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A frequency domain causality investigation between futures and spot prices of Indian commodity markets

Joseph, Anto; Sisodia, Garima; Tiwari, Aviral Kumar - In: Economic modelling 40 (2014), pp. 250-258

Persistent link: https://www.econbiz.de/10010425645

New evidence from the random walk hypothesis for BRICS stock indices: a wavelet unit root test approach

Tiwari, Aviral Kumar; Phouphet Kyophilavong - In: Economic modelling 43 (2014), pp. 38-41

Persistent link: https://www.econbiz.de/10010500991

Tests of financial market contagion : evolutionary cospectral analysis v.s. wavelet analysis

Ftiti, Zied; Tiwari, Aviral Kumar; Belanès, Amél; … - 2014

Persistent link: https://www.econbiz.de/10010430696

Analyzing time-frequency relationship between interest rate, stock price and exchange rate through continuous wavelet

Andrieş, Alin Marius; Ihnatov, Iulian; Tiwari, Aviral Kumar - In: Economic modelling 41 (2014), pp. 227-238

Persistent link: https://www.econbiz.de/10010438349

Revisiting purchasing power parity for India using threshold cointegration and nonlinear unit root test

Tiwari, Aviral Kumar; Shahbaz, Muhammad - In: Economic change and restructuring : empirical and … 47 (2014) 2, pp. 117-133

Persistent link: https://www.econbiz.de/10010408390

Unemployment hysteresis in the Eurozone area : evidences from nonlinear heterogeneous panel unit root test

Bolat, Suleyman; Tiwari, Aviral Kumar; Erdayi, Ahmet Utku - In: Applied economics letters 21 (2014) 7/9, pp. 536-540

Persistent link: https://www.econbiz.de/10010414200

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