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Are stock returns an inflation hedge for the UK? : evidence from a wavelet analysis using over three centuries of data

Tiwari, Aviral Kumar; Cuñado Eizaguirre, Juncal; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 23 (2019) 3, pp. 1-17

Persistent link: https://www.econbiz.de/10012054891

Oil price-inflation pass-through in the United States over 1871 to 2018 : a wavelet coherency analysis

Tiwari, Aviral Kumar; Cuñado Eizaguirre, Juncal; … - In: Structural change and economic dynamics : SC+ED 50 (2019), pp. 51-55

Persistent link: https://www.econbiz.de/10012299583

Testing the white noise hypothesis in high-frequency housing returns of the United States

Tiwari, Aviral Kumar; Gupta, Rangan; Cuñado … - In: Economics and Business Letters : EBL 9 (2020) 3, pp. 178-188

Persistent link: https://www.econbiz.de/10012420487

Time-varying predictability of oil market movements over a century of data : The role of US financial stress

Gupta, Rangan; Kanda, Patrick; Tiwari, Aviral Kumar; … - In: The North American journal of economics and finance : a … 50 (2019), pp. 1-11

Persistent link: https://www.econbiz.de/10012201357

Is the Hhusing market in the United States really weakly-efficient?

Tiwari, Aviral Kumar; Gupta, Rangan; Wohar, Mark E. - In: Applied economics letters 27 (2020) 14, pp. 1124-1134

Persistent link: https://www.econbiz.de/10012267071

Do leading indicators forecast U.S. recessions? : a nonlinear re‐evaluation using historical data

Plakandaras, Vasilios; Cuñado Eizaguirre, Juncal; … - In: International finance 20 (2017) 3, pp. 289-316

Persistent link: https://www.econbiz.de/10011811363

Do Leading Indicators Forecast U.S. Recessions? A Nonlinear Re-Evaluation Using Historical Data

Plakandaras, Vasilios - 2019

This paper analyses to what extent a selection of leading indicators is able to forecast U.S. recessions, by means of both dynamic probit models and Support Vector Machine (SVM) models, using monthly data from January 1871 to June 2016. The results suggest that the probit models predict U.S....

Persistent link: https://www.econbiz.de/10012901502

Empirical evidence of extreme dependence and contagion risk between main cryptocurrencies

Tiwari, Aviral Kumar; Adewuyi, Adeolu O.; Albulescu, … - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-12

Persistent link: https://www.econbiz.de/10012659682

Global economic activity, crude oil price and production, stock market behaviour and the Nigeria-US exchange rate

Olayeni, Olaolu Richard; Tiwari, Aviral Kumar; Wohar, … - In: Energy economics 92 (2020), pp. 1-13

Persistent link: https://www.econbiz.de/10012518924

Fractional frequency flexible Fourier form (FFFFF) for panel cointegration test

Olayeni, Richard Olaolu; Tiwari, Aviral Kumar; Wohar, … - In: Applied economics letters 28 (2021) 6, pp. 482-486

Persistent link: https://www.econbiz.de/10012485054