1. The causal nexus of geopolitical risks, consumer and producer confidence indexes: evidence from selected economies. (2021). Alola, Andrew ; Akda, Saffet ; Pehlivanolu, Ferhat.
   In: Quality & Quantity: International Journal of Methodology.
   RePEc:spr:qualqt:v:55:y:2021:i:4:d:10.1007_s11135-020-01053-y.

   Full description at Econpapers || Download paper

2. Volatility transmission and spillover dynamics across financial markets: the role of geopolitical risk. (2021). Helmi, Mohamad Husam ; Elsayed, Ahmed.
   In: Annals of Operations Research.
   RePEc:spr:annopr:v:305:y:2021:i:1:d:10.1007_s10479-021-04081-5.

   Full description at Econpapers || Download paper

3. Geopolitical Uncertainties and Malaysian Stock Market Returns: Do Market Conditions Matter?. (2021). Hassan, M. Kabir ; Shah, Mohd Azlan ; Hoque, Mohammad Enamul.
   In: Mathematics.
   RePEc:gam:jmathe:v:9:y:2021:i:19:p:2393-:d:643380.

   Full description at Econpapers || Download paper

4. The Impact of Israeli and Saudi Arabian Geopolitical Risks on the Lebanese Financial Market. (2021). Mansour-Ichrakieh, Layal.
   In: JRFM.
   RePEc:gam:jjrfmx:v:14:y:2021:i:3:p:94-:d:507601.

   Full description at Econpapers || Download paper

5. Does geopolitical risk uncertainty strengthen or depress cash holdings of oil enterprises? Evidence from China. (2021). Yue, Xiaoguang ; Mirza, Nawazish ; Shao, Xue-Feng ; Wang, Kai-Hua ; Xiong, De-Ping.
   In: Pacific-Basin Finance Journal.
   RePEc:eee:pacfin:v:66:y:2021:i:c:s0927538x21000238.

   Full description at Econpapers || Download paper

6. Oil price changes, uncertainty, and geopolitical risks: On the resilience of GCC countries to global tensions. (2021). Klein, Tony ; Alqahtani, Abdullah.
   In: Energy.
   RePEc:eee:energy:v:236:y:2021:i:c:s0360544221017898.

   Full description at Econpapers || Download paper

7. Does geopolitical risk promote mergers and acquisitions of listed companies in energy and electric power industries. (2021). Liang, Yue ; Liu, Jie ; Shen, Huayu ; Lu, Guangxi.
   In: Energy Economics.
   RePEc:eee:eneeco:v:95:y:2021:i:c:s0140988321000207.

   Full description at Econpapers || Download paper

8. The impact of Israeli Geopolitical Risks on the Lebanese Financial Market: A Destabilizer Multiplier. (2020). Mansour-Ichrakieh, Layal.
   In: MPRA Paper.
   RePEc:pra:mprapa:99376.

   Full description at Econpapers || Download paper

9. The effects of geopolitical risks on the stock dynamics of Chinas rare metals: A TVP-VAR analysis. (2020). Zhou, Mei-Jing ; Chen, Jin-Yu ; Huang, Jian-Bai.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420719309183.

   Full description at Econpapers || Download paper

10. How oil prices, gold prices, uncertainty and risk impact Islamic and conventional stocks? Empirical evidence from QARDL technique. (2020). Sharif, Arshian ; Sarwat, Salman ; Jermsittiparsert, Kittisak ; Godil, Danish Iqbal.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719308402.

    Full description at Econpapers || Download paper

11. Predictability of GCC stock returns: The role of geopolitical risk and crude oil returns. (2020). Vo, Xuan Vinh ; Bouri, Elie ; Alqahtani, Abdullah.
    In: Economic Analysis and Policy.
    RePEc:eee:ecanpo:v:68:y:2020:i:c:p:239-249.

    Full description at Econpapers || Download paper

12. Volatility Jumps: The Role of Geopolitical Risks. (2018). Wohar, Mark ; GUPTA, RANGAN ; Gkillas (Gillas), Konstantinos.
    In: Working Papers.
    RePEc:pre:wpaper:201805.

    Full description at Econpapers || Download paper

1. Apergis, N., Bonato, M., Gupta, R., and Kyei, C. 2017. Does Geopolitical Risks Predict Stock Returns and Volatility of Leading Defense Companies? Evidence from a Nonparametric Approach. Defence and Peace Economics, DOI: http://dx.doi.org/10.1080/10242694.2017.1292097.

