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Modelling Fiji-US exchange rate volatility

Narayan, Paresh Kumar; Narayan, Seema; Prasad, Arti - In: Applied economics letters 16 (2009) 7/9, pp. 831-834

Persistent link: https://www.econbiz.de/10003855049

Modelling Fiji-US Exchange Rate Volatility

Narayan, Paresh Kumar - 2012

In this article, we examine the Fiji-US exchange rate volatility using daily data for the period 2000 to 2006. Our modelling framework is based on the EGARCH model. We find robust evidence of conditional shocks having a positive effect on exchange rate volatility, shocks having asymmetric...

Persistent link: https://www.econbiz.de/10013105378

Barriers to the international diffusion of technological innovations

Kumar, Sanjesh; Singh, Baljeet - In: Economic modelling 82 (2019), pp. 74-86

Persistent link: https://www.econbiz.de/10012202361

Estimating import and export demand elasticities for Mauritius and South Africa

Narayan, Seema; Narayan, Paresh Kumar - In: Australian economic papers 49 (2010) 3, pp. 241-252

Persistent link: https://www.econbiz.de/10008665073

A new unit root test with two structural breaks in level and slope at unknown time

Narayan, Paresh Kumar; Popp, Stephan - 2009

Persistent link: https://www.econbiz.de/10003959068

Using panel data to construct simple and efficient unit root tests in the presence of GARCH

Westerlund, Joakim; Narayan, Paresh Kumar - 2009

Persistent link: https://www.econbiz.de/10003876019

An application of a new seasonal unit root test to inflation

Narayan, Paresh Kumar; Popp, Stephan - In: International review of economics & finance : IREF 20 (2011) 4, pp. 707-716

Persistent link: https://www.econbiz.de/10009303880

Is the efficient market hypothesis day-of-the-week dependent? : evidence from the banking sector

Narayan, Paresh Kumar; Narayan, Seema; Popp, Stephan; … - In: Applied economics 47 (2015) 22/24, pp. 2359-2378

Persistent link: https://www.econbiz.de/10010516625

A sequential purchasing power parity test for panels of large cross-sections and implications for investors

Westerlund, Joakim; Narayan, Paresh Kumar - In: The European journal of finance 21 (2015) 13/15, pp. 1317-1333

Persistent link: https://www.econbiz.de/10011419881

Does the choice of estimator matter when forecasting returns?

Westerlund, Joakim; Narayan, Paresh Kumar - In: Journal of banking & finance 36 (2012) 9, pp. 2632-2640

Persistent link: https://www.econbiz.de/10009657614

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