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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-frequency framework over a monthly period 1791:08–2015:05. Using the Empirical Mode Decomposition technique, the S&P 500 stock price index is divided into different frequencies known as...

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

Time-frequency relationship between inflation and inflation uncertainty for the U.S. : evidence from historical data

Albulescu, Claudiu Tiberiu; Tiwari, Aviral Kumar; … - 2016

Persistent link: https://www.econbiz.de/10011547577

Time-frequency relationship between US output with commodity and asset prices

Tiwari, Aviral Kumar; Albulescu, Claudiu Tiberiu; … - In: Applied economics 48 (2016) 1/3, pp. 227-242

Persistent link: https://www.econbiz.de/10011412694

Chaos in G7 stock markets using over one century of data : a note

Tiwari, Aviral Kumar; Gupta, Rangan - In: Research in international business and finance 47 (2019), pp. 304-310

Persistent link: https://www.econbiz.de/10012135738

Chaos in G7 stock markets using over one century of data : a note

Tiwari, Aviral Kumar; Gupta, Rangan; Bekiros, Stelios - In: Research in international business and finance 49 (2019), pp. 315-321

Persistent link: https://www.econbiz.de/10012136036

Oil returns and volatility : the role of mergers and acquisitions

Bos, Martijn; Demirer, Rıza; Gupta, Rangan; Tiwari, … - In: Energy economics 71 (2018), pp. 62-69

Persistent link: https://www.econbiz.de/10011942945

Volatility spillovers across global asset classes : evidence from time and frequency domains

Tiwari, Aviral Kumar; Cuñado Eizaguirre, Juncal; … - In: The quarterly review of economics and finance : journal … 70 (2018), pp. 194-202

Persistent link: https://www.econbiz.de/10012035042

Time-varying correlations between trade balance and stock prices in the United States over the period 1792 to 2013

Antonakakis, Nikolaos; Gupta, Rangan; Tiwari, Aviral Kumar - In: Journal of economics and finance 42 (2018) 4, pp. 795-806

Persistent link: https://www.econbiz.de/10012031147

Time-varying predictability of oil market movements over a century of data : The role of US financial stress

Gupta, Rangan; Kanda, Patrick; Tiwari, Aviral Kumar; … - In: The North American journal of economics and finance : a … 50 (2019), pp. 1-11

Persistent link: https://www.econbiz.de/10012201357

Has the correlation of inflation and stock prices changed in the United States over the last two centuries?

Antonakakis, Nikolaos; Gupta, Rangan; Tiwari, Aviral Kumar - In: Research in international business and finance 42 (2017), pp. 1-8

Persistent link: https://www.econbiz.de/10011747216