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...

This paper investigates and analyzes the long-run equilibrium relationship between the Thai stock Exchange Index (SETI) and selected macroeconomic variables using monthly time series data that cover a 20-year period from January 1990 to December 2009. The following macroeconomic variables are...

This paper at least has made some contributions to the Stock Exchange of Thailand, financial and economic sector in generally. The author hopes that this paper would be useful to the later generation as one of the literature reviews in Thailand stock market and elsewhere. This paper analyzes and...

This paper has investigated the stock market trends in Mauritius, from a risk perspective. The analysis was based on the widely accepted Value-At-Risk (VAR) methodology. Amongst the key findings of this review, it is essentially noted that the index which portrays the return for blue chip...