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Results 51-60 of 111.
Year of PublicationTitlePerson(s)
2023Financial stress and realized volatility : the case of agricultural commoditiesBonato, Matteo; Cepni, Oguzhan; Gupta, Rangan; Pierdzioch, Christian
2023Return 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
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
2022Forecasting returns of major cryptocurrencies : evidence from regime-switching factor modelsBouri, Elie; Christou, Christina; Gupta, Rangan
2022Testing the forecasting power of global economic conditions for the volatility of international REITs using a GARCH-MIDAS approachSalisu, Afees A.; Gupta, Rangan; Bouri, Elie
2022On the propagation mechanism of international real interest rate spillovers : evidence from more than 200 years of dataCuñado Eizaguirre, Juncal; Gabauer, David; Gupta, Rangan
2022Symmetric and asymmetric effects of financial deepening on income inequality in South AfricaBiyase, Mduduzi; Chisadza, Carolyn
2022Real-time forecast of DSGE models with time-varying volatility in GARCH formIvashchenko, Sergey; ekin, Semih Emre; Gupta, Rangan
2022Forecasting stock market volatility with regime-switching GARCH-MIDAS : the role of geopolitical risksSegnon, Mawuli; Gupta, Rangan
2022Institutions and African economic developmentFosu, Augustin Kwasi