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Bond return predictability : evidence from 25 OECD countries

Devpura, Neluka; Narayan, Paresh Kumar; Sharma, Susan Sunila - In: Journal of international financial markets, … 75 (2021), pp. 1-14

Persistent link: https://www.econbiz.de/10012820862

Has COVID-19 changed the stock return-oil price predictability pattern?

Zhang, Fan; Narayan, Paresh Kumar; Devpura, Neluka - In: Financial innovation : FIN 7 (2021), pp. 1-10

In this paper, we examine if COVID-19 has impacted the relationship between oil prices and stock returns predictions using daily Japanese stock market data from 01/04/2020 to 03/17/2021. We make a novel contribution to the literature by testing whether the COVID-19 pandemic has changed this...

Persistent link: https://www.econbiz.de/10012617355

Structural instability and predictability

Devpura, Neluka; Narayan, Paresh Kumar; Sharma, Susan Sunila - In: Journal of international financial markets, … 63 (2019), pp. 1-13

Persistent link: https://www.econbiz.de/10012263369

Is stock return predictability time-varying?

Devpura, Neluka; Narayan, Paresh Kumar; Sharma, Susan Sunila - In: Journal of international financial markets, … 52 (2018), pp. 152-172

Persistent link: https://www.econbiz.de/10011986233