1. Do the carry trades respond to geopolitical risks? Evidence from BRICS countries. (2023). Cepni, Oguzhan ; Yilmaz, Muhammed Hasan ; Guney, Ibrahim Ethem ; Emirmahmutoglu, Furkan.
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2. Terrorism, investor sentiment, and stock market reaction: Evidence from the British and the French markets. (2022). Arfaoui, Nadia ; Naoui, Kamel.
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3. OPEC news and jumps in the oil market. (2021). Yoon, Seong-Min ; Pierdzioch, Christian ; GUPTA, RANGAN ; Gkillas, Konstantinos.
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4. Predicting Aggregate and State-Level US House Price Volatility: The Role of Sentiment. (2018). Lau, Chi Keung ; GUPTA, RANGAN ; Nyakabawo, Wendy ; Marco, Chi Keung.
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5. Manager Sentiment and Stock Market Volatility. (2018). GUPTA, RANGAN.
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6. Time-varying rare disaster risks, oil returns and volatility. (2018). Wohar, Mark ; Suleman, Tahir ; GUPTA, RANGAN ; Demirer, Riza.
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7. Oil returns and volatility: The role of mergers and acquisitions. (2018). Tiwari, Aviral ; GUPTA, RANGAN ; Demirer, Riza ; Bos, Martijn.
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8. Geopolitical Risks, Returns and Volatility in Emerging Stock Markets: Evidence from a Panel GARCH Model. (2017). Suleman, Tahir ; GUPTA, RANGAN ; Bouras, Christos ; Christou, Christina.
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9. Time-Varying Rare Disaster Risks, Oil Returns and Volatility. (2017). Wohar, Mark ; Suleman, Tahir ; GUPTA, RANGAN ; Demirer, Riza.
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10. Predicting Stock Market Movements with a Time-Varying Consumption-Aggregate Wealth Ratio. (2017). Pierdzioch, Christian ; Majumdar, Anandamayee ; GUPTA, RANGAN ; Chang, Tsangyao.
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11. Geopolitical Risks and Movements in Islamic Bond and Equity Markets: A Note. (2017). Marfatia, Hardik ; GUPTA, RANGAN ; Demirer, Riza ; Bouri, Elie.
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12. The Role of Economic and Financial Uncertainties in Predicting Commodity Futures Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantiles Test. (2017). GUPTA, RANGAN ; Balcilar, Mehmet ; Bahloul, Walid ; Cunado, Juncal.
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13. Do terror attacks predict gold returns? Evidence from a quantile-predictive-regression approach. (2017). Wohar, Mark ; Pierdzioch, Christian ; Majumdar, Anandamayee ; GUPTA, RANGAN.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:65:y:2017:i:c:p:276-284.

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14. Can volume predict Bitcoin returns and volatility? A quantiles-based approach. (2017). Roubaud, David ; GUPTA, RANGAN ; Bouri, Elie ; Balcilar, Mehmet.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:64:y:2017:i:c:p:74-81.

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15. Does Geopolitical Risks Predict Stock Returns and Volatility of Leading Defense Companies? Evidence from a Nonparametric Approach. (2016). Kyei, Clement ; GUPTA, RANGAN ; Bonato, Matteo ; Apergis, Nicholas.
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16. Can Volume Predict Bitcoin Returns and Volatility? A Nonparametric Causality-in-Quantiles Approach. (2016). Roubaud, David ; GUPTA, RANGAN ; Bouri, Elie ; Balcilar, Mehmet.
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17. Do Terror Attacks Predict Gold Returns? Evidence from a Quantile-Predictive-Regression Approach. (2016). Wohar, Mark ; Pierdzioch, Christian ; Majumdar, Anandamayee ; GUPTA, RANGAN.
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1. A quantile regression analysis of flights-to-safety with implied volatilities. (2019). Troster, Victor ; Roubaud, David ; Bouri, Elie.
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2. Testing parameter constancy in stationary vector autoregressive models against continuous change. (2004). Teräsvirta, Timo ; Gonzalez, Andres ; He, Changli.
   In: SSE/EFI Working Paper Series in Economics and Finance.
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3. Empirical Analysis of Policy Interventions. (2002). Zha, Tao ; Leeper, Eric.
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4. Exchange Rate Pass-Through into Import Prices: A Macro or Micro Phenomenon?. (2002). Goldberg, Linda ; Campa, Jose.
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5. Inventory dynamics and business cycles: what has changed?. (2002). Zakrajšek, Egon ; McCarthy, Jonathan ; Zakrajsek, Egon.
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6. Exchange rate pass-through into import prices: a macro or micro phenomenon?. (2002). Goldberg, Linda ; Campa, Jose.
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7. Assessing changes in the monetary transmission mechanism: a VAR approach. (2002). Giannoni, Marc ; Boivin, Jean.
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8. Empirical analysis of policy interventions. (2002). Zha, Tao ; Leeper, Eric.
   In: Proceedings.
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9. Differences in exchange rate pass-through in the euro area.. (2002). Campa, Jose ; Gonzalez, Jose M..
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10. Demand Systems With Nonstationary Prices. (2002). Ng, Serena ; Lewbel, Arthur.
    In: Boston College Working Papers in Economics.
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11. Inflation Changes, Yield Spreads, and Threshold Effects. (2002). Tkacz, Greg.
