Rangan Gupta
University of Pretoria
H-index: 83
Africa-South Africa
Top articles of Rangan Gupta
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Realized volatility spillovers between energy and metal markets: a time-varying connectedness approach | Financial Innovation | Juncal Cunado David Gabauer Rangan Gupta | 2024/1/8 |
Price effects after one-day abnormal returns and crises in the stock markets | Research in International Business and Finance | Alex Plastun Xolani Sibande Rangan Gupta Qiang Ji | 2024/6/1 |
Endogenous Long-Term Productivity Performance in Advanced Countries: A Novel Two-Dimensional Fuzzy-Monte Carlo Approach | International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems | Jorge Antunes Goodness C Aye Rangan Gupta Peter Wanke Yong Tan | 2024/1 |
Revisiting international house price convergence using house price level data | Economic Systems | Christophe André Christina Christou Rangan Gupta | 2024/1/15 |
Herding in international REITs markets around the COVID-19 pandemic | Research in International Business and Finance | Keagile Lesame Geoffrey Ngene Rangan Gupta Elie Bouri | 2024/1/1 |
The effects of conventional and unconventional monetary policy shocks on US REITs moments: evidence from VARs with functional shocks | Quantitative Economics | Atsushi Inoue Barbara Rossi | 2021 |
Inflation–inequality puzzle: is it still apparent? | Journal of Economic Studies | Edmond Berisha Rangan Gupta Orkideh Gharehgozli | 2024/1/15 |
Forecasting stock market volatility with regime-switching GARCH-MIDAS: The role of geopolitical risks | International Journal of Forecasting | Mawuli Segnon Rangan Gupta Bernd Wilfling | 2024/1/1 |
On the propagation mechanism of international real interest rate spillovers: evidence from more than 200 years of data | Applied Economics | Juncal Cunado David Gabauer Rangan Gupta Chien-Chiang Lee | 2024/2/3 |
The role of oil and risk shocks in the high‐frequency movements of the term structure of interest rates: Evidence from the US Treasury market | International Journal of Finance & Economics | Rangan Gupta Syed Jawad Hussain Shahzad Xin Sheng Sowmya Subramaniam | 2023/4 |
Safe havens, machine learning, and the sources of geopolitical risk: a forecasting analysis using over a century of data | Computational Economics | Rangan Gupta Sayar Karmakar Christian Pierdzioch | 2023/8/17 |
Testing the forecasting power of global economic conditions for the volatility of international REITs using a GARCH-MIDAS approach | The Quarterly Review of Economics and Finance | Afees A Salisu Rangan Gupta Elie Bouri | 2023/4/1 |
Time-Varying Spillover of US Trade War on the Growth of Emerging Economies | The Journal of Developing Areas | Oğuzhan Çepni David Gabauer Rangan Gupta Khuliso Ramabulana | 2023 |
Income inequality and house prices across US states | The Quarterly Review of Economics and Finance | Edmond Berisha John Meszaros Rangan Gupta | 2023/10/1 |
Impact of housing price uncertainty on herding behavior: evidence from UK’s regional housing markets | Journal of Housing and the Built Environment | Geoffrey M Ngene Rangan Gupta | 2023/6 |
A note on financial vulnerability and volatility in emerging stock markets: evidence from GARCH-MIDAS models | Applied Economics Letters | Riza Demirer Rangan Gupta He Li Yu You | 2023/1/2 |
Sentiment regimes and reaction of stock markets to conventional and unconventional monetary policies: evidence from OECD countries | Journal of Behavioral Finance | Oguzhan Cepni Rangan Gupta Qiang Ji | 2023/7/3 |
Tail risks and forecastability of stock returns of advanced economies: evidence from centuries of data | The European Journal of Finance | Afees A Salisu Rangan Gupta Ahamuefula E Ogbonna | 2023/3/4 |
Forecasting international REITs volatility: the role of oil-price uncertainty | The European Journal of Finance | Jiqian Wang Rangan Gupta Oğuzhan Çepni Feng Ma | 2023/9/22 |
Climate risks and forecasting stock market returns in advanced economies over a century | Mathematics | Mehmet Balcilar David Gabauer Rangan Gupta Christian Pierdzioch | 2023/4/27 |
