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ZBW - Digitales Archiv
University of Pretoria
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University of Pretoria
Department of Economics, University of Pretoria
Department of Economics working paper series
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Results 21-30 of 34.
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Year of Publication
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Person(s)
2022
Real-time forecast of DSGE models with time-varying volatility in GARCH form
Ivashchenko, Sergey
;
ekin, Semih Emre
;
Gupta, Rangan
2022
Forecasting stock market volatility with regime-switching GARCH-MIDAS : the role of geopolitical risks
Segnon, Mawuli
;
Gupta, Rangan
2022
Time-varying parameter four-equation DSGE model
Gupta, Rangan
;
Sun, Xiaojin
2022
Forecasting returns of major cryptocurrencies : evidence from regime-switching factor models
Bouri, Elie
;
Christou, Christina
;
Gupta, Rangan
2022
Policy uncertainty and stock market volatility revisited : the predictive role of signal quality
Salisu, Afees A.
;
Demirer, Rıza
;
Gupta, Rangan
2022
Investor sentiment and multi-scale positive and negative stock market bubbles in a panel of G7 countries
Van Eyden, Reneé
;
Gupta, Rangan
;
Nielsen, Joshua
;
Bouri, Elie
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 uncertainty
Sheng, Xin
;
Gupta, Rangan
;
Çepni, Oğuzhan
2022
Hedge and safe haven properties of gold, US Treasury, Bitcoin, and Dollar/CHF against the FAANA companies and S&P 500
Yousaf, Imran
;
Plakandaras, Vasilios
;
Bouri, Elie
;
Gupta, Rangan
2022
Stock market bubbles and the forecastability of gold returns (and volatility)
Gabauer, David
;
Gupta, Rangan
;
Karmakar, Sayar
;
Nielsen, Joshua
Person
8
Bouri, Elie
5
Pierdzioch, Christian
5
Çepni, Oğuzhan
5
Ҫepni, Oğuzhan
4
Demirer, Rıza
4
Nel, Jacobus
4
Nielsen, Joshua
3
Bonato, Matteo
3
Karmakar, Sayar
3
Salisu, Afees A.
.
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