[go: up one dir, main page]
More Web Proxy on the site http://driver.im/
create a website
Are BRICS Exchange Rates Chaotic?. (2018). Wohar, Mark ; Plakandaras, Vasilios ; GUPTA, RANGAN ; Gil-Alana, Luis.
In: Working Papers.
RePEc:pre:wpaper:201822.

Full description at Econpapers || Download paper

Cited: 5

Citations received by this document

Cites: 11

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Efficiency in BRICS Currency Markets Using Long-Spans of Data: Evidence from Model-Free Tests of Directional Predictability. (2019). GUPTA, RANGAN ; Plakandaras, Vasilios.
    In: Journal of Economics and Behavioral Studies.
    RePEc:rnd:arjebs:v:11:y:2019:i:1:p:152-165.

    Full description at Econpapers || Download paper

  2. Testing the White Noise Hypothesis in High-Frequency Housing Returns of the United States. (2019). Tiwari, Aviral ; GUPTA, RANGAN ; Sheng, Xin ; Cunado, Juncal.
    In: Working Papers.
    RePEc:pre:wpaper:201952.

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

  5. Stock market efficiency analysis using long spans of Data: A multifractal detrended fluctuation approach. (2019). Tiwari, Aviral ; GUPTA, RANGAN ; Aye, Goodness C.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:28:y:2019:i:c:p:398-411.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Balcilar, M., Gupta, R., Kyei, C., and Wohar, M.E. (2016). Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test. Open Economies Review, 27(2), 229250.

  2. BenSaïda A., and Litimi H. (2013). High level chaos in the exchange and index markets, Chaos, Solitons and Fractals, 54, 90-95.

  3. Bhattacharya, S.N., Bhattacharya, M., and Roychoudhury, B. (2018). Behaviour of the Foreign Exchange Rates of BRICS: Is it Chaotic? The Journal of Prediction Markets, 11(2), 1-19. Christou, C., Gupta, R., Hassapis, C., and Suleman, T. (Forthcoming). The Role of Economic Uncertainty in Forecasting Exchange Rate Returns and Realized Volatility: Evidence from Quantile Predictive Regressions. Journal of Forecasting.
    Paper not yet in RePEc: Add citation now

  4. Cristescu, C.P., Stan, C., and Scarlat, E.I. (2009). The dynamics of exchange rate time series and the chaos game. Physica A, 388, 4845-4855.

  5. Government of India (2012) The BRICS Report (New Delhi 2012). Oxford University Press, Oxford. http://www.g20civil.com/documents/brics/brics-report.pdf.
    Paper not yet in RePEc: Add citation now

  6. Kumar, A.S., and Kamaiah, B. (2016). Efficiency, non-linearity and chaos: evidences from BRICS foreign exchange markets. Theoretical and Applied Economics, XXIII(1), 103-118.

  7. Lahmiri, S. (2017). Investigating existence of chaos in short and long term dynamics of Moroccan exchange rates. Physica A, 465, 655–661.

  8. Peng, C. K., Buldyrev, S. V., and Havlin, S. (1994). Mosaic organization of DNA nucleotides, Physical Review E, 49, 1685–9.
    Paper not yet in RePEc: Add citation now
  9. Ruzima, M., and Boachie, M.K. (2017). Exchange rate uncertainty and private investment in BRICS economies. Asia-Pacific Journal of Regional Science. DOI: 10.1007/s41685-017-0062-0.
    Paper not yet in RePEc: Add citation now

  10. Serletis A., and Gogas P. (1997). Chaos in East European black market exchange rates, Research in Economics, 51(4), 359-385. Tiwari, A. K., and Gupta, R. (Forthcoming). Chaos in G7 Stock Markets using Over One Century of Data: A Note. Research in International Business and Finance.

  11. Wilson D., and Purushothaman, R. (2003) Dreaming With BRICs: The Path to 2050. Goldman Sachs Global Economics, Paper No. 99.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Who drives the dance? Further insights from a time?frequency wavelet analysis of the interrelationship between stock markets and uncertainty. (2021). Ben Amar, Amine ; Carlotti, Jeanetienne.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:26:y:2021:i:1:p:1623-1636.

    Full description at Econpapers || Download paper

  2. On the Exchange Rates Volatility and Economic Policy Uncertainty Nexus: A Panel VAR Approach for Emerging Markets. (2021). Rault, Christophe ; Abid, Abir.
    In: Journal of Quantitative Economics.
    RePEc:spr:jqecon:v:19:y:2021:i:3:d:10.1007_s40953-021-00240-4.

