← All authors Paresh Kumar Narayan Monash University (from arXiv:2111.03035, 2021) · ORCID · OpenAlex
362 papers in scope · 362 published · 1 on the econ.EM arXiv · 29,522 citations · h-index 84 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Jan Ditzen Yiannis Karavias Marco Barassi Chongxian Zhu Joakim Westerlund Ovidijus Stauskas Simon Reese Joonhwah Lee Likai Chen Georg Keilbar Artūras Juodis Jean-Yves Pitarakis Alessandro Morico Fei Liu Liangjun Su Yayi Yan Martin Mugnier Martin Weidner Bin Peng Claudio Lissona 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 362)
Beyond conventional determinants: threshold evidence on lending rates in the Maldives
published 2026 · International Journal of Islamic and Middle Eastern Finance and Management
with Vaseem Akram, Shifneen Rasheed, Hussain Anees Ali, John Beirne
EDITORIAL "Geopolitics, Climate Risks, and Digitalisation: The Future of Central Banking — Special Issue of the 19th BMEB International Conference"
published 2026 · Bulletin of Monetary Economics and Banking
with Solikin M. Juhro
Energy Finance and Trade Credit: Evidence From China's Shanghai Crude Oil Futures
published 2026 · Journal of Futures Markets
with Changchun Pan, Yuhang Song, Yuzhe Huang
Effectiveness of monetary policy tools in a quasi-fixed exchange rate regime: SVAR evidence from the Maldives
published 2026 · International Journal of Islamic and Middle Eastern Finance and Management
with Sayar Ahmad Shah, Mohamed Imthinan Saudulla, Aminath Sunooha Ali
How is climate change influencing prices and output?
published 2026 · Economic Analysis and Policy
with Seema Narayan, Rahul Prasad
Fiscal sustainability in the Maldives: debt, tourism, and structural breaks
published 2026 · Applied Economics
with Syed Aun R. Rizvi, Aminath Seema Ismail, Hishma Hameed
The impact of monetary policy shocks on digital services trade: global evidence
published 2026 · Applied Economics
with Haipeng Duan, Cicilia A. Harun
Climate change and economic growth: evidence from a growth at risk model of Indonesia
published 2026 · International Journal of Islamic and Middle Eastern Finance and Management
with Seema Narayan, Yoga Affandi, Danny Hermawan
A disaggregate approach to examining the prices, inflation and remittances relationship
published 2026 · Economic Analysis and Policy
with Seema Narayan, Vrinda Jogia, Jale Toga
Commodity prices and inflation: A case study of Vanuatu
published 2025 · Global Economics Research · 1 citations
with August Letlet, Syed Aun R. Rizvi
Technology innovation, digital finance and renewable energy consumption: Evidence from China
published 2025 · Energy Economics · 10 citations
with Chien-Chi Chu, Yun Ji
Determinants of gross international reserves in the case of the Maldives
published 2025 · International Journal of Islamic and Middle Eastern Finance and Management · 5 citations
with Badri Narayan Rath, Mohamed Imthinan Saudulla, Dhaha Shuaib
Debt sustainability and the effectiveness of fiscal policy tools - The case of the Maldives
published 2025 · Economic Analysis and Policy · 6 citations
with Aminath Seema Ismail, Mohamed Imthinan Saudulla, Syed Aun R. Rizvi
How is remittance related to prices and output? New evidence from Fiji’s data
published 2025 · Journal of Asian Economics · 5 citations
with Seema Narayan, Biman C. Prasad, Savaira Manoa
Which Components of Oil Prices Predict Inflation Rate? New Evidence From a Small Island Country, Fiji
published 2025 · Energy RESEARCH LETTERS · 2 citations
with Joel Abraham
Do Regulated Petroleum Products Share a Long-Run Relationship With the International Market for Crude Oil? Preliminary Evidence From Fiji
published 2025 · Energy RESEARCH LETTERS · 1 citations
with Joel Abraham, Biman C. Prasad
EDITORIAL "Policy Innovation in a Turbulent World: Embracing Digitalization and Artificial Intelligence Amid Global Uncertainty The 18th BMEB International Conference Special Issue"
published 2025 · Bulletin of Monetary Economics and Banking
with Solikin M. Juhro
Climate change and financial risk: Is there a role for central banks?
published 2025 · Energy Economics · 21 citations
with Jun-Zhuo Wang, Iman Gunadi, Danny Hermawan
EDITORIAL (Climate Change, Economic Growth and Macroeconomic Sustainability BMEB China Special Issue)
published 2024 · Bulletin of Monetary Economics and Banking · 1 citations
with Yoga Affandi, Solikin M. Juhro
Impact of Covid-19 on International Trade
published 2024 · Bulletin of Monetary Economics and Banking · 8 citations
with Chun Ping Chang, Xinxin Zhao
Environmental credit regulatory policies and bank loans of heavily polluting firms
published 2024 · Energy Economics · 23 citations
with Xin Ding, Yixuan Kang, Yusheng Fan
Transition to a green economy, oil prices and the current account
published 2024 · Energy Economics · 12 citations
with Solikin M. Juhro, Bhavesh Garg, Donni Fajar Anugrah
How are green stocks and monetary policy related?
published 2024 · Pacific-Basin Finance Journal · 5 citations
with Bhavesh Garg, Iman Gunadi, Arnita Rishanty
Monetary Policy Impact on Stock Returns for Selected South Asian Countries
published 2024 · Bulletin of Monetary Economics and Banking · 6 citations
with Neluka Devpura, Navin Perera
EDITORIAL (Domestic Policies (and Shocks), Macroeconomic Stability, and Economic Growth BMEB India Special Issue)
published 2024 · Bulletin of Monetary Economics and Banking · 1 citations
with Yoga Affandi, Solikin M. Juhro
Pricing behavior of clean energy stocks? Some trading implications
published 2024 · Energy Economics · 9 citations
The US–China trade war and corporate innovation: Evidence from China
published 2024 · Financial Management · 48 citations
with Dongmin Kong, Chen Liu, Susan Sunila Sharma
Clean energy for the Pacific Island countries: Does donor funding promote this transition?
published 2024 · Energy Economics · 8 citations
with Seema Narayan
Capital flow dynamics and the synchronization of financial cycles and business cycles in emerging market economies
published 2024 · Journal of International Financial Markets Institutions and Money · 21 citations
with Solikin M. Juhro, Bernard Njindan Iyke
EDITORIAL
published 2024 · The Singapore Economic Review
Do Financial Technology Firms Influence Labour Force Outcomes in Indonesian Banks?
