Details about Arif Billah Dar

Access statistics for papers by Arif Billah Dar.

Last updated 2023-09-11. Update your information in the RePEc Author Service.

Short-id: pda550

Working Papers

2016

1. A historical analysis of the US stock price index using empirical mode decomposition over 1791-2015
   Economics Discussion Papers, Kiel Institute for the World Economy (IfW Kiel) View citations (3)
   Also in Working Papers, University of Pretoria, Department of Economics (2015) View citations (2)
   See also Journal Article A historical analysis of the US stock price index using empirical mode decomposition over 1791-2015, Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel) (2016) View citations (3) (2016)

2014

2. Interlinkage between Real Exchange rate and Current Account Behaviors: Evidence from India
   Working Papers, Department of Research, Ipag Business School View citations (6)

Journal Articles

2024

1. On the nexus between growth and disaggregated ecological footprints-empirical evidence from India
   Journal of Environmental Planning and Management, 2024, 67, (7), 1461-1493

2023

2. Aggregate, asymmetric and frequency-based spillover among equity, precious metals, and cryptocurrency
   Resources Policy, 2023, 80, (C) View citations (10)
3. Do gold and the US dollar diversify global sectoral risk? Evidence from connectedness and dynamic conditional correlation measures
   The Journal of Economic Asymmetries, 2023, 28, (C) View citations (2)
4. On the similarities between precious metals, precious metal stocks and equities – International evidence for gold and silver
   Resources Policy, 2023, 83, (C) View citations (1)

2022

5. Asymmetric, time and frequency-based spillover transmission in financial and commodity markets
   The Journal of Economic Asymmetries, 2022, 25, (C) View citations (17)
6. Connectedness in International Crude Oil Markets
   Computational Economics, 2022, 59, (1), 227-262 View citations (3)
7. Is there a Kuznets curve for forest product footprint? – empirical evidence from India
   Forest Policy and Economics, 2022, 144, (C) View citations (3)

2021

8. Are precious metals and equities immune to monetary and fiscal policy uncertainties?
   Resources Policy, 2021, 74, (C) View citations (6)
9. Dynamics of connectedness across crude oil, precious metals and exchange rate: Evidence from time and frequency domains
   Resources Policy, 2021, 73, (C) View citations (34)
10. Exploring diversification opportunities across commodities and financial markets: Evidence from time-frequency based spillovers
    Resources Policy, 2021, 74, (C) View citations (15)

2020

11. Financial inclusion determinants and impediments in India: insights from the global financial inclusion index
    Journal of Financial Economic Policy, 2020, 13, (3), 391-408 View citations (5)

2019

12. Do gold mining stocks behave like gold or equities? Evidence from the UK and the US
    International Review of Economics & Finance, 2019, 59, (C), 369-384 View citations (10)
13. Gold, gold mining stocks and equities- partial wavelet coherence evidence from developed countries
    Resources Policy, 2019, 62, (C), 378-384 View citations (15)
14. Stock returns and inflation: a tale of two periods in India
    Economic Change and Restructuring, 2019, 52, (4), 413-438

2018

15. Do Global Crude Oil Markets Behave as One Great Pool? A Cyclical Analysis
    Journal of Business Cycle Research, 2018, 14, (2), 219-241 View citations (5)
16. Is China a safe haven for Asian Tigers?
    Economic Change and Restructuring, 2018, 51, (2), 113-133 View citations (4)

2017

17. Do global financial crises validate assertions of fractal market hypothesis?
    International Economics and Economic Policy, 2017, 14, (1), 153-165 View citations (8)
18. Is gold a weak or strong hedge and safe haven against stocks? Robust evidences from three major gold-consuming countries
    Applied Economics, 2017, 49, (53), 5491-5503 View citations (23)

2016

19. A historical analysis of the US stock price index using empirical mode decomposition over 1791-2015
    Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), 2016, 10, 1-15 View citations (3)
    See also Working Paper A historical analysis of the US stock price index using empirical mode decomposition over 1791-2015, Economics Discussion Papers (2016) View citations (3) (2016)
20. Frequency based co-movement of inflation in selected euro area countries
    OECD Journal: Journal of Business Cycle Measurement and Analysis, 2016, 2015, (2), 1-13 View citations (5)

2015

21. Analyzing Time–Frequency Based Co-movement in Inflation: Evidence from G-7 Countries
    Computational Economics, 2015, 45, (1), 91-109 View citations (9)
22. Exchange Rate and Monetary Fundamentals: Long Run Relationship Revisited
    Panoeconomicus, 2015, 62, (1), 33-54
23. Stock returns and inflation in Pakistan
    Economic Modelling, 2015, 47, (C), 23-31 View citations (30)
24. Time–frequency relationship between share prices and exchange rates in India: Evidence from continuous wavelets
    Empirical Economics, 2015, 48, (2), 699-714 View citations (22)
25. “The beauty of gold is, it loves bad news”: evidence from three major gold consumers
    Economic Change and Restructuring, 2015, 48, (3), 187-208 View citations (14)

2014

26. Exchange Rate and Stock Price Relationship: A Wavelet Analysis for India
    Indian Economic Review, 2014, 49, (1), 125-142 View citations (2)
27. Inflation-Industrial Growth Nexus in India – A Revisit Through Continuous Wavelet Transform
    Central Bank Review, 2014, 14, (2), 1-11 View citations (4)
28. Revisiting the Doctrine of Purchasing Power Parity Through Quantile Regression and Wavelets
    The IUP Journal of Applied Economics, 2014, XIII, (1), 34-46
29. The predictive power of yield spread: evidence from wavelet analysis
    Empirical Economics, 2014, 46, (3), 887-901 View citations (16)

2013

30. Export Led Growth or Growth Led Export Hypothesis in India: Evidence Based on Time-Frequency Approach
    Asian Economic and Financial Review, 2013, 3, (7), 869-880 View citations (6)
31. Oil price and exchange rates: A wavelet based analysis for India
    Economic Modelling, 2013, 31, (C), 414-422 View citations (116)
32. Stock Market Integration in Asian Countries: evidence from Wavelet multiple correlations
    Journal of Economic Integration, 2013, 28, 441-456 View citations (34)

2012

33. Are Stock Prices Hedge Against Inflation? A Revisit over Time and Frequencies in India
    Central European Journal of Economic Modelling and Econometrics, 2012, 4, (3), 199-213 View citations (10)