    Full description at Econpapers || Download paper

  3. Uncertainty and exchange rate volatility: Evidence from Mexico. (2021). Noria, Gabriela Lopez ; Bush, Georgia.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:75:y:2021:i:c:p:704-722.

    Full description at Econpapers || Download paper

  4. Effect of oil price uncertainty on clean energy metal stocks in China: Evidence from a nonparametric causality-in-quantiles approach. (2021). Zhu, Xuehong ; Chen, Jinyu ; Zhang, Hua ; Shao, Liuguo.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:73:y:2021:i:c:p:407-419.

    Full description at Econpapers || Download paper

  5. The impact of economic policy uncertainty on stock volatility: Evidence from GARCH–MIDAS approach. (2021). Huang, Yirong ; Yu, Xiaoling.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:570:y:2021:i:c:s0378437121000662.

    Full description at Econpapers || Download paper

  6. Dynamics and causality of oil price shocks on commodities: Quantile-on-quantile and causality-in-quantiles methods. (2021). Tong, Jing-Yang ; Wu, Bi-Bo ; Yang, Dong-Xiao.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721002579.

    Full description at Econpapers || Download paper

  7. Analyzing the (a)symmetric impacts of oil price, economic policy uncertainty, and global geopolitical risk on exchange rate. (2021). Elian, Mohammad I ; Kisswani, Khalid M.
    In: The Journal of Economic Asymmetries.
    RePEc:eee:joecas:v:24:y:2021:i:c:s1703494921000098.

    Full description at Econpapers || Download paper

  8. Does Chinese investor sentiment predict Asia-pacific stock markets? Evidence from a nonparametric causality-in-quantiles test. (2021). Li, Xiao.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319312978.

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

  10. Role of global, regional, and advanced market economic policy uncertainty on bond spreads in emerging markets. (2021). USMAN, OJONUGWA ; Balcilar, Mehmet ; Wohar, Mark E ; Roubaud, David ; Gungor, Hasan.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:102:y:2021:i:c:s0264999321001656.

    Full description at Econpapers || Download paper

  11. Uncertainty Due to Pandemic and the Volatility Connectedness Among Asian REITs Market. (2021). Periola-Fatunsin, Ololade ; Fasanya, Ismail O ; Oliyide, Johnson A.
    In: Asian Economics Letters.
    RePEc:ayb:jrnael:48.

    Full description at Econpapers || Download paper

  12. On the Exchange Rates Volatility and Economic Policy Uncertainty Nexus: A Panel VAR Approach for Emerging Markets. (2020). Rault, Christophe ; Abid, Abir.
    In: LEO Working Papers / DR LEO.
    RePEc:leo:wpaper:2894.

    Full description at Econpapers || Download paper

  13. On the Exchange Rates Volatility and Economic Policy Uncertainty Nexus: A Panel VAR Approach for Emerging Markets. (2020). Rault, Christophe ; Abid, Abir.
    In: LEO Working Papers / DR LEO.
    RePEc:leo:wpaper:2816.

    Full description at Econpapers || Download paper

  14. On the Exchange Rate and Economic Policy Uncertainty Nexus: A Panel VAR Approach for Emerging Markets. (2020). Rault, Christophe ; Abid, Abir.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp13365.

    Full description at Econpapers || Download paper

  15. Transmission of US and EU Economic Policy Uncertainty Shock to Asian Economies in Bad and Good Times. (2020). Balcilar, Mehmet ; Wohar, Mark E ; Ozdemir, Huseyin.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp13274.

    Full description at Econpapers || Download paper

  16. Time-Varying Relationship between Crude Oil Price and Exchange Rate in the Context of Structural Breaks. (2020). Peng, Jiaying ; Failler, Pierre ; Liu, Yue ; Zheng, Yuhang.
    In: Energies.
    RePEc:gam:jeners:v:13:y:2020:i:9:p:2395-:d:356651.

    Full description at Econpapers || Download paper

  17. Insurance and economic policy uncertainty. (2020). Olasehinde-Williams, Godwin ; GUPTA, RANGAN ; Balcilar, Mehmet ; Lee, Chien-Chiang.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531919306312.

    Full description at Econpapers || Download paper

  18. Time-Varying impact of uncertainty shocks on macroeconomic variables of the united kingdom: Evidence from over 150 years of monthly data. (2020). GUPTA, RANGAN ; Gabauer, David ; Christou, Christina.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:37:y:2020:i:c:s1544612319309936.

