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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 1-10 of 70.
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Year of Publication
Title
Person(s)
2023
The effects of disaggregate oil shocks on aggregate expected skewness of the United States
Sheng, Xin
;
Gupta, Rangan
;
Ji, Qiang
2023
Geopolitical risk and inflation spillovers across European and North American economies
Bouri, Elie
;
Gabauer, David
;
Gupta, Rangan
;
Kinateder, Harald
2023
Gold-to-platinum price ratio and the predictability of bubbles in financial markets
Demirer, Rıza
;
Gabauer, David
;
Gupta, Rangan
;
Nielsen, Joshua
2023
Stock market volatility and multi-scale positive and negative bubbles
Gupta, Rangan
;
Nel, Jacobus
;
Nielsen, Joshua
;
Pierdzioch, Christian
2023
Technological shocks and stock market volatility over a century : a GARCHMIDAS approach
Salisu, Afees A.
;
Demirer, Rıza
;
Gupta, Rangan
2023
Monetary policy shocks and multi-scale positive and negative bubbles in an emerging country : the case of India
Çepni, Oğuzhan
;
Gupta, Rangan
;
Nel, Jacobus
;
Nielsen, Joshua
2023
Fiscal policy and stock markets at the effective lower bound
André, Christophe
;
Caraiani, Petre
;
Gupta, Rangan
2023
The predictive impact of climate risk on total factor productivity growth : 1880-2020
Kunene, Desiree M.
;
Van Eyden, Reneé
;
Caraiani, Petre
;
Gupta, Rangan
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
Financial stress and realized volatility : the case of agricultural commodities
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
;
Pierdzioch, Christian
Person
12
Bouri, Elie
10
Pierdzioch, Christian
9
Nielsen, Joshua
8
Sheng, Xin
7
Salisu, Afees A.
7
Çepni, Oğuzhan
6
Demirer, Rıza
6
Nel, Jacobus
5
Cepni, Oguzhan
5
Gabauer, David
.
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year of Publication
23
2023
34
2022
13
2021
language (ISO)
70
English (eng)