published 2023 · Bulletin of Monetary Economics and Banking · 1 citations
with Dinh Hoang Bach Phan
Understanding Price Leadership in Fiji’s Energy Market
published 2023 · Energy RESEARCH LETTERS · 2 citations
with Biman C. Prasad, Joel Abraham
Guest editorial: Maintaining stability amidst global uncertainties (Part I)
published 2023 · Studies in Economics and Finance
Understanding mispricing in the travel and leisure industry
published 2023 · International Review of Financial Analysis · 8 citations
with Susan Sunila Sharma
Synergy of Economic Policies and Innovation in DrivingMomentum for Sustainable Global Economic Recoveryin the Era of Digital TransformationThe 16 th BMEB International Conference Special Issue
published 2023 · Bulletin of Monetary Economics and Banking
with Solikin M. Juhro
Patent-related intellectual property and corporate investment
published 2022 · Finance research letters · 24 citations
with Seema Narayan, Vuong Thao Tran
Understanding the role of trade agreements in Indonesia’s FDI
published 2022 · Journal of Asian Economics · 21 citations
with Badri Narayan Rath, Ferry Syarifuddin
Technology shocks and stock returns: A long-term perspective
published 2022 · Journal of Empirical Finance · 23 citations
with Susan Sunila Sharma
Introduction of the special issue on COVID-19 and the financial and economic systems
published 2022 · Financial Innovation · 9 citations
Social capital, R&D and provincial growth in Indonesia
published 2022 · Regional Studies · 13 citations
with Solikin M. Juhro, Bernard Njindan Iyke, Budi Trisnanto
published 2022 · Journal of Business and Economic Statistics · 13 citations · first circulated 2021
Did green debt instruments aid diversification during the COVID-19 pandemic?
published 2022 · Financial Innovation · 31 citations
with Syed Aun R. Rizvi, Ali Sakti
Understanding monetary and fiscal policy rule interactions in Indonesia
published 2022 · Applied Economics · 13 citations
with Solikin M. Juhro, Bernard Njindan Iyke
Exchange rate return predictability in times of geopolitical risk
published 2022 · International Review of Financial Analysis · 74 citations
with Bernard Njindan Iyke, Dinh Hoang Bach Phan
Informed trading in the CDS and OTM put option markets
published 2022 · International Review of Economics & Finance · 6 citations
with May Hu, Jason Park, Peter Verhoeven
Economic importance of correlations for energy and other commodities
published 2022 · Energy Economics · 8 citations
with Deepa Bannigidadmath
The role of R&D and economic policy uncertainty in Sri Lanka’s economic growth
published 2022 · Financial Innovation · 17 citations
with Chandranath Amarasekara, Bernard Njindan Iyke
Evidence of oil market price clustering during the COVID-19 pandemic
published 2021 · International Review of Financial Analysis · 40 citations
Terrorism and international stock returns
published 2021 · Journal of International Financial Markets Institutions and Money · 13 citations
with Seema Narayan, Dinh Hoang Bach Phan
Interdependence between monetary policy and asset prices in ASEAN-5 countries
published 2021 · Journal of International Financial Markets Institutions and Money · 3 citations
with Solikin M. Juhro, Bernard Njindan Iyke
UNDERSTANDING MARKET REACTION TO COVID-19 MONETARY AND FISCAL STIMULUS IN MAJOR ASEAN COUNTRIES
published 2021 · Bulletin of Monetary Economics and Banking · 40 citations
with Syed Aun R. Rizvi, Solikin M. Juhro
Has COVID-19 changed the stock return-oil price predictability pattern?
published 2021 · Financial Innovation · 50 citations
with Fan Zhang, Neluka Devpura
Economic news and the cross-section of commodity futures returns
published 2021 · Journal of Behavioral and Experimental Finance · 10 citations
with Deepa Bannigidadmath
COVID-19 research outcomes: An agenda for future research
published 2021 · Economic Analysis and Policy · 113 citations
Understanding exchange rate shocks during COVID-19
published 2021 · Finance research letters · 69 citations
How stock markets reacted to COVID-19? Evidence from 25 countries
published 2021 · Finance research letters · 64 citations
with Deepa Bannigidadmath, Dinh Hoang Bach Phan, Qiang Gong
New Measures of the COVID-19 Pandemic: A New Time-Series Dataset
published 2021 · Asian Economics Letters · 64 citations
with Bernard Njindan Iyke, Susan Sunila Sharma
Panel data measures of price discovery
published 2021 · Econometric Reviews · 8 citations
How much does economic news influence bilateral exchange rates?
published 2021 · Journal of International Money and Finance · 23 citations
with Deepa Bannigidadmath, Seema Narayan
Do opinion polls on government preference influence stock returns?
published 2021 · Journal of Behavioral and Experimental Finance · 6 citations
with Seema Narayan
State-level politics: Do they influence corporate investment decisions?
published 2021 · International Review of Financial Analysis · 18 citations
with Seema Narayan, Vuong Thao Tran, Kannan Thuraisamy
Bond return predictability: Evidence from 25 OECD countries
published 2021 · Journal of International Financial Markets Institutions and Money · 9 citations
with Neluka Devpura, Susan Sunila Sharma
Terrorist attacks and oil prices: Hypothesis and empirical evidence
published 2021 · International Review of Financial Analysis · 28 citations
with Dinh Hoang Bach Phan, Qiang Gong
Estimating the Speed of Adjustment of Leverage in the Presence of Interactive Effects
published 2021 · Journal of Financial Econometrics · 7 citations
Is there a pattern in how COVID-19 has affected Australia’s stock returns?
published 2021 · Applied Economics Letters · 96 citations
with Qiang Gong, Huson Joher Ali Ahmed
Commentary on a method for testing resistance to shocks
published 2020 · MethodsX · 4 citations
Financial news and CDS spreads
published 2020 · Journal of Behavioral and Experimental Finance · 12 citations
with Deepa Bannigidadmath
Can energy security predict energy stock returns?
published 2020 · Energy Economics · 45 citations
with Bernard Njindan Iyke, Vuong Thao Tran
Has tourism influenced Indonesia’s current account?
published 2020 · Economic Analysis and Policy · 23 citations
with Seema Narayan, Lutzardo Tobing
Commodity futures returns and policy uncertainty
published 2020 · International Review of Economics & Finance · 26 citations
with Deepa Bannigidadmath
Ethical investing and capital structure
published 2020 · Emerging Markets Review · 15 citations
with Dinh Hoang Bach Phan, Guangqiang Liu, Mansor H. Ibrahim
Did Bubble Activity Intensify During COVID-19?
published 2020 · Asian Economics Letters · 143 citations
Has COVID-19 Changed Exchange Rate Resistance to Shocks?
published 2020 · Asian Economics Letters · 212 citations
Japanese currency and stock market—What happened during the COVID-19 pandemic?
published 2020 · Economic Analysis and Policy · 273 citations
with Neluka Devpura, Hua Wang
Understanding corporate debt from the oil market perspective
published 2020 · Energy Economics · 23 citations
with Maryam Akbari Nasiri
COVID-19 lockdowns, stimulus packages, travel bans, and stock returns
published 2020 · Finance research letters · 407 citations
with Dinh Hoang Bach Phan, Guangqiang Liu
Country Responses and the Reaction of the Stock Market to COVID-19—a Preliminary Exposition
published 2020 · Emerging Markets Finance and Trade · 650 citations
with Dinh Hoang Bach Phan
Hourly Oil Price Volatility: The Role of COVID-19
published 2020 · Energy RESEARCH LETTERS · 316 citations
with Neluka Devpura
Oil Price News and COVID-19—Is There Any Connection?
published 2020 · Energy RESEARCH LETTERS · 362 citations
Is there a role for Islamic finance and R&D in endogenous growth models in the case of Indonesia?
published 2020 · Pacific-Basin Finance Journal · 55 citations
with Solikin M. Juhro, Bernard Njindan Iyke, Budi Trisnanto
Intraday-of-the-week effects: What do the exchange rate data tell us?
