Department of Economics working paper series


PPN 1725072335, ZSS 52
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Collection's Items (Sorted by Submit Date in Descending order): 21 to 40 of 85
Year of PublicationTitlePerson(s)
2023 Technological shocks and stock market volatility over a century : a GARCHMIDAS approachSalisu, Afees A.; Demirer, Rıza; Gupta, Rangan
2023 Fiscal policy and stock markets at the effective lower boundAndré, Christophe; Caraiani, Petre; Gupta, Rangan
2023 Monetary policy shocks and multi-scale positive and negative bubbles in an emerging country : the case of IndiaÇepni, Oğuzhan; Gupta, Rangan; Nel, Jacobus; Nielsen, Joshua
2023 Measuring total factor productivity in the South African agricultural sector using a growth accounting frameworkMosoma, Khumbuzile C.; Van Eyden, Reneé; Bohlmann, Heinrich R.
2023 Geopolitical risk and inflation spillovers across European and North American economiesBouri, Elie; Gabauer, David; Gupta, Rangan; Kinateder, Harald
2023 The effects of disaggregate oil shocks on aggregate expected skewness of the United StatesSheng, Xin; Gupta, Rangan; Ji, Qiang
2022 Electric vehicles market and policy conditions : identifying South African policy "potholes"Nel, Jacobus; Inglesi-Lotz, Roula
2022 Investor sentiment and multi-scale positive and negative stock market bubbles in a panel of G7 countriesVan Eyden, Reneé; Gupta, Rangan; Nielsen, Joshua; Bouri, Elie
2022 Forecasting multivariate volatilities with exogenous predictors : an application to industry diversification strategiesLuo, Jiawen; Ҫepni, Oğuzhan; Demirer, Rıza; Gupta, Rangan
2022 Basic needs (in)security and subjective equivalence scalesKoch, Steven F.
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
2022 Climate risks and state-level stock-market realized volatilityBonato, Matteo; Ҫepni, Oğuzhan; Gupta, Rangan; Pierdzioch, Christian
2022 Is inflation uncertainty a self-fulfilling prophecy? : the inflation-inflation uncertainty nexus and inflation targeting in South AfricaVan Der Westhuizen, Chevaughn; Van Eyden, Reneé; Aye, Goodness C.
2022 The role of institutions on the global economy-emissions nexusVenter, Alanda; Inglesi-Lotz, Roula
2022 Climate risks and forecastability of the weekly state-level economic conditions of the United StatesҪepni, Oğuzhan; Gupta, Rangan; Liao, Wenting; Ma, Jun
2022 Forecasting national recessions of the United States with state-level climate risks : evidence from model averaging in Markov-switching modelsҪepni, Oğuzhan; Christou, Christina; Gupta, Rangan
2022 Economic disasters and inequalityĆorić, Bruno; Gupta, Rangan
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 commodity returns and volatility : evidence from over 750 years of dataNel, Jacobus; Gupta, Rangan; Wohar, Mark E.; Pierdzioch, Christian
Collection's Items (Sorted by Submit Date in Descending order): 21 to 40 of 85
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