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A sequential Bayesian change-point analysis of BRICS currency returns

Tiwari, Aviral Kumar; Taufemback, Cleiton Guollo; … - In: Journal of quantitative economics 19 (2021) 2, pp. 393-402

Persistent link: https://www.econbiz.de/10012584982

Measuring volatility persistence in leveraged loan markets in the presence of structural breaks

Abakah, Emmanuel Joel Aikins; Gil-Alaña, Luis A.; … - In: International review of economics & finance : IREF 78 (2022), pp. 141-152

Persistent link: https://www.econbiz.de/10013334550

Comovement of exchange rates : a wavelet analysis

Andrieş, Alin Marius; Ihnatov, Iulian; Tiwari, Aviral Kumar - In: Emerging markets finance & trade : a journal of the … 52 (2016) 1/3, pp. 574-588

Persistent link: https://www.econbiz.de/10011562523

The influence of the international oil prices on the real effective exchange rate in Romania in a wavelet transform framework

Tiwari, Aviral Kumar; Mutascu, Mihai; Albulescu, … - In: Energy economics 40 (2013), pp. 714-733

Persistent link: https://www.econbiz.de/10010354948

Global economic activity, crude oil price and production, stock market behaviour and the Nigeria-US exchange rate

Olayeni, Olaolu Richard; Tiwari, Aviral Kumar; Wohar, … - In: Energy economics 92 (2020), pp. 1-13

Persistent link: https://www.econbiz.de/10012518924

Comovement of Exchange Rates : A Wavelet Analysis

Andries, Alin Marius - 2015

In this paper we employ the wavelet multiple correlation and the wavelet multiple cross-correlation to investigate the behaviour of exchange rates in the Central and Eastern Europe (CEE). This novel approach takes care of several limitations which are encountered when conventional pair wise...

Persistent link: https://www.econbiz.de/10013035510

Exchange rate return and volatility spillover across major trading partners of India

Mishra, Bibhuti Ranjan; Pradhan, Ashis Kumar; Tiwari, … - In: Journal of Asia Pacific business 21 (2020) 2, pp. 80-101

Persistent link: https://www.econbiz.de/10012258208

Are exchange rates interdependent? : evidence using wavelet analysis

Kumar, Satish; Pathak, Rajesh; Tiwari, Aviral Kumar; … - In: Applied economics 49 (2017) 31/33, pp. 3231-3245

Persistent link: https://www.econbiz.de/10011774731

Directional predictability from energy markets to exchange rates and stock markets in the emerging market countries (E7 + 1) : new evidence from cross-quantilogram approach

Tiwari, Aviral Kumar; Shahbaz, Muhammad; Khalfaoui, Rabeh; … - In: International journal of finance & economics : IJFE 29 (2024) 1, pp. 719-789

Persistent link: https://www.econbiz.de/10014469052

Sustainability of trade deficit in India

Tiwari, Aviral Kumar; Pandey, Bharti - In: The empirical economics letters : a monthly … 10 (2011) 9, pp. 843-850

Persistent link: https://www.econbiz.de/10009571855

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