    Full description at Econpapers || Download paper

  19. Can economic policy uncertainty predict exchange rate volatility? New evidence from the GARCH-MIDAS model. (2020). Zeng, Ximei ; Jiang, Yong ; Fu, Zhangyan ; Zhou, Zhongbao ; Lin, Ling.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:34:y:2020:i:c:s1544612319304982.

    Full description at Econpapers || Download paper

  20. Impact of economic policy uncertainty on exchange rate volatility of China. (2020). Hu, Zhihao ; Du, Ziqing ; Chen, Liming.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:32:y:2020:i:c:s1544612319306038.

    Full description at Econpapers || Download paper

  21. Investigating asymmetric determinants of the CNY–CNH exchange rate spreads: The role of economic policy uncertainty. (2020). Li, Xiao-Lin ; Si, Deng-Kui.
    In: Economics Letters.
    RePEc:eee:ecolet:v:186:y:2020:i:c:s0165176519304185.

    Full description at Econpapers || Download paper

  22. Oil price uncertainty and movements in the US government bond risk premia. (2020). Wang, Shixuan ; GUPTA, RANGAN ; Balcilar, Mehmet ; Wohar, Mark E.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819301330.

    Full description at Econpapers || Download paper

  23. On the Exchange Rate and Economic Policy Uncertainty Nexus: A Panel VAR Approach for Emerging Markets. (2020). Rault, Christophe ; Abid, Abir.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_8189.

    Full description at Econpapers || Download paper

  24. Trade uncertainties and the hedging abilities of Bitcoin. (2020). GUPTA, RANGAN ; Bouri, Elie ; Gkillas, Konstantinos.
    In: Economic Notes.
    RePEc:bla:ecnote:v:49:y:2020:i:3:n:e12173.

    Full description at Econpapers || Download paper

  25. Efficiency in BRICS Currency Markets Using Long-Spans of Data: Evidence from Model-Free Tests of Directional Predictability. (2019). GUPTA, RANGAN ; Plakandaras, Vasilios.
    In: Journal of Economics and Behavioral Studies.
    RePEc:rnd:arjebs:v:11:y:2019:i:1:p:152-165.

    Full description at Econpapers || Download paper

  26. The Role of Economic Policy Uncertainty in Predicting Output Growth in Emerging Markets: A Mixed-Frequency Granger Causality Approach. (2019). GUPTA, RANGAN ; Balcilar, Mehmet ; Ike, George .
    In: Working Papers.
    RePEc:pre:wpaper:201975.

    Full description at Econpapers || Download paper

  27. Oil Price Uncertainty and Movements in the US Government Bond Risk Premia. (2019). Wohar, Mark ; Wang, Shixuan ; GUPTA, RANGAN ; Balcilar, Mehmet.
    In: Working Papers.
    RePEc:pre:wpaper:201919.

    Full description at Econpapers || Download paper

  28. Asymmetric Effects of Policy Uncertainty on Domestic Investment in G7 Countries. (2019). Bahmani-Oskooee, Mohsen ; Maki-Nayeri, Majid.
    In: Open Economies Review.
    RePEc:kap:openec:v:30:y:2019:i:4:d:10.1007_s11079-019-09523-z.

    Full description at Econpapers || Download paper

  29. Economic policy uncertainty: A literature review. (2019). Algharabali, Barrak Ghanim ; Al-Thaqeb, Saud Asaad.
    In: The Journal of Economic Asymmetries.
    RePEc:eee:joecas:v:20:y:2019:i:c:s1703494919300726.

    Full description at Econpapers || Download paper

  30. Economic policy uncertainty and dollar-pound exchange rate return volatility. (2019). Bartsch, Zachary.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:98:y:2019:i:c:1.

    Full description at Econpapers || Download paper

  31. Financial contagion and flight to quality between emerging markets and U.S. bond market. (2019). Gulolu, Bulent ; Soylu, Pinar Kaya.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818304042.

    Full description at Econpapers || Download paper

  32. .

    Full description at Econpapers || Download paper

  33. Visiting the Economic Policy Uncertainty Shocks - Economic Growth Relationship: Wavelet-based Granger-Causality in Quantiles Approac. (2018). Jiang, Yonghong ; Nie, HE ; Meng, Juan.
    In: Journal for Economic Forecasting.
    RePEc:rjr:romjef:v::y:2018:i:2:p:80-94.

    Full description at Econpapers || Download paper

  34. Efficiency in BRICS Currency Markets using Long-Spans of Data: Evidence from Model-Free Tests of Directional Predictability. (2018). Plakandaras, Vasilios ; GUPTA, RANGAN.
    In: Working Papers.
    RePEc:pre:wpaper:201836.

