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A historical analysis of the US stock price index using empirical mode decomposition over 1791-2015

Tiwari, Aviral Kumar; Dar, Arif Billah; Bhanja, Niyati; … - 2016

In this paper, the dynamics of Standard and Poor's 500 (S&P 500) stock price index is analysed within a time-frequency framework over a monthly period 1791:08-2015:05. Using the Empirical Mode Decomposition technique, the S&P 500 stock price index is divided into different frequencies known as...

Persistent link: https://www.econbiz.de/10011446051

A re-examination of real interest parity in ceecs using "old" and "new" second-generation panel unit root tests

Albulescu, Claudiu Tiberiu; Pépin, Dominique; Tiwari, … - In: Bulletin of economic research 68 (2016) 2, pp. 133-150

Persistent link: https://www.econbiz.de/10011496421

Tests of financial market contagion : evolutionary cospectral analysis versus wavelet analysis

Ftiti, Zied; Tiwari, Aviral Kumar; Belanès, Amél; … - In: Computational economics 46 (2015) 4, pp. 575-611

Persistent link: https://www.econbiz.de/10011478891

Time-frequency relationship between US output with commodity and asset prices

Tiwari, Aviral Kumar; Albulescu, Claudiu Tiberiu; … - In: Applied economics 48 (2016) 1/3, pp. 227-242

Persistent link: https://www.econbiz.de/10011412694

On the dynamics of Indian GDP, crude oil production and imports

Tiwari, Aviral Kumar - In: OPEC energy review 39 (2015) 2, pp. 162-183

Persistent link: https://www.econbiz.de/10011414457

Is bitcoin business income or speculative foolery? : new ideas through an improved frequency domain analysis

Bouoiyour, Jamal; Selmi, Refk; Tiwari, Aviral Kumar - In: Annals of financial economics 10 (2015) 1, pp. 1-23

Persistent link: https://www.econbiz.de/10011382510

A revisit on the tax burden distribution and GDP growth : fresh evidence using a consistent nonparametric test for causality for the USA

Tiwari, Aviral Kumar; Mutascu, Mihai - In: Empirical economics : a journal of the Institute for … 46 (2014) 3, pp. 961-972

Persistent link: https://www.econbiz.de/10010344371

Inflation, output gap, and money in Malaysia: evidence from wavelet coherence

Olayeni, Olaolu Richard; Tiwari, Aviral Kumar; … - In: International journal of computational economics and … 4 (2014) 3/4, pp. 320-338

Persistent link: https://www.econbiz.de/10010496417

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

Interdependence and lead-lag relationships between the oil price and metal markets : fresh insights from the wavelet and quantile coherency approaches

Khalfaoui, Rabeh; Tiwari, Aviral Kumar; Kablan, … - In: Energy economics 101 (2021), pp. 1-36

Persistent link: https://www.econbiz.de/10013161506