2. Arellano, M., 1987. Computing robust standard errors for within-groups estimators. Oxford Bulletin of Economics and Statistics Vol. 49, pp. 431-434. Balcilar, M., Bonato, M., Demirer, R., and Gupta, R. Forthcoming. Geopolitical Risks and Stock Market Dynamics of the BRICS. Economic Systems.

3. Balcilar, M., Gupta, R., Pierdzioch, C., and Wohar, M.E. 2016. Terror Attacks and Stock-Market Fluctuations: Evidence Based on a Nonparametric Causality-inQuantiles Test for the G7 Countries. European Journal of Finance, DOI: http://dx.doi.org/10.1080/1351847X.2016.1239586.

4. Balcilar, M., Gupta, R., Pierdzioch, C., and Wohar, M.E. 2017. Do Terror Attacks Affect the Dollar-Pound Exchange Rate? A Nonparametric Causality-in-Quantiles Analysis. North American Journal of Economics and Finance, 41(1), 44-56. Bouri, E., Demirer, R., Gupta, R., and Marfatia, H.A. (Forthcoming). Geopolitical Risks and Movements in Islamic Bond and Equity Markets: A Note. Defence and Peace Economics.

5. Bollerslev, T., 1986. Generalized autoregressive conditional heteroskedasticity. Journal of Econometrics 31, 307–327.

6. Caldara, D., and Iacoviello, M. 2017. Measuring Geopolitical Risk. Working Paper, Board of Governors of the Federal Reserve Board.
   Paper not yet in RePEc: Add citation now
   
7. Caldara, D., Iacoviello, M., and Markiewitz, A. 2017.Country-Specific Geopolitical Risk. Board of Governors of the Federal Reserve Board, Mimeo.
   Paper not yet in RePEc: Add citation now
   
8. Cermeño, R., Grier, K.B., 2006. Conditional heteroskedasticity and cross-sectional dependence in panel data: an empirical study of inflation uncertainty in the G7 countries. In: Baltagi, B.H. (Ed.), Panel Data Econometrics, vol. 10. Elsevier, New York, pp. 259–278.
   Paper not yet in RePEc: Add citation now
   

9. Ding, Z., Granger, C.W.J., Engle, R. F., 1993. A long memory property of stock market returns and a new model. Journal of Empirical Finance 1, 83-106.

10. Engle, R.F., 1982. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation. Econometrica 50 (4), 987–1007.

11. Gupta, R., Majumdar, A., Pierdzioch, C., and Wohar, M.E. 2017. Do Terror Attacks Predict Gold Returns? Evidence from a Quantile-Predictive-Regression Approach.

12. Hamao, Y., Masulis, R. W., Ng, V., 1990. Correlations in price changes and volatility across international stock markets. The Review of Financial Studies 3 (2), 281-307.

13. Kollias, C., Kyrtsou, C., and Papadamou, S. 2013b. The Effects of Terrorism and War on the Oil and Prices – Stock Indices Relationship. Energy Economics, 40, 743-752.

14. Kollias, C., Papadamou, S., and Arvanitis, V. 2013a. Does terrorism affect the stockbond covariance? Evidence from European countries.Southern Economic Journal, 79 (4), 832-548.

15. Kollias, C., Papadamou, S., and Stagiannis, A. 2010. Armed conflicts and capital markets: the case of the Israeli military offensive in the Gaza Strip. Defence and Peace Economics, 21 (4), 357-365.

16. Kollias, C., Papadamou, S., and Stagiannis, A. 2011a. Terrorism and capital markets: the effects of the Madrid and London bomb attacks. International Review of Economics and Finance, 20 (4), 532-541.

17. Kollias, C., Papadamou, S., and Stagiannis, A. 2011b. Stock markets and terrorist attacks: comparative evidence from a large and a small capitalization market. European Journal of Political Economy, 27 (S1), S64-77.

18. Lamoureux, C. G., Lastrapes, W. D., 1990. Heteroskedasticity in stock return data: volume versus GARCH effects. Journal of Finance 45 (1), 221- 229.