published 2020 · Emerging Markets Review · 7 citations
with Siroos Khademalomoom
Inflation targeting and central bank policy
published 2020 · Bulletin of Monetary Economics and Banking
with Solikin M. Juhro
UNDERSTANDING INDONESIA’S CITY-LEVEL CONSUMER PRICE FORMATION: IMPLICATIONS FOR PRICE STABILITY
published 2019 · Bulletin of Monetary Economics and Banking · 5 citations
Predicting exchange rate returns
published 2019 · Emerging Markets Review · 23 citations
with Susan Sunila Sharma, Dinh Hoang Bach Phan, Guangqiang Liu
Do financial technology firms influence bank performance?
published 2019 · Pacific-Basin Finance Journal · 401 citations
with Dinh Hoang Bach Phan, R. Eki Rahman, Akhis R. Hutabarat, RE Rahman, AR Hutabarat
Structural instability and predictability
published 2019 · Journal of International Financial Markets Institutions and Money · 13 citations
with Neluka Devpura, Susan Sunila Sharma
Applied energy and finance
published 2019 · Economic Modelling
Reaction of the credit default swap market to the release of periodic financial reports
published 2019 · International Review of Financial Analysis · 1 citations
with Maryam Akbari Nasiri, Sagarika Mishra
Can stale oil price news predict stock returns?
published 2019 · Energy Economics · 89 citations
Exchange rate effects of US government shutdowns: Evidence from both developed and emerging markets
published 2019 · Emerging Markets Review · 28 citations
with Susan Sunila Sharma, Dinh Hoang Bach Phan
Is Indonesia's stock market different when it comes to predictability?
published 2019 · Emerging Markets Review · 28 citations
with Susan Sunila Sharma, Kannan Thuraisamy, Nisful Laila
Editorial for applied energy and finance
published 2019 · Economic Modelling · 1 citations
Role of Islamic banks in Indonesian banking industry: an empirical exploration
published 2019 · Pacific-Basin Finance Journal · 118 citations
with Syed Aun R. Rizvi, Ali Sakti, Ferry Syarifuddin
Higher Moments and Exchange Rate Behavior
published 2019 · Financial Review · 16 citations
with Siroos Khademalomoom, Susan Sunila Sharma
Energy Finance II: An Overview
published 2019 · Energy Economics · 2 citations
Bitcoin price growth and Indonesia's monetary system
published 2018 · Emerging Markets Review · 64 citations
with Seema Narayan, R. Eki Rahman, Iwan Setiawan
Intraday effects of the currency market
published 2018 · Journal of International Financial Markets Institutions and Money · 25 citations
with Siroos Khademalomoom
Does Islamic stock sensitivity to oil prices have economic significance?
published 2018 · Pacific-Basin Finance Journal · 74 citations
with Dinh Hoang Bach Phan, Susan Sunila Sharma
Technology-investing countries and stock return predictability
published 2018 · Emerging Markets Review · 14 citations
with Dinh Hoang Bach Phan, Seema Narayan
What do we know about oil prices and stock returns?
published 2018 · International Review of Financial Analysis · 267 citations
with Russell Smyth
An analysis of time-varying commodity market price discovery
published 2018 · International Review of Financial Analysis · 30 citations
with Susan Sunila Sharma
A new GARCH model with higher moments for stock return predictability
published 2018 · Journal of International Financial Markets Institutions and Money · 25 citations
with Ruipeng Liu
Some preliminary evidence of price discovery in Islamic banks
published 2017 · Pacific-Basin Finance Journal · 16 citations
Economic significance of commodity return forecasts from the fractionally cointegrated VAR model
published 2017 · Journal of Futures Markets · 62 citations · first circulated 2015
Profitability of technology-investing Islamic and non-Islamic stock markets
published 2017 · Pacific-Basin Finance Journal · 14 citations
New Evidence of Psychological Barrier from the Oil Market
published 2017 · Journal of Behavioral Finance · 29 citations
with Kumari Ranjeeni, Deepa Bannigidadmath
Energy Finance: An Overview
published 2017 · Energy Economics · 2 citations
Is stock return predictability time-varying?
published 2017 · Journal of International Financial Markets Institutions and Money · 134 citations
with Neluka Devpura, Susan Sunila Sharma
A survey of Islamic banking and finance literature: Issues, challenges and future directions
published 2017 · Pacific-Basin Finance Journal · 152 citations
with Dinh Hoang Bach Phan
Are Oil Price News Headlines Statistically and Economically Significant for Investors?
published 2017 · Journal of Behavioral Finance · 31 citations
with Seema Narayan
Islamic spot and index futures markets: Where is the price discovery?
published 2017 · Pacific-Basin Finance Journal · 24 citations
DO TERRORIST ATTACKS IMPACT EXCHANGE RATE BEHAVIOR? NEW INTERNATIONAL EVIDENCE
published 2017 · Economic Inquiry · 36 citations
with Seema Narayan, Siroos Khademalomoom, Dinh Hoang Bach Phan
A Factor Analytical Approach to Price Discovery
published 2017 · Oxford Bulletin of Economics and Statistics · 9 citations · first circulated 2014
Is there a financial news risk premium in Islamic stocks?
published 2017 · Pacific-Basin Finance Journal · 39 citations
with Dinh Hoang Bach Phan, Seema Narayan, Deepa Bannigidadmath
Is the profitability of Indian stocks compensation for risks?
published 2017 · Emerging Markets Review · 12 citations
with Dinh Hoang Bach Phan, Deepa Bannigidadmath
Can investors gain from investing in certain sectors?
published 2017 · Journal of International Financial Markets Institutions and Money · 13 citations
with Huson Joher Ali Ahmed, Seema Narayan
How do bond, equity and commodity cycles interact?
published 2016 · Finance research letters · 32 citations
with Kannan Thuraisamy, Niklas Wagner
Are Islamic stock returns predictable? A global perspective
published 2016 · Pacific-Basin Finance Journal · 77 citations
Price discovery and asset pricing
published 2016 · Pacific-Basin Finance Journal · 35 citations
Intraday return predictability, portfolio maximisation, and hedging
published 2016 · Emerging Markets Review · 23 citations
with Susan Sunila Sharma
Estimating the speed of adjustment to target levels: The case of energy prices
published 2016 · Energy Economics · 11 citations
with Seema Narayan
On the estimation and testing of predictive panel regressions
published 2016 · Journal of International Financial Markets Institutions and Money · 5 citations
Testing for Predictability in panels with General Predictors
published 2016 · Journal of Applied Econometrics · 41 citations · first circulated 2015
Testing for predictability in panels of any time series dimension
published 2016 · International Journal of Forecasting · 19 citations
Momentum strategies for Islamic stocks
published 2016 · Pacific-Basin Finance Journal · 55 citations
with Dinh Hoang Bach Phan
What is the value of corporate sponsorship in sports?
