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  2. University of Pretoria
  3. Department of Economics, University of Pretoria

Department of Economics working paper series


PPN 1725072335, ZSS 52
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Collection's Items (Sorted by Submit Date in Descending order): 61 to 80 of 90
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Year of PublicationTitlePerson(s)
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
2022 Climate uncertainty and carbon emissions prices : the relative roles of transition and physical climate risksOzturk, Serda Selin; Demirer, Rıza; Gupta, Rangan
2022 Symmetric and asymmetric effects of financial deepening on income inequality in South AfricaBiyase, Mduduzi; Chisadza, Carolyn
2022 Oil-price uncertainty and international stock returns : dissecting quantile-based predictability and spillover effects using more than a century of dataBalcilar, Mehmet; Gupta, Rangan; Pierdzioch, Christian
2022 Forecasting returns of major cryptocurrencies : evidence from regime-switching factor modelsBouri, Elie; Christou, Christina; Gupta, Rangan
2022 Climate risks and realized volatility of major commodity currency exchange ratesBonato, Matteo; Çepni, Oğuzhan; Gupta, Rangan; Pierdzioch, Christian
2022 On the propagation mechanism of international real interest rate spillovers : evidence from more than 200 years of dataCuñado Eizaguirre, Juncal; Gabauer, David; Gupta, Rangan
2022 Testing the forecasting power of global economic conditions for the volatility of international REITs using a GARCH-MIDAS approachSalisu, Afees A.; Gupta, Rangan; Bouri, Elie
2022 Persistence of state-level uncertainty of the United States : the role of climate risksSheng, Xin; Gupta, Rangan; Çepni, Oğuzhan
2022 Forecasting stock market volatility with regime-switching GARCH-MIDAS : the role of geopolitical risksSegnon, Mawuli; Gupta, Rangan
2022 Real-time forecast of DSGE models with time-varying volatility in GARCH formIvashchenko, Sergey; ekin, Semih Emre; Gupta, Rangan
2022 Inflation-inequality puzzle : is it still apparent?Berisha, Edmond; Gharehgozli, Orkideh; Gupta, Rangan
2022 The effects of climate risks on economic activity in a panel of US states : the role of uncertaintySheng, Xin; Gupta, Rangan; Çepni, Oğuzhan
2022 Safe havens, machine learning, and the sources of geopolitical risk : a forecasting analysis using over a century of dataGupta, Rangan; Karmakar, Sayar; Pierdzioch, Christian
2021 A note on state-level nonlinear effects of government spending shocks in the US : the role of Partisan conflictSheng, Xin; Gupta, Rangan
2022 Institutions and African economic developmentFosu, Augustin Kwasi
2021 Realized volatility spillovers between energy and metal markets : a time-varying connectedness approachCuñado Eizaguirre, Juncal; Gabauer, David; Gupta, Rangan
2021 Equivalence scales with endogeneity and base independenceKoch, Steven F.
2021 The impacts of oil price volatility on financial stress : is the COVID-19 period different?Sheng, Xin; Kim, Woo Joong; Gupta, Rangan
Collection's Items (Sorted by Submit Date in Descending order): 61 to 80 of 90
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