Aviral Kumar Tiwari

IFHE University (ICFAI) - Faculty of Management

India

SCHOLARLY PAPERS

18

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SSRN CITATIONS
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6

CROSSREF CITATIONS

7

Scholarly Papers (18)

1.

Analyzing Time-Frequency Relationship between Interest Rate, Stock Price and Exchange Rate Through Continuous Wavelet

Economic Modelling, Vol. 41, 2014
Number of pages: 22 Posted: 01 Jun 2013 Last Revised: 01 Apr 2020
Aviral Kumar Tiwari, Alin Marius Andries and Iulian Ihnatov
IFHE University (ICFAI) - Faculty of Management, Alexandru Ioan Cuza University - Faculty of Economics and Business Administration and Alexandru Ioan Cuza University
Downloads 194 (169,659)
Citation 2

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cyclical effects, anti-cyclical effects, Granger-causality, phase difference, cross wavelets, wavelet coherency

2.

Co-Movements between Germany and International Stock Markets: Some New Evidence from DCC-GARCH and Wavelet Approaches

Number of pages: 23 Posted: 18 Aug 2013
Gazi Salah Uddin, Mohamed El Hedi Arouri and Aviral Kumar Tiwari
Linkoping University - Department of Management and Engineering Division, EDHEC Business School and IFHE University (ICFAI) - Faculty of Management
Downloads 161 (199,812)
Citation 1

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DCC-GARCH, Co-movement, Wavelet coherence, Germany

3.

The Relationship between Exchange Rates and Interest Rates in a Small Open Emerging Economy: The Case of Romania

Economic Modelling, Forthcoming
Number of pages: 44 Posted: 14 Mar 2016 Last Revised: 02 Feb 2017
Alexandru Ioan Cuza University - Faculty of Economics and Business Administration, Alexandru Ioan Cuza University, Alexandru Ioan Cuza University and IFHE University (ICFAI) - Faculty of Management
Downloads 126 (243,320)
Citation 1

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interest rates; exchange rates; Purchasing Power Parity theory; monetary policy; wavelet

4.

Comovement of Exchange Rates: A Wavelet Analysis

Emerging Markets Finance and Trade, 2015
Number of pages: 18 Posted: 08 Jun 2013 Last Revised: 23 May 2015
Alin Marius Andries, Iulian Ihnatov and Aviral Kumar Tiwari
Alexandru Ioan Cuza University - Faculty of Economics and Business Administration, Alexandru Ioan Cuza University and IFHE University (ICFAI) - Faculty of Management
Downloads 125 (244,783)

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Exchange rate, Co-movements, Wavelet multiple correlation

5.

Liberalization and Wage Inequality: Evidence from Indian Manufacturing Industry - A Critical Review of Literature

Number of pages: 44 Posted: 23 Mar 2011
Aviral Kumar Tiwari
IFHE University (ICFAI) - Faculty of Management
Downloads 115 (260,361)
Citation 1

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Liberalization, wage inequality, manufacturing industries

6.
Downloads 113 (263,634)
Citation 3

Taxation and Political Stability

Number of pages: 18 Posted: 19 Jul 2011
Fernando Estrada, Mihai Ioan Mutascu and Aviral Kumar Tiwari
Universidad Externado de Colombia - Facultad de Finanzas, Gobierno y Relaciones Internacionales, University of Orleans - Laboratoire d'économie d'Orléans and IFHE University (ICFAI) - Faculty of Management
Downloads 79 (335,540)
Citation 4

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Taxation, Political Stability, Connection, Effects, Panel VAR analysis

Taxation and Political Stability

Number of pages: 14 Posted: 23 Feb 2012 Last Revised: 28 Sep 2014
Mihai Ioan Mutascu, Fernando Estrada and Aviral Kumar Tiwari
University of Orleans - Laboratoire d'économie d'Orléans, Universidad Externado de Colombia - Facultad de Finanzas, Gobierno y Relaciones Internacionales and IFHE University (ICFAI) - Faculty of Management
Downloads 34 (496,452)
Citation 2

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7.

Does Economic Policy Uncertainty Connect Financial Markets? Evidence from Oil and Commodity Currencies

Number of pages: 39 Posted: 09 Jan 2019
Claudiu Albulescu, Riza Demirer, Ibrahim Raheem and Aviral Kumar Tiwari
Politehnica University of Timisoara, Southern Illinois University Edwardsville - Department of Economics & Finance, University of Kent - Department of Economics and IFHE University (ICFAI) - Faculty of Management
Downloads 52 (412,028)
Citation 2

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economic policy uncertainty, oil-currency nexus, nonlinear causality, frequency domain, volatility spillover

8.

Value-at-Risk and Expected Shortfall in Cryptocurrencies' Portfolio: A Vine Copula-based Approach

Number of pages: 28 Posted: 24 Aug 2019 Last Revised: 18 Nov 2019
Carlos Trucíos, Aviral Kumar Tiwari and Faisal Alqahtani
Sao Paulo School of Economics, FGV., IFHE University (ICFAI) - Faculty of Management and University of Auckland
Downloads 51 (415,494)

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Cryptocurrency, GAS, GARCH, Pair-copula, Risk Measures, Volatility

9.

