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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

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

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

We examine the use of the random walk hypothesis on the BRICS stock indices. Our examination of the stock indices uses a recently developed wavelet-based unit root test by Fan and Gençay (2010) along with a battery of unit root tests. We also examine the sensitivity of the wavelet-based unit...

Persistent link: https://www.econbiz.de/10010939703

The inter-temporal causal nexus between Indian commodity futures and spot prices : a wavelet analysis

Joseph, Anto; Sisodia, Garima; Tiwari, Aviral Kumar - In: Theoretical economics letters 5 (2015) 2, pp. 312-324

Persistent link: https://www.econbiz.de/10011396483

Testing the long-memory features in return and volatility of NSE index

Ahamed, Naseem; Kalita, Mamoni; Tiwari, Aviral Kumar - In: Theoretical economics letters 5 (2015) 3, pp. 431-440

Persistent link: https://www.econbiz.de/10011396558

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

A historical analysis of the US stock price index using empirical mode decomposition over 1791-2015

Tiwari, Aviral Kumar; Dar, Arif Billah; Bhanja, Niyati; … - 2016

In this paper, the dynamics of Standard and Poor's 500 (S&P 500) stock price index is analysed within a time …

Persistent link: https://www.econbiz.de/10011432431

Exchange rate and stock price relationship : a wavelet analysis for India

Dar, Arif Billah; Bhanja, Niyati; Tiwari, Aviral Kumar - In: Indian economic review : biannual journal of the Delhi … 49 (2014) 1, pp. 125-142

Persistent link: https://www.econbiz.de/10011339582

Long run and short run linkages between stock indices in Bombay stock exchange : a structural cointegration approach

Suresh K. G.; Tiwari, Aviral Kumar - In: Journal of quantitative economics : official journal of … 10 (2012) 1, pp. 177-181

Persistent link: https://www.econbiz.de/10010338423

Decomposing time-frequency relationship between interest rates and share prices in India through wavelets

Tiwari, Aviral Kumar - In: Economia internazionale 66 (2013) 4, pp. 515-531

Persistent link: https://www.econbiz.de/10010250728

Stock returns and inflation in Pakistan

Tiwari, Aviral Kumar; Dar, Arif Billah; Bhanja, Niyati; … - In: Economic modelling 47 (2015), pp. 23-31

Persistent link: https://www.econbiz.de/10011437015