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A nonparametric model of financial system and economic growth

Mishra, Sagarika; Narayan, Paresh Kumar - In: International review of economics & finance : IREF 39 (2015), pp. 175-191

Persistent link: https://www.econbiz.de/10011572430

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

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

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

Can investors gain from investing in certain sectors?

Narayan, Paresh Kumar; Ali Ahmed, Huson Joher; Narayan, … - In: Journal of international financial markets, … 48 (2017), pp. 160-177

Persistent link: https://www.econbiz.de/10011892344

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

A Note on the Long-Run Elasticities from the Energy Consumption–GDP Relationship

Narayan, Paresh Kumar - 2012

The goal of this paper is to examine the long-run elasticities of the impacts of energy consumption on GDP and GDP on energy consumption. The energy consumption–GDP relationship is amongst the most popular relationships examined in the energy economics literature. The bulk of the extant...

Persistent link: https://www.econbiz.de/10013105951

Testing forecast rationality under asymmetric loss with the Mincer-Zarnowitz regression

Higgins, Matthew Lawrence; Mishra, Sagarika - In: Journal of quantitative economics : official journal of … 7 (2009) 2, pp. 59-72

Persistent link: https://www.econbiz.de/10009153676

Least squares learning and the US Treasury bill rate

Mishra, Sagarika; Dhole, Sandip - In: Economic systems 38 (2014) 2, pp. 194-204

Persistent link: https://www.econbiz.de/10010459729

Essays on asymmetric loss and learning in macroeconomic forecasting

Mishra, Sagarika - 2008

Persistent link: https://www.econbiz.de/10011573404