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Details about Seema Narayan

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Workplace:School of Economics, Finance and Marketing, RMIT University, (more information at EDIRC)

Access statistics for papers by Seema Narayan.

Last updated 2019-08-06. Update your information in the RePEc Author Service.

Short-id: pna236


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Working Papers

2015

  1. New empirical evidence on the bid-ask spread
    Working Papers, Deakin University, Department of Economics Downloads View citations (2)
    See also Journal Article in Applied Economics (2015)
  2. The Financial Econometrics of Price Discovery and Predictability
    Monash Economics Working Papers, Monash University, Department of Economics Downloads View citations (2)
    See also Journal Article in International Review of Financial Analysis (2015)

2013

  1. An analysis of commodity markets: what gain for investors?
    Working Papers, Deakin University, Department of Economics Downloads View citations (16)
    See also Journal Article in Journal of Banking & Finance (2013)

2011

  1. Did the US macroeconomic conditions affect Asian stock markets?
    Working Papers, Deakin University, Department of Economics Downloads
    See also Journal Article in Journal of Asian Economics (2012)
  2. The importance of real and nominal shocks on the UK housing market
    Working Papers, Deakin University, Department of Economics
    See also Journal Article in International Journal of Business and Economics (2011)
  3. The inflation-output nexus: empirical evidence from India, Brazil and South Africa
    Working Papers, Deakin University, Department of Economics

2010

  1. Gold and oil futures markets: are markets efficient?
    Working Papers, Deakin University, Department of Economics Downloads View citations (44)
    See also Journal Article in Applied Energy (2010)
  2. Investigating the relationship between health and economic growth: empirical evidence from a panel of 5 Asian countries
    Working Papers, Deakin University, Department of Economics Downloads View citations (16)
    See also Journal Article in Journal of Asian Economics (2010)

2007

  1. DOES DEMOCRACY FACILITATE ECONOMIC GROWTH OR DOES ECONOMIC GROWTH FACILITATE DEMOCRACY? AN EMPIRICAL STUDY OF SUB-SAHARAN AFRICA
    Monash Economics Working Papers, Monash University, Department of Economics Downloads View citations (6)
    See also Journal Article in Economic Modelling (2011)

Journal Articles

2019

  1. Are Exports More Responsive to Clean or Dirty Energy? The Case of Vietnam’s Exports to 54 Countries
    Energies, 2019, 12, (8), 1-21 Downloads
  2. Bitcoin price growth and Indonesia's monetary system
    Emerging Markets Review, 2019, 38, (C), 364-376 Downloads
  3. Relative export competitiveness of agricultural commodities and its determinants: Some evidence from India
    World Development, 2019, 117, (C), 29-47 Downloads
  4. THE INFLUENCE OF OIL PRICES ON INDONESIA’S EXCHANGE RATE
    Bulletin of Monetary Economics and Banking, 2019, 21, (3), 1-20 Downloads

2018

  1. DO TERRORIST ATTACKS IMPACT EXCHANGE RATE BEHAVIOR? NEW INTERNATIONAL EVIDENCE
    Economic Inquiry, 2018, 56, (1), 547-561 Downloads View citations (2)
  2. HAS FINTECH INFLUENCED INDONESIA’S EXCHANGE RATE AND INFLATION?
    Bulletin of Monetary Economics and Banking, 2018, 21, (2), 1-14 Downloads View citations (1)
  3. Portfolio Diversification Opportunities Within Emerging and Frontier Stock Markets: Evidence from Ten Asian Countries
    Bulletin of Monetary Economics and Banking, 2018, 21, (1), 1-22 Downloads
  4. Technology-investing countries and stock return predictability
    Emerging Markets Review, 2018, 36, (C), 159-179 Downloads View citations (2)
  5. The influence of terrorism risk on stock market integration: Evidence from eight OECD countries
    International Review of Financial Analysis, 2018, 58, (C), 247-259 Downloads

2017

  1. An investigation of renewable and non-renewable energy consumption and economic growth nexus using industrial and residential energy consumption
    Energy Economics, 2017, 68, (C), 160-176 Downloads View citations (17)
  2. Can investors gain from investing in certain sectors?
    Journal of International Financial Markets, Institutions and Money, 2017, 48, (C), 160-177 Downloads View citations (3)
  3. Credit quality implied momentum profits for Islamic stocks
    Pacific-Basin Finance Journal, 2017, 42, (C), 11-23 Downloads View citations (4)
  4. Diversification opportunities between emerging and frontier Asian (EFA) and developed stock markets
    Finance Research Letters, 2017, 23, (C), 223-232 Downloads View citations (3)
  5. Estimating the speed of adjustment to target levels: The case of energy prices
    Energy Economics, 2017, 62, (C), 419-427 Downloads View citations (3)
  6. Is there a financial news risk premium in Islamic stocks?
    Pacific-Basin Finance Journal, 2017, 42, (C), 158-170 Downloads View citations (7)

