← All authors Param Silvapulle Monash University (per OpenAlex) · ORCID · OpenAlex
36 papers in scope · 35 published · 1 on the econ.EM arXiv · 1,481 citations · h-index 18 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Markus Pelger Ruoxuan Xiong Ercument Cahan Qihui Chen Jushan Bai Yufeng Mao Mervyn J. Silvapulle Serena Ng Alessio Brini Stéphane Guerrier Gaetan Bakalli Junting Duan Ekaterina Seregina Matteo Barigozzi Mohsen Bayati Olivier Scaillet Mehmet Giray Ogut Kasper Johansson Thomas M. Schmelzer Stephen Boyd Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (1 of 36)
Impact of climate change on agriculture in Australia: an interactive fixed effects model approach
published 2024 · Applied Economics · 4 citations
Forecasting a Nonstationary Time Series Using a Mixture of Stationary and Nonstationary Factors as Predictors
published 2023 · Journal of Business and Economic Statistics · 6 citations · first circulated 2020
Local logit regression for loan recovery rate
published 2021 · Journal of Banking & Finance · 23 citations · first circulated 2017
working paper 2021 · arXiv
Panel data analysis of multi-factor capital asset pricing models
published 2019 · Applied Economics · 18 citations
with Tariro Makwasha, Jill Wright
Nonparametric panel data model for crude oil and stock market prices in net oil importing countries
published 2017 · Energy Economics · 149 citations
with Russell Smyth, Xibin Zhang, Jean-Pierre Fenech
Determinants of sovereign bond yield spreads and contagion in the peripheral EU countries
published 2016 · Economic Modelling · 47 citations
with Jean Pierre Fenech, Alice Thomas, Robert C. Brooks
Nonparametric estimation of operational value-at-risk (OpVaR)
published 2016 · Insurance Mathematics and Economics · 4 citations
with Ainura Tursunalieva
Nonparametric Estimation and Forecasting for Time-Varying Coefficient Realized Volatility Models
published 2016 · Journal of Business and Economic Statistics · 57 citations · first circulated 2013
Canadian monetary policy analysis using a structural VARMA model
published 2016 · Canadian Journal of Economics/Revue canadienne d économique · 31 citations · first circulated 2013
with Mala Raghavan, George Athanasopoulos
A semiparametric approach to value-at-risk, expected shortfall and optimum asset allocation in stock–bond portfolios
published 2014 · Economic Modelling · 7 citations · first circulated 2013
A semi-parametric approach to estimating the operational risk and Expected Shortfall
published 2014 · Applied Economics · 6 citations · first circulated 2013
with Ainura Tursunalieva
Bayesian Approaches to Nonparametric Estimation of Densities on the Unit Interval
published 2014 · Econometric Reviews · 3 citations
ARDL bounds tests and robust inference for the long run relationship between real stock returns and inflation in Australia
published 2012 · Economic Modelling · 42 citations
with Mustabshira Rushdi, Jae H. Kim
Modelling the bivariate dependence structure of exchange rates before and after the introduction of the euro: a semi-parametric approach
published 2010 · International Journal of Finance & Economics · 63 citations
with Gianna Boero, Ainura Tursunalieva
Effects of the open policy on the dependence between the Chinese ‘A’ stock market and other equity markets: An industry sector perspective
published 2010 · Journal of International Financial Markets Institutions and Money · 25 citations
with Weiwei Luo, Robert Brooks
Multivariate conditional heteroscedasticity models with dynamic correlations for testing contagion
published 2008 · Applied Financial Economics · 4 citations
with Sivagowry Sriananthakumar
Assessing dependence changes using nonparametric methods
published 2007 · Applied Financial Economics Letters · 1 citations
with Xibin Zhang
Analysis of dependence in the G11 countries' financial markets: simulation and empirical evidence
published 2007 · Applied Financial Economics Letters
with Mohammad N. Azam, Mahbuba Yeasmin
Half-life estimation based on the bias-corrected bootstrap: A highest density region approach
published 2006 · Computational Statistics & Data Analysis · 24 citations
with Jae H. Kim, Rob J. Hyndman, Jae Kim
Asymmetry in Okun's law
published 2004 · Canadian Journal of Economics/Revue canadienne d économique · 5 citations
Testing for Temporal Asymmetry in the Price‐Volume Relationship
published 2003 · Bulletin of Economic Research · 2 citations
Robust estimation and inflation forecasting
published 2002 · Applied Economics · 5 citations
with Ramya Hewarathna
Australian mutual fund performance appraisal using data envelopment analysis
published 2002 · Managerial Finance · 137 citations
with Don U. A. Galagedera
Long‐term memory in stock market returns: international evidence
published 2001 · International Journal of Finance & Economics · 198 citations · first circulated 1998
with Shibley Sadique
The price–volume relationship in the crude oil futures market Some results based on linear and nonlinear causality testing
published 2000 · International Review of Economics & Finance · 75 citations
with Imad A. Moosa
The effect of non-normal disturbances and conditional heteroskedasticity on multiple cointegration tests
published 2000 · Journal of Statistical Computation and Simulation · 37 citations · first circulated 1995
with Jan M. Podivinsky, J.M. Padivinsky
Testing for Asymmetry in the Relationship between the Malaysian Business Cycle and the Stock Market
published 1999 · Quarterly journal of business and economics · 1 citations · first circulated 1997
no link
Testing for Seasonal Stability in Unemployment Series: International Evidence
published 1999 · Empirica · 7 citations · first circulated 1997
with Shipra Banik
The relationship between spot and futures prices: Evidence from the crude oil market
published 1999 · Journal of Futures Markets · 290 citations
with Imad A. Moosa
Testing for linear and nonlinear granger causality in the stock price-volume relation: Korean evidence
published 1999 · The Quarterly Review of Economics and Finance · 99 citations · first circulated 1997
with Jong-Seo Choi
The impact of inflation rate announcements on interest rate volatility: Australian evidence
published 1997 · Applied Financial Economics · 4 citations · first circulated 1993
with Robert Pereira, John H. H. Lee, J.H.H. Lee
Robustness of the arch tests in the presence of serial correlation
published 1997 · Communications in Statistics - Simulation and Computation · 1 citations
with J Lee
Testing for a unit root in a time series with mean shifts
published 1996 · Applied Economics Letters · 11 citations · first circulated 1993
TESTING FOR PHILIPPINES RICE MARKET INTEGRATION: A MULTIPLE COINTEGRATION APPROACH
published 1994 · Journal of Agricultural Economics · 65 citations · first circulated 1992
with Sisira Jayasuriya
Does the Fisher effect apply in Australia?
published 1993 · Applied Economics · 30 citations · first circulated 1992
with Brett Inder
Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.
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