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ZBW - Digitales Archiv
University of Pretoria
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University of Pretoria
Department of Economics, University of Pretoria
Department of Economics working paper series
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Results 1-5 of 5.
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Year of Publication
Title
Person(s)
2022
Forecasting returns of major cryptocurrencies : evidence from regime-switching factor models
Bouri, Elie
;
Christou, Christina
;
Gupta, Rangan
2022
The role of the monthly ENSO in forecasting the Daily Baltic Dry Index
Bouri, Elie
;
Gupta, Rangan
;
Rossini, Lua
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
2022
Bitcoin prices and the realized volatility of US sectoral stock returns
Bouri, Elie
;
Salisu, Afees A.
;
Gupta, Rangan
2022
Do climate risks predict US housing returns and volatility? : evidence from a quantiles-based approach
Bouri, Elie
;
Gupta, Rangan
;
Marfatia, Hardik A.
;
Nel, Jacobus
Person
4
Gupta, Rangan
1
Marfatia, Hardik A.
1
Nel, Jacobus
1
Plakandaras, Vasilios
1
Rossini, Lua
1
Salisu, Afees A.
1
Yousaf, Imran
year of Publication
5
2022
language (ISO)
5
English (eng)
