Details about Seema Narayan

Access statistics for papers by Seema Narayan.

Last updated 2023-01-09. Update your information in the RePEc Author Service.

Short-id: pna236

Working Papers

2015

1. New empirical evidence on the bid-ask spread
   Working Papers, Deakin University, Department of Economics View citations (3)
   See also Journal Article New empirical evidence on the bid-ask spread, Applied Economics, Taylor & Francis Journals (2015) View citations (3) (2015)
2. The Financial Econometrics of Price Discovery and Predictability
   Monash Economics Working Papers, Monash University, Department of Economics View citations (15)
   See also Journal Article The financial econometrics of price discovery and predictability, International Review of Financial Analysis, Elsevier (2015) View citations (12) (2015)

2013

3. An analysis of commodity markets: what gain for investors?
   Working Papers, Deakin University, Department of Economics View citations (126)
   See also Journal Article An analysis of commodity markets: What gain for investors?, Journal of Banking & Finance, Elsevier (2013) View citations (117) (2013)

2011

4. Did the US macroeconomic conditions affect Asian stock markets?
   Working Papers, Deakin University, Department of Economics
   See also Journal Article Do US macroeconomic conditions affect Asian stock markets?, Journal of Asian Economics, Elsevier (2012) View citations (25) (2012)
5. The importance of real and nominal shocks on the UK housing market
   Working Papers, Deakin University, Department of Economics View citations (1)
   See also Journal Article The Importance of Real and Nominal Shocks on the UK Housing Market, International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan (2011) View citations (1) (2011)
6. The inflation-output nexus: empirical evidence from India, Brazil and South Africa
   Working Papers, Deakin University, Department of Economics

2010

7. Gold and oil futures markets: are markets efficient?
   Working Papers, Deakin University, Department of Economics View citations (157)
   See also Journal Article Gold and oil futures markets: Are markets efficient?, Applied Energy, Elsevier (2010) View citations (157) (2010)
8. Investigating the relationship between health and economic growth: empirical evidence from a panel of 5 Asian countries
   Working Papers, Deakin University, Department of Economics View citations (35)
   See also Journal Article Investigating the relationship between health and economic growth: Empirical evidence from a panel of 5 Asian countries, Journal of Asian Economics, Elsevier (2010) View citations (35) (2010)

2007

9. 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 View citations (6)
   See also Journal Article Does democracy facilitate economic growth or does economic growth facilitate democracy? An empirical study of Sub-Saharan Africa, Economic Modelling, Elsevier (2011) View citations (45) (2011)

Journal Articles

2022

1. Estimating the Speed of Adjustment of Leverage in the Presence of Interactive Effects*
   (The Determinants of Capital Structure: Capital Market-Oriented versus Bank-Oriented Institutions)
   Journal of Financial Econometrics, 2022, 20, (5), 942-960 View citations (1)
2. Heterogeneity dependence between oil prices and exchange rate: Evidence from a parametric test of Granger causality in quantiles
   The North American Journal of Economics and Finance, 2022, 62, (C) View citations (7)
3. Marketisation and rural energy poverty: Evidence from provincial panel data in China
   Energy Economics, 2022, 111, (C) View citations (20)
4. Re-Examining the Income–CO 2 Emissions Nexus Using the New Kink Regression Model: Does the Kuznets Curve Exist in G7 Countries?
   Sustainability, 2022, 14, (7), 1-18 View citations (3)
5. Terrorism and international stock returns
   Journal of International Financial Markets, Institutions and Money, 2022, 76, (C) View citations (5)

