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Working Papers

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

Bibliographic data for series maintained by Rangan Gupta ().

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201818: The Synergistic Effect of Insurance and Banking Sector Activities on Economic Growth in Africa
Mehmet Balcilar, Rangan Gupta, Chien-Chiang Lee and Godwin Olasehinde-Williams
201817: High-Frequency Impact of Monetary Policy and Macroeconomic Surprises on US MSAs and Aggregate US Housing Returns and Volatility: A GJR-GARCH Approach
Wendy Nyakabawo, Rangan Gupta and Hardik Marfatia
201816: Persistence in Trends and Cycles of Gold and Silver Prices: Evidence from Historical Data
Juncal Cunado, Luis Gil-Alana and Rangan Gupta
201815: Information Spillover across International Real Estate Investment Trusts: Evidence from an Entropy-Based Network Analysis
Qiang Ji, Hardik Marfatia and Rangan Gupta
201814: Investor Sentiment Connectedness: Evidence from Linear and Nonlinear Causality Approaches Downloads
Aviral Tiwari, Deven Bathia, Elie Bouri and Rangan Gupta
201813: Oil Price Volatility and Economic Growth: Evidence from Advanced OECD Countries using over One Century of Data
Mamothoana Difeto, Renee van Eyden, Rangan Gupta and Mark Wohar
201812: Spillovers between Bitcoin and other Assets during Bear and Bull Markets
Elie Bouri, Mahamitra Das, Rangan Gupta and David Roubaud
201811: Presidential Cycles and Time-Varying Bond-Stock Correlations: Evidence from More than Two Centuries of Data
Riza Demirer and Rangan Gupta
201810: Persistence of Economic Uncertainty: A Comprehensive Analysis
Vasilios Plakandaras, Rangan Gupta and Mark Wohar
201809: The Predictive Value of Inequality Measures for Stock Returns: An Analysis of Long-Span UK Data Using Quantile Random Forests
Rangan Gupta, Christian Pierdzioch, Andrew Vivian and Mark Wohar
201808: Does Liquidity Risk Explain the Time-Variation in Asset Correlations? Evidence from Stocks, Bonds and Commodities
Zintle Twala, Riza Demirer and Rangan Gupta
201807: Geopolitical Risks and Recessions in a Panel of Advanced Economies: Evidence from Over a Century of Data
Matthew Clance, Rangan Gupta and Mark Wohar
201806: International Monetary Policy Spillovers: Evidence from a TVP-VAR
Nikolaos Antonakakis, David Gabauer and Rangan Gupta
201805: Volatility Jumps: The Role of Geopolitical Risks
Konstantinos Gkillas (Gillas), Rangan Gupta and Mark Wohar
201804: Investor Sentiment and Crash Risk in Safe Havens
Adnen Ben Nasr, Matteo Bonato, Riza Demirer and Rangan Gupta
201803: Does Financial Development Affect Income Inequality in the U.S. States? A Panel Data Analysis
Manoel Bittencourt, Shinhye Chang, Rangan Gupta and Stephen Miller
201802: Dynamic Connectedness of Uncertainty across Developed Economies: A Time-Varying Approach
Nikolaos Antonakakis, David Gabauer, Rangan Gupta and Vasilios Plakandaras
201801: Insurance-Growth Nexus in Africa
Mehmet Balcilar, Rangan Gupta, Chien-Chiang Lee and Godwin Olasehinde-Williams
201782: The Effectiveness of Monetary and Fiscal Policy Shocks on U.S. Inequality: The Role of Uncertainty
Goodness Aye, Matthew Clance and Rangan Gupta
201781: Is Wine a Good Choice for Investment?
Elie Bouri, Rangan Gupta, Wing-Keung Wong and Zhenzhen Zhu
201780: Volatility Spillovers across Global Asset Classes: Evidence from Time and Frequency Domains
Aviral Tiwari, Juncal Cunado, Rangan Gupta and Mark Wohar
201779: An Assessment of UK Macroeconomic Volatility: Historical Evidence Using Over Seven Centuries of Data
Vasilios Plakandaras, Rangan Gupta and Mark Wohar
201778: Time-Varying Causality between Equity and Currency Returns in the United Kingdom: Evidence from Over Two Centuries of Data
Patrick Kanda, Michael Burke and Rangan Gupta
201777: Geopolitical Risks, Returns and Volatility in Emerging Stock Markets: Evidence from a Panel GARCH Model
Christos Bouras, Christina Christou, Rangan Gupta and Tahir Suleman
201776: Economic Policy Uncertainty and Insurance
Mehmet Balcilar, Rangan Gupta, Chien-Chiang Lee and Godwin Olasehinde-Williams
201775: Oil Returns and Volatility: The Role of Mergers and Acquisitions
Martijn Bos, Riza Demirer, Rangan Gupta and Aviral Tiwari
201774: The Role of Economic Uncertainty in Forecasting Exchange Rate Returns and Realized Volatility: Evidence from Quantile Predictive Regressions
Christina Christou, Rangan Gupta, Christis Hassapis and Tahir Suleman
201773: Long-Run Movement and Predictability of Bond Spread for BRICS and PIIGS: The Role of Economic, Financial and Political Risks
Sheung-Chi Chow, Rangan Gupta, Tahir Suleman and Wing-Keung Wong
201772: Inflation Dynamics in Uganda: A Quantile Regression Approach
Francis Anguyo, Rangan Gupta and Kevin Kotzé
201771: Time-Varying Efficiency of Developed and Emerging Bond Markets: Evidence from Long-Spans of Historical Data
Lanouar Charfeddine, Karim Khediri, Goodness Aye and Rangan Gupta
201770: The Role of Time-Varying Rare Disaster Risks in Predicting Bond Returns and Volatility
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
Rangan Gupta, Tahir Suleman and Mark Wohar
201766: Common Business Cycles and Volatilities in US States and MSAs: The Role of Economic Uncertainty
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
Vasilios Plakandaras, Rangan Gupta, Constantinos Katrakilidis and Mark Wohar
201764: Volatility Spillovers between Interest Rates and Equity Markets of Developed Economies: A Note
Wilson Donzwa, Rangan Gupta and Mark Wohar
201763: Kuznets Curve for the US: A Reconsideration Using Cosummability
Adnen Ben Nasr, Mehmet Balcilar, Seyi Akadiri and Rangan Gupta
201762: Time-Varying Rare Disaster Risks, Oil Returns and Volatility
Riza Demirer, Rangan Gupta, Tahir Suleman and Mark Wohar
201761: A Note on the Technology Herd: Evidence from Large Institutional Investors
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
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
Qiang Ji, BingYue Liu, Juncal Cunado and Rangan Gupta
201758: Country Risk Ratings and Stock Market Returns in BRICS Countries: A Nonlinear Dynamic Approach
Adnen Ben Nasr, Juncal Cunado, Riza Demirer and Rangan Gupta
201757: The Effect of Economic Uncertainty on the Housing Market Cycle
Goodness Aye, Matthew Clance and Rangan Gupta
201756: Predicting Stock Market Movements with a Time-Varying Consumption-Aggregate Wealth Ratio
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
Rangan Gupta, Marian Risse, David Volkman and Mark Wohar
201754: OPEC News Announcement Effect on Volatility in the Crude Oil Market: A Reconsideration
Rangan Gupta, Chi Keung 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
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
Page updated 2020-11-29
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