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The relationship between stock prices and exchange rates in Asian markets : a wavelet based correlation and quantile regression approach

Dar, Arif Billah; Shah, Aasif; Bhanja, Niyati; … - In: South Asian journal of global business research : … 3 (2014) 2, pp. 209-224

Persistent link: https://www.econbiz.de/10010405645

Revisiting the Doctrine of Purchasing Power Parity Through Quantile Regression and Wavelets

Bhanja, Niyati - 2014

This paper seeks to examine the relative version of Purchasing Power Parity (PPP) for Indian rupee against the currency of its leading trade partners, the US and Great Britain, using quantile regression and semi-parametric wavelet-based regression. These methodologies provide a fresh look into...

Persistent link: https://www.econbiz.de/10013048588

Exchange rate and monetary fundamentals : long run relationship revisited

Bhanja, Niyati; Dar, Arif Billah; Tiwari, Aviral Kumar - In: Panoeconomicus 62 (2015) 1, pp. 33-54

Persistent link: https://www.econbiz.de/10010516700

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

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

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

Stock returns and inflation : a tale of two periods in India

Bhanja, Niyati; Dar, Arif Billah - In: Economic change and restructuring : empirical and … 52 (2019) 4, pp. 413-438

Persistent link: https://www.econbiz.de/10012258964

Is gold a weak or strong hedge and safe haven against stocks? : robust evidences from three major gold-consuming countries

Dar, Arif Billah; Maitra, Debasish - In: Applied economics 49 (2017) 53, pp. 5491-5503

Persistent link: https://www.econbiz.de/10011845191

Wavelet-Based Beta Estimation : Applications to Indian Stock Market

M., Aasif - 2012

This paper applies the multi-scale beta estimation approach based on wavelet analysis to all stocks comprising BSE-Sensex. Betas are calculated based on the wavelet decomposition from the Maximal overlap discrete wavelet transform (DWT). It is shown that the multi-scale beta estimation approach...

Persistent link: https://www.econbiz.de/10013103832

Wavelet-Based Beta Estimation : Applications to Indian Stock Market

M., Aasif - 2012

Persistent link: https://www.econbiz.de/10013104218