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A score test for seasonal fractional integration and cointegration

Silvapulle, Paramsothy - 1996

Persistent link: https://www.econbiz.de/10000948478

A score test for seasonal fractional integration and cointegration

Silvapulle, Param - 1996

Persistent link: https://www.econbiz.de/10000603420

Australian mutual fund performance appraisal using data envelopment analysis

Galagedera, Don U.A.; Silvapulle, Param - In: Managerial Finance 28 (2002) 9, pp. 60-73

Outlines previous research on measuring the performance of investment funds, suggesting that data envelopment analysis (DEA) techniques can overcome some of the problems of the capital asset pricing model and give pointers for improvement. Uses DEA to assess the relative performance of 257...

Persistent link: https://www.econbiz.de/10014939644

Causality in international capital movements : the income mobility of Australian investment abroad

Brooks, Robert; Fausten, Dietrich K.; Silvapulle, Paramsothy - 2000

Persistent link: https://www.econbiz.de/10001512258

Does the Fisher effect apply in Australia?

Silvapulle, Paramsothy; Inder, Brett A. - 1992

Persistent link: https://www.econbiz.de/10000837469

An empirical investigation of the relationship among real, monetary and financial variables : Australian evidence

Hewarathna, Ramya - 1996

Persistent link: https://www.econbiz.de/10000948217

Yield spreads and interest rates movements : a cointegration approach

Silvapulle, Paramsothy; Inder, Brett A. - 1993

Persistent link: https://www.econbiz.de/10000867623

The impact of inflation rate announcements on interest rate volatility : Australian evidence

Silvapulle, Paramsothy; Pereira, Robert; Lee, John H. H. - 1993

Persistent link: https://www.econbiz.de/10000878845

A comparison of Australian inflation forecasts

Hewarathna, Ramya - 1997

Persistent link: https://www.econbiz.de/10000985403

The impact of inflation rate announcements on interest rate volatility : Australian evidence

Silvapulle, Paramsothy - In: Applied financial economics 7 (1997) 5, pp. 559-566

Persistent link: https://www.econbiz.de/10001229831

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