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Potential gains from international portfolio diversification? : Stock market linkages between the Japanese and South Asian markets
Narayan, Paresh Kumar; Smyth, Russell; Nandha, Mohan - In: South Asia in the era of globalization : trade, …, (pp. 59-70). 2005
Persistent link: https://www.econbiz.de/10003156287
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Intraday volatility interaction between the crude oil and equity markets
Dinh Hoang Bach Phan; Sharma, Susan Sunila; Narayan, … - In: Journal of international financial markets, … 40 (2016), pp. 1-13
Persistent link: https://www.econbiz.de/10011475821
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A GARCH model for testing market efficiency
Narayan, Paresh Kumar; Liu, Ruipeng; Westerlund, Joakim - In: Journal of international financial markets, … 41 (2016), pp. 121-138
Persistent link: https://www.econbiz.de/10011475947
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Common trends and common cycles in stock markets
Narayan, Paresh Kumar; Thuraisamy, Kannan Sivananthan - In: Economic modelling 35 (2013), pp. 472-476
Persistent link: https://www.econbiz.de/10010336775
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Cointegration of stock markets between New Zealand, Australia and the G7 economies : searching for co-movement under structural change
Narayan, Paresh Kumar; Smyth, Russell - In: Australian economic papers 44 (2005) 3, pp. 231-247
Persistent link: https://www.econbiz.de/10003092324
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Modelling the Linkages between the Australian and G7 Stock Markets : Common Stochastic Trends and Regime Shifts
Narayan, Paresh Kumar - 2012
-54, 1988) and Gregory and Hansen (Residual-based tests for cointegration in models with regime shifts, Journal of Econometrics …, 70, 99-126, 1996) approaches to cointegration. Some evidence of a pairwise long-run relationship between the Australian …
Persistent link: https://www.econbiz.de/10013105347
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Interdependence and Dynamic Linkages between the Emerging Stock Markets of South Asia
Narayan, Paresh Kumar - 2012
The present article examines the dynamic linkages between the stock markets of Bangladesh, India, Pakistan and Sri … multivariate cointegration framework. We also examine the impulse response functions. Our main finding is that in the long run …, stock prices in Bangladesh, India and Sri Lanka Granger-cause stock prices in Pakistan. In the short run there is …
Persistent link: https://www.econbiz.de/10013105534
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On the relationship between stock prices and exchange rates for India
Narayan, Paresh Kumar - In: Review of Pacific Basin financial markets and policies 12 (2009) 2, pp. 289-308
Persistent link: https://www.econbiz.de/10003871588
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The inflation-output nexus : empirical evidence from India, South Africa, and Brazil
Narayan, Seema; Narayan, Paresh Kumar - In: Research in international business and finance 28 (2013), pp. 19-34
Persistent link: https://www.econbiz.de/10009725167
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Evidence on PPP for selected Asian countries from a panel cointegration test with structural breaks
Narayan, Paresh Kumar - In: Applied economics 42 (2010) 1/3, pp. 325-332
Persistent link: https://www.econbiz.de/10003923287