Department of Economics working paper series


PPN 1725072335, ZSS 52
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Collection's Items (Sorted by Submit Date in Descending order): 1 to 20 of 48
Year of PublicationTitlePerson(s)
2022 Climate risks and predictability of commodity returns and volatility : evidence from over 750 years of dataNel, Jacobus; Gupta, Rangan; Wohar, Mark E.; Pierdzioch, Christian
2022 Carbon tax and its impact on South African householdsBohlmann, Jessika A.; Inglesi-Lotz, Roula; Bohlmann, Heinrich R.
2022 Is real interest rate a monetary phenomenon in advanced economies? : time-varying evidence from over 700 years of dataPlakandaras, Vasilios; Gupta, Rangan; Wohar, Mark E.
2022 Climate risks and predictability of the trading volume of gold : evidence from an INGARCH modelKarmakar, Sayar; Gupta, Rangan; epni, Oğuzhan; Rognone, Lavinia
2022 US monetary policy and BRICS stock market bubblesGupta, Rangan; Nel, Jacobus; Nielsen, Joshua
2022 Do climate risks predict US housing returns and volatility? : evidence from a quantiles-based approachBouri, Elie; Gupta, Rangan; Marfatia, Hardik A.; Nel, Jacobus
2022 On the pricing effects of bitcoin mining in the fossil fuel market : the case of coalSibande, Xolani; Demirer, Rıza; Gupta, Rangan
2022 The heterogeneous impact of temperature growth on real house price returns across the US statesVan Eyden, Reneé; Ngene, Geoffrey; Çepni, Oğuzhan; Gupta, Rangan
2022 Family, external environment and gender attitudes : evidence from students' surveyZawaira, Tendai; Clance, Matthew W.; Chisadza, Carolyn
2022 Time-varying parameter four-equation DSGE modelGupta, Rangan; Sun, Xiaojin
2022 Policy uncertainty and stock market volatility revisited : the predictive role of signal qualitySalisu, Afees A.; Demirer, Rıza; Gupta, Rangan
2022 Bitcoin prices and the realized volatility of US sectoral stock returnsBouri, Elie; Salisu, Afees A.; Gupta, Rangan
2022 Stock market bubbles and the forecastability of gold returns (and volatility)Gabauer, David; Gupta, Rangan; Karmakar, Sayar; Nielsen, Joshua
2022 The role of the monthly ENSO in forecasting the Daily Baltic Dry IndexBouri, Elie; Gupta, Rangan; Rossini, Lua
2022 Monetary policy and bubbles in G7 economies : evidence from a panel VAR approachCaraiani, Petre; Gupta, Rangan; Nel, Jacobus; Nielsen, Joshua
2022 Hedge and safe haven properties of gold, US Treasury, Bitcoin, and Dollar/CHF against the FAANA companies and S&P 500Yousaf, Imran; Plakandaras, Vasilios; Bouri, Elie; Gupta, Rangan
2022 Climate change and child health : a Nigerian perspectiveVan der Merwe, Eduard; Clance, Matthew; Yitbarek, Eleni
2022 Financial development and income inequality : evidence from advanced, emerging and developing economiesChisadza, Carolyn; Biyase, Mduduzi
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
2022 Herding in international REITs markets around the COVID-19 pandemicLesame, Keagile; Ngene, Geoffrey; Gupta, Rangan; Bouri, Elie
Collection's Items (Sorted by Submit Date in Descending order): 1 to 20 of 48
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