: Are Multifractal Processes Suited to Forecasting Electricity Price Volatility? Evidence from Australian Intraday Data Downloads
Mawuli Segnon, Chi Lau, Bernd Wilfling and Rangan Gupta
201738: Monetary Policy Reaction Functions of the TICKs: A Quantile Regression Approach
Christina Christou, Ruthira Naraidoo, Rangan Gupta and Won Kim
201737: Macroeconomic Uncertainty, Growth and Inflation in the Eurozone: A Causal Approach
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
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
Page updated 2017-10-20
Sorted by numeric handle