Zobrazeno 1 - 10
of 14
pro vyhledávání: '"Neluka Devpura"'
Publikováno v:
Financial Innovation, Vol 7, Iss 1, Pp 1-10 (2021)
Abstract In this paper, we examine if COVID-19 has impacted the relationship between oil prices and stock returns predictions using daily Japanese stock market data from 01/04/2020 to 03/17/2021. We make a novel contribution to the literature by test
Externí odkaz:
https://doaj.org/article/f96789561a574f4ea7d8d85847afb7b6
Autor:
Neluka Devpura
Publikováno v:
MethodsX, Vol 8, Iss , Pp 101262- (2021)
We investigate the relationship between the Euro-United States Dollar (Euro/USD) exchange rate and oil futures price using intra-day data. The dataset is on hourly basis from 01/07/2019 to 30/11/2020 and 17-hour per day, from 01:00am to 17:00pm. By e
Externí odkaz:
https://doaj.org/article/6a9e77721ccc4b388e4069ae4614eb34
Publikováno v:
MethodsX, Vol 8, Iss , Pp 101274- (2021)
Externí odkaz:
https://doaj.org/article/2d0d8bfc2a6d4ac1aa37b65b7d18c556
Autor:
Neluka Devpura, Fan Zhang
Publikováno v:
Emerging Markets Finance and Trade. 59:1464-1474
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8a56bdb447fbf6633f4d958e584b7404
https://doi.org/10.1080/1540496x.2022.2122709
https://doi.org/10.1080/1540496x.2022.2122709
Autor:
Neluka Devpura
Publikováno v:
Bulletin Ekonomi Moneter dan Perbankan, Vol 24, Iss 1, Pp 35-52 (2021)
We analyze the nature of exchange rate return spillovers for 16 currencies. We use 10 years of daily exchange rate data, covering January 01, 2010 to December 31, 2019. By using the spillover index proposed by Diebold and Yilmaz (2009, 2012), we prov
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::43ec1f454ad1dd65e0361bf64394ef16
https://www.bmeb-bi.org/index.php/BEMP/article/view/1301
https://www.bmeb-bi.org/index.php/BEMP/article/view/1301
Publikováno v:
Economic Analysis and Policy
This paper examines the relationship between the Japanese Yen and the country’s stock returns. Using several variants of econometric models and empirical specifications, we unravel that the depreciation of the Yen vis-à-vis the US dollar led to ga
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::5e8d9848e9089ecf87bc903f586b25e5
https://doi.org/10.1016/j.eap.2020.09.014
https://doi.org/10.1016/j.eap.2020.09.014
Publikováno v:
Pacific-Basin Finance Journal. 75:101857
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5ac054ee5a7742759851825086120df3
https://doi.org/10.1016/j.pacfin.2022.101857
https://doi.org/10.1016/j.pacfin.2022.101857
Publikováno v:
MethodsX, Vol 8, Iss, Pp 101274-(2021)
MethodsX
MethodsX
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::bb34c8b6982a0efa5c10847193c89286
http://www.sciencedirect.com/science/article/pii/S2215016121000674
http://www.sciencedirect.com/science/article/pii/S2215016121000674
Autor:
Neluka Devpura
Publikováno v:
Asian Economics Letters. 1
In this paper, we examine the relationship between Japanese Yen (vis-à-vis the US dollar) and the crude oil futures price. The novelty is that we use high frequency (intraday hourly) data to examine time-varying predictability. We find limited evide
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a938d09847a3132d8101f848efc08cd2
https://doi.org/10.46557/001c.17964
https://doi.org/10.46557/001c.17964
Autor:
Paresh Kumar Narayan, Neluka Devpura
Publikováno v:
Energy RESEARCH LETTERS. 1
In this paper, we study the evolution of hourly oil price volatility. Using multiple measures of oil price volatility, we conclude that volatility increased following the onset of COVID-19. After controlling for conventional predictors of oil price v
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::792828780ab33b5e0733d26771778da7
https://doi.org/10.46557/001c.13683
https://doi.org/10.46557/001c.13683