Browsing by Subject "S&P 500"

Browsing by Subject "S&P 500"

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  • Firm-level political risk and asymmetric volatility 
    Aye, Goodness Chioma; Balcilar, Mehmet; Demirer, Riza; Gupta, Rangan (Elsevier, 2018-11)
    This paper examines whether proxies of political risk exposure at the firm-level can predict the aggregate stock market volatility. Utilizing a nonparametric causality-in-quantiles test which not only guards against ...
  • LPPLS bubble indicators over two centuries of the S&P 500 index 
    Zhang, Qunzhi; Sornette, Didier; Balcilar, Mehmet; Gupta, Rangan; Ozdemir, Zeynel Abidin; Yetkiner, Hakan (Elsevier, 2016-09)
    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. ...
  • Predicting stock market movements in the United States : the role of presidential approval ratings 
    Gupta, Rangan; Kanda, Patrick; Wohar, Mark E. (Wiley, 2021-03)
    In this paper we analyze whether presidential approval ratings can predict the S&P 500 returns over the monthly period of July 1941 to April 2018, using a dynamic conditional correlation multivariate generalized autoregressive ...