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Results 1-10 of 21.
Year of PublicationTitlePerson(s)
2022Safe havens, machine learning, and the sources of geopolitical risk : a forecasting analysis using over a century of dataGupta, Rangan; Karmakar, Sayar; Pierdzioch, Christian
2022Forecasting multivariate volatilities with exogenous predictors : an application to industry diversification strategiesLuo, Jiawen; Ҫepni, Oğuzhan; Demirer, Rıza; Gupta, Rangan
2022Investor sentiment and multi-scale positive and negative stock market bubbles in a panel of G7 countriesVan Eyden, Reneé; Gupta, Rangan; Nielsen, Joshua; Bouri, Elie
2022The role of the monthly ENSO in forecasting the Daily Baltic Dry IndexBouri, Elie; Gupta, Rangan; Rossini, Lua
2022Policy uncertainty and stock market volatility revisited : the predictive role of signal qualitySalisu, Afees A.; Demirer, Rıza; Gupta, Rangan
2022Monetary policy and bubbles in G7 economies : evidence from a panel VAR approachCaraiani, Petre; Gupta, Rangan; Nel, Jacobus; Nielsen, Joshua
2022Bitcoin prices and the realized volatility of US sectoral stock returnsBouri, Elie; Salisu, Afees A.; Gupta, Rangan
2022Stock market bubbles and the forecastability of gold returns (and volatility)Gabauer, David; Gupta, Rangan; Karmakar, Sayar; Nielsen, Joshua
2022Hedge and safe haven properties of gold, US Treasury, Bitcoin, and Dollar/CHF against the FAANA companies and S&P 500Yousaf, Imran; Plakandaras, Vasilios; Bouri, Elie; Gupta, Rangan
2022Climate risks and state-level stock-market realized volatilityBonato, Matteo; Ҫepni, Oğuzhan; Gupta, Rangan; Pierdzioch, Christian