    Full description at Econpapers || Download paper

  35. Is There a Role for Uncertainty in Forecasting Output Growth in OECD Countries? Evidence from a Time Varying Parameter-Panel Vector Autoregressive Model. (2018). Lau, Chi Keung ; GUPTA, RANGAN ; Sheng, Xin ; Marco, Chi Keung ; Aye, Goodness C.
    In: Working Papers.
    RePEc:pre:wpaper:201823.

    Full description at Econpapers || Download paper

  36. Are BRICS Exchange Rates Chaotic?. (2018). Wohar, Mark ; Plakandaras, Vasilios ; GUPTA, RANGAN ; Gil-Alana, Luis.
    In: Working Papers.
    RePEc:pre:wpaper:201822.

    Full description at Econpapers || Download paper

  37. The dynamic impact of uncertainty in causing and forecasting the distribution of oil returns and risk. (2018). GUPTA, RANGAN ; Caporin, Massimiliano ; Bonaccolto, G.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:507:y:2018:i:c:p:446-469.

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

  39. .

    Full description at Econpapers || Download paper

  40. The Role of Economic Uncertainty in Forecasting Exchange Rate Returns and Realized Volatility: Evidence from Quantile Predictive Regressions. (2017). Suleman, Tahir ; GUPTA, RANGAN ; Hassapis, Christis ; Christou, Christina.
    In: Working Papers.
    RePEc:pre:wpaper:201774.

    Full description at Econpapers || Download paper

  41. Do Bivariate Multifractal Models Improve Volatility Forecasting in Financial Time Series? An Application to Foreign Exchange and Stock Markets. (2017). Wohar, Mark ; GUPTA, RANGAN ; Demirer, Riza ; Liu, Ruipeng.
    In: Working Papers.
    RePEc:pre:wpaper:201728.

    Full description at Econpapers || Download paper

  42. The Role of Current Account Balance in Forecasting the US Equity Premium: Evidence From a Quantile Predictive Regression Approach. (2017). Wohar, Mark ; GUPTA, RANGAN ; Majumdar, Anandamayee.
    In: Open Economies Review.
    RePEc:kap:openec:v:28:y:2017:i:1:d:10.1007_s11079-016-9408-x.

    Full description at Econpapers || Download paper

  43. Economic policy uncertainty and stock market returns in PacificRim countries: Evidence based on a Bayesian panel VAR model. (2017). GUPTA, RANGAN ; Hassapis, Christis ; Cunado, Juncal ; Christou, Christina.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:40:y:2017:i:c:p:92-102.

    Full description at Econpapers || Download paper

  44. The depreciation of the pound post-Brexit: Could it have been predicted?. (2017). Wohar, Mark ; Plakandaras, Vasilios ; GUPTA, RANGAN.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:21:y:2017:i:c:p:206-213.

    Full description at Econpapers || Download paper

  45. 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.

    Full description at Econpapers || Download paper

  46. Policy Uncertainty and Foreign Exchange Rates: The DCC-GARCH Model of the US / Japanese Foreign Exchange Rate. (2016). Kurasawa, Kazutaka.
    In: International Journal of Economic Sciences.
    RePEc:sek:jijoes:v:5:y:2016:i:4:p:1-19.

    Full description at Econpapers || Download paper

  47. Does Geopolitical Risks Predict Stock Returns and Volatility of Leading Defense Companies? Evidence from a Nonparametric Approach. (2016). GUPTA, RANGAN ; Bonato, Matteo ; Apergis, Nicholas ; Kyei, Clement.
    In: Working Papers.
    RePEc:pre:wpaper:201671.

    Full description at Econpapers || Download paper

  48. The Depreciation of the Pound Post-Brexit: Could it have been Predicted?. (2016). Wohar, Mark ; Plakandaras, Vasilios ; GUPTA, RANGAN.
    In: Working Papers.
    RePEc:pre:wpaper:201670.

    Full description at Econpapers || Download paper

  49. Does U.S. News Impact Asian Emerging Markets? Evidence from Nonparametric Causality-in-Quantiles Test. (2016). GUPTA, RANGAN ; Cakan, Esin ; Balcilar, Mehmet.
    In: Working Papers.
    RePEc:pre:wpaper:201631.

    Full description at Econpapers || Download paper

  50. Does uncertainty move the gold price? New evidence from a nonparametric causality-in-quantiles test. (2016). Pierdzioch, Christian ; GUPTA, RANGAN ; Balcilar, Mehmet.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:49:y:2016:i:c:p:74-80.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-01-15 18:20:39 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.