Narrow search
Showing 1 - 10 of 212
Cover Image
Bitcoin price growth and Indonesia's monetary system
Narayan, Paresh Kumar; Narayan, Seema; Rahman, R. Eki; … - In: Emerging markets review 38 (2019), pp. 364-376
Persistent link: https://www.econbiz.de/10012312802
Cover Image
Exploring the Oil Price and Real GDP Nexus for a Small Island Economy, the Fiji Islands
Prasad, Arti - 2012
The goal of this paper is to examine the relationship between real GDP and oil prices using time series data for the period 1970-2005. Our main finding is that an increase in oil has a positive, albeit inelastic, impact on real GDP, inconsistent with the bulk of the literature. We argue that...
Persistent link: https://www.econbiz.de/10013105755
Cover Image
Understanding the oil price-exchange rate nexus for the Fiji islands
Narayan, Paresh Kumar; Narayan, Seema; Prasad, Arti - In: Energy economics 30 (2008) 5, pp. 2686-2696
Persistent link: https://www.econbiz.de/10003774174
Cover Image
Firm return volatility and economic gains : the role of oil prices
Narayan, Paresh Kumar; Sharma, Susan Sunila - In: Economic modelling 38 (2014), pp. 142-151
Persistent link: https://www.econbiz.de/10010418129
Cover Image
Investigating Price Clustering in the Oil Futures Market
Narayan, Paresh Kumar - 2012
Price clustering can be a source of market inefficiency. It follows that searching for price clustering in markets have gone beyond share prices into real estate, interest rate, and exchange rate markets. In this paper, we extend this line of research to oil futures markets. In particular, we...
Persistent link: https://www.econbiz.de/10013105382
Cover Image
Modelling Oil Price Volatility
Narayan, Paresh Kumar - 2012
In this paper, we examine the volatility of crude oil price using daily data for the period 1991-2006. Our main … innovation is that we examine volatility in various sub-samples in order to judge the robustness of our results. Our main … effects, on volatility. These findings imply that the behaviour of oil prices tends to change over short periods of time …
Persistent link: https://www.econbiz.de/10013105390
Cover Image
Understanding the Oil Price-Exchange Rate Nexus for the Fiji Islands
Narayan, Paresh Kumar - 2012
In this paper,we examine the relationship between oil price and the Fiji–US exchange rate using daily data for the period 2000–2006. We use the generalised autoregressive conditional heteroskedasticity (GARCH) and exponential GARCH (EGARCH) models to estimate the impact of oil price on the...
Persistent link: https://www.econbiz.de/10013105729
Cover Image
New evidence of psychological barrier from the oil market
Narayan, Paresh Kumar; Ranjeeni, Kumari; … - In: The journal of behavioral finance : a publication of … 18 (2017) 4, pp. 457-469
Persistent link: https://www.econbiz.de/10012008659
Cover Image
How do bond, equity and commodity cycles interact?
Narayan, Paresh Kumar; Thuraisamy, Kannan Sivananthan; … - In: Finance research letters 21 (2017), pp. 151-156
Persistent link: https://www.econbiz.de/10011807742
Cover Image
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