Does economic policy uncertainty predict exchange rate returns and volatility? Evidence from a nonparametric causality-in-quantiles test M Balcilar, R Gupta, C Kyei, ME Wohar Open Economies Review 27, 229-250, 2016 | 208 | 2016 |
Does geopolitical risks predict stock returns and volatility of leading defense companies? Evidence from a nonparametric approach N Apergis, M Bonato, R Gupta, C Kyei Defence and Peace Economics 29 (6), 684-696, 2018 | 136 | 2018 |
On economic uncertainty, stock market predictability and nonlinear spillover effects S Bekiros, R Gupta, C Kyei The North American journal of economics and finance 36, 184-191, 2016 | 99 | 2016 |
The role of economic policy uncertainties in predicting stock returns and their volatility for Hong Kong, Malaysia and South Korea M Balcilar, R Gupta, WJ Kim, C Kyei International Review of Economics & Finance 59, 150-163, 2019 | 92 | 2019 |
The effects of climatic variables and crop area on maize yield and variability in Ghana AH De-Graft, KC Kweku Russian Journal of Agricultural and Socio-Economic Sciences 10 (10), 10-13, 2012 | 47 | 2012 |
Predicting stock returns and volatility with investor sentiment indices: a reconsideration using a nonparametric causality‐in‐quantiles test M Balcilar, R Gupta, C Kyei Bulletin of Economic Research 70 (1), 74-87, 2018 | 41 | 2018 |
A non-linear approach for predicting stock returns and volatility with the use of investor sentiment indices S Bekiros, R Gupta, C Kyei Applied Economics 48 (31), 2895-2898, 2016 | 37 | 2016 |
Predictability of sustainable investments and the role of uncertainty: Evidence from a non-parametric causality-in-quantiles test N Antonakakis, V Babalos, C Kyei Applied Economics 48 (48), 4655-4665, 2016 | 31 | 2016 |
South African stock returns predictability using domestic and global economic policy uncertainty: Evidence from a nonparametric causality-in-quantiles approach M Balcilar, R Gupta, C Kyei Frontiers in Finance and Economics 13 (1), 10-37, 2015 | 23 | 2015 |
High-frequency predictability of housing market movements of the United States: the role of economic sentiment M Balcilar, E Bouri, R Gupta, CK Kyei Journal of Behavioral Finance 22 (4), 490-498, 2021 | 22 | 2021 |
Managing the trade-off between economic growth and protection of environmental quality: the case of taxing water pollution in the Olifants river basin of South Africa C Kyei, R Hassan Water Policy 21 (2), 277-290, 2019 | 18 | 2019 |
The role of domestic and global economic policy uncertainties in predicting stock returns and their volatility for Hong Kong, Malaysia and South Korea: Evidence from a … M Balcilar, R Gupta, WJ Kim, C Kyei Department of Economics, University of Pretoria, Working Paper No 201586, 2015 | 18 | 2015 |
Investor sentiment and dollar-pound exchange rate returns: Evidence from over a century of data using a cross-quantilogram approach SJH Shahzad, CK Kyei, R Gupta, E Olson Finance Research Letters 38, 101504, 2021 | 16 | 2021 |
Components of economic policy uncertainty and predictability of US stock returns and volatility: Evidence from a nonparametric causality-in-quantile approach N Antonakakis, M Balcilar, R Gupta, C Kyei Frontiers in Finance and Economics 14 (2), 20-49, 2017 | 15 | 2017 |
The relationship between oil and agricultural commodity prices: A quantile causality approach M Balcilar, S Chang, R Gupta, V Kasongo, C Kyei University of Pretoria, Department of Economics, Working Paper Series 68, 2014 | 12 | 2014 |
The relationship between oil and agricultural commodity prices in South Africa: A quantile causality approach M Balcilar, S Chang, R Gupta, V Kasongo, C Kyei The Journal of Developing Areas, 93-107, 2016 | 11 | 2016 |
Uncertainty and daily predictability of housing returns and volatility of the United States: Evidence from a higher-order nonparametric causality-in-quantiles test E Bouri, R Gupta, CK Kyei, R Shivambu The Quarterly Review of Economics and Finance 82, 200-206, 2021 | 9 | 2021 |
Monetary policy uncertainty and jumps in advanced equity markets E Bouri, K Gkillas, R Gupta, C Kyei Journal of Risk 23 (1), 101-112, 2020 | 5 | 2020 |
Causality and contagion in EMU sovereign bonds revisited: novel evidence from nonlinear causality tests V Babalos, C Kyei, EI Poutos University of Pretoria, Department of Economics Working Papers, 2015 | 5 | 2015 |
Distributional impacts of taxing water pollution in the Olifants river basin of South Africa CK Kyei, R Hassan Development Southern Africa 38 (6), 1001-1016, 2021 | 3 | 2021 |