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University of Pretoria
Department of Economics, University of Pretoria
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Results 1-4 of 4.
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Year of Publication
Title
Person(s)
2023
Forecasting the conditional distribution of realized volatility of oil price returns : the role of skewness over 1859 to 2023
Gupta, Rangan
;
Ji, Qiang
;
Pierdzioch, Christian
;
Plakandaras, Vasilios
2023
Multi-layer spillovers between volatility and skewness in international stock markets over a century of data : the role of disaster risks
Foglia, Matteo
;
Plakandaras, Vasilios
;
Gupta, Rangan
;
Bouri, Elie
2022
Is real interest rate a monetary phenomenon in advanced economies? : time-varying evidence from over 700 years of data
Plakandaras, Vasilios
;
Gupta, Rangan
;
Wohar, Mark E.
2022
Hedge and safe haven properties of gold, US Treasury, Bitcoin, and Dollar/CHF against the FAANA companies and S&P 500
Yousaf, Imran
;
Plakandaras, Vasilios
;
Bouri, Elie
;
Gupta, Rangan
Person
4
Gupta, Rangan
2
Bouri, Elie
1
Foglia, Matteo
1
Ji, Qiang
1
Pierdzioch, Christian
1
Wohar, Mark E.
1
Yousaf, Imran
year of Publication
2
2023
2
2022
language (ISO)
4
English (eng)