| The relationship between spot and futures prices: evidence from the crude oil market P Silvapulle, IA Moosa Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 1999 | 372 | 1999 |
| Comparison of semiparametric and parametric methods for estimating copulas G Kim, MJ Silvapulle, P Silvapulle Computational Statistics & Data Analysis 51 (6), 2836-2850, 2007 | 356 | 2007 |
| Asymmetry in Okun's law P Silvapulle, IA Moosa, MJ Silvapulle Canadian Journal of Economics/Revue canadienne d'économique 37 (2), 353-374, 2004 | 230 | 2004 |
| Long‐term memory in stock market returns: international evidence S Sadique, P Silvapulle International Journal of Finance & Economics 6 (1), 59-67, 2001 | 213 | 2001 |
| Australian mutual fund performance appraisal using data envelopment analysis DUA Galagedera, P Silvapulle Managerial Finance, 2002 | 174 | 2002 |
| A score test against one-sided alternatives MJ Silvapulle, P Silvapulle Journal of the American Statistical Association 90 (429), 342-349, 1995 | 171 | 1995 |
| Testing for linear and nonlinear Granger causality in the stock price-volume relation: Korean evidence P Silvapulle, JS Choi The Quarterly Review of Economics and Finance 39 (1), 59-76, 1999 | 148 | 1999 |
| Large returns, conditional correlation and portfolio diversification: a value-at-risk approach P Silvapulle, CWJ Granger Taylor & Francis Group 1 (5), 542-551, 2001 | 108 | 2001 |
| Testing for Philippines rice market integration: A multiple cointegration approach P Silvapulle, S Jayasuriya Journal of Agricultural Economics 45 (3), 369-380, 1994 | 107 | 1994 |
| The price–volume relationship in the crude oil futures market Some results based on linear and nonlinear causality testing IA Moosa, P Silvapulle International Review of Economics & Finance 9 (1), 11-30, 2000 | 82 | 2000 |
| Experimental evidence on robustness of data envelopment analysis DUA Galagedera, P Silvapulle Journal of the Operational Research Society 54 (6), 654-660, 2003 | 68 | 2003 |
| Nonparametric panel data model for crude oil and stock market prices in net oil importing countries P Silvapulle, R Smyth, X Zhang, JP Fenech Energy Economics 67, 255-267, 2017 | 61 | 2017 |
| Modelling the bivariate dependence structure of exchange rates before and after the introduction of the euro: a semi‐parametric approach G Boero, P Silvapulle, A Tursunalieva International Journal of Finance & Economics 16 (4), 357-374, 2011 | 52 | 2011 |
| Testing for temporal asymmetry in the price‐volume relationship IA Moosa, P Silvapulle, M Silvapulle Bulletin of Economic Research 55 (4), 373-389, 2003 | 48 | 2003 |
| Structural VAR models for Malaysian monetary policy analysis during the pre-and post-1997 Asian crisis periods M Raghavan, P Silvapulle, G Athanasopoulos Applied Economics 44 (29), 3841-3856, 2012 | 46 | 2012 |
| The effect of non-normal disturbances and conditional heteroskedasticity on multiple cointegration tests PS Silvapulle, JM Podivinsky Journal of Statistical Computation and Simulation 65 (1-4), 173-189, 2000 | 44 | 2000 |
| ARDL bounds tests and robust inference for the long run relationship between real stock returns and inflation in Australia M Rushdi, JH Kim, P Silvapulle Economic Modelling 29 (3), 535-543, 2012 | 41 | 2012 |
| Does the Fisher effect apply in Australia? B Inder, P Silvapulle Applied Economics 25 (6), 839-843, 1993 | 40 | 1993 |
| Exchange rate pass-through to manufactured import prices: The case of Japan G Wickremasinghe, P Silvapulle International Trade 406006, 2004 | 38 | 2004 |
| Determinants of sovereign bond yield spreads and contagion in the peripheral EU countries P Silvapulle, JP Fenech, A Thomas, R Brooks Economic Modelling 58, 83-92, 2016 | 37 | 2016 |
