Details about Kavita Sirichand

Access statistics for papers by Kavita Sirichand.

Last updated 2016-07-14. Update your information in the RePEc Author Service.

Short-id: psi484

Working Papers

2014

1. Examining real interest parity: which component reverts quickest and in which regime?
   Discussion Paper Series, Department of Economics, Loughborough University
   See also Journal Article Examining real interest parity: Which component reverts quickest and in which regime?, International Review of Financial Analysis, Elsevier (2015) View citations (5) (2015)
2. International yield curve comovements: impact of the recent financial crisis
   Discussion Paper Series, Department of Economics, Loughborough University View citations (1)
   See also Journal Article International yield curve comovements: impact of the recent financial crisis, Applied Economics, Taylor & Francis Journals (2015) (2015)
3. Investigating Multiple Changes in Persistence in International Yields
   Discussion Paper Series, Department of Economics, Loughborough University
   See also Journal Article Investigating Multiple Changes in Persistence in International Yields, Economic Issues Journal Articles, Economic Issues (2015) (2015)

2011

4. Fractional integration and the volatility of UK interest rates
   NBS Discussion Papers in Economics, Economics, Nottingham Business School, Nottingham Trent University View citations (2)
   Also in Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester (2011) View citations (6)
   See also Journal Article Fractional integration and the volatility of UK interest rates, Economics Letters, Elsevier (2012) View citations (10) (2012)

2010

5. Decision-Based Forecast Evaluation of UK Interest Rate Predictability*
   Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester View citations (1)
   See also Journal Article Decision‐Based Forecast Evaluation of UK Interest Rate Predictability, Journal of Forecasting, John Wiley & Sons, Ltd. (2016) View citations (1) (2016)
6. Economic Value of Stock and Interest Rate Predictability in the UK
   Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester

Journal Articles

2016

1. Decision‐Based Forecast Evaluation of UK Interest Rate Predictability
   Journal of Forecasting, 2016, 35, (2), 93-112 View citations (1)
   See also Working Paper Decision-Based Forecast Evaluation of UK Interest Rate Predictability*, Discussion Papers in Economics (2010) View citations (1) (2010)

2015

2. Examining real interest parity: Which component reverts quickest and in which regime?
   International Review of Financial Analysis, 2015, 39, (C), 72-83 View citations (5)
   See also Working Paper Examining real interest parity: which component reverts quickest and in which regime?, Discussion Paper Series (2014) (2014)
3. International yield curve comovements: impact of the recent financial crisis
   Applied Economics, 2015, 47, (43), 4561-4573
   See also Working Paper International yield curve comovements: impact of the recent financial crisis, Discussion Paper Series (2014) View citations (1) (2014)
4. Investigating Multiple Changes in Persistence in International Yields
   Economic Issues Journal Articles, 2015, 20, (1), 65-90
   See also Working Paper Investigating Multiple Changes in Persistence in International Yields, Discussion Paper Series (2014) (2014)

2012

5. Fractional integration and the volatility of UK interest rates
   Economics Letters, 2012, 116, (3), 381-384 View citations (10)
   See also Working Paper Fractional integration and the volatility of UK interest rates, NBS Discussion Papers in Economics (2011) View citations (2) (2011)