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Are Shocks to Commodity Prices Persistent?

Narayan, Paresh Kumar - 2012

This paper considers the issue of whether shocks to ten commodity prices (gold, silver, platinum, copper, aluminum, iron ore, lead, nickel, tin, and zinc) are persistent or transitory. We use two recently developed unit root tests, namely the Narayan and Popp (NP) [14] test and the Liu and...

Persistent link: https://www.econbiz.de/10013106050

Stock returns, mutual fund flows and spillover shocks

Narayan, Paresh Kumar; Narayan, Seema; Prabheesh, K. P. - In: Pacific-Basin finance journal 29 (2014), pp. 146-162

Persistent link: https://www.econbiz.de/10010493980

The importance of real and nominal shocks on the UK housing market

Narayan, Seema; Narayan, Paresh Kumar - In: International journal of business and economics 10 (2011) 3, pp. 219-234

Persistent link: https://www.econbiz.de/10009627708

An analysis of Fiji's monetary policy transmission

Narayan, Paresh Kumar; Narayan, Seema; Mishra, Sagarika; … - In: Studies in economics and finance 29 (2012) 1, pp. 52-70

Persistent link: https://www.econbiz.de/10009541724

The Importance of Real and Nominal Shocks on the UK Housing Market

Narayan, Paresh Kumar - 2012

an interest rate shock, house prices (aggregate house price and modern house price) fall sharply over the first 4 years … and do not recover to their pre-shock level. In response to a real GDP shock, both house prices react in a positive … inverted U-shaped manner. Finally, we find that an inflation shock has a U-shaped negative impact on aggregate and modern house …

Persistent link: https://www.econbiz.de/10013106922

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

Evidence of oil market price clustering during the COVID-19 pandemic

Narayan, Paresh Kumar - In: International review of financial analysis 80 (2022), pp. 1-6

Persistent link: https://www.econbiz.de/10013366123

Are shocks to national income persistent? : new global evidence

Narayan, Seema; Narayan, Paresh Kumar - In: Journal of economic studies 38 (2011) 2, pp. 218-229

Persistent link: https://www.econbiz.de/10009157991

Are Shocks to National Income Persistent? - New Global Evidence

Narayan, Seema - 2012

This paper aims to investigate the integrational properties of real GDP for 125 countries. Design/methodology/approach: The paper applies the Kwiatkowski et al. univariate test and a KPSS-type univariate test that accounts for multiple structural breaks - a test procedure proposed by...

Persistent link: https://www.econbiz.de/10013105321

Understanding exchange rate shocks during COVID-19

Narayan, Paresh Kumar - In: Finance research letters 45 (2022), pp. 1-8

Persistent link: https://www.econbiz.de/10014578156

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