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Are nominal exchange rates and price levels co-integrated? : new evidence from threshold autoregressive and momentum-threshold autoregressive models
Narayan, Paresh Kumar - In: The economic record : er 83 (2007), pp. 74-85
Persistent link: https://www.econbiz.de/10003421673
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Intraday effects of the currency market
Khademalomoom, Siroos; Narayan, Paresh Kumar - In: Journal of international financial markets, … 58 (2019), pp. 65-77
Persistent link: https://www.econbiz.de/10012127824
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Intraday-of-the-week effects : what do the exchange rate data tell us?
Khademalomoom, Siroos; Narayan, Paresh Kumar - In: Emerging markets review 43 (2020), pp. 1-14
Persistent link: https://www.econbiz.de/10012414544
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Exchange rate effects of US government shutdowns : evidence from both developed and emerging markets
Sharma, Susan Sunila; Dinh Hoang Bach Phan; Narayan, … - In: Emerging markets review 40 (2019), pp. 1-15
Persistent link: https://www.econbiz.de/10012313180
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An analysis of sectoral equity and CDS spreads
Narayan, Paresh Kumar - In: Journal of international financial markets, … 34 (2015), pp. 80-93
Persistent link: https://www.econbiz.de/10011474484
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Estimating Exchange Rate Responsiveness to Shocks
Narayan, Paresh Kumar - 2012
for the bulk of the real exchange rate variations for Japan, Italy, Germany, France, and the UK vis-à-vis the US dollar …, France, and Italy, around 15% of the variation in real exchange rate is due to transitory shocks, for Canada, Germany and the …
Persistent link: https://www.econbiz.de/10013105453
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The relationship between exchange rates, interest rates and Australian bank returns
Jain, Ameeta; Narayan, Paresh Kumar; Thomson, Dianne - In: Applied economics letters 18 (2011) 10/12, pp. 967-972
Persistent link: https://www.econbiz.de/10009317671
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Predicting exchange rate returns
Narayan, Paresh Kumar; Sharma, Susan Sunila; Dinh Hoang … - In: Emerging markets review 42 (2020), pp. 1-16
Persistent link: https://www.econbiz.de/10012414387
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Does data frequency matter for the impact of forward premium on spot exchange rate?
Narayan, Paresh Kumar; Sharma, Susan Sunila - In: International review of financial analysis 39 (2015), pp. 45-53
Persistent link: https://www.econbiz.de/10011573058
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The Relationship between Exchange Rates, Interest Rates and Australian Bank Returns
Jain, Ameeta - 2012
Although there has been significant research on US financial intermediaries' stock returns and sensitivity to interest yields, there has only been limited research on Australian bank stock returns and key macro variables, such as interest rates and exchange rates. The aim of this article is to...
Persistent link: https://www.econbiz.de/10013105552