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Does U.S. Macroeconomic News Make the South African Stock Market Riskier?. (2016). GUPTA, RANGAN ; Cakan, Esin.
In: Working Papers.
RePEc:pre:wpaper:201646.

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  1. Geopolitical risks and stock market dynamics of the BRICS. (2018). GUPTA, RANGAN ; Demirer, Riza ; Bonato, Matteo ; Balcilar, Mehmet.
    In: Economic Systems.
    RePEc:eee:ecosys:v:42:y:2018:i:2:p:295-306.

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  2. Impact of US uncertainties on emerging and mature markets: Evidence from a quantile-vector autoregressive approach. (2017). Wohar, Mark ; Uribe, Jorge ; GUPTA, RANGAN ; Chuliá, Helena ; Chulia, Helena.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:48:y:2017:i:c:p:178-191.

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References

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Cocites

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  1. Does U.S. Macroeconomic News Make the South African Stock Market Riskier?. (2016). GUPTA, RANGAN ; Cakan, Esin.
    In: Working Papers.
    RePEc:pre:wpaper:201646.

    Full description at Econpapers || Download paper

  2. Asset Pricing with Second-Order Esscher Transforms.. (2012). Pegoraro, Fulvio ; Monfort, Alain.
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  4. Expected returns, risk premia, and volatility surfaces implicit in option market prices. (2011). Krehbiel, Tim ; Li, Weiping ; Camara, Antonio.
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  7. A Note on Option Pricing with the Use of Discrete-Time Stochastic Volatility Processes. (2009). Pajor, Anna.
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  49. An Alternative Model for Contingent Claims. (1995). Chen, Zhiwu ; Gurdip S. Bakshi and, .
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  50. GARCH Gamma. (1995). Rosenberg, Joshua ; Engle, Robert.
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