19. Lee, J. 2010. The Link between Output Growth and Volatility: Evidence from a GARCH Model with Panel Data. Economics Letters 106 (2), 143–145 Newey, W., West, K., 1987.A simple positive semi-definite, heteroskedasticity and autocorrelation consistent covariance matrix. Econometrica 55, 703-708.

20. Pesaran, H.M., 2004. General Diagnostic Tests for Cross Section Dependence in Panels. Working paper, University of Cambridge, London.

21. Quarterly Review of Economics and Finance, DOI: https://doi.org/10.1016/j.qref.2017.01.005.
    Paper not yet in RePEc: Add citation now
    

22. White, H., 1980. A heteroskedasticity-consistent covariance estimator and a direct test for heteroskedasticity. Econometrica 48, 817-838.

23. Wooldridge, J.M, 2002. Econometric Analysis of Cross Section and Panel Data. Cambridge, MA: MIT Press.
    Paper not yet in RePEc: Add citation now
    

1. Effects of COVID-19 on Global Financial Markets: Evidence from Qualitative Research for Developed and Developing Economies. (2023). Sarker, Tapan ; Zhao, Linhai ; Taghizadeh-Hesary, Farhad ; Rasoulinezhad, Ehsan.
   In: The European Journal of Development Research.
   RePEc:pal:eurjdr:v:35:y:2023:i:1:d:10.1057_s41287-021-00494-x.

   Full description at Econpapers || Download paper

2. The effects of geopolitical uncertainty on cryptocurrencies and other financial assets. (2021). Kyriazis, Ikolaos A.
   In: SN Business & Economics.
   RePEc:spr:snbeco:v:1:y:2021:i:1:d:10.1007_s43546-020-00007-8.

   Full description at Econpapers || Download paper

3. The causal nexus of geopolitical risks, consumer and producer confidence indexes: evidence from selected economies. (2021). Alola, Andrew ; Akda, Saffet ; Pehlivanolu, Ferhat.
   In: Quality & Quantity: International Journal of Methodology.
   RePEc:spr:qualqt:v:55:y:2021:i:4:d:10.1007_s11135-020-01053-y.

   Full description at Econpapers || Download paper

4. Volatility transmission and spillover dynamics across financial markets: the role of geopolitical risk. (2021). Helmi, Mohamad Husam ; Elsayed, Ahmed.
   In: Annals of Operations Research.
   RePEc:spr:annopr:v:305:y:2021:i:1:d:10.1007_s10479-021-04081-5.

   Full description at Econpapers || Download paper

5. Revisiting the Kuznets Curve Hypothesis for Tunisia: Carbon Dioxide vs. Ecological Footprint. (2021). Inglesi-Lotz, Roula ; GUPTA, RANGAN ; Ajmi, Ahdi Noomen ; Gkillas, Konstantinos ; Vortelinos, Dimitrios ; Konstantatos, Christoforos.
   In: Working Papers.
   RePEc:pre:wpaper:202171.

   Full description at Econpapers || Download paper

6. The Impact of Israeli and Saudi Arabian Geopolitical Risks on the Lebanese Financial Market. (2021). Mansour-Ichrakieh, Layal.
   In: JRFM.
   RePEc:gam:jjrfmx:v:14:y:2021:i:3:p:94-:d:507601.

   Full description at Econpapers || Download paper

7. Time-varying interactions between geopolitical risks and renewable energy consumption. (2021). Wu, Yanrui ; Cai, Yifei.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:74:y:2021:i:c:p:116-137.

   Full description at Econpapers || Download paper

8. Analyzing the time-frequency connectedness among oil, gold prices and BRICS geopolitical risks. (2021). Li, Yingli ; Gao, Wang ; Huang, Jianbai ; Zhang, Hongwei.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721001483.

   Full description at Econpapers || Download paper

9. Geopolitical risk and crude oil security: A Chinese perspective. (2021). Umar, Muhammad ; Wang, Kai-Hua ; Su, Chi-Wei.
   In: Energy.
   RePEc:eee:energy:v:219:y:2021:i:c:s0360544220326621.

   Full description at Econpapers || Download paper

10. The roles of political risk and crude oil in stock market based on quantile cointegration approach: A comparative study in China and US. (2021). Li, jianping ; Fatemian, Farhad ; Guo, Yawei ; You, Wanhai.
    In: Energy Economics.
    RePEc:eee:eneeco:v:97:y:2021:i:c:s0140988321001031.