published 2016 · Emerging Markets Review · 4 citations
with Badri Narayan Rath, K.P. Prabheesh
Asset price bubbles and economic welfare
published 2016 · International Review of Financial Analysis · 25 citations
with Susan Sunila Sharma, Dinh Hoang Bach Phan
A GARCH model for testing market efficiency
published 2015 · Journal of International Financial Markets Institutions and Money · 72 citations
Stock return predictability and determinants of predictability and profits
published 2015 · Emerging Markets Review · 174 citations
with Deepa Bannigidadmath
Does Financial News Predict Stock Returns? New Evidence from Islamic and Non-Islamic Stocks
published 2015 · Pacific-Basin Finance Journal · 127 citations
with Deepa Bannigidadmath
Guest editors’ introduction: Special issue of Journal of Banking and Finance on recent developments in financial econometrics and applications
published 2015 · Journal of Banking & Finance
Economic growth and carbon emissions
published 2015 · Economic Modelling · 342 citations
with Behnaz Saboori, Abdorreza Soleymani
Credit quality implied momentum profits for Islamic stocks
published 2015 · Pacific-Basin Finance Journal · 38 citations
with Seema Narayan, Dinh Hoang Bach Phan, Kannan Thuraisamy, Vuong Thao Tran
Output and labor productivity in organized manufacturing: A panel cointegration analysis for India
published 2015 · International Journal of Production Economics · 19 citations
with Mita Bhattacharya
Some Hypotheses on Commonality in Liquidity: New Evidence from the Chinese Stock Market
published 2015 · Emerging Markets Finance and Trade · 25 citations · first circulated 2011
with Zhichao Zhang, Xinwei Zheng
Introduction: Emerging Stock and Bond Markets: Performance and Volatility
published 2015 · Emerging Markets Finance and Trade · 2 citations
Intraday volatility interaction between the crude oil and equity markets
published 2015 · Journal of International Financial Markets Institutions and Money · 118 citations
with Dinh Hoang Bach Phan, Susan Sunila Sharma
Do order imbalances predict Chinese stock returns? New evidence from intraday data
published 2015 · Pacific-Basin Finance Journal · 45 citations
Econometrics of Energy Markets
published 2015 · Energy Economics · 3 citations
Time-Varying Herding Behavior, Global Financial Crisis, and the Chinese Stock Market
published 2015 · Review of Pacific Basin Financial Markets and Policies · 37 citations
with Susan Sunila Sharma, Kannan Thuraisamy
Is Exchange Rate Trading Profitable?
published 2015 · Journal of International Financial Markets Institutions and Money · 19 citations
with Sagarika Mishra, Seema Narayan, Kannan Thuraisamy
Stock return forecasting: Some new evidence
published 2015 · International Review of Financial Analysis · 221 citations
with Dinh Hoang Bach Phan, Susan Sunila Sharma
Are Indian stock returns predictable?
published 2015 · Journal of Banking & Finance · 142 citations
with Deepa Bannigidadmath
Testing for stock return predictability in a large Chinese panel
published 2015 · Emerging Markets Review · 38 citations
New empirical evidence on the bid-ask spread
published 2015 · Applied Economics · 12 citations
with Sagarika Mishra, Seema Narayan
A nonparametric model of financial system-economic growth nexus
published 2015 · International Review of Economics & Finance · 54 citations · first circulated 2010
with Sagarika Mishra
Can governance quality predict stock market returns? New global evidence
published 2015 · Pacific-Basin Finance Journal · 53 citations
with Susan Sunila Sharma, Kannan Thuraisamy
Is carbon emissions trading profitable?
published 2015 · Economic Modelling · 48 citations
with Susan Sunila Sharma
Does data frequency matter for the impact of forward premium on spot exchange rate?
published 2015 · International Review of Financial Analysis · 138 citations
with Susan Sunila Sharma
Is the efficient market hypothesis day-of-the-week dependent? Evidence from the banking sector
published 2015 · Applied Economics · 21 citations
with Seema Narayan, Stephan Popp, Huson Joher Ali Ahmed
A unit root model for trending time-series energy variables
published 2014 · Energy Economics · 146 citations
with Ruipeng Liu
Has oil price predicted stock returns for over a century?
published 2014 · Energy Economics · 353 citations
with Rangan Gupta
Oil price and stock returns of consumers and producers of crude oil
published 2014 · Journal of International Financial Markets Institutions and Money · 237 citations
with Dinh Hoang Bach Phan, Susan Sunila Sharma
An analysis of sectoral equity and CDS spreads
published 2014 · Journal of International Financial Markets Institutions and Money · 39 citations
Psychological Oil Price Barrier and Firm Returns
published 2014 · Journal of Behavioral Finance · 44 citations
with Seema Narayan
Does cash flow predict returns?
published 2014 · International Review of Financial Analysis · 9 citations
A sequential purchasing power parity test for panels of large cross-sections and implications for investors
published 2014 · European Journal of Finance · 7 citations
Applied econometrics and implications for energy economics research
published 2014 · Energy Economics · 180 citations
with Russell Smyth
A Factor Analytical Approach to the Efficient Futures Market Hypothesis
published 2014 · Journal of Futures Markets · 17 citations
How profitable is the Indian stock market?
published 2014 · Pacific-Basin Finance Journal · 28 citations
with Huson Joher Ali Ahmed, Susan Sunila Sharma, Prabheesh K.P., K.P. Prabheesh
Small-Sample Improved Seasonal Unit Root Tests for Trending and Breaking Series
published 2014 · Communications in Statistics - Simulation and Computation · 3 citations
Panel versus GARCH information in unit root testing with an application to financial markets
published 2014 · Economic Modelling · 9 citations
Symposium: Performance of financial markets
published 2014 · Economic Systems · 1 citations
Do Momentum‐Based Trading Strategies Work in the Commodity Futures Markets?
published 2014 · Journal of Futures Markets · 139 citations
with Huson Joher Ali Ahmed, Seema Narayan
An analysis of firm and market volatility
published 2014 · Economic Systems · first circulated 2011
with Susan Sunila Sharma, Xinwei Zheng
Can institutions and macroeconomic factors predict stock returns in emerging markets?
published 2014 · Emerging Markets Review · 71 citations
with Seema Narayan, Kannan Thuraisamy
Stock returns, mutual fund flows and spillover shocks
published 2014 · Pacific-Basin Finance Journal · 86 citations
with Seema Narayan, Prabheesh K.P.
The Determinants of Stock Prices: New Evidence from the Indian Banking Sector
published 2014 · Emerging Markets Finance and Trade · 39 citations
with Seema Narayan, Harminder Singh
A Random Coefficient Approach to the Predictability of Stock Returns in Panels
published 2014 · Journal of Financial Econometrics · 57 citations
Testing for Predictability in Conditionally Heteroskedastic Stock Returns
published 2014 · Journal of Financial Econometrics · 280 citations
Firm return volatility and economic gains: The role of oil prices
published 2014 · Economic Modelling · 133 citations
with Susan Sunila Sharma
An analysis of price discovery from panel data models of CDS and equity returns
published 2014 · Journal of Banking & Finance · 97 citations
with Susan Sunila Sharma, Kannan Thuraisamy
Importance of skewness in decision making: Evidence from the Indian stock exchange
published 2014 · Global Finance Journal · 31 citations
with Huson Joher Ali Ahmed
New evidence on turn-of-the-month effects
published 2013 · Journal of International Financial Markets Institutions and Money · 58 citations
with Susan Sunila Sharma
Do oil prices predict economic growth? New global evidence
published 2013 · Energy Economics · 141 citations
Response of inflation to shocks: New evidence from Sub-Saharan African countries
published 2013 · Economic Modelling · 5 citations
Econometrics of financial markets in Asia
published 2013 · Journal of Asian Economics
What expenditure does Anglosphere foreign borrowing fund?
