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ZBW - Digitales Archiv
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University of Pretoria
Department of Economics, University of Pretoria
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Results 21-27 of 27.
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Year of Publication
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Person(s)
2023
Economic conditions and predictability of US stock returns volatility : local factor versus national factor in a GARCH-MIDAS model
Salisu, Afees A.
;
Liao, Wenting
;
Gupta, Rangan
;
Cepni, Oguzhan
2023
Stock market bubbles and the realized volatility of oil price returns
Gupta, Rangan
;
Nielsen, Joshua
;
Pierdzioch, Christian
2023
Climate risks and stock market volatility over a century in an emerging market economy : the case of South Africa
Wu, Kejin
;
Karmakar, Sayar
;
Gupta, Rangan
;
Pierdzioch, Christian
2023
Time-varying effects of extreme weather shocks on output growth of the United States
Sheng, Xin
;
Gupta, Rangan
;
Cepni, Oguzhan
2023
Comparing risk profiles of international stock markets as functional data : COVID-19 versus the global financial crisis
Shackleton, Ryan
;
Das, Sonali
;
Gupta, Rangan
2023
Forecasting volatility of commodity, currency, and stock markets : evidence from Markov switching multifractal models
Liu, Ruipeng
;
Segnon, Mawuli
;
Cepni, Oguzhan
;
Gupta, Rangan
2023
Return volatility, correlation, and hedging of green and brown stocks : is there a role for climate risk factors?
Li, Haohua
;
Bouri, Elie
;
Gupta, Rangan
;
Fang, Libing
Person
23
Gupta, Rangan
5
Nielsen, Joshua
5
Pierdzioch, Christian
5
Van Eyden, ReneƩ
4
Bouri, Elie
4
Cepni, Oguzhan
4
Salisu, Afees A.
3
Sheng, Xin
2
Bohlmann, Heinrich R.
2
Caraiani, Petre
.
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English (eng)