2021

6. Air quality, COVID-19, and the oil market: Evidence from China’s provinces
   Economic Analysis and Policy, 2021, 72, (C), 58-72 View citations (6)
7. Can home-biased investors diversify interregionally in the long run?
   Economic Modelling, 2021, 97, (C), 167-181 View citations (1)
8. DOES ECONOMIC INTEGRATION INCREASE FEMALE LABOUR FORCE PARTICIPATION? LABOUR FORCE PARTICIPATION?
   Bulletin of Monetary Economics and Banking, 2021, 24, (1), 1-34 View citations (4)
9. Do opinion polls on government preference influence stock returns?
   Journal of Behavioral and Experimental Finance, 2021, 30, (C)
10. Does Corruption in Exporter and Importer Country Influence International Trade?
    Emerging Markets Finance and Trade, 2021, 57, (11), 3202-3221 View citations (3)
11. Does transitioning towards renewable energy accelerate economic growth? An analysis of sectoral growth for a dynamic panel of countries
    Energy, 2021, 235, (C) View citations (29)
12. Has tourism influenced Indonesia’s current account?
    Economic Analysis and Policy, 2021, 69, (C), 225-237 View citations (3)
13. How much does economic news influence bilateral exchange rates?
    Journal of International Money and Finance, 2021, 115, (C) View citations (8)
14. Macroeconomic determinants of US corporate leverage
    Economic Modelling, 2021, 104, (C) View citations (6)
15. State-level politics: Do they influence corporate investment decisions?
    International Review of Financial Analysis, 2021, 74, (C) View citations (7)
16. WHAT DRIVES PERSISTENTLY HIGH INFLATIONARY PRESSURES IN VIETNAM? SOME EVIDENCE FROM THE NEW KEYNESIAN CURVE FRAMEWORK
    Bulletin of Monetary Economics and Banking, 2021, 24, (4), 517-540 View citations (2)

2020

17. ASIAN CURRENT ACCOUNT BALANCES AND SPILLOVERS FROM A FOREIGN COUNTRY, A REGION AND THE UNITED STATES
    Bulletin of Monetary Economics and Banking, 2020, 23, (1), 1-24 View citations (1)
18. Are the Current Account Imbalances on a Sustainable Path?
    JRFM, 2020, 13, (9), 1-24 View citations (2)
19. International portfolio strategies and opportunities: The case of the US, Japan and Asia
    Finance Research Letters, 2020, 37, (C) View citations (3)

2019

20. Are Exports More Responsive to Clean or Dirty Energy? The Case of Vietnam’s Exports to 54 Countries
    Energies, 2019, 12, (8), 1-21 View citations (2)
21. Bitcoin price growth and Indonesia's monetary system
    Emerging Markets Review, 2019, 38, (C), 364-376 View citations (19)
22. DOES FINTECH MATTER FOR INDONESIA’S ECONOMIC GROWTH?
    Bulletin of Monetary Economics and Banking, 2019, 22, (4), 437-456 View citations (3)
23. Petroleum consumption and economic growth relationship: evidence from the Indian states
    Asia-Pacific Sustainable Development Journal, 2019, 26, (1), 21-65 View citations (3)
24. Relative export competitiveness of agricultural commodities and its determinants: Some evidence from India
    World Development, 2019, 117, (C), 29-47 View citations (12)
25. The Influence of Domestic and Foreign Shocks on Portfolio Diversification Gains and the Associated Risks
    JRFM, 2019, 12, (4), 1-26 View citations (2)

2018

26. DO TERRORIST ATTACKS IMPACT EXCHANGE RATE BEHAVIOR? NEW INTERNATIONAL EVIDENCE
    Economic Inquiry, 2018, 56, (1), 547-561 View citations (11)
27. 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 View citations (7)
28. Technology-investing countries and stock return predictability
    Emerging Markets Review, 2018, 36, (C), 159-179 View citations (8)
29. The influence of terrorism risk on stock market integration: Evidence from eight OECD countries
    International Review of Financial Analysis, 2018, 58, (C), 247-259 View citations (9)

2017

30. 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 View citations (90)
31. Are Oil Price News Headlines Statistically and Economically Significant for Investors?
    Journal of Behavioral Finance, 2017, 18, (3), 258-270 View citations (10)
32. Can investors gain from investing in certain sectors?
    Journal of International Financial Markets, Institutions and Money, 2017, 48, (C), 160-177 View citations (12)
33. Credit quality implied momentum profits for Islamic stocks
    Pacific-Basin Finance Journal, 2017, 42, (C), 11-23 View citations (17)
34. Diversification opportunities between emerging and frontier Asian (EFA) and developed stock markets
    Finance Research Letters, 2017, 23, (C), 223-232 View citations (17)
35. Estimating the speed of adjustment to target levels: The case of energy prices
    Energy Economics, 2017, 62, (C), 419-427 View citations (7)
36. Is there a financial news risk premium in Islamic stocks?
    Pacific-Basin Finance Journal, 2017, 42, (C), 158-170 View citations (19)

