Browsing Research Articles (Economics) by Subject "G7 stock markets"

Now showing items 1-3 of 3

Gold, platinum and the predictability of bubbles in global stock markets

Demirer, Riza; Gabauer, David; Gupta, Rangan; Nielsen, Joshua (Elsevier, 2024-03)

This paper examines the predictability of bubbles across global stock markets and whether or not synchronicity in bubble formation can be predicted via metrics of market risk that are readily available. Utilizing the gold ...
Investor sentiment and multi-scale positive and negative stock market bubbles in a panel of G7 countries

Van Eyden, Renee; Gupta, Rangan; Nielsen, Joshua; Bouri, Elie (Elsevier, 2023-06)

Firstly, we use the log-periodic power law singularity multi-scale confidence indicator (LPPLS-CI) approach to detect both positive and negative bubbles in the short-, medium- and long-term stock market indices of the G7 ...
Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching : evidence from over a century of data

Ji, Qiang; Liu, Bing-Yue; Cunado, Juncal; Gupta, Rangan (Elsevier, 2020-01)

This paper analyses the risk spillover effect between the US stock market and the remaining G7 stock markets by measuring the conditional Value-at-Risk (CoVaR) using time-varying copula models with Markov switching and ...

Now showing items 1-3 of 3

Search UPSpace