published 2013 · Journal of International Money and Finance · 26 citations
with Anthony J. Makin, Seema Narayan
Determinants of stock price bubbles
published 2013 · Economic Modelling · 45 citations
with Sagarika Mishra, Susan Sunila Sharma, Ruipeng Liu
Common trends and common cycles in stock markets
published 2013 · Economic Modelling · 10 citations
with Kannan Thuraisamy
Spread determinants and the day-of-the-week effect
published 2013 · The Quarterly Review of Economics and Finance · 18 citations
with Sagarika Mishra, Seema Narayan
Has political instability contributed to price clustering on Fiji's stock market?
published 2013 · Journal of Asian Economics · 26 citations · first circulated 2011
with Russell Smyth
An analysis of commodity markets: What gain for investors?
published 2013 · Journal of Banking & Finance · 168 citations
with Seema Narayan, Susan Sunila Sharma
Does tourism predict macroeconomic performance in Pacific Island countries?
published 2013 · Economic Modelling · 26 citations
with Susan Sunila Sharma, Deepa Bannigidadmath
Testing the Efficient Market Hypothesis in Conditionally Heteroskedastic Futures Markets
published 2013 · Journal of Futures Markets · 50 citations
The short-run relationship between the financial system and economic growth: New evidence from regional panels
published 2013 · International Review of Financial Analysis · 182 citations
with Seema Narayan
Has the structural break slowed down growth rates of stock markets?
published 2012 · Economic Modelling · 13 citations · first circulated 2009
with Seema Narayan, Sagarika Mishra
The inflation–output nexus: Empirical evidence from India, South Africa, and Brazil
published 2012 · Research in International Business and Finance · 12 citations · first circulated 2011
with Seema Narayan
Has international borrowing or lending driven Australia's net capital inflow?
published 2012 · International Review of Economics & Finance · 4 citations
with Anthony J. Makin
Asymmetric Information and Market Decline: Evidence from the Chinese Market
published 2012 · Review of Pacific Basin Financial Markets and Policies · 4 citations · first circulated 2011
with Xinwei Zheng
Re-examining the “twin deficits” hypothesis: evidence from Australia
published 2012 · Empirical Economics · 28 citations
with Anthony J. Makin
Does the choice of estimator matter when forecasting returns?
published 2012 · Journal of Banking & Finance · 264 citations
Firm heterogeneity and calendar anomalies
published 2012 · Applied Financial Economics · 13 citations · first circulated 2011
with Susan Sunila Sharma
Evidence of Wagner's law from Indian states
published 2012 · Economic Modelling · 48 citations
with Seema Narayan, Badri Narayan Rath
Do US macroeconomic conditions affect Asian stock markets?
published 2012 · Journal of Asian Economics · 44 citations · first circulated 2011
with Seema Narayan
An analysis of Fiji's monetary policy transmission
published 2012 · Studies in Economics and Finance · 9 citations
with Seema Narayan, Sagarika Mishra, Russell Smyth
Comparing the small sample properties of two break Lagrange Multiplier unit root tests
published 2012 · Economics bulletin
with Stephan Popp
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The energy consumption-real GDP nexus revisited: Empirical evidence from 93 countries
published 2011 · Economic Modelling · 192 citations
with Stephan Popp
Size and power properties of structural break unit root tests
published 2011 · Applied Economics · 234 citations
with Stephan Popp
How Potent is Fiscal Policy in Australia?
published 2011 · Economic Papers A journal of applied economics and policy · 17 citations
with Anthony J. Makin
EXCHANGE RATE AND STOCK PRICE INTERACTION IN MAJOR ASIAN MARKETS: EVIDENCE FOR INDIVIDUAL COUNTRIES AND PANELS ALLOWING FOR STRUCTURAL BREAKS
published 2011 · The Singapore Economic Review · 46 citations
with Hooi Hooi Lean, Russell Smyth
New evidence on oil price and firm returns
published 2011 · Journal of Banking & Finance · 540 citations
with Susan Sunila Sharma
Are shocks to national income persistent? New global evidence
published 2011 · Journal of Economic Studies · 4 citations
with Seema Narayan
Do market capitalization and stocks traded converge? New global evidence
published 2011 · Journal of Banking & Finance · 250 citations · first circulated 2010
with Sagarika Mishra, Seema Narayan
Do Remittances Induce Inflation? Fresh Evidence from Developing Countries
published 2011 · Southern Economic Journal · 125 citations
with Seema Narayan, Sagarika Mishra
An Analysis of Indonesia's Business Cycle
published 2011 · The Indian Economic Journal · 1 citations
The relationship between liquidity and returns on the Chinese stock market
published 2011 · Journal of Asian Economics · 67 citations
with Xinwei Zheng
Do demand and supply shocks explain USA’s oil stock fluctuations?
published 2011 · Applied Energy · 15 citations · first circulated 2010
with Aziz Hayat, Anum Hayat
Share price clustering in Mexico
published 2011 · International Review of Financial Analysis · 23 citations
with Seema Narayan, Stephan Popp, Michael D’Rosario
The relationship between exchange rates, interest rates and Australian bank returns
published 2011 · Applied Economics Letters · 12 citations
with Ameeta Jain, Dianne Thomson
A nonlinear approach to testing the unit root null hypothesis: an application to international health expenditures
published 2011 · Applied Economics · 6 citations · first circulated 2009
with Stephan Popp
Have domestic or foreign factors driven European external imbalances?
published 2011 · Journal of International Money and Finance · 7 citations
with Anthony J. Makin
An application of a new seasonal unit root test to inflation
published 2011 · International Review of Economics & Finance · 23 citations
with Stephan Popp
Does democracy facilitate economic growth or does economic growth facilitate democracy? An empirical study of Sub-Saharan Africa
published 2010 · Economic Modelling · 95 citations
with Seema Narayan, Russell Smyth
Are business cycles stationary fluctuations around a deterministic trend? Empirical evidence from 79 developing countries
published 2010 · International Review of Applied Economics · 2 citations
with Seema Narayan
Is health care really a luxury in OECD countries? Evidence from alternative price deflators
published 2010 · Applied Economics · 24 citations
with Seema Narayan, Russell Smyth
A new unit root test with two structural breaks in level and slope at unknown time
published 2010 · Journal of Applied Statistics · 711 citations
with Stephan Popp
Are shocks to commodity prices persistent?
published 2010 · Applied Energy · 76 citations
with Ruipeng Liu
Investigating price clustering in the oil futures market
published 2010 · Applied Energy · 39 citations
with Seema Narayan, Stephan Popp
ESTIMATING IMPORT AND EXPORT DEMAND ELASTICITIES FOR MAURITIUS AND SOUTH AFRICA
published 2010 · Australian Economic Papers · 31 citations
with Seema Narayan
Substitution between energy and classical factor inputs in the Chinese steel sector
published 2010 · Applied Energy · 143 citations
with Russell Smyth, Hongliang Shi
Market liquidity risk factor and financial market anomalies: Evidence from the Chinese stock market
published 2010 · Pacific-Basin Finance Journal · 70 citations
with Xinwei Zheng
An analysis of inflation and stock returns for the UK
published 2010 · Journal of International Financial Markets Institutions and Money · 61 citations
with Lifang Li, Xinwei Zheng
Energy consumption at business cycle horizons: The case of the United States
published 2010 · Energy Economics · 25 citations
with Seema Narayan, Russell Smyth
Does electricity consumption panel Granger cause GDP? A new global evidence
published 2010 · Applied Energy · 77 citations
with Seema Narayan, Stephan Popp
What drives stock markets over short horizons? Evidence from emerging markets
published 2010 · Quantitative Finance · 5 citations
Gold and oil futures markets: Are markets efficient?