2016

37. 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 View citations (164)
38. 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 View citations (26)
39. Predictability within the energy consumption–economic growth nexus: Some evidence from income and regional groups
    Economic Modelling, 2016, 54, (C), 515-521 View citations (42)
40. Testing the adaptive market hypothesis and its determinants for the Indian stock markets
    Finance Research Letters, 2016, 19, (C), 173-180 View citations (27)
41. 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 View citations (3)

2015

42. Are Asian Stock Market Returns Predictable?
    Emerging Markets Finance and Trade, 2015, 51, (5), 867-878 View citations (6)
43. 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 View citations (4)
44. Do Momentum‐Based Trading Strategies Work in the Commodity Futures Markets?
    Journal of Futures Markets, 2015, 35, (9), 868-891 View citations (68)
45. Do order imbalances predict Chinese stock returns? New evidence from intraday data
    Pacific-Basin Finance Journal, 2015, 34, (C), 136-151 View citations (29)
46. Is Exchange Rate Trading Profitable?
    Journal of International Financial Markets, Institutions and Money, 2015, 38, (C), 217-229 View citations (12)
47. Is the efficient market hypothesis day-of-the-week dependent? Evidence from the banking sector
    Applied Economics, 2015, 47, (23), 2359-2378 View citations (11)
48. New empirical evidence on the bid-ask spread
    Applied Economics, 2015, 47, (42), 4484-4500 View citations (3)
    See also Working Paper New empirical evidence on the bid-ask spread, Working Papers (2015) View citations (3) (2015)
49. The financial econometrics of price discovery and predictability
    International Review of Financial Analysis, 2015, 42, (C), 380-393 View citations (12)
    See also Working Paper The Financial Econometrics of Price Discovery and Predictability, Monash Economics Working Papers (2015) View citations (15) (2015)

2014

50. Can institutions and macroeconomic factors predict stock returns in emerging markets?
    Emerging Markets Review, 2014, 19, (C), 77-95 View citations (40)
51. Integration of current account imbalances in the OECD
    Economic Modelling, 2014, 38, (C), 288-295
52. Psychological Oil Price Barrier and Firm Returns
    Journal of Behavioral Finance, 2014, 15, (4), 318-333 View citations (27)
53. Spread determinants and the day-of-the-week effect
    The Quarterly Review of Economics and Finance, 2014, 54, (1), 51-60 View citations (6)
54. Stock market integration of emerging Asian economies: Patterns and causes
    Economic Modelling, 2014, 39, (C), 19-31 View citations (55)
55. Stock returns, mutual fund flows and spillover shocks
    Pacific-Basin Finance Journal, 2014, 29, (C), 146-162 View citations (56)
56. The Determinants of Stock Prices: New Evidence from the Indian Banking Sector
    Emerging Markets Finance and Trade, 2014, 50, (2), 5-15 View citations (10)
57. What expenditure does Anglosphere foreign borrowing fund?
    Journal of International Money and Finance, 2014, 40, (C), 63-78 View citations (21)

2013

58. A structural VAR model of the Fiji Islands
    Economic Modelling, 2013, 31, (C), 238-244 View citations (6)
59. An analysis of commodity markets: What gain for investors?
    Journal of Banking & Finance, 2013, 37, (10), 3878-3889 View citations (117)
    See also Working Paper An analysis of commodity markets: what gain for investors?, Working Papers (2013) View citations (126) (2013)
60. Foreign exchange markets and oil prices in Asia
    Journal of Asian Economics, 2013, 28, (C), 41-50 View citations (24)
61. Has the structural break slowed down growth rates of stock markets?
    Economic Modelling, 2013, 30, (C), 595-601 View citations (7)
62. The inflation–output nexus: Empirical evidence from India, South Africa, and Brazil
    Research in International Business and Finance, 2013, 28, (C), 19-34 View citations (3)
63. 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 View citations (88)

