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Testing for Temporal Asymmetry in the Price-Volume Relationship
Moosa, Imad A.; Silvapulle, Param; Silvapulle, Mervyn - In: Bulletin of economic research 55 (2003) 4, pp. 373-390
Persistent link: https://www.econbiz.de/10006649822
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Australian mutual fund performance appraisal using data envelopment analysis
Galagedera, Don U.A.; Silvapulle, Param - In: Managerial finance 28 (2002) 9, pp. 60
Persistent link: https://www.econbiz.de/10006558988
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Testing for Seasonal Behavior of Monthly Stock Returns: Evidence from International Markets
Silvapulle, Param - In: Quarterly journal of business and economics : QJBE 43 (2004) 1-2, pp. 93-110
Persistent link: https://www.econbiz.de/10006241472
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Empirical Evidence on the Conditional Relation Between Higher-Order Systematic Co-Movements and Security Returns
Galagedera, Don U.A.; Henry, Darren; Silvapulle, Param - In: Quarterly journal of business and economics : QJBE 42 (2003) 1-2, pp. 121-138
Persistent link: https://www.econbiz.de/10006249963
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Testing for Asymmetry in the Relationship between the Malaysian Business Cycle and the Stock Market
Silvapulle, Param; Silvapulle, Mervyn; Tan, Julee - In: Quarterly journal of business and economics : QJBE 38 (1999) 4
Persistent link: https://www.econbiz.de/10006291986
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Testing for Seasonal Stability in Unemployment Series : International Evidence
Banik, Shipra; Silvapulle, Param - In: Empirica : journal of european economics 26 (1999) 2, pp. 123-139
Persistent link: https://www.econbiz.de/10006095735
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ARDL bounds tests and robust inference for the long run relationship between real stock returns and inflation in Australia
Rushdi, Mustabshira; Kim, Jae H.; Silvapulle, Param - In: Economic modelling 29 (2012) 3, pp. 535-544
Persistent link: https://www.econbiz.de/10009848527
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Robust estimation and inflation forecasting
Silvapulle, Param; Hewarathna, Ramya - In: Applied economics 34 (2002) 18, pp. 2277-2282
Persistent link: https://www.econbiz.de/10007659195
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Multivariate conditional heteroscedasticity models with dynamic correlations for testing contagion
Sriananthakumar, Sivagowry; Silvapulle, Param - In: Applied financial economics 18 (2008) 4-6, pp. 267-274
Persistent link: https://www.econbiz.de/10008043191
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Multivariate conditional heteroscedasticity models with dynamic correlations for testing contagion
Sriananthakumar, Sivagowry; Silvapulle, Param - In: Applied financial economics 18 (2008) 4, pp. 267-274
Persistent link: https://www.econbiz.de/10007994277