Browsing All of Digital Archive by Person Gupta, Rangan

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Year of PublicationTitlePerson(s)
2023 Economic conditions and predictability of US stock returns volatility : local factor versus national factor in a GARCH-MIDAS modelSalisu, Afees A.; Liao, Wenting; Gupta, Rangan; Cepni, Oguzhan
2022 Economic disasters and inequalityĆorić, Bruno; Gupta, Rangan
2023 Effect of temperature on the spread of contagious diseases : evidence from over 2000 years of dataBalcilar, Mehmet; Mukherjee, Zinnia; Gupta, Rangan; Das, Sonali
2022 The effects of climate risks on economic activity in a panel of US states : the role of uncertaintySheng, Xin; Gupta, Rangan; Çepni, Oğuzhan
2022 The effects of conventional and unconventional monetary policy shocks on US REITs moments : evidence from VARs with functional shocksWang, Shixuan; Gupta, Rangan; Bonato, Matteo; Çepni, Oğuzhan
2023 The effects of disaggregate oil shocks on aggregate expected skewness of the United StatesSheng, Xin; Gupta, Rangan; Ji, Qiang
2023 Energy-related uncertainty and international stock market volatilitySalisu, Afees A.; Ogbonna, Ahamuefula Ephraim; Gupta, Rangan; Bouri, Elie
2021 The ENSO cycle and forecastability of global inflation and output growth : evidence from standard and mixed-frequency multivariate singular spectrum analysesHassani, Hossein; Yeganegi, Mohammad Reza; Gupta, Rangan
2021 Exchange rate jumps and geopolitical risksGillas, Konstantinos Gkillas; Gupta, Rangan; Konstantatos, Christoforos; Vortelinos, Dimitrios I.
2021 Financial inclusion and gender inequality in sub-Saharan AfricaZawaira, Tendai; Clance, Matthew; Chisadza, Carolyn; Gupta, Rangan
2023 Financial stress and realized volatility : the case of agricultural commoditiesBonato, Matteo; Cepni, Oguzhan; Gupta, Rangan; Pierdzioch, Christian
2023 Fiscal policy and stock markets at the effective lower boundAndré, Christophe; Caraiani, Petre; Gupta, Rangan
2021 Forecasting international REITs volatility : the role of oil-price uncertaintyWang, Jiqian; Gupta, Rangan; Çepni, Oğuzhan; Ma, Feng
2022 Forecasting multivariate volatilities with exogenous predictors : an application to industry diversification strategiesLuo, Jiawen; Ҫepni, Oğuzhan; Demirer, Rıza; Gupta, Rangan
2022 Forecasting national recessions of the United States with state-level climate risks : evidence from model averaging in Markov-switching modelsҪepni, Oğuzhan; Christou, Christina; Gupta, Rangan
2022 Forecasting returns of major cryptocurrencies : evidence from regime-switching factor modelsBouri, Elie; Christou, Christina; Gupta, Rangan
2022 Forecasting stock market volatility with regime-switching GARCH-MIDAS : the role of geopolitical risksSegnon, Mawuli; Gupta, Rangan
2021 Forecasting the Artificial Intelligence index returns : a hybrid approachZhang, Yue-Jun; Zhang, Han; Gupta, Rangan
2023 Forecasting the conditional distribution of realized volatility of oil price returns : the role of skewness over 1859 to 2023Gupta, Rangan; Ji, Qiang; Pierdzioch, Christian; Plakandaras, Vasilios
2023 Forecasting volatility of commodity, currency, and stock markets : evidence from Markov switching multifractal modelsLiu, Ruipeng; Segnon, Mawuli; Cepni, Oguzhan; Gupta, Rangan