2012

64. An analysis of Fiji's monetary policy transmission
    Studies in Economics and Finance, 2012, 29, (1), 52-70 View citations (3)
65. Do US macroeconomic conditions affect Asian stock markets?
    Journal of Asian Economics, 2012, 23, (6), 669-679 View citations (25)
    See also Working Paper Did the US macroeconomic conditions affect Asian stock markets?, Working Papers (2011) (2011)
66. Evidence of Wagner's law from Indian states
    Economic Modelling, 2012, 29, (5), 1548-1557 View citations (19)

2011

67. Are shocks to national income persistent? New global evidence
    Journal of Economic Studies, 2011, 38, (2), 218-230 View citations (4)
68. Do Remittances Induce Inflation? Fresh Evidence from Developing Countries
    Southern Economic Journal, 2011, 77, (4), 914-933 View citations (7)
69. Do market capitalization and stocks traded converge? New global evidence
    Journal of Banking & Finance, 2011, 35, (10), 2771-2781 View citations (427)
70. 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 View citations (45)
    See also Working Paper DOES DEMOCRACY FACILITATE ECONOMIC GROWTH OR DOES ECONOMIC GROWTH FACILITATE DEMOCRACY? AN EMPIRICAL STUDY OF SUB-SAHARAN AFRICA, Monash Economics Working Papers (2007) View citations (6) (2007)
71. Energy consumption at business cycle horizons: The case of the United States
    Energy Economics, 2011, 33, (2), 161-167 View citations (18)
72. Investigating price clustering in the oil futures market
    Applied Energy, 2011, 88, (1), 397-402 View citations (24)
73. Is health care really a luxury in OECD countries? Evidence from alternative price deflators
    Applied Economics, 2011, 43, (25), 3631-3643 View citations (7)
74. Share price clustering in Mexico
    International Review of Financial Analysis, 2011, 20, (2), 113-119 View citations (9)
75. The Importance of Real and Nominal Shocks on the UK Housing Market
    International Journal of Business and Economics, 2011, 10, (3), 219-234 View citations (1)
    See also Working Paper The importance of real and nominal shocks on the UK housing market, Working Papers (2011) View citations (1) (2011)

2010

76. A note on the long-run elasticities from the energy consumption-GDP relationship
    Applied Energy, 2010, 87, (3), 1054-1057 View citations (49)
77. 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 View citations (2)
78. Carbon dioxide emissions and economic growth: Panel data evidence from developing countries
    Energy Policy, 2010, 38, (1), 661-666 View citations (379)
79. Does electricity consumption panel Granger cause GDP? A new global evidence
    Applied Energy, 2010, 87, (10), 3294-3298 View citations (43)
80. ESTIMATING IMPORT AND EXPORT DEMAND ELASTICITIES FOR MAURITIUS AND SOUTH AFRICA
    Australian Economic Papers, 2010, 49, (3), 241-252 View citations (6)
81. Energy consumption at the state level: The unit root null hypothesis from Australia
    Applied Energy, 2010, 87, (6), 1953-1962 View citations (82)
82. Gold and oil futures markets: Are markets efficient?
    Applied Energy, 2010, 87, (10), 3299-3303 View citations (157)
    See also Working Paper Gold and oil futures markets: are markets efficient?, Working Papers (2010) View citations (157) (2010)
83. 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 View citations (35)
    See also Working Paper Investigating the relationship between health and economic growth: empirical evidence from a panel of 5 Asian countries, Working Papers (2010) View citations (35) (2010)
84. 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 View citations (21)
85. Modelling the impact of oil prices on Vietnam's stock prices
    Applied Energy, 2010, 87, (1), 356-361 View citations (227)
86. Testing for capital mobility: New evidence from a panel of G7 countries
    Research in International Business and Finance, 2010, 24, (1), 15-23 View citations (23)
87. Tourism and Economic Growth: A Panel Data Analysis for Pacific Island Countries
    Tourism Economics, 2010, 16, (1), 169-183 View citations (52)