published 2010 · Applied Energy · 221 citations
with Seema Narayan, Xinwei Zheng
The productivity-wage and productivity-employment nexus: a panel data analysis of Indian manufacturing
published 2010 · Empirical Economics · 31 citations · first circulated 2009
with Mita Bhattacharya, Stephan Popp, Badri Narayan Rath, Stephen Popp
Investigating the relationship between health and economic growth: Empirical evidence from a panel of 5 Asian countries
published 2010 · Journal of Asian Economics · 60 citations
with Seema Narayan, Sagarika Mishra
Tourism and Economic Growth: A Panel Data Analysis for Pacific Island Countries
published 2010 · Tourism Economics · 245 citations
with Seema Narayan, Arti Prasad, Biman C. Prasad
Are shocks to tourism transitory at business cycle horizons?
published 2010 · Applied Economics · 15 citations
Energy consumption at the state level: The unit root null hypothesis from Australia
published 2009 · Applied Energy · 111 citations
with Seema Narayan, Stephan Popp
Carbon dioxide emissions and economic growth: Panel data evidence from developing countries
published 2009 · Energy Policy · 1012 citations
with Seema Narayan
A note on the long-run elasticities from the energy consumption–GDP relationship
published 2009 · Applied Energy · 98 citations
with Seema Narayan, Stephan Popp
The oil stock fluctuations in the United States
published 2009 · Applied Energy · 16 citations
with Aziz Hayat
Has International Trade in Saving Improved US Economic Welfare?
published 2009 · Economic Record · 2 citations
with Anthony J. Makin
Modelling health and output at business cycle horizons for the USA
published 2009 · Health Economics · 5 citations
Modelling the impact of oil prices on Vietnam’s stock prices
published 2009 · Applied Energy · 388 citations
with Seema Narayan
Can the electricity market be characterised by asymmetric behaviour?
published 2009 · Energy Policy · 14 citations
with Stephan Popp
On the Relationship between Stock Prices and Exchange Rates for India
published 2009 · Review of Pacific Basin Financial Markets and Policies · 18 citations
A panel data analysis of the determinants of oil consumption: The case of Australia
published 2009 · Applied Energy · 44 citations
with Philip Wong
Modelling money demand for a panel of eight transitional economies
published 2009 · Applied Economics · 10 citations
A Panel Data Analysis of the Military Expenditure-External Debt Nexus: Evidence from Six Middle Eastern Countries
published 2009 · Journal of Peace Research · 84 citations
with Russell Smyth
Are Shocks to Chinese Economic Growth Symmetric?
published 2009 · The Indian Economic Journal
EXAMINING THE ASYMMETRIC BEHAVIOUR OF MACROECONOMIC AGGREGATES IN ASIAN ECONOMIES
published 2008 · Pacific Economic Review · 5 citations
with Seema Narayan
DO PERMANENT SHOCKS EXPLAIN INCOME LEVELS? A COMMON CYCLE–COMMON TREND ANALYSIS OF REGIONAL INCOME LEVELS FOR CHINA
published 2008 · Pacific Economic Review · 3 citations
with Seema Narayan
Testing for capital mobility: New evidence from a panel of G7 countries
published 2008 · Research in International Business and Finance · 31 citations
with Seema Narayan
Understanding the inflation–output nexus for China
published 2008 · China Economic Review · 52 citations
with Seema Narayan, Russell Smyth
Forecasting Fiji's exports and imports, 2003‐2020
published 2008 · International Journal of Social Economics · 9 citations
with Seema Narayan, Biman C. Prasad
An econometric model of the determinants of private investment and a CGE model of the impact of democracy on investment and economic growth in Fiji
published 2008 · International Journal of Social Economics · 7 citations
Multivariate granger causality between electricity consumption, exports and GDP: Evidence from a panel of Middle Eastern countries
published 2008 · Energy Policy · 431 citations
with Russell Smyth
Investigating business cycle asymmetry for the G7 countries: Evidence from over a century of data
published 2008 · International Review of Economics & Finance · 9 citations
with Stephan Popp
Labour productivity trends in Australian manufacturing: some time series properties
published 2008 · Applied Economics · 2 citations
with Mita Bhattacharya
Common Trends and Common Cycles in Per Capita GDP: The Case of the G7 Countries, 1870–2001
published 2008 · International Advances in Economic Research · 2 citations
Estimating money demand functions for South Asian countries
published 2008 · Empirical Economics · 51 citations
with Seema Narayan, Vinod Mishra
The effect of inflation and real wages on productivity: new evidence from a panel of G7 countries
published 2008 · Applied Economics · 58 citations
with Russell Smyth
A test of the Wagner's hypothesis for the Fiji islands
published 2008 · Applied Economics · 37 citations
with Arti Prasad, Baljeet Singh
Are health expenditures and GDP characterized by asymmetric behaviour? Evidence from 11 OECD countries
published 2008 · Applied Economics · 17 citations
Modelling Fiji–US exchange rate volatility
published 2008 · Applied Economics Letters · 14 citations
with Seema Narayan, Arti Prasad
Evidence on PPP from a cointegration test with multiple structural breaks
published 2008 · Applied Economics Letters · 16 citations
with Seema Narayan, Arti Prasad
Evidence on PPP for selected Asian countries from a panel cointegration test with structural breaks
published 2008 · Applied Economics · 13 citations
Is there a unit root in the inflation rate? New evidence from panel data models with multiple structural breaks
published 2008 · Applied Economics · 25 citations
with Seema Narayan
A structural VAR analysis of electricity consumption and real GDP: Evidence from the G7 countries
published 2008 · Energy Policy · 136 citations
with Seema Narayan, Arti Prasad
Estimating exchange rate responsiveness to shocks
published 2008 · Review of Financial Economics · 3 citations
Are shocks to real effective exchange rates permanent or transitory? Evidence from Pacific Island countries
published 2008 · Applied Economics · 11 citations
with Biman C. Prasad
Revisiting the US money demand function: an application of the Lagrange multiplier structural break unit root test and the bounds test for a long-run relationship
published 2008 · Applied Economics · 9 citations
Understanding the oil price-exchange rate nexus for the Fiji islands
published 2008 · Energy Economics · 197 citations
with Seema Narayan, Arti Prasad
Examining the behaviour of visitor arrivals to Australia from 28 different countries
published 2008 · Transportation Research Part A Policy and Practice · 29 citations
Have US external imbalances been determined at home or abroad?
