Page 10 - University of Pretoria Research Outputs 2017
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FACULTY OF ECONOMIC AND MANAGEMENT SCIENCES
ECONOMICS (CONTINUED)
Balcilar M Bouri E Gupta R R and and Roubaud D 2017 Can volume predict Bitcoin returns and and volatility? A quantiles-based approach In Economic Modelling 64 pp 74-81 http://hdl handle net/2263/60028
Balcilar M Cakan E E and Gupta R 2017 Does US news impact Asian emerging markets? Evidence from nonparametric causality-in- quantiles test In North American Journal of Economics and and Finance 41 pp 31-42 http://hdl handle net/2263/62142
Balcilar M Demirer R R and Gupta R R 2017 Do sustainable stocks offer diversification benefits for conventional portfolios? An empirical analysis of risk spillovers and and dynamic correlations In Sustainability 9 pp 1-18 http://hdl handle net/2263/65758
Balcilar M Demirer R R R Gupta R R R van Eyden R R R 2017 The impact of US policy uncertainty on on the the monetary effectiveness in in the the Euro area In Journal of Policy Modeling 39 pp 1052-1064 http://hdl handle net/2263/62979
Balcilar M Demirer R and Ulussever T 2017 Does speculation in in in in in the oil market market drive investor herding in in in in in emerging stock markets? In Energy Economics 65 pp 50-63 Balcilar M M Gupta R R and and Jooste C 2017 Long memory economic policy uncertainty and and forecasting US inflation: A A A Bayesian VARFIMA approach In Applied Economics 47(11) pp pp pp 1047-1054 http://hdl handle net/2263/56394
Balcilar M Gupta R and Jooste C 2017 South Africa’s economic response to monetary policy uncertainty In Journal of Economic Studies 44(2) pp 282-293 http://hdl handle net/2263/64427
Balcilar M Gupta R and Jooste C 2017 The growth-inflation nexus for the US from 1801 to 2013: A semiparametric approach In Journal of Applied Economics 20 20 pp pp 105-120 http://hdl handle net/2263/61087
Balcilar M M Gupta R and Kotze K K 2017 Forecasting South African macroeconomic variables with a a a a a a a a a a a a Markov-switching small open- economy dynamic stochastic general equilibrium model In Empirical Economics 53 pp 117-135 http://hdl handle net/2263/61724
Balcilar M Gupta R and and Pierdzioch C 2017 On exchange-rate movements and and gold-price fluctuations: Evidence for gold-producing countries from a a a a a a a a a nonparametric causality-in-quantiles test In In International Economics and Economic Economic Policy 14 pp 691-700 http://hdl handle net/2263/56455
Balcilar M M M Gupta R R Sousa R R and and and Wohar M M M 2017 Do cay cay and and and cayMS predict stock and and and housing returns? Evidence from a a a a a a a a a a a nonparametric causality test In In International Review of Economics & Finance 48 pp 269-279 http://hdl handle net/2263/58719
Balcilar M M Gupta R and and and Wohar M M 2017 Common cycles and and and common trends in the stock and and and oil markets: Evidence from more than 150 years of data In Energy Economics 61 pp 72-86 http://hdl handle net/2263/59360
Balcilar M Katzke N N and Gupta R 2017 Do precious metal prices help in in in forecasting South African inflation? In North American Journal of Economics and and Finance 40 pp 63-72 http://hdl handle net/2263/59218
Balcilar M M van Eyden R R Uwilingiye J and Gupta R R 2017 The impact of oil price on South African GDP growth: A A Bayesian Markov switching-VAR analysis In African Development Review-Revue Africaine De De De Developpement 29(2) pp pp 319-336 Barros C Gupta R 2017 Development poverty and inequality: A A spatial analysis of of South African provinces In Journal of of Developing Areas 51 pp 19-31 Blignaut JN Crookes DJ and and Saki A A 2017 The demand for ecosystem services by different calf-production systems in South Africa In African Journal of Agricultural and and Resource Economics 12(1) pp 158-173 http://hdl handle net/2263/63708
Bonga-Bonga L Erero J and and Gupta R 2016 Impact of of activity tax in in in the property-owning and and subletting of of fixed property property sectors on on on the South African Economy: A A CGE analysis In Journal of Real Estate Literature 24(2) pp 345-357 Bouri E Chang T T and and Gupta R 2017 Testing the the efficiency of the the wine market using unit root tests with sharp and and smooth breaks In Wine Economics and and Policy 6(2) pp 80-87 http://hdl handle net/2263/63985
Cakan E Gupta R 2017 Does the the U S S macroeconomic news make the the South African stock market riskier? In Journal of Developing Areas 51(4) pp 15-24 Contents
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