Paramsothy Silvapulle
Paramsothy Silvapulle
Professor of Econometrics, Monash University
Verified email at monash.edu
Title
Cited by
Cited by
Year
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
3651999
Comparison of semiparametric and parametric methods for estimating copulas
G Kim, MJ Silvapulle, P Silvapulle
Computational Statistics & Data Analysis 51 (6), 2836-2850, 2007
3532007
Asymmetry in Okun's law
P Silvapulle, IA Moosa, MJ Silvapulle
Canadian Journal of Economics/Revue canadienne d'économique 37 (2), 353-374, 2004
2282004
Long‐term memory in stock market returns: international evidence
S Sadique, P Silvapulle
International Journal of Finance & Economics 6 (1), 59-67, 2001
2112001
Australian mutual fund performance appraisal using data envelopment analysis
DUA Galagedera, P Silvapulle
Managerial Finance, 2002
1722002
A score test against one-sided alternatives
MJ Silvapulle, P Silvapulle
Journal of the American Statistical Association 90 (429), 342-349, 1995
1691995
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
1481999
Testing for Philippines rice market integration: A multiple cointegration approach
P Silvapulle, S Jayasuriya
Journal of Agricultural Economics 45 (3), 369-380, 1994
1071994
Large returns, conditional correlation and portfolio diversification: a value-at-risk approach
P Silvapulle, CWJ Granger
Taylor & Francis Group 1 (5), 542-551, 2001
1062001
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
822000
Experimental evidence on robustness of data envelopment analysis
DUA Galagedera, P Silvapulle
Journal of the Operational Research Society 54 (6), 654-660, 2003
672003
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
552017
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
522011
Testing for temporal asymmetry in the price‐volume relationship
IA Moosa, P Silvapulle, M Silvapulle
Bulletin of Economic Research 55 (4), 373-389, 2003
482003
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
442012
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
442000
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
402012
Does the Fisher effect apply in Australia?
B Inder, P Silvapulle
Applied Economics 25 (6), 839-843, 1993
401993
Exchange rate pass-through to manufactured import prices: The case of Japan
G Wickremasinghe, P Silvapulle
International Trade 406006, 2004
362004
Structural VAR approach to Malaysian monetary policy framework: Evidence from the pre-and post-Asian crisis periods
M Raghavan, P Silvapulle
New Zealand Association of Economics, NZAE Conference, 1-32, 2008
352008
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Articles 1–20