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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

Uncertainty co-movement in major European countries

Tiwari, Aviral Kumar; Bhanja, Niyati; Dar, Arif Billah - In: Theoretical economics letters 5 (2015) 2, pp. 256-261

Persistent link: https://www.econbiz.de/10011396471

Time-frequency relationship between share prices and exchange rates in India : evidence from continuous wavelets

Tiwari, Aviral Kumar; Bhanja, Niyati; Dar, Arif Billah; … - In: Empirical economics : a journal of the Institute for … 48 (2015) 2, pp. 699-714

Persistent link: https://www.econbiz.de/10011293584

Interlinkage between real exchange rate and current account behaviors : evidence from India

Arouri, Mohamed; Dar, Arif Billah; Bhanja, Niyati; … - In: The journal of applied business research 31 (2015) 4, pp. 1199-1204

Persistent link: https://www.econbiz.de/10011350617

Exchange rate and stock price relationship : a wavelet analysis for India

Dar, Arif Billah; Bhanja, Niyati; Tiwari, Aviral Kumar - In: Indian economic review : biannual journal of the Delhi … 49 (2014) 1, pp. 125-142

Persistent link: https://www.econbiz.de/10011339582

Exchange rate and monetary fundamentals : long run relationship revisited

Bhanja, Niyati; Dar, Arif Billah; Tiwari, Aviral Kumar - In: Panoeconomicus 62 (2015) 1, pp. 33-54

Persistent link: https://www.econbiz.de/10010516700

Frequency based co-movement of inflation in selected euro area countries

Tiwari, Aviral Kumar; Bhanja, Niyati; Dar, Arif Billah - In: Journal of business cycle measurement and analysis : a … (2015) 2, pp. 57-69

Persistent link: https://www.econbiz.de/10011923222

Do global financial crises validate assertions of fractal market hypothesis?

Dar, Arif Billah; Bhanja, Niyati; Tiwari, Aviral Kumar - In: International economics and economic policy : IEEP 14 (2017) 1, pp. 153-165

Persistent link: https://www.econbiz.de/10011877871

A frequency based causality approach for the yield spread as a leading indicator of economic activity : evidence from India

Bhanja, Niyati; Dar, Arif Billah; Tiwari, Aviral Kumar - In: Indian journal of economics & business : IJEB 15 (2016) 2, pp. 243-255

Persistent link: https://www.econbiz.de/10011645838

Do gold mining stocks behave like gold or equities? : evidence from the UK and the US

Dar, Arif Billah; Bhanja, Niyati; Paul, Manas - In: International review of economics & finance : IREF 59 (2019), pp. 369-384

Persistent link: https://www.econbiz.de/10012202901