published 2008 · Economic Modelling · 10 citations
with Anthony J. Makin
An investigation of the behaviour of Australia's business cycle
published 2008 · Economic Modelling · 6 citations
Understanding the importance of permanent and transitory shocks at business cycle horizons for the UK
published 2008 · Physica A Statistical Mechanics and its Applications · 4 citations
The role of permanent and transitory shocks in explaining international health expenditures
published 2007 · Health Economics · 21 citations
with Seema Narayan
Electricity consumption–real GDP causality nexus: Evidence from a bootstrapped causality test for 30 OECD countries
published 2007 · Energy Policy · 348 citations
with Arti Prasad
DOES MILITARY EXPENDITURE DETERMINE FIJI'S EXPLODING DEBT LEVELS?*
published 2007 · Defence and Peace Economics · 31 citations
with Seema Narayan
Energy consumption and real GDP in G7 countries: New evidence from panel cointegration with structural breaks
published 2007 · Energy Economics · 741 citations
with Russell Smyth
Is devaluation expansionary or contractionary? Empirical evidence from Fiji
published 2007 · Applied Economics · 45 citations
with Seema Narayan
TESTING CONVERGENCE OF FIJI’S TOURISM MARKETS
published 2007 · Pacific Economic Review · 43 citations
Exploring the oil price and real GDP nexus for a small island economy, the Fiji Islands
published 2007 · Energy Policy · 55 citations
with Arti Prasad, Jashwini Narayan
Are real exchange rates nonlinear with a unit root? Evidence on PPP for Italy: a note
published 2007 · Applied Economics · 14 citations
with Seema Narayan
Understanding asymmetries in macroeconomic aggregates: the case of Singapore
published 2007 · Applied Economics Letters · 6 citations
with Seema Narayan
A panel cointegration analysis of the demand for oil in the Middle East
published 2007 · Energy Policy · 130 citations
with Russell Smyth
The Division of Labor, Capital, Communication Technology and Economic Growth: The Case of China 1952–99
published 2007 · Review of Development Economics · 15 citations
with Guang-Zhen Sun
Modelling oil price volatility
published 2007 · Energy Policy · 282 citations
with Seema Narayan
Export‐led growth hypothesis: evidence from Papua New Guinea and Fiji
published 2007 · Journal of Economic Studies · 149 citations
with Seema Narayan, Biman C. Prasad, Arti Prasad
Does environmental quality influence health expenditures? Empirical evidence from a panel of selected OECD countries
published 2007 · Ecological Economics · 182 citations
with Seema Narayan
Mean reversion in stock prices: new evidence from panel unit root tests
published 2007 · Studies in Economics and Finance · 35 citations
with Seema Narayan, Arti Prasad
Are oil shocks permanent or temporary? Panel data evidence from crude oil and NGL production in 60 countries
published 2007 · Energy Economics · 126 citations
with Seema Narayan, Russell Smyth
Is money targeting an option for Bank Indonesia?
published 2007 · Journal of Asian Economics · 26 citations
What Explains Dissent on the High Court of Australia? An Empirical Assessment Using a Cointegration and Error Correction Approach
published 2007 · Journal of Empirical Legal Studies · 25 citations
with Russell Smyth
MODELLING THE RELATIONSHIP BETWEEN DEFENSE SPENDING AND ECONOMIC GROWTH FOR THE FIJI ISLANDS
published 2007 · Defence and Peace Economics · 54 citations
with Baljeet Singh, Baljeet Singh Bagga
Evidence of panel stationarity from Chinese provincial and regional income
published 2007 · China Economic Review · 21 citations
Electricity consumption in G7 countries: A panel cointegration analysis of residential demand elasticities
published 2007 · Energy Policy · 262 citations
with Russell Smyth, Arti Prasad
Do shocks to G7 stock prices have a permanent effect?
published 2007 · Mathematics and Computers in Simulation · 48 citations
An empirical investigation of the relationship between government revenue and expenditure
published 2007 · International Journal of Social Economics · 36 citations
with Neelesh Gounder, Arti Prasad
Is Asian per capita GDP panel stationary?
published 2007 · Empirical Economics · 26 citations
Are Nominal Exchange Rates and Price Levels Co‐Integrated? New Evidence from Threshold Autoregressive and Momentum‐Threshold Autoregressive Models*
published 2007 · Economic Record · 21 citations
Panel data, cointegration, causality and Wagner's law: Empirical evidence from Chinese provinces
published 2007 · China Economic Review · 138 citations
with Ingrid Nielsen, Russell Smyth
Do health expenditures ‘catch‐up’? Evidence from OECD countries
published 2007 · Health Economics · 64 citations
Temporal causality and the dynamics of judicial appellate caseload, real income and socio-economic complexity in Australia
published 2006 · Applied Economics · 4 citations
with Russell Smyth
The purchasing power parity revisited: New evidence for 16 OECD countries from panel unit root tests with structural breaks
published 2006 · Journal of International Financial Markets Institutions and Money · 39 citations
Are G7 per capita real GDP levels non-stationary, 1870–2001?
published 2006 · Japan and the World Economy · 16 citations
Dead man walking: an empirical reassessment of the deterrent effect of capital punishment using the bounds testing approach to cointegration
published 2006 · Applied Economics · 39 citations · first circulated 2004
with Russell Smyth
Savings behaviour in Fiji: an empirical assessment using the ARDL approach to cointegration
published 2006 · International Journal of Social Economics · 97 citations
with Seema Narayan
An Econometric Analysis of the Determinants of Fertility for China, 1952–2000
published 2006 · Journal of Chinese Economic and Business Studies · 32 citations
with Xiujian Peng
The electricity consumption and GDP nexus for the Fiji Islands
published 2006 · Energy Economics · 288 citations
with Baljeet Singh, Baljeet Singh Bagga
Examining the relationship between trade balance and exchange rate: the case of China's trade with the USA
published 2006 · Applied Economics Letters · 95 citations
Are Australia's tourism markets converging?
published 2006 · Applied Economics · 59 citations
The dynamic relationship between real exchange rates, real interest rates and foreign exchange reserves: empirical evidence from China
published 2006 · Applied Financial Economics · 33 citations
with Russell Smyth
Doubling fish exports or garment exports: which would benefit the Fijian economy most? Evidence from a computable general equilibrium model
published 2006 · Applied Economics · 5 citations
with Biman C. Prasad
Female labour force participation, fertility and infant mortality in Australia: some empirical evidence from Granger causality tests
published 2006 · Applied Economics · 56 citations
with Russell Smyth
Multiple Regime Shifts in Concurring and Dissenting Opinions on the U.S. Supreme Court
published 2006 · Journal of Empirical Legal Studies · 15 citations
with Russell Smyth
Higher Education, Real Income and Real Investment in China: Evidence From Granger Causality Tests
published 2006 · Education Economics · 172 citations
with Russell Smyth
Government revenue and government expenditure nexus: evidence from developing countries
published 2006 · Applied Economics · 128 citations · first circulated 2005
with Seema Narayan
Examining structural breaks and growth rates in international health expenditures
published 2006 · Journal of Health Economics · 48 citations
Do governments lead or lag in fighting crime?