Oil and Risk Premia in Equity Markets

Number of pages: 30 Posted: 14 Nov 2019
Satish Kumar, Riza Demirer and Aviral Kumar Tiwari
ICFAI Foundation for Higher Education (IFHE), Southern Illinois University Edwardsville - Department of Economics & Finance and IFHE University (ICFAI) - Faculty of Management
Downloads 39 (462,500)

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Quantile, Correlogram, Predictability, Oil return, Risk premia

10.

Time-Frequency Relationship between Inflation and Inflation Uncertainty for the U.S.: Evidence from Historical Data

Number of pages: 27 Posted: 29 Jul 2016
Politehnica University of Timisoara, IFHE University (ICFAI) - Faculty of Management, University of Nevada, Las Vegas - Department of Economics and University of Pretoria - Department of Economics
Downloads 19 (569,556)
Citation 1

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historical inflation rate, uncertainty, continuous wavelet transform, bounded series, U.S.

11.

Copula-Based Local Dependence Among Energy, Agriculture and Metal Commodities Markets

Number of pages: 42 Posted: 04 Mar 2020 Last Revised: 02 Apr 2020
Claudiu Albulescu, Aviral Kumar Tiwari and Qiang Ji
Politehnica University of Timisoara, IFHE University (ICFAI) - Faculty of Management and Chinese Academy of Sciences (CAS) - Institute of Policy and Management
Downloads 12 (615,670)

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energy prices, commodity markets, local dependence, co-movements, mixture copula, local Kendall’s tau

12.

The Stability of Interaction Channels Between Tourism and Financial Development in 10 Top Tourism Destinations; Evidence From a Fourier Toda Yamamoto Estimator

Number of pages: 32 Posted: 16 Jun 2020
Angeliki Menegaki and Aviral Kumar Tiwari
Agricultural University of Athens and IFHE University (ICFAI) - Faculty of Management
Downloads 6 (657,366)

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Augmented Mean Group Estimator, Economic Growth; Financial Development, Fourier Toda Yamamoto Estimator, Latent Factors’ Co-integration, Tourism Development

13.

A Re‐Examination of Real Interest Parity in CEECs Using ‘Old’ and ‘New’ Second‐Generation Panel Unit Root Tests

Bulletin of Economic Research, Vol. 68, Issue 2, pp. 133-150, 2016
Number of pages: 18 Posted: 11 Apr 2016
Claudiu Tiberiu Albulescu, Dominique Pépin and Aviral Kumar Tiwari
Politehnica University of Timisoara, Universite de Poitiers and IFHE University (ICFAI) - Faculty of Management
Downloads 1 (702,493)
Citation 1
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CEECs, panel unit root tests, real interest parity

14.

CO2 Emissions, Industrial Production and Coal Consumption in the U.S. Industrial Sector

Journal of Energy and Development, 45(1/2) (2020)
Posted: 30 Jun 2020
Sahbi Farhani and Aviral Kumar Tiwari
Faculté privée de Management et des Sciences de l'Administration de Sousse (FMSA Sousse) and IFHE University (ICFAI) - Faculty of Management

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15.

Dependence between the Global Gold Market and Emerging Stock Markets (E7+1): Evidence from Granger Causality Using Quantile and Quantile‐On‐Quantile Regression Methods

The World Economy, Vol. 42, Issue 7, pp. 2172-2214, 2019
Number of pages: 43 Posted: 06 Jun 2020
Aviral Kumar Tiwari, Adeolu O. Adewuyi and David Roubaud
IFHE University (ICFAI) - Faculty of Management, affiliation not provided to SSRN and Montpellier Business School
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emerging stock markets, gold market, quantile Granger causality, quantile‐on‐quantile regression

16.

Time–Frequency Relationship between Us Inflation and Inflation Uncertainty: Evidence from Historical Data

Scottish Journal of Political Economy, Vol. 66, Issue 5, pp. 673-702, 2019
Number of pages: 30 Posted: 06 Jun 2020
Politehnica University of Timisoara, IFHE University (ICFAI) - Faculty of Management, University of Nevada, Las Vegas - Department of Economics and University of Pretoria - Department of Economics
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17.

Geopolitical Risks and the Predictability of Regional Oil Returns and Volatility

OPEC Energy Review, Vol. 43, Issue 3, pp. 342-361, 2019
Number of pages: 20 Posted: 02 Jun 2020
Riza Demirer, Rangan Gupta, Qiang Ji and Aviral Kumar Tiwari
Southern Illinois University Edwardsville - Department of Economics & Finance, University of Pretoria - Department of Economics, Chinese Academy of Sciences (CAS) - Institute of Policy and Management and IFHE University (ICFAI) - Faculty of Management
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18.

On the Dynamics of Indian GDP, Crude Oil Production and Imports

OPEC Energy Review, Vol. 39, Issue 2, pp. 162-183, 2015
Number of pages: 22 Posted: 24 Jun 2015
Aviral Kumar Tiwari
IFHE University (ICFAI) - Faculty of Management
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