Rangan Gupta
Rangan Gupta is a Professor at the Department of Economics, University of Pretoria. He holds a PhD in Economics from the University of Connecticut, USA. He conducts research in the fields of macroeconomics and financial economics. His research has appeared in high impact factor international journals such as International Journal of Forecasting, International Review of Financial Analysis, International Review of Economics and Finance, Journal of Banking and Finance, Journal of International Money and Finance, Journal of International Financial Markets, Institutions and Money, Journal of Macroeconomics, Economic Modelling, Emerging Markets Review, Journal of Forecasting, Energy Economics, Energy Policy, Energy, Resources Policy, Macroeconomic Dynamics.
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Articles by Rangan Gupta
High-frequency movements of the term structure of US interest rates: the role of oil market uncertainty
This paper analyzes the impact of oil market uncertainty on the level, slope and curvature factors derived from the term structure of US interest rates.
Monetary policy uncertainty and jumps in advanced equity markets
The authors analyze the role of monetary policy uncertainty in predicting jumps in nine advanced equity markets.