2009

88. Estimating money demand functions for South Asian countries
    Empirical Economics, 2009, 36, (3), 685-696 View citations (32)
89. Evidence on PPP from a cointegration test with multiple structural breaks
    Applied Economics Letters, 2009, 16, (1), 5-8 View citations (4)
90. Modelling Fiji-US exchange rate volatility
    Applied Economics Letters, 2009, 16, (8), 831-834 View citations (2)
91. Understanding the inflation-output nexus for China
    China Economic Review, 2009, 20, (1), 82-90 View citations (24)

2008

92. A structural VAR analysis of electricity consumption and real GDP: Evidence from the G7 countries
    Energy Policy, 2008, 36, (7), 2765-2769 View citations (167)
93. 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 View citations (94)
94. 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 View citations (2)
95. DOES MILITARY EXPENDITURE DETERMINE FIJI'S EXPLODING DEBT LEVELS?
    Defence and Peace Economics, 2008, 19, (1), 77-87 View citations (9)
96. Does environmental quality influence health expenditures? Empirical evidence from a panel of selected OECD countries
    Ecological Economics, 2008, 65, (2), 367-374 View citations (49)
97. EXAMINING THE ASYMMETRIC BEHAVIOUR OF MACROECONOMIC AGGREGATES IN ASIAN ECONOMIES
    Pacific Economic Review, 2008, 13, (5), 567-574 View citations (4)
98. 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 View citations (17)
99. Forecasting Fiji's exports and imports, 2003‐2020
    International Journal of Social Economics, 2008, 35, (12), 1005-1016 View citations (1)
100. The role of permanent and transitory shocks in explaining international health expenditures
     Health Economics, 2008, 17, (10), 1171-1186 View citations (10)
101. Understanding the oil price-exchange rate nexus for the Fiji islands
     Energy Economics, 2008, 30, (5), 2686-2696 View citations (104)
102. Unit roots and structural breaks in PNG macroeconomic time series
     International Journal of Social Economics, 2008, 35, (12), 963-984 View citations (1)

2007

103. Are real exchange rates nonlinear with a unit root? Evidence on PPP for Italy: a note
     Applied Economics, 2007, 39, (19), 2483-2488 View citations (4)
104. Export‐led growth hypothesis: evidence from Papua New Guinea and Fiji
     Journal of Economic Studies, 2007, 34, (4), 341-351 View citations (78)
105. Is devaluation expansionary or contractionary? Empirical evidence from Fiji
     Applied Economics, 2007, 39, (20), 2589-2598 View citations (24)
106. Mean reversion in stock prices: new evidence from panel unit root tests
     Studies in Economics and Finance, 2007, 24, (3), 233-244 View citations (19)
107. Modelling oil price volatility
     Energy Policy, 2007, 35, (12), 6549-6553 View citations (173)
108. Understanding asymmetries in macroeconomic aggregates: the case of Singapore
     Applied Economics Letters, 2007, 14, (12), 905-908 View citations (4)

2006

109. Government revenue and government expenditure nexus: evidence from developing countries
     Applied Economics, 2006, 38, (3), 285-291 View citations (59)

2005

110. Are exports and imports cointegrated? Evidence from 22 least developed countries
     Applied Economics Letters, 2005, 12, (6), 375-378 View citations (44)
111. Estimating income and price elasticities of imports for Fiji in a cointegration framework
     Economic Modelling, 2005, 22, (3), 423-438 View citations (133)

2004

112. IS THERE A LONG-RUN RELATIONSHIP BETWEEN EXPORTS AND IMPORTS? EVIDENCE FROM TWO PACIFIC ISLAND COUNTRIES
     Economic Papers, 2004, 23, (2), 152-164 View citations (21)
113. The J-Curve: Evidence from Fiji
     International Review of Applied Economics, 2004, 18, (3), 369-380 View citations (24)