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Browsing by Author Gupta, Rangan

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Issue DateTitleAuthor(s)
2018Are BRICS exchange rates chaotic?Plakandaras, Vasilios; Gupta, Rangan; Gil-Alana, Luis A.; Wohar, Mark E.
2018Are stock returns an inflation hedge for the UK? Evidence from a wavelet analysis using over three centuries of dataTiwari, Aviral K.; Cunado, Juncal; Gupta, Rangan; Wohar, Mark E.
2018Causal effects of the United States and Japan on Pacific-Rim stock markets: nonparametric quantile causality approachBalcilar, Mehmet; Gupta, Rangan; Nguyen, Duc K.; Wohar, Mark E.
2018Common business cycles and volatilities in US states and MSAs: The role of economic uncertaintyGupta, Rangan; Ma, J.; Risse, Marian; Wohar, Mark E.
2017Common cycles and common trends in the stock and oil markets: Evidence from more than 150 years of dataBalcilar, Mehmet; Gupta, Rangan; Wohar, Mark E.
2017Do leading indicators forecast U.S. recessions? A nonlinear re-evaluation using historical dataPlakandaras, Vasilios; Cunado, Juncal; Gupta, Rangan; Wohar, Mark E.
2017The efficiency of the art market: Evidence from variance ratio tests, linear and nonlinear fractional integration approachesAye, Goodness C.; Gil-Alana, Luis A.; Gupta, Rangan; Wohar, Mark E.
2017Forecasting oil and stock returns with a Qual VAR using over 150 years of dataGupta, Rangan; Wohar, Mark E.
2018Geopolitical risks and recessions in a panel of advanced economies: evidence from over a century of dataClance, Matthew W.; Gupta, Rangan; Wohar, Mark E.
2019Growth volatility and inequality in the U.S.: A wavelet analysisChang, Shinhye; Gupta, Rangan; Miller, Stephen M.; Wohar, Mark E.
2018The impact of oil shocks in a small open economy new-Keynesian dynamic stochastic general equilibrium model for an oil-importing country: The case of South AfricaHollander, Hylton; Gupta, Rangan; Wohar, Mark E.
2018The impact of US uncertainty on the Euro area in good and bad times: evidence from a quantile structural vector autoregressive modelGupta, Rangan; Lau, Chi K.; Wohar, Mark E.
2018News implied volatility and the stock-bond nexus: Evidence from historical data for the USA and the UK marketsGupta, Rangan; Kollias, Christos; Papadamou, Stephanos; Wohar, Mark E.
2018Oil price volatility and economic growth: Evidence from advanced economies using more than a century's dataVan Eyden, Renee; Difeto, Mamothoana; Gupta, Rangan; Wohar, Mark E.
2019Oil shocks and volatility jumpsGkillas, Konstantinos; Gupta, Rangan; Wohar, Mark E.
2016Periodically collapsing bubbles in the South African stock marketBalcilar, Mehmet; Gupta, Rangan; Jooste, Charl; Wohar, Mark E.
2018The predictive value of inequality measures for stock returns: An analysis of long-span UK data using quantile random forestsGupta, Rangan; Pierdzioch, Christian; Vivian, Andrew J.; Wohar, Mark E.
2019The role of term spread and pattern changes in predicting stock returns and volatility of the United Kingdom: Evidence from a nonparametric causality-in-quantiles test using over 250 years of dataGupta, Rangan; Risse, Marian; Volkman, David A.; Wohar, Mark E.
2018The role of time-varying rare disaster risks in predicting bond returns and volatilityGupta, Rangan; Suleman, Tahir; Wohar, Mark E.
2018Terror attacks and stock-market fluctuations: evidence based on a nonparametric causality-in-quantiles test for the G7 countriesBalcilar, Mehmet; Gupta, Rangan; Pierdzioch, Christian; Wohar, Mark E.
Showing results 1 to 20 of 24