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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
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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
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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
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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
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Time-frequency relationship between share prices and exchange rates in India : evidence from continuous wavelets
Tiwari, Aviral Kumar; Bhanja, Niyati; Dar, Arif Billah; … - In: Empirical economics : a journal of the Institute for … 48 (2015) 2, pp. 699-714
Persistent link: https://www.econbiz.de/10011293584
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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
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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
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Frequency domain causality analysis of stock market and economic activity in India
Tiwari, Aviral Kumar; Mutascu, Mihai; Albulescu, … - In: International review of economics & finance : IREF 39 (2015), pp. 224-238
Persistent link: https://www.econbiz.de/10011572440
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Intellectual capital and firm performance : evidence from Indian banking sector
Mohapatra, Suryanarayan; Jena, Sangram Keshari; Mitra, … - In: Applied economics 51 (2019) 57, pp. 6054-6067
Persistent link: https://www.econbiz.de/10012197317
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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