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Assessing dependence changes using nonparametric methods
Silvapulle, Paramsothy; Zhang, Xibin - In: Applied financial economics letters 3 (2007) 4/6, pp. 397-401
Persistent link: https://www.econbiz.de/10003605416
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A threshold cointegration approach to the stock prices-inflation puzzle
Hoque, Hafiz; Silvapulle, Paramsothy; Moosa, Imad A. - In: International journal of economic perspectives : IJEP 1 (2007) 2, pp. 83-102
Persistent link: https://www.econbiz.de/10003983788
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Modelling the bivariate dependence structure of exchange rates before and after the introduction of the Euro : a semi-parametric approach
Boero, Gianna; Silvapulle, Paramsothy; Tursunalieva, Ainura - In: International journal of finance & economics : IJFE 16 (2011) 4, pp. 357-374
Persistent link: https://www.econbiz.de/10009508876
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ARDL bounds tests and robust inference for the long run relationship between real stock returns and inflation in Australia
Rushdi, Mustabshira; Kim, Jae H.; Silvapulle, Paramsothy - In: Economic modelling 29 (2012) 3, pp. 535-543
Persistent link: https://www.econbiz.de/10009544884
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Effects of the open policy on the dependence between the Chinese ‘A’ stock market and other equity markets : an industry sector perspective
Luo, Weiwei; Brooks, Robert; Silvapulle, Paramsothy - In: Journal of international financial markets, … 21 (2011) 1, pp. 49-74
Persistent link: https://www.econbiz.de/10009259721
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Bayesian approaches to nonparametric estimation of densities on the unit interval
Li, Song; Silvapulle, Mervyn J.; Silvapulle, Paramsothy; … - In: Econometric reviews 34 (2015) 1/5, pp. 394-412
Persistent link: https://www.econbiz.de/10011373275
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A semiparametric approach to value-at-risk, expect shortfall and optimum asset allocation in stock-bond portfolios
Chen, Xiangjin B.; Silvapulle, Paramsothy; Silvapulle, … - 2013
Persistent link: https://www.econbiz.de/10009775495
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Structural VAR models for Malaysian monetary policy analysis during the pre- and post-1997 Asian crisis periods
Raghavan, Mala; Silvapulle, Paramsothy; Athanasopoulos, … - In: Applied economics 44 (2012) 28/30, pp. 3841-3856
Persistent link: https://www.econbiz.de/10009712659
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Canadian monetary policy analysis using a structural VARMA model
Raghavan, Mala; Athanasopoulos, George; Silvapulle, … - 2013
Persistent link: https://www.econbiz.de/10009713016
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A semiparametric approach to value-at-risk, expected shortfall and optimum asset allocation in stock-bond portfolios
Chen, Xiangjin B.; Silvapulle, Paramsothy; Silvapulle, … - In: Economic modelling 42 (2014), pp. 230-242
Persistent link: https://www.econbiz.de/10010478162