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12. Testing for a Forward-Looking Phillips Curve. Additional Evidence from European and US data. (2001). LE BIHAN, Hervé ; Jondeau, Eric.
    In: Macroeconomics.
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13. Prices, Wages and the U.S. NAIRU in the 1990s. (2001). Watson, Mark ; Staiger, Doug ; Stock, James.
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14. The Empirical Relevance of Simple Forward- and Backward-looking Models: A View from a Dynamic General Equilibrium Model. (2001). Lindé, Jesper ; Linde, Jesper.
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15. MODELING THE DIVIDEND-PRICE RATIO: THE ROLE OF FUNDAMENTALS USING A REGIME-SWITCHING APPROACH. (2001). Nielsen, Steen ; Olesen, Jan Overgaard .
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16. Structural change in U.S. wage determination. (2001). Rich, Robert ; Rissmiller, Donald.
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17. Information technology and the U.S. productivity revival: what do the industry data say?. (2001). Stiroh, Kevin.
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18. Anticipations of monetary policy in financial markets. (2001). Whitesell, William ; Lange, Joe ; Sack, Brian.
    In: Finance and Economics Discussion Series.
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19. Testing for Structural Change in the Presence of Auxiliary Models. (2001). Guay, Alain ; Ghysels, Eric.
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20. Does an Interpemporal Trade Off Between Risk and Return Explain Mean Reversion in Stock Prices?. (2000). Nelson, Charles ; Morley, James ; Kim, Chang-Jin.
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21. Measuring Systematic Monetary Policy. (2000). Jorda, Oscar ; Hoover, Kevin.
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22. Is money useful in the conduct of monetary policy?. (2000). Santucci, Larry ; Dotsey, Michael ; Lantz, Carl D..
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23. How stable is the predictive power of the yield curve? evidence from Germany and the United States. (2000). Schich, Sebastian ; Rodrigues, Anthony ; Estrella, Arturo.
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24. Inference on the Quantile Regression Process. (2000). Koenker, Roger.
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25. Tests of Equal Forecast Accuracy and Encompassing for Nested Models. (2000). McCracken, Michael ; Clark, Todd.
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26. A Time Series Model of Multiple Structural changes in Level, Trend and Variance. (1999). Zivot, Eric ; Wang, Jiahui.
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27. Specification Search and Stability Analysis. (1999). Llorente, Guillermo J. ; Hoyo, del J..
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28. Are Deep Parameters Stable? The Lucas Critique as an Empirical Hypothesis. (1999). Fuhrer, Jeffrey ; Estrella, Arturo.
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29. Tests of Equal Forecast Accuracy and Encompassing for Nested Models. (1999). McCracken, Michael ; Clark, Todd.
    In: Computing in Economics and Finance 1999.
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30. Testing for Structural Breaks in the Evaluation of Programs. (1999). Piehl, Anne ; Cooper, Suzanne J. ; Kennedy, David M. ; Braga, Anthony A..
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31. Tests of equal forecast accuracy and encompassing for nested models. (1999). McCracken, Michael ; Clark, Todd.
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32. Are oil shocks inflationary? Asymmetric and nonlinear specifications versus changes in regime. (1999). Hooker, Mark A..
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33. Are \deep\ parameters stable? the Lucas critique as an empirical hypothesis. (1999). Fuhrer, Jeffrey ; Estrella, Arturo.
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34. Modest policy interventions. (1999). Zha, Tao ; Leeper, Eric.
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35. Emerging Markets and Trading Costs. (1999). Ghysels, Eric ; Cherkaoui, Mouna .
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36. Structural Change Tests for Simulated Method of Moments. (1998). Guay, Alain.
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37. Structural Change Tests for Simulated Method of Moments. (1998). Guay, Alain ; Ghysels, Eric.
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38. Slowdowns and Meltdowns: Postwar Growth Evidence from 74 Countries. (1997). Papell, David ; Ben-David, Dan.
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39. The bank lending channel of monetary policy transmission: evidence from a model of bank behavior that incorporates long-term customer relationships.. (1997). Gibson, Michael S..
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40. What Does the Bundesbank Target?. (1996). Mihov, Ilian ; Bernanke, Ben.
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41. Moving endpoints and the internal consistency of agents ex ante forecasts. (1996). Kozicki, Sharon.
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42. Structural Change and Asset Pricing in Emerging Markets. (1996). Ghysels, Eric ; Garcia, René.
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43. Modelling Federal Reserve Discount Policy. (1996). Baum, Christopher ; Karasulu, Meral.
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44. CHANGES IN THE INFLATION PROCESS IN CANADA: Evidence and Implications. (1995). Hostland, Doug.
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45. Oil Prices and the Rise and Fall of the U.S. Real Exchange Rate. (1995). van Norden, Simon ; Amano, Robert.
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46. On Stable Factor Structures in the Pricing of Risk. (1995). Ghysels, Eric.
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47. Asymptotic Null Distribution of the Likelihood Ratio Test in Markov Switching Models. (1995). Garcia, René.
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48. An Analysis of the Real Interest Rate Under Regime Shifts. (1995). Perron, Pierre ; Garcia, René.
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49. Moving Endpoints in Macrofinance. (). Kozicki, Sharon.
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50. Ex Post and Ex Ante Analysis of Provisional Data. (). Marcellino, Massimiliano ; Gallo, Giampiero.
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