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Local logit regression for recovery rate
Sopitpongstorn, Nithi; Silvapulle, Paramsothy; Gao, Jiti - 2017
Persistent link: https://www.econbiz.de/10011782259
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Nonparametric panel data model for crude oil and stock market prices in net oil importing countries
Silvapulle, Paramsothy; Smyth, Russell; Zhang, Xibin; … - In: Energy economics 67 (2017), pp. 255-267
Persistent link: https://www.econbiz.de/10011897918
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Long-Term Memory in Stock Market Returns: International Evidence
Sadique, S.; Silvapulle, P. - In: International journal of finance & economics : IJFE 6 (2001) 1, pp. 59-68
Persistent link: https://www.econbiz.de/10007496359
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Large returns, conditional correlation and portfolio diversification: a value-at-risk approach
Silvapulle, P.; Granger, C. W. J. - In: Quantitative Finance 1 (2001) 5, pp. 542-551
This paper, using daily returns on 30 Dow Jones Industrial stocks for the period 1991-1999, investigates the possibility of portfolio diversification when there are negative large movements in the stock returns (i.e. when the market is bearish). We estimate the quantiles of stock return...
Persistent link: https://www.econbiz.de/10009208221
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Experimental evidence on robustness of data envelopment analysis
Galagedera, D.U.A.; Silvapulle, P. - In: Journal of the Operational Research Society : OR 54 (2003) 6, pp. 654-660
Persistent link: https://www.econbiz.de/10006028821
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A Score Test for Seasonal Fractional Integration and Cointegration
Silvapulle, P. - In: Econometric reviews 20 (2001) 1, pp. 85-104
Persistent link: https://www.econbiz.de/10006901671
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Testing for Serial Correlation in the Presence of Dynamic Heteroscedasticity
Silvapulle, P.; Evans, M. - In: Econometric reviews 17 (1998) 1, pp. 31-56
Persistent link: https://www.econbiz.de/10006920355
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The impact of inflation rate announcements on interest rate volatility: Australian evidence
Silvapulle, P.; Pereira, R.; Lee, J.H.H. - In: Applied financial economics 7 (1997) 5, pp. 559-566
Persistent link: https://www.econbiz.de/10007699119
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Does the Fisher effect apply in Australia?
Inder, B.; Silvapulle, P. - In: Applied economics 25 (1993) 6, pp. 839-844
Persistent link: https://www.econbiz.de/10007716441
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TESTING FOR PHILIPPINES RICE MARKET INTEGRATION: A MULTIPLE COINTEGRATION APPROACH
Silvapulle, P.; Jayasuriya, S. - In: Journal of agricultural economics 45 (1994) 3, pp. 369-380
Persistent link: https://www.econbiz.de/10006493568