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LPPLS bubble indicators over two centuries of the S&P 500 index
Zhang, Qunzhi; Sornette, Didier; Balcilar, Mehmet; … - 2016
The aim of this paper is to present novel tests for the early causal diagnostic of positive and negative bubbles in the S&P 500 index and the detection of End-of-Bubble signals with their corresponding confidence levels. We use monthly S&P 500 data covering the period from August 1791 to August...
Persistent link: https://www.econbiz.de/10011514490
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Fiscal policy shocks and the dynamics of asset prices : the South African experience
Aye, Goodness C.; Balcilar, Mehmet; Gupta, Rangan; … - 2012
Persistent link: https://www.econbiz.de/10009660761
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Causal effects of the United States and Japan on Pacific-Rim stock markets : nonparametric quantile causality approach
Balcilar, Mehmet; Gupta, Rangan; Nguyen, Duc Khuong; … - In: Applied economics 50 (2018) 53, pp. 5712-5727
Persistent link: https://www.econbiz.de/10012062898
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Differences of opinion and stock market volatility : evidence from a nonparametric causality-in-quantiles approach
Balcilar, Mehmet; Demirer, Rıza; Gupta, Rangan; Wohar, … - In: Journal of economics and finance 42 (2018) 2, pp. 339-351
Persistent link: https://www.econbiz.de/10012031009
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Periodically collapsing bubbles in the South African stock market
Balcilar, Mehmet; Gupta, Rangan; Jooste, Charl; Wohar, … - In: Research in international business and finance 38 (2016), pp. 191-201
Persistent link: https://www.econbiz.de/10011640638
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Does economic policy uncertainty predict exchange rate returns and volatility? : evidence from a nonparametric causality-in-quantiles test
Balcilar, Mehmet; Gupta, Rangan; Kyei, Clement; Wohar, … - In: Open economies review 27 (2016) 2, pp. 229-250
Persistent link: https://www.econbiz.de/10011591762
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Do cay and cayMS predict stock and housing returns? : evidence from a nonparametric causality test
Balcilar, Mehmet; Gupta, Rangan; Sousa, Ricardo M.; … - In: International review of economics & finance : IREF 48 (2017), pp. 269-279
Persistent link: https://www.econbiz.de/10011747274
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Do terror attacks affect the dollar-pound exchange rate? : a nonparametric causality-in-quantiles analysis
Balcilar, Mehmet; Gupta, Rangan; Pierdzioch, Christian; … - In: The North American journal of economics and finance : a … 41 (2017), pp. 44-56
Persistent link: https://www.econbiz.de/10011878932
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Linking U.S. state-level housing market returns, and the consumption-(dis)aggregate wealth ratio
Balcilar, Mehmet; Gupta, Rangan; Sousa, Ricardo M.; … - In: International review of economics & finance : IREF 71 (2021), pp. 779-810
Persistent link: https://www.econbiz.de/10012630699
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What can fifty-two collateralizable wealth measures tell us about future housing market returns? : evidence from U.S. state-level data
Balcilar, Mehmet; Gupta, Rangan; Sousa, Ricardo M.; … - In: The journal of real estate finance and economics 62 (2021) 1, pp. 81-107
Persistent link: https://www.econbiz.de/10012428385