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Revisiting purchasing power parity for India using threshold cointegration and nonlinear unit root test
Tiwari, Aviral Kumar; Shahbaz, Muhammad - In: Economic change and restructuring : empirical and … 47 (2014) 2, pp. 117-133
Persistent link: https://www.econbiz.de/10010408390
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Investigating the nature of nonlinearity in Indian Exchange Traded Funds (ETFs)
Madhavan, Vinodh - In: Managerial finance 40 (2014) 4, pp. 395-415
Persistent link: https://www.econbiz.de/10010344093
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Growth performance of food and beverage industry in India : a fresh look using structural break approach
Pal, Soma; Chakraborty, Chandrima - In: International journal of business competition and … 7 (2021) 4, pp. 322-333
Persistent link: https://www.econbiz.de/10013198043
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Linear and nonlinear causal relationships between international reserves and economic growth : evidence from India
Kashif, Mohammad; Singh, Satish Kumar; Thiyagarajan, S.; … - In: Asia-Pacific journal of management research and innovation 16 (2020) 1, pp. 54-59
Persistent link: https://www.econbiz.de/10012210612
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Nonlinearity between infrastructure inequality and growth : evidence from India
Simon, Nisha S.; Natarajan, P. - In: Review of market integration 9 (2017) 1/2, pp. 66-82
Persistent link: https://www.econbiz.de/10012160853
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Does electronic trading influence stock prices? : the Indian experience
Madhavan, Vinodh; Mukhopadhyay, Ishita; Ray, Partha - In: Applied economics letters 27 (2020) 18, pp. 1459-1462
Persistent link: https://www.econbiz.de/10012315599
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Revisiting Purchasing Power Parity for India using threshold cointegration and nonlinear unit root test
Tiwari, Aviral; Shahbaz, Muhammad - In: Economic Change and Restructuring 47 (2014) 2, pp. 117-133
on TAR and MTAR models based cointegration tests to draw conclusions because of their superiority to traditional … cointegration techniques as these models have limit cycles, amplitude dependent frequencies, and jump phenomena. These models are …
Persistent link: https://www.econbiz.de/10010988804
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An approximate entropy approach to examine the non-linear dependence in daily Indian exchange rates
Kumar, Manish - In: International Journal of Monetary Economics and Finance 4 (2011) 3, pp. 309-325
statistics to test for non-linearity. The empirical results provide the evidence of strong non-linear dependence in the Indian … been used in the study, is misspecified. The evidence of non-linearity has serious implications for asset pricing, risk …
Persistent link: https://www.econbiz.de/10009352493
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Exchange rate pass-through to consumer prices in India : nonlinear evidence from a smooth transition model
Bhat, Javed Ahmad; Nain, Md Zulquar; Bhat, Sajad Ahmad - In: International journal of finance & economics : IJFE 29 (2024) 1, pp. 927-942
Persistent link: https://www.econbiz.de/10014469067
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Factors affecting technical efficiency of Indian fabrics industry : a fresh look using non-parametric method
Maiti, Susobhan; Chakraborty, Chandrima - In: Thailand and the world economy 41 (2023) 3, pp. 102-122
The present paper aims to access the performance of the Indian Fabrics Industry (IFI) across firms through estimating its efficiency scores covering the period 1991 to 2015 considering Centre for Monitoring Indian Economy (CMIE) firm level data using Nonparametric Method of Data Envelopment...
Persistent link: https://www.econbiz.de/10014439451