Similar Search Results

Revisiting the twin deficits hypothesis in the United States : further evidence based on system-equation ADL test for threshold cointegration

Chang, Tsangyao; Sethi, Dinabandhu; Tiwari, Aviral Kumar; … - In: Journal of international trade & economic development : … 33 (2024) 4, pp. 723-737

Persistent link: https://www.econbiz.de/10014632758

The threshold role of FDI flows in the energy-growth nexus : an endogenous growth perspective

Olayeni, Olaolu Richard; Jemiluyi, Olufunmilayo Olayemi; … - In: The energy journal 44 (2023) 5, pp. 21-43

Persistent link: https://www.econbiz.de/10014380614

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

Analyzing time-frequency relationship between interest rate, stock price and exchange rate through continuous wavelet

Andrieş, Alin Marius; Ihnatov, Iulian; Tiwari, Aviral Kumar - In: Economic modelling 41 (2014), pp. 227-238

Persistent link: https://www.econbiz.de/10010438349

The export-led growth hypothesis for India : examining causality by a new approach in the time-frequency domain

Tiwari, Aviral Kumar; Ludwig, Alexander - In: Applied economics letters 21 (2014) 16/18, pp. 1297-1301

Persistent link: https://www.econbiz.de/10010467456

Does international tourism affect international trade and economic growth? : the Indian experience

Suresh, K. G.; Tiwari, Aviral Kumar - In: Empirical economics : a journal of the Institute for … 54 (2018) 3, pp. 945-957

Persistent link: https://www.econbiz.de/10011949421

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

Tests of financial market contagion : evolutionary cospectral analysis v.s. wavelet analysis

Ftiti, Zied; Tiwari, Aviral Kumar; Belanès, Amél; … - 2014

Persistent link: https://www.econbiz.de/10010430696

Co-Movements between Germany and International Stock Markets : Some New Evidence from DCC-GARCH and Wavelet Approaches

Uddin, Gazi Salah - 2013

The analysis of co-movements of stock market returns is a fundamental issue in finance. The aim of this paper is to examine the co-movement between Germany and major International Stock Markets in the time-frequency space. Our sample period goes from 01 June 1992 to 26 March 2013 and includes...

Persistent link: https://www.econbiz.de/10013077634

Spillovers between output and stock prices : a wavelet approach

McMillan, David G.; Tiwari, Aviral Kumar - In: Studies in economics and finance 33 (2016) 4, pp. 625-637

Persistent link: https://www.econbiz.de/10011722563