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New evidence from the random walk hypothesis for BRICS stock indices: a wavelet unit root test approach

Tiwari, Aviral Kumar; Phouphet Kyophilavong - In: Economic modelling 43 (2014), pp. 38-41

Persistent link: https://www.econbiz.de/10010500991

Testing the efficiency of stock market using nonlinear unit root : evidence from India

Suresh, K. G.; Tiwari, Aviral Kumar - In: The empirical economics letters : a monthly … 14 (2015) 6, pp. 543-549

Persistent link: https://www.econbiz.de/10011419117

Testing the white noise hypothesis in high-frequency housing returns of the United States

Tiwari, Aviral Kumar; Gupta, Rangan; Cuñado … - In: Economics and Business Letters : EBL 9 (2020) 3, pp. 178-188

Persistent link: https://www.econbiz.de/10012420487

A revisit of hysteresis and NAIRU : evidence from united states

Suresh, K. G.; Tiwari, Aviral Kumar - In: The empirical economics letters : a monthly … 14 (2015) 4, pp. 353-360

Persistent link: https://www.econbiz.de/10011418856

A re-examination of real interest parity in ceecs using "old" and "new" second-generation panel unit root tests

Albulescu, Claudiu Tiberiu; Pépin, Dominique; Tiwari, … - In: Bulletin of economic research 68 (2016) 2, pp. 133-150

Persistent link: https://www.econbiz.de/10011496421

Are shocks to real output permanent or transitory? : evidence from a panel of "Asean" per capita GDP data

Suresh, K. G.; Tiwari, Aviral Kumar - In: Transition studies review 20 (2013) 2, pp. 149-157

Persistent link: https://www.econbiz.de/10010192958

Do the Dynamics between Government Bond and Equity Markets Validate the Adaptive Market Hypothesis? Evidence from Transfer Entropy

Tiwari, Aviral Kumar; Jena, Sangram Keshari; Aikins … - 2023

The study applies the effective transfer entropy (ETE) and Renyi transfer entropy (RTE) to quantify the information flow between government bonds and equity market of G7 countries. The magnitude and direction of information flow between these two markets are dynamic across the state of the...

Persistent link: https://www.econbiz.de/10014256514

An analysis of the weak form efficiency, multifractality and long memory of global, regional and European stock markets

Mensi, Walid; Tiwari, Aviral Kumar; Al-Yahyaee, Khamis Hamed - In: The quarterly review of economics and finance : journal … 72 (2019), pp. 168-177

Persistent link: https://www.econbiz.de/10012176113

Investigating stationarity in tourist arrivals to India using panel KPSS with sharp drifts and smooth breaks

Xie, Hong; Tiwari, Aviral Kumar; Chang, Tsangyao - In: Applied economics 50 (2018) 46, pp. 4985-4998

Persistent link: https://www.econbiz.de/10012061669

The stationary of productivity shocks : evidence from 25 OECD and big 7 countries

Tiwari, Aviral Kumar; Islam, Faridul; Bolat, Suleyman; … - In: International journal of economics and financial issues … 7 (2017) 1, pp. 613-618

Persistent link: https://www.econbiz.de/10011785154