2016

  1. Does FDI influence renewable energy consumption? An analysis of sectoral FDI impact on renewable and non-renewable industrial energy consumption
    Energy Economics, 2016, 54, (C), 291-301 Downloads View citations (27)
  2. Does the trade gravity model depend on trading partners? Some evidence from Vietnam and her 54 trading partners
    International Review of Economics & Finance, 2016, 41, (C), 220-237 Downloads View citations (10)
  3. Predictability within the energy consumption–economic growth nexus: Some evidence from income and regional groups
    Economic Modelling, 2016, 54, (C), 515-521 Downloads View citations (14)
  4. Testing the adaptive market hypothesis and its determinants for the Indian stock markets
    Finance Research Letters, 2016, 19, (C), 173-180 Downloads View citations (3)
  5. Trade of goods and services and risk sharing ability in international equity markets: Are these substitutes or complements?
    International Review of Economics & Finance, 2016, 45, (C), 485-503 Downloads

2015

  1. Are Asian Stock Market Returns Predictable?
    Emerging Markets Finance and Trade, 2015, 51, (5), 867-878 Downloads
  2. Are prolonged conflict and tension deterrents for stock market integration? The case of Sri Lanka
    International Review of Economics & Finance, 2015, 39, (C), 504-520 Downloads View citations (3)
  3. Do Momentum‐Based Trading Strategies Work in the Commodity Futures Markets?
    Journal of Futures Markets, 2015, 35, (9), 868-891 Downloads View citations (31)
  4. Do order imbalances predict Chinese stock returns? New evidence from intraday data
    Pacific-Basin Finance Journal, 2015, 34, (C), 136-151 Downloads View citations (15)
  5. Is Exchange Rate Trading Profitable?
    Journal of International Financial Markets, Institutions and Money, 2015, 38, (C), 217-229 Downloads View citations (4)
  6. Is the efficient market hypothesis day-of-the-week dependent? Evidence from the banking sector
    Applied Economics, 2015, 47, (23), 2359-2378 Downloads View citations (7)
  7. New empirical evidence on the bid-ask spread
    Applied Economics, 2015, 47, (42), 4484-4500 Downloads View citations (2)
    See also Working Paper (2015)
  8. The financial econometrics of price discovery and predictability
    International Review of Financial Analysis, 2015, 42, (C), 380-393 Downloads View citations (2)
    See also Working Paper (2015)

2014

  1. Can institutions and macroeconomic factors predict stock returns in emerging markets?
    Emerging Markets Review, 2014, 19, (C), 77-95 Downloads View citations (27)
  2. Integration of current account imbalances in the OECD
    Economic Modelling, 2014, 38, (C), 288-295 Downloads
  3. Spread determinants and the day-of-the-week effect
    The Quarterly Review of Economics and Finance, 2014, 54, (1), 51-60 Downloads View citations (3)
  4. Stock market integration of emerging Asian economies: Patterns and causes
    Economic Modelling, 2014, 39, (C), 19-31 Downloads View citations (23)
  5. Stock returns, mutual fund flows and spillover shocks
    Pacific-Basin Finance Journal, 2014, 29, (C), 146-162 Downloads View citations (39)
  6. The Determinants of Stock Prices: New Evidence from the Indian Banking Sector
    Emerging Markets Finance and Trade, 2014, 50, (2), 5-15 Downloads View citations (5)
  7. What expenditure does Anglosphere foreign borrowing fund?
    Journal of International Money and Finance, 2014, 40, (C), 63-78 Downloads View citations (15)

2013

  1. A structural VAR model of the Fiji Islands
    Economic Modelling, 2013, 31, (C), 238-244 Downloads View citations (3)
  2. An analysis of commodity markets: What gain for investors?
    Journal of Banking & Finance, 2013, 37, (10), 3878-3889 Downloads View citations (82)
    See also Working Paper (2013)
  3. Foreign exchange markets and oil prices in Asia
    Journal of Asian Economics, 2013, 28, (C), 41-50 Downloads View citations (10)
  4. Has the structural break slowed down growth rates of stock markets?
    Economic Modelling, 2013, 30, (C), 595-601 Downloads View citations (4)
  5. The inflation–output nexus: Empirical evidence from India, South Africa, and Brazil
    Research in International Business and Finance, 2013, 28, (C), 19-34 Downloads View citations (2)
  6. The short-run relationship between the financial system and economic growth: New evidence from regional panels
    International Review of Financial Analysis, 2013, 29, (C), 70-78 Downloads View citations (25)

