Aviral Kumar Tiwari

Rajagiri Business School

Associate Professor

Rajagiri Business School

Rajagiri Valley Road

Kochi, 682039

India

http://https://www.rajagiribusinessschool.edu.in/

SCHOLARLY PAPERS

21

DOWNLOADS
Rank 42,331

SSRN RANKINGS

Top 42,331

in Total Papers Downloads

1,387

SSRN CITATIONS
Rank 42,781

SSRN RANKINGS

Top 42,781

in Total Papers Citations

9

CROSSREF CITATIONS

8

Scholarly Papers (21)

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
Rajagiri Business School, Alexandru Ioan Cuza University of Iasi and Alexandru Ioan Cuza University
Downloads 208 (184,144)
Citation 2

Abstract:

Loading...

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 Rajagiri Business School
Downloads 193 (197,149)
Citation 1

Abstract:

Loading...

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

3.

Does Economic Policy Uncertainty Affect Cryptocurrency Markets? Evidence from Twitter-Based Uncertainty Measures

Number of pages: 29 Posted: 06 Aug 2020
Wanshan Wu, Aviral Kumar Tiwari, Giray Gozgor and Huang Leping
Zhejiang University of Technology, Rajagiri Business School, Istanbul Medeniyet University and Shenzhen University
Downloads 155 (238,130)

Abstract:

Loading...

Cryptocurrencies, Economic Policy Uncertainty, Twitter-Based Uncertainty Measures, Granger Causality Tests, Recursive Evolving Window Approach, COVID-19 Crisis

4.

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 of Iasi, Alexandru Ioan Cuza University, Alexandru Ioan Cuza University and Rajagiri Business School
Downloads 138 (261,469)
Citation 1

Abstract:

Loading...

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

5.
Downloads 137 (262,987)
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 Rajagiri Business School
Downloads 89 (357,522)
Citation 4

Abstract:

Loading...

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 Rajagiri Business School
Downloads 48 (496,190)
Citation 2

Abstract:

Loading...

6.

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 of Iasi, Alexandru Ioan Cuza University and Rajagiri Business School
Downloads 134 (267,553)

Abstract:

Loading...

Exchange rate, Co-movements, Wavelet multiple correlation

7.

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
Rajagiri Business School
Downloads 125 (281,861)
Citation 1

Abstract:

Loading...

Liberalization, wage inequality, manufacturing industries

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
Universidade Federal do Rio de Janeiro (UFRJ) - Faculdade de Administracao e Ciencias Contabeis - FACC, Rajagiri Business School and University of Auckland
Downloads 98 (333,541)
Citation 2

Abstract:

Loading...

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

9.

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

Number of pages: 39 Posted: 09 Jan 2019
Management Department, Politehnica University of Timisoara, Southern Illinois University Edwardsville - Department of Economics & Finance, University of Kent - Department of Economics and Rajagiri Business School
Downloads 69 (410,684)
Citation 3

Abstract:

Loading...

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

10.

Green Bond, Renewable Energy Stocks and Carbon Price: Dynamic Connectedness, Hedging and Investment Strategies during COVID-19 pandemic

Number of pages: 42 Posted: 05 Aug 2021
Rajagiri Business School, University of Cape Coast, Software Competence Center Hagenberg and University of Ghana Business School, Accra-Ghana.
Downloads 56 (455,752)

Abstract:

Loading...

COVID-19, TVP-VAR, dynamic connectedness, portfolio management, hedging effectiveness, green bonds, renewable energy stocks, carbon price

11.

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- EU CONEXUS and Rajagiri Business School
Downloads 40 (523,612)

Abstract:

Loading...

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

12.

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

Number of pages: 27 Posted: 29 Jul 2016
Management Department, Politehnica University of Timisoara, Rajagiri Business School, University of Nevada, Las Vegas - Department of Economics and University of Pretoria - Department of Economics
Downloads 20 (642,067)
Citation 1

Abstract:

Loading...

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

13.

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
Management Department, Politehnica University of Timisoara, Rajagiri Business School and Chinese Academy of Sciences (CAS) - Institute of Policy and Management
Downloads 13 (693,861)

Abstract:

Loading...

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

14.

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 Rajagiri Business School
Downloads 1 (793,079)
Citation 1
  • Add to Cart

Abstract:

Loading...

CEECs, panel unit root tests, real interest parity

15.

Dynamics of FII Flows and Stock Market Returns in a Major Developing Country: How Does Economic Uncertainty Matter?

The World Economy, Vol. 43, Issue 8, pp. 2263-2284, 2020
Number of pages: 22 Posted: 30 Sep 2020
affiliation not provided to SSRN, Rajagiri Business School, Drexel University - Lebow College of Business and Beijing Institute of Technology
Downloads 0 (810,019)
  • Add to Cart

Abstract:

Loading...

economic uncertainty, FII flows, stock market return, wavelet coherency and phase difference

16.

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 Rajagiri Business School

Abstract:

Loading...

17.

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
Rajagiri Business School, affiliation not provided to SSRN and Montpellier Business School
Downloads 0 (810,019)
  • Add to Cart

Abstract:

Loading...

emerging stock markets, gold market, quantile Granger causality, quantile‐on‐quantile regression

18.

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, Rajagiri Business School, University of Nevada, Las Vegas - Department of Economics and University of Pretoria - Department of Economics
Downloads 0 (810,019)
  • Add to Cart

Abstract:

Loading...

19.

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 Rajagiri Business School
Downloads 0 (810,019)
  • Add to Cart

Abstract:

Loading...

20.

Oil and Risk Premia in Equity Markets

Studies in Economics and Finance
Posted: 14 Nov 2019 Last Revised: 26 Aug 2020
Satish Kumar, Riza Demirer and Aviral Kumar Tiwari
ICFAI Foundation for Higher Education (IFHE), Southern Illinois University Edwardsville - Department of Economics & Finance and Rajagiri Business School

Abstract:

Loading...

Quantile, Correlogram, Predictability, Oil return, Risk premia

21.

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
Rajagiri Business School
Downloads 0 (810,019)
  • Add to Cart

Abstract:

Loading...