Details about Niyati Bhanja

Access statistics for papers by Niyati Bhanja.

Last updated 2019-09-23. Update your information in the RePEc Author Service.

Short-id: pbh121

Working Papers

2019

1. Do Global Crude Oil Markets Behave as One Great Pool?
   Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences View citations (1)

2016

2. 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

3. 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

2019

1. 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)
2. Gold, gold mining stocks and equities- partial wavelet coherence evidence from developed countries
   Resources Policy, 2019, 62, (C), 378-384 View citations (15)
3. Stock returns and inflation: a tale of two periods in India
   Economic Change and Restructuring, 2019, 52, (4), 413-438

2018

4. 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)
5. Is China a safe haven for Asian Tigers?
   Economic Change and Restructuring, 2018, 51, (2), 113-133 View citations (4)

2017

6. Do global financial crises validate assertions of fractal market hypothesis?
   International Economics and Economic Policy, 2017, 14, (1), 153-165 View citations (8)

2016

7. 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)
8. 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 (6)

2015

9. Analyzing Time–Frequency Based Co-movement in Inflation: Evidence from G-7 Countries
   Computational Economics, 2015, 45, (1), 91-109 View citations (9)
10. Stock returns and inflation in Pakistan
    Economic Modelling, 2015, 47, (C), 23-31 View citations (30)
11. 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)
12. “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

13. Exchange Rate and Stock Price Relationship: A Wavelet Analysis for India
    Indian Economic Review, 2014, 49, (1), 125-142 View citations (2)
14. Inflation-Industrial Growth Nexus in India – A Revisit Through Continuous Wavelet Transform
    Central Bank Review, 2014, 14, (2), 1-11 View citations (4)
15. Revisiting the Doctrine of Purchasing Power Parity Through Quantile Regression and Wavelets
    The IUP Journal of Applied Economics, 2014, XIII, (1), 34-46

2013

16. Oil price and exchange rates: A wavelet based analysis for India
    Economic Modelling, 2013, 31, (C), 414-422 View citations (116)
17. Stock Market Integration in Asian Countries: evidence from Wavelet multiple correlations
    Journal of Economic Integration, 2013, 28, 441-456 View citations (34)

2012

18. 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)