2012

  1. An analysis of Fiji's monetary policy transmission
    Studies in Economics and Finance, 2012, 29, (1), 52-70 Downloads View citations (2)
  2. Do US macroeconomic conditions affect Asian stock markets?
    Journal of Asian Economics, 2012, 23, (6), 669-679 Downloads View citations (13)
    See also Working Paper (2011)
  3. Evidence of Wagner's law from Indian states
    Economic Modelling, 2012, 29, (5), 1548-1557 Downloads View citations (10)

2011

  1. Are shocks to national income persistent? New global evidence
    Journal of Economic Studies, 2011, 38, (2), 218-230 Downloads View citations (2)
  2. Do Remittances Induce Inflation? Fresh Evidence from Developing Countries
    Southern Economic Journal, 2011, 77, (4), 914-933 Downloads View citations (18)
  3. Do market capitalization and stocks traded converge? New global evidence
    Journal of Banking & Finance, 2011, 35, (10), 2771-2781 Downloads View citations (228)
  4. Does democracy facilitate economic growth or does economic growth facilitate democracy? An empirical study of Sub-Saharan Africa
    Economic Modelling, 2011, 28, (3), 900-910 Downloads View citations (21)
    See also Working Paper (2007)
  5. Energy consumption at business cycle horizons: The case of the United States
    Energy Economics, 2011, 33, (2), 161-167 Downloads View citations (13)
  6. Investigating price clustering in the oil futures market
    Applied Energy, 2011, 88, (1), 397-402 Downloads View citations (14)
  7. Is health care really a luxury in OECD countries? Evidence from alternative price deflators
    Applied Economics, 2011, 43, (25), 3631-3643 Downloads View citations (3)
  8. Share price clustering in Mexico
    International Review of Financial Analysis, 2011, 20, (2), 113-119 Downloads View citations (6)
  9. The Importance of Real and Nominal Shocks on the UK Housing Market
    International Journal of Business and Economics, 2011, 10, (3), 219-234 Downloads
    See also Working Paper (2011)

2010

  1. A note on the long-run elasticities from the energy consumption-GDP relationship
    Applied Energy, 2010, 87, (3), 1054-1057 Downloads View citations (34)
  2. Are business cycles stationary fluctuations around a deterministic trend? Empirical evidence from 79 developing countries
    International Review of Applied Economics, 2010, 24, (6), 649-664 Downloads
  3. Carbon dioxide emissions and economic growth: Panel data evidence from developing countries
    Energy Policy, 2010, 38, (1), 661-666 Downloads View citations (175)
  4. Does electricity consumption panel Granger cause GDP? A new global evidence
    Applied Energy, 2010, 87, (10), 3294-3298 Downloads View citations (28)
  5. ESTIMATING IMPORT AND EXPORT DEMAND ELASTICITIES FOR MAURITIUS AND SOUTH AFRICA
    Australian Economic Papers, 2010, 49, (3), 241-252 Downloads View citations (4)
  6. Energy consumption at the state level: The unit root null hypothesis from Australia
    Applied Energy, 2010, 87, (6), 1953-1962 Downloads View citations (54)
  7. Gold and oil futures markets: Are markets efficient?
    Applied Energy, 2010, 87, (10), 3299-3303 Downloads View citations (79)
    See also Working Paper (2010)
  8. Investigating the relationship between health and economic growth: Empirical evidence from a panel of 5 Asian countries
    Journal of Asian Economics, 2010, 21, (4), 404-411 Downloads View citations (18)
    See also Working Paper (2010)
  9. Is there a unit root in the inflation rate? New evidence from panel data models with multiple structural breaks
    Applied Economics, 2010, 42, (13), 1661-1670 Downloads View citations (13)
  10. Modelling the impact of oil prices on Vietnam's stock prices
    Applied Energy, 2010, 87, (1), 356-361 Downloads View citations (129)
  11. Testing for capital mobility: New evidence from a panel of G7 countries
    Research in International Business and Finance, 2010, 24, (1), 15-23 Downloads View citations (8)