    Full description at Econpapers || Download paper

11. Global financial uncertainties and China’s crude oil futures market: Evidence from interday and intraday price dynamics. (2021). Wei, YU ; Li, Shouwei ; Liu, Liang ; Wang, Lei ; Yang, Kun.
    In: Energy Economics.
    RePEc:eee:eneeco:v:96:y:2021:i:c:s0140988321000542.

    Full description at Econpapers || Download paper

12. Does geopolitical risk promote mergers and acquisitions of listed companies in energy and electric power industries. (2021). Liang, Yue ; Liu, Jie ; Shen, Huayu ; Lu, Guangxi.
    In: Energy Economics.
    RePEc:eee:eneeco:v:95:y:2021:i:c:s0140988321000207.

    Full description at Econpapers || Download paper

13. How does geopolitical uncertainty affect Chinese overseas investment in the energy sector? Evidence from the South China Sea Dispute. (2021). Yu, Zhen ; Xiao, Yao ; Li, Jinpo.
    In: Energy Economics.
    RePEc:eee:eneeco:v:100:y:2021:i:c:s014098832100267x.

    Full description at Econpapers || Download paper

14. Oil price shocks, geopolitical risks, and green bond market dynamics. (2021). Lee, Chien-Chiang ; Li, Yong-Yi.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820301972.

    Full description at Econpapers || Download paper

15. The predictability of stock market volatility in emerging economies: Relative roles of local, regional, and global business cycles. (2020). Sun, Xiaojin ; GUPTA, RANGAN ; Demirer, Riza ; Bouri, Elie.
    In: Journal of Forecasting.
    RePEc:wly:jforec:v:39:y:2020:i:6:p:957-965.

    Full description at Econpapers || Download paper

16. Geopolitical Risks and Historical Exchange Rate Volatility of the BRICS. (2020). Salisu, Afees ; GUPTA, RANGAN ; Cunado, Juncal.
    In: Working Papers.
    RePEc:pre:wpaper:2020105.

    Full description at Econpapers || Download paper

17. The impact of Israeli Geopolitical Risks on the Lebanese Financial Market: A Destabilizer Multiplier. (2020). Mansour-Ichrakieh, Layal.
    In: MPRA Paper.
    RePEc:pra:mprapa:99376.

    Full description at Econpapers || Download paper

18. Geopolitical Risk and Tourism Stocks of Emerging Economies. (2020). Shahzad, Syed Jawad Hussain ; Nor, Safwan Mohd ; Arif, Muhammad ; Naeem, Muhammad Abubakr ; Hasan, Mudassar.
    In: Sustainability.
    RePEc:gam:jsusta:v:12:y:2020:i:21:p:9261-:d:441495.

    Full description at Econpapers || Download paper

19. Do Tense Geopolitical Factors Drive Crude Oil Prices?. (2020). Huang, Zhehao ; Albitar, Khaldoon ; Zhong, Junhao ; Li, Fen.
    In: Energies.
    RePEc:gam:jeners:v:13:y:2020:i:16:p:4277-:d:400712.

    Full description at Econpapers || Download paper

20. Geopolitical risk and corporate cash holdings in the shipping industry. (2020). Kotcharin, Suntichai ; Maneenop, Sakkakom.
    In: Transportation Research Part E: Logistics and Transportation Review.
    RePEc:eee:transe:v:136:y:2020:i:c:s1366554519308816.

    Full description at Econpapers || Download paper

21. The effects of geopolitical risks on the stock dynamics of Chinas rare metals: A TVP-VAR analysis. (2020). Zhou, Mei-Jing ; Chen, Jin-Yu ; Huang, Jian-Bai.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420719309183.

    Full description at Econpapers || Download paper

22. How oil prices, gold prices, uncertainty and risk impact Islamic and conventional stocks? Empirical evidence from QARDL technique. (2020). Sharif, Arshian ; Sarwat, Salman ; Jermsittiparsert, Kittisak ; Godil, Danish Iqbal.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719308402.

    Full description at Econpapers || Download paper

23. Do natural disasters and geopolitical risks matter for cross-border country exchange-traded fund returns?. (2020). Lee, Chien-Chiang ; Chen, Mei-Ping.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819303183.

