Similar Search Results

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

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-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

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

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

An analysis of dependence between Central and Eastern European stock markets

Reboredo, Juan Carlos; Tiwari, Aviral Kumar; Albulescu, … - In: Economic systems 39 (2015) 3, pp. 474-490

Persistent link: https://www.econbiz.de/10011532315

Time-varying dependence between stock and government bond returns : international evidence with dynamic copulas

Jammazi, Rania; Tiwari, Aviral Kumar; Ferrer, Román; … - In: The North American journal of economics and finance : a … 33 (2015), pp. 74-93

Persistent link: https://www.econbiz.de/10011534370