2009

  1. Estimating money demand functions for South Asian countries
    Empirical Economics, 2009, 36, (3), 685-696 Downloads View citations (16)
  2. Evidence on PPP from a cointegration test with multiple structural breaks
    Applied Economics Letters, 2009, 16, (1), 5-8 Downloads View citations (4)
  3. Modelling Fiji-US exchange rate volatility
    Applied Economics Letters, 2009, 16, (8), 831-834 Downloads View citations (2)
  4. Understanding the inflation-output nexus for China
    China Economic Review, 2009, 20, (1), 82-90 Downloads View citations (20)

2008

  1. A structural VAR analysis of electricity consumption and real GDP: Evidence from the G7 countries
    Energy Policy, 2008, 36, (7), 2765-2769 Downloads View citations (58)
  2. Are oil shocks permanent or temporary? Panel data evidence from crude oil and NGL production in 60 countries
    Energy Economics, 2008, 30, (3), 919-936 Downloads View citations (84)
  3. DO PERMANENT SHOCKS EXPLAIN INCOME LEVELS? A COMMON CYCLE–COMMON TREND ANALYSIS OF REGIONAL INCOME LEVELS FOR CHINA
    Pacific Economic Review, 2008, 13, (5), 656-662 Downloads View citations (2)
  4. DOES MILITARY EXPENDITURE DETERMINE FIJI'S EXPLODING DEBT LEVELS?
    Defence and Peace Economics, 2008, 19, (1), 77-87 Downloads View citations (7)
  5. Does environmental quality influence health expenditures? Empirical evidence from a panel of selected OECD countries
    Ecological Economics, 2008, 65, (2), 367-374 Downloads View citations (8)
  6. EXAMINING THE ASYMMETRIC BEHAVIOUR OF MACROECONOMIC AGGREGATES IN ASIAN ECONOMIES
    Pacific Economic Review, 2008, 13, (5), 567-574 Downloads View citations (4)
  7. Estimating the Demand for Money in an Unstable Open Economy: The Case of the Fiji Islands
    Economic Issues Journal Articles, 2008, 13, (1), 71-91 Downloads View citations (11)
  8. Forecasting Fiji's exports and imports, 2003-2020
    International Journal of Social Economics, 2008, 35, (12), 1005-1016 Downloads
  9. The role of permanent and transitory shocks in explaining international health expenditures
    Health Economics, 2008, 17, (10), 1171-1186 Downloads View citations (10)
  10. Understanding the oil price-exchange rate nexus for the Fiji islands
    Energy Economics, 2008, 30, (5), 2686-2696 Downloads View citations (62)
  11. Unit roots and structural breaks in PNG macroeconomic time series
    International Journal of Social Economics, 2008, 35, (12), 963-984 Downloads View citations (1)

2007

  1. Are real exchange rates nonlinear with a unit root? Evidence on PPP for Italy: a note
    Applied Economics, 2007, 39, (19), 2483-2488 Downloads View citations (3)
  2. Export-led growth hypothesis: evidence from Papua New Guinea and Fiji
    Journal of Economic Studies, 2007, 34, (4), 341-351 Downloads View citations (49)
  3. Is devaluation expansionary or contractionary? Empirical evidence from Fiji
    Applied Economics, 2007, 39, (20), 2589-2598 Downloads View citations (14)
  4. Mean reversion in stock prices: new evidence from panel unit root tests
    Studies in Economics and Finance, 2007, 24, (3), 233-244 Downloads View citations (11)
  5. Modelling oil price volatility
    Energy Policy, 2007, 35, (12), 6549-6553 Downloads View citations (93)
  6. Understanding asymmetries in macroeconomic aggregates: the case of Singapore
    Applied Economics Letters, 2007, 14, (12), 905-908 Downloads View citations (3)

2006

  1. Government revenue and government expenditure nexus: evidence from developing countries
    Applied Economics, 2006, 38, (3), 285-291 Downloads View citations (30)

2005

  1. Are exports and imports cointegrated? Evidence from 22 least developed countries
    Applied Economics Letters, 2005, 12, (6), 375-378 Downloads View citations (34)
  2. Estimating income and price elasticities of imports for Fiji in a cointegration framework
    Economic Modelling, 2005, 22, (3), 423-438 Downloads View citations (83)

2004

  1. IS THERE A LONG-RUN RELATIONSHIP BETWEEN EXPORTS AND IMPORTS? EVIDENCE FROM TWO PACIFIC ISLAND COUNTRIES
    Economic Papers, 2004, 23, (2), 152-164 Downloads View citations (11)
  2. The J-Curve: Evidence from Fiji
    International Review of Applied Economics, 2004, 18, (3), 369-380 Downloads View citations (17)
 
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