    Full description at Econpapers || Download paper

24. Insurance activity, real output, and geopolitical risk: Fresh evidence from BRICS. (2020). Lee, Chien-Chiang.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:92:y:2020:i:c:p:207-215.

    Full description at Econpapers || Download paper

25. Predictability of GCC stock returns: The role of geopolitical risk and crude oil returns. (2020). Vo, Xuan Vinh ; Bouri, Elie ; Alqahtani, Abdullah.
    In: Economic Analysis and Policy.
    RePEc:eee:ecanpo:v:68:y:2020:i:c:p:239-249.

    Full description at Econpapers || Download paper

26. Do geopolitical risks matter for inbound tourism?. (2019). Paramati, Sudharshan Reddy ; Gözgör, Giray ; Demir, Ender.
    In: Eurasian Business Review.
    RePEc:spr:eurasi:v:9:y:2019:i:2:d:10.1007_s40821-019-00118-9.

    Full description at Econpapers || Download paper

27. Effects of geopolitical risks on trade flows: evidence from the gravity model. (2019). Kaya, Huseyin ; GUPTA, RANGAN ; Gözgör, Giray ; Demir, Ender.
    In: Eurasian Economic Review.
    RePEc:spr:eurase:v:9:y:2019:i:4:d:10.1007_s40822-018-0118-0.

    Full description at Econpapers || Download paper

28. The Predictability of Stock Market Volatility in Emerging Economies: Relative Roles of Local, Regional and Global Business Cycles. (2019). Sun, Xiaojin ; GUPTA, RANGAN ; Demirer, Riza ; Bouri, Elie.
    In: Working Papers.
    RePEc:pre:wpaper:201938.

    Full description at Econpapers || Download paper

29. Forecasting the Term Structure of Interest Rates of the BRICS: Evidence from a Nonparametric Functional Data Analysis. (2019). GUPTA, RANGAN ; Suleman, Tahir ; Caldeira, Joao F ; Torrent, Hudson S.
    In: Working Papers.
    RePEc:pre:wpaper:201911.

    Full description at Econpapers || Download paper

30. Multiscale Volatility Transmission and Portfolio Construction Between the Baltic Stock Markets. (2019). Živkov, Dejan ; Manic, Slavica ; Urakovic, Jasmina.
    In: Czech Journal of Economics and Finance (Finance a uver).
    RePEc:fau:fauart:v:69:y:2019:i:2:p:211-235.

    Full description at Econpapers || Download paper

31. Effects of the geopolitical risks on Bitcoin returns and volatility. (2019). Lau, Chi Keung ; Gözgör, Giray ; Demir, Ender ; Aysan, Ahmet ; Gozgor, Giray ; Marco, Chi Keung.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:47:y:2019:i:c:p:511-518.

    Full description at Econpapers || Download paper

32. Point and density forecasts of oil returns: The role of geopolitical risks. (2019). Wong, Wing-Keung ; Plakandaras, Vasilios ; GUPTA, RANGAN.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:62:y:2019:i:c:p:580-587.

    Full description at Econpapers || Download paper

33. Can uncertainty indices predict Bitcoin prices? A revisited analysis using partial and multivariate wavelet approaches. (2019). Mensi, Walid ; Ur, Mobeen ; Al-Yahyaee, Khamis Hamed ; Wanas, Idries Mohammad.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:49:y:2019:i:c:p:47-56.

    Full description at Econpapers || Download paper

34. Do the emerging stock markets react to international economic policy uncertainty, geopolitical risk and financial stress alike?. (2019). Das, Debojyoti ; Kannadhasan, M ; Bhattacharyya, Malay.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:48:y:2019:i:c:p:1-19.

    Full description at Econpapers || Download paper

35. Time-Varying Impact of Geopolitical Risks on Oil Prices. (2018). Lau, Chi Keung ; GUPTA, RANGAN ; Cuñado, Juncal ; Sheng, Xin ; Cunado, Juncal ; Marco, Chi Keung.
    In: Working Papers.
    RePEc:pre:wpaper:201841.

    Full description at Econpapers || Download paper

36. Effects of Geopolitical Risks on Trade Flows: Evidence from the Gravity Model. (2018). Kaya, Huseyin ; GUPTA, RANGAN ; Gözgör, Giray ; Demir, Ender ; Gozgor, Giray.
    In: Working Papers.
    RePEc:pre:wpaper:201835.