published 2006 · Applied Economics Letters · 6 citations
with Russell Smyth
The behaviour of US stock prices: Evidence from a threshold autoregressive model
published 2006 · Mathematics and Computers in Simulation · 50 citations
Are shocks to energy consumption permanent or temporary? Evidence from 182 countries
published 2006 · Energy Policy · 222 citations
with Russell Smyth
Random walk versus multiple trend breaks in stock prices: evidence from 15 European markets
published 2006 · Applied Financial Economics Letters · 27 citations
with Russell Smyth
Are bilateral real exchange rates stationary? Evidence from Lagrange multiplier unit root tests for India
published 2005 · Applied Economics · 58 citations
Productivity Differential and the Relationship between Exports and GDP in Fiji: An Empirical Assessment Using the Two Sector Model
published 2005 · Journal of the Asia Pacific Economy · 10 citations
with Biman C. Prasad
Mean reversion versus random walk in G7 stock prices evidence from multiple trend break unit root tests
published 2005 · Journal of International Financial Markets Institutions and Money · 65 citations
with Russell Smyth
WHAT DETERMINES MIGRATION FLOWS FROM LOW‐INCOME TO HIGH‐INCOME COUNTRIES? AN EMPIRICAL INVESTIGATION OF FIJI–U.S. MIGRATION 1972–2001
published 2005 · Contemporary Economic Policy · 352 citations
with Russell Smyth
STRUCTURAL BREAKS AND UNIT ROOTS IN AUSTRALIAN MACROECONOMIC TIME SERIES
published 2005 · Pacific Economic Review · 38 citations
with Russell Smyth
Are the Australian and New Zealand stock prices nonlinear with a unit root?
published 2005 · Applied Economics · 73 citations
THE DETERMINANTS OF AGGREGATE IMPORT DEMAND IN BRUNEI DARUSSALAM: AN EMPIRICAL ASSESSMENT USING A COINTEGRATION AND ERROR CORRECTION APPROACH
published 2005 · The Singapore Economic Review · 18 citations
with Russell Smyth
The saving and investment nexus for China: evidence from cointegration tests
published 2005 · Applied Economics · 3405 citations
Testing the Unit Root Hypothesis When the Alternative is a Trend Break Stationary Process: An Application to Tourist Arrivals in Fiji
published 2005 · Tourism Economics · 52 citations
COINTEGRATION OF STOCK MARKETS BETWEEN NEW ZEALAND, AUSTRALIA AND THE G7 ECONOMIES: SEARCHING FOR CO-MOVEMENT UNDER STRUCTURAL CHANGE
published 2005 · Australian Economic Papers · 48 citations
with Russell Smyth
The validity of purchasing power parity hypothesis for eleven middle eastern countries
published 2005 · Review of Middle East Economics and Finance · 31 citations
with Biman C. Prasad
Testing for the random walk hypothesis in the case of visitor arrivals: evidence from Indian tourism
published 2005 · Applied Economics · 65 citations
with Mita Bhattacharya
The structure of tourist expenditure in Fiji: evidence from unit root structural break tests
published 2005 · Applied Economics · 102 citations
New evidence on purchasing power parity from 17 OECD countries
published 2005 · Applied Economics · 87 citations
Are exports and imports cointegrated? Evidence from 22 least developed countries
published 2005 · Applied Economics Letters · 73 citations
with Seema Narayan
Are OECD stock prices characterized by a random walk? Evidence from sequential trend break and panel data models
published 2005 · Applied Financial Economics · 77 citations
with Russell Smyth
An empirical analysis of Fiji's import demand function
published 2005 · Journal of Economic Studies · 208 citations
with Seema Narayan
Temporal causality and the dynamics of democracy, emigration and real income in Fiji
published 2005 · International Review of Applied Economics · 27 citations
with Russell Smyth
Testing for a Random Walk in Italy’s Inflation in the Post-War Period, 1947-1996
published 2005 · The IUP Journal of Financial Economics · 1 citations
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The government revenue and government expenditure nexus: empirical evidence from nine Asian countries
published 2004 · Journal of Asian Economics · 104 citations
Economic Impact of Tourism on Fiji's Economy: Empirical Evidence from the Computable General Equilibrium Model
published 2004 · Tourism Economics · 234 citations
ARE OUTPUT FLUCTUATIONS TRANSITORY? NEW EVIDENCE FROM 24 CHINESE PROVINCES
published 2004 · Pacific Economic Review · 37 citations
Crime rates, male youth unemployment and real income in Australia: evidence from Granger causality tests
published 2004 · Applied Economics · 108 citations
with Russell Smyth
Modelling the linkages between the Australian and G7 stock markets: common stochastic trends and regime shifts
published 2004 · Applied Financial Economics · 37 citations
with Russell Smyth
Interdependence and dynamic linkages between the emerging stock markets of South Asia
published 2004 · Accounting and Finance · 111 citations
with Russell Smyth, Mohan Nandha
Is South Korea's stock market efficient?
published 2004 · Applied Economics Letters · 89 citations
with Russell Smyth
Estimating income and price elasticities of imports for Fiji in a cointegration framework
published 2004 · Economic Modelling · 419 citations
with Seema Narayan
Do public investments crowd out private investments? Fresh evidence from Fiji
published 2004 · Journal of Policy Modeling · 86 citations
The J ‐Curve: Evidence from Fiji*
published 2004 · International Review of Applied Economics · 70 citations
with Seema Narayan
Hail to the Chief! Leadership and Structural Change in the Level of Consensus on the High Court of Australia
published 2004 · Journal of Empirical Legal Studies · 42 citations
with Russell Smyth
Fiji's Tourism Demand: The ARDL Approach to Cointegration
published 2004 · Tourism Economics · 310 citations
The Race that Stops a Nation: The Demand for the Melbourne Cup
published 2004 · Economic Record · 13 citations
with Russell Smyth
New Zealand's trade balance: evidence of the J-curve and granger causality
published 2004 · Applied Economics Letters · 60 citations
The relationship between saving and investment for Japan
published 2004 · Japan and the World Economy · 75 citations
The relationship between the real exchange rate and balance of payments: empirical evidence for China from cointegration and causality testing
published 2004 · Applied Economics Letters · 60 citations
with Russell Smyth
DETERMINANTS OF DEMAND FOR FIJI'S EXPORTS: AN EMPIRICAL INVESTIGATION
published 2004 · The Developing Economies · 167 citations
with Seema Narayan
An Empirical Analysis of Sugarcane Production in Fiji, 1970-2000
published 2004 · Economic Analysis and Policy · 14 citations
Electricity consumption, employment and real income in Australia evidence from multivariate Granger causality tests
published 2003 · Energy Policy · 610 citations
with Russell Smyth
The Macroeconomic Impact of the IMF Recommended VAT Policy for the Fiji Economy: Evidence From a Cge Model
published 2003 · Review of Urban and Regional Development Studies · 20 citations
Attendance and pricing at sporting events: empirical results from Granger Causality Tests for the Melbourne Cup
published 2003 · Applied Economics · 32 citations
with Russell Smyth
The residential demand for electricity in Australia: an application of the bounds testing approach to cointegration
published 2003 · Energy Policy · 305 citations
with Russell Smyth
Macroeconomic impact of natural disasters on a small island economy: evidence from a CGE model
published 2003 · Applied Economics Letters · 63 citations
Tourism demand modelling: some issues regarding unit roots, co‐integration and diagnostic tests
published 2003 · International Journal of Tourism Research · 36 citations
The Likelihood ratio test for the equality of two-parameter exponential distributions based on type ii censored samples
published 1983 · Journal of Statistical Computation and Simulation · 11 citations
with N. Singh
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