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Output and stock prices : new evidence from the robust wavelet approach

Tiwari, Aviral Kumar; Bhattacharyya, Malay; Das, Debojyoti - In: Finance research letters 27 (2018), pp. 154-160

Persistent link: https://www.econbiz.de/10012006838

On the relationship of gold, crude oil, stocks with financial stress : a causality-in-quantiles approach

Das, Debojyoti; Kumar, Surya Bhushan; Tiwari, Aviral Kumar - In: Finance research letters 27 (2018), pp. 169-174

Persistent link: https://www.econbiz.de/10012006847

Testing the Purchasing Power Parity hypothesis in India : a non-linear cointegration approach

Tiwari, Aviral Kumar; Aruna, Mothkuri; Dash, Aruna Kumar - In: The empirical economics letters : a monthly … 17 (2018) 11, pp. 1321-1330

Persistent link: https://www.econbiz.de/10012006892

Put-Call Ratio volume vs. open interest in predicting market return : a frequency domain rolling causality analysis

Jena, Sangram Keshari; Tiwari, Aviral Kumar; Mitra, Amarnath - In: Economies : open access journal 7 (2019) 1/24, pp. 1-10

This study examined the efficacy of the Put-Call Ratio (PCR), a widely used information ratio measured in terms of volume and open interest, in predicting market return at different time scale. Volume PCR was found to be an efficient predictor of the market return in a short period of 2.5 days...

Persistent link: https://www.econbiz.de/10012020492

Time-varying correlations between trade balance and stock prices in the United States over the period 1792 to 2013

Antonakakis, Nikolaos; Gupta, Rangan; Tiwari, Aviral Kumar - In: Journal of economics and finance 42 (2018) 4, pp. 795-806

Persistent link: https://www.econbiz.de/10012031147

Impact of oil price risk on sectoral equity markets : implications on portfolio management

Tiwari, Aviral Kumar; Jena, Sangram Keshari; Mitra, Amarnath - In: Energy economics 72 (2018), pp. 120-134

Persistent link: https://www.econbiz.de/10011972290

Oil returns and volatility : the role of mergers and acquisitions

Bos, Martijn; Demirer, Rıza; Gupta, Rangan; Tiwari, … - In: Energy economics 71 (2018), pp. 62-69

Persistent link: https://www.econbiz.de/10011942945

Co-movements and contagion between international stock index futures markets

Albulescu, Claudiu Tiberiu; Goyeau, Daniel; Tiwari, … - In: Empirical economics : a journal of the Institute for … 52 (2017) 4, pp. 1529-1568

Persistent link: https://www.econbiz.de/10011945853

Does international tourism affect international trade and economic growth? : the Indian experience

Suresh, K. G.; Tiwari, Aviral Kumar - In: Empirical economics : a journal of the Institute for … 54 (2018) 3, pp. 945-957

Persistent link: https://www.econbiz.de/10011949421

Extreme co-movements and dependencies among major international exchange rates : a copula approach

Albulescu, Claudiu Tiberiu; Aubin, Christian; Goyeau, Daniel - In: The quarterly review of economics and finance : journal … 69 (2018), pp. 56-69

Persistent link: https://www.econbiz.de/10012034997