    Full description at Econpapers || Download paper

37. Volatility Jumps: The Role of Geopolitical Risks. (2018). Wohar, Mark ; GUPTA, RANGAN ; Gkillas (Gillas), Konstantinos.
    In: Working Papers.
    RePEc:pre:wpaper:201805.

    Full description at Econpapers || Download paper

38. Does Geopolitical Risk Drive Equity Price Returns of BRIC Economies? Evidence from Quantile on Quantile Estimations. (2018). Amna, Imtiaz Arif.
    In: Journal of Finance and Economics Research.
    RePEc:gei:jnlfer:v:3:y:2018:i:2:p:24-36.

    Full description at Econpapers || Download paper

39. Country Risk Ratings and Stock Market Returns in Brazil, Russia, India, and China (BRICS) Countries: A Nonlinear Dynamic Approach. (2018). GUPTA, RANGAN ; Demirer, Riza ; Ben Nasr, Adnen ; Cunado, Juncal.
    In: Risks.
    RePEc:gam:jrisks:v:6:y:2018:i:3:p:94-:d:168940.

    Full description at Econpapers || Download paper

40. The Long-run Effect of Geopolitical Risks on Insurance Premiums. (2018). Shahbaz, Muhammad ; Olasehinde-Williams, Godwin ; Balcilar, Mehmet.
    In: Working Papers.
    RePEc:emu:wpaper:15-44.pdf.

    Full description at Econpapers || Download paper

41. News implied volatility and the stock-bond nexus: Evidence from historical data for the USA and the UK markets. (2018). Wohar, Mark ; Papadamou, Stephanos ; Kollias, Christos ; GUPTA, RANGAN.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:47-48:y:2018:i::p:76-90.

    Full description at Econpapers || Download paper

42. Volatility jumps: The role of geopolitical risks. (2018). Wohar, Mark ; GUPTA, RANGAN ; Gkillas (Gillas), Konstantinos.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:27:y:2018:i:c:p:247-258.

    Full description at Econpapers || Download paper

43. Heterogeneous dependence and dynamic hedging between sectors of BRIC and global markets. (2018). Mishra, Anil ; Ahmad, Wasim ; Daly, Kevin.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:59:y:2018:i:c:p:117-133.

    Full description at Econpapers || Download paper

44. Geopolitical Risks, Returns and Volatility in Emerging Stock Markets: Evidence from a Panel GARCH Model. (2017). Suleman, Tahir ; GUPTA, RANGAN ; Bouras, Christos ; Christou, Christina.
    In: Working Papers.
    RePEc:pre:wpaper:201777.

    Full description at Econpapers || Download paper

45. A Copula-Based Quantile-on-Quantile Regression Approach to Modeling Dependence Structure between Stock and Bond Returns: Evidence from Historical Data of India, South Africa, UK and US. (2017). Selmi, Refk ; Papadamou, Stephanos ; Kollias, Christos ; GUPTA, RANGAN.
    In: Working Papers.
    RePEc:pre:wpaper:201747.

    Full description at Econpapers || Download paper

46. Geopolitical Risks and Movements in Islamic Bond and Equity Markets: A Note. (2017). Marfatia, Hardik ; GUPTA, RANGAN ; Demirer, Riza ; Bouri, Elie.
    In: Working Papers.
    RePEc:pre:wpaper:201743.

    Full description at Econpapers || Download paper

47. News Implied Volatility and the Stock-Bond Nexus: Evidence from Historical Data for the USA and the UK Markets. (2017). Wohar, Mark ; Papadamou, Stephanos ; Kollias, Christos ; GUPTA, RANGAN.
    In: Working Papers.
    RePEc:pre:wpaper:201730.

    Full description at Econpapers || Download paper

48. 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.

    Full description at Econpapers || Download paper

49. 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.
    In: Working Papers.
    RePEc:pre:wpaper:201671.

    Full description at Econpapers || Download paper

50. Impact of US Uncertainties on Emerging and Mature Markets: Evidence from a Quantile-Vector Autoregressive Approach. (2016). Wohar, Mark ; Uribe, Jorge ; GUPTA, RANGAN ; Chuliá, Helena ; Chulia, Helena.
    In: Working Papers.
    RePEc:pre:wpaper:201656.

    Full description at Econpapers || Download paper

Report date: 2025-09-23 19:11:53 || Missing content? Let us know