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Stock Market Bubbles and the Forecastability of Goldreturns (and Volatility)
Gabauer, David; Gupta, Rangan; Karmakar, Sayar; … - 2023
Firstly, we use the Multi-Scale LPPLS Confidence Indicator approach to detectboth positive and negative bubbles at … that, our bubbles indicators,particularly when both positive and negative bubbles are considered simultaneously …
Persistent link: https://www.econbiz.de/10014353907
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On the predictability of stock market bubbles : evidence from LPPLS confidence multi-scale indicators
Demirer, Rıza; Demos, Guilherme; Gupta, Rangan; … - In: Quantitative finance 19 (2019) 5, pp. 843-858
Persistent link: https://www.econbiz.de/10012194719
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US monetary policy and BRICS stock market bubbles
Gupta, Rangan; Nel, Jacobus; Nielsen, Joshua - 2022
Persistent link: https://www.econbiz.de/10013366553
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US monetary policy and BRICS stock market bubbles
Gupta, Rangan; Nel, Jacobus; Nielsen, Joshua - In: Finance research letters 51 (2023), pp. 1-18
Persistent link: https://www.econbiz.de/10014291573
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Modelling monetary policy in South Africa: Focus on inflation targeting era using a simple learning rule
Naraidoo, Ruthira; Gupta, Rangan - Department of Economics, Faculty of Economic and … - 2009
A simple empirical nonlinear framework is used to analyse monetary policy between 1983 and 2007 in South Africa, focusing on the policy of in?ation targeting introduced in Feb 2000, more precisely when the South African Reserve Bank (SARB) announced that an inflation zone targeting regime of...
Persistent link: https://www.econbiz.de/10005773223
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The time-series linkages between US fiscal policy and asset prices
El Montasser, Ghassen; Gupta, Rangan; Jooste, Charl; … - 2016
Persistent link: https://www.econbiz.de/10011547643
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Date stamping historical periods of oil price explosivity: 1876-2014
Caspi, Itamar; Katzke, Nico; Gupta, Rangan - In: Energy economics 70 (2018), pp. 582-587
Persistent link: https://www.econbiz.de/10011942891
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Testing for bubbles in the BRICS stock markets
Chang, Tsangyao; Gil-Alaña, Luis A.; Aye, Goodness C.; … - In: Journal of economic studies 43 (2016) 4, pp. 646-660
Persistent link: https://www.econbiz.de/10011692406
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Date-stamping US housing market explosivity
Balcilar, Mehmet; Katzke, Nico; Gupta, Rangan - 2018
Generalized supADF (GSADF) test procedure developed by Phillips et al. (Testing for multiple bubbles: Historical episodes of …
Persistent link: https://www.econbiz.de/10011812671
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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 … LPPLS (log-periodic power law singularity) approach successfully diagnoses positive and negative bubbles, constructs … efficient End-of-Bubble signals for all of the well-documented bubbles, and obtains for the first time new statistical evidence …
Persistent link: https://www.econbiz.de/10011514490