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Ergebnisse 11-20 von 27.
JahrTitelPersonen
2023Multi-layer spillovers between volatility and skewness in international stock markets over a century of data : the role of disaster risksFoglia, Matteo; Plakandaras, Vasilios; Gupta, Rangan; Bouri, Elie
2023Energy-related uncertainty and international stock market volatilitySalisu, Afees A.; Ogbonna, Ahamuefula Ephraim; Gupta, Rangan; Bouri, Elie
2023Stock market volatility and multi-scale positive and negative bubblesGupta, Rangan; Nel, Jacobus; Nielsen, Joshua; Pierdzioch, Christian
2023Monetary policy effectiveness in the face of uncertainty : the real macroeconomic impact of a monetary policy shock in South Africa during high and low uncertainty statesVan Der Westhuizen, Chevaughn; Van Eyden, Reneé; Aye, Goodness C.
2023Predicting multi-scale positive and negative stock market bubbles in a panel of G7 countries : the role of oil price uncertaintyVan Eyden, Reneé; Gupta, Rangan; Sheng, Xin; Nielsen, Joshua
2023Stock market bubbles and the realized volatility of oil price returnsGupta, Rangan; Nielsen, Joshua; Pierdzioch, Christian
2023Gold-to-platinum price ratio and the predictability of bubbles in financial marketsDemirer, Rıza; Gabauer, David; Gupta, Rangan; Nielsen, Joshua
2023Forecasting the conditional distribution of realized volatility of oil price returns : the role of skewness over 1859 to 2023Gupta, Rangan; Ji, Qiang; Pierdzioch, Christian; Plakandaras, Vasilios
2023Forecasting volatility of commodity, currency, and stock markets : evidence from Markov switching multifractal modelsLiu, Ruipeng; Segnon, Mawuli; Cepni, Oguzhan; Gupta, Rangan
2023Financial stress and realized volatility : the case of agricultural commoditiesBonato, Matteo; Cepni, Oguzhan; Gupta, Rangan; Pierdzioch, Christian