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Understanding the Inflation-Output Nexus for China

Narayan, Paresh Kumar - 2012

In this article we examine several hypotheses relating to output and inflation dynamics in China. The hypotheses tests are based on the exponential generalised autoregressive conditional heteroskedasticity (EGARCH) model of Nelson [Nelson, D. (1991). Conditional heteroskedasticity in asset...

Persistent link: https://www.econbiz.de/10013105368

Understanding the inflation-output nexus for China

Narayan, Paresh Kumar; Narayan, Seema; Smyth, Russell - In: China economic review : an international journal 20 (2009) 1, pp. 82-90

Persistent link: https://www.econbiz.de/10015174740

The inflation-output nexus : empirical evidence from India, South Africa, and Brazil

Narayan, Seema; Narayan, Paresh Kumar - In: Research in international business and finance 28 (2013), pp. 19-34

Persistent link: https://www.econbiz.de/10009725167

Understanding the oil price-exchange rate nexus for the Fiji islands

Narayan, Paresh Kumar; Narayan, Seema; Prasad, Arti - In: Energy economics 30 (2008) 5, pp. 2686-2696

Persistent link: https://www.econbiz.de/10003774174

Modelling Fiji-US exchange rate volatility

Narayan, Paresh Kumar; Narayan, Seema; Prasad, Arti - In: Applied economics letters 16 (2009) 7/9, pp. 831-834

Persistent link: https://www.econbiz.de/10003855049

Is Exchange Rate Trading Profitable?

Narayan, Paresh Kumar; Mishra, Sagarika; Narayan, Seema; … - In: Journal of international financial markets, … 38 (2015), pp. 217-229

Persistent link: https://www.econbiz.de/10011475217

Psychological oil price barrier and firm returns

Narayan, Paresh Kumar; Narayan, Seema - In: The journal of behavioral finance : a publication of … 15 (2014) 4, pp. 318-333

Persistent link: https://www.econbiz.de/10011303199

New empirical evidence on the bid-ask spread

Narayan, Paresh Kumar; Mishra, Sagarika; Narayan, Seema - In: Applied economics 47 (2015) 40/42, pp. 4484-4500

Persistent link: https://www.econbiz.de/10011295331

Bitcoin price growth and Indonesia's monetary system

Narayan, Paresh Kumar; Narayan, Seema; Rahman, R. Eki; … - In: Emerging markets review 38 (2019), pp. 364-376

Persistent link: https://www.econbiz.de/10012312802

Modelling Fiji-US Exchange Rate Volatility

Narayan, Paresh Kumar - 2012

In this article, we examine the Fiji-US exchange rate volatility using daily data for the period 2000 to 2006. Our modelling framework is based on the EGARCH model. We find robust evidence of conditional shocks having a positive effect on exchange rate volatility, shocks having asymmetric...

Persistent link: https://www.econbiz.de/10013105378