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Economic significance of commodity return forecasts from the fractionally cointegrated VAR model
Dolatabadi, Sepideh; Narayan, Paresh Kumar; Nielsen, … - 2015
Based on recent evidence of fractional cointegration in commodity spot and futures markets, we investigate whether a …
Persistent link: https://www.econbiz.de/10010464770
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An analysis of time-varying commodity market price discovery
Narayan, Paresh Kumar; Sharma, Susan Sunila - In: International review of financial analysis 57 (2018), pp. 122-133
Persistent link: https://www.econbiz.de/10012006333
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Panel data measures of price discovery
Karabiyik, Hande; Westerlund, Joakim; Narayan, Paresh Kumar - In: Econometric reviews 41 (2022) 3, pp. 269-290
Persistent link: https://www.econbiz.de/10013364880
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Is money targeting on option for Bank Indonesia?
Narayan, Paresh Kumar - In: Journal of Asian economics 18 (2007) 5, pp. 726-738
Persistent link: https://www.econbiz.de/10003609547
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The government revenue and government expenditure nexus : empirical evidence from nine Asian countries
Narayan, Paresh Kumar - In: Journal of Asian economics 15 (2005) 6, pp. 1203-1216
Persistent link: https://www.econbiz.de/10002626308
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Is Money Targeting an Option for Bank Indonesia?
Narayan, Paresh Kumar - 2012
In this paper, using the cash-in-advance model, we estimate Indonesia's money demand function for the period 1970 … the real exchange rate Granger causes real M1 and real M2. Finally, we find that Indonesia's money demand functions are …
Persistent link: https://www.econbiz.de/10013105456
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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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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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Spread determinants and the day-of-the-week effect
Narayan, Paresh Kumar; Mishra, Sagarika; Narayan, Seema - In: The quarterly review of economics and finance : journal … 54 (2014) 1, pp. 51-60
Persistent link: https://www.econbiz.de/10010468792
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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