IDEAS home Printed from https://ideas.repec.org/f/psi484.html
   My authors  Follow this author

Kavita Sirichand

Personal Details

First Name:Kavita
Middle Name:
Last Name:Sirichand
Suffix:
RePEc Short-ID:psi484

Affiliation

School of Business and Economics
Loughborough University

Loughborough, United Kingdom
http://info.lboro.ac.uk/departments/sbe/

: +44 (0) 1509 222701
+44 (0) 1509 223910
Loughborough, Leicestershire, LE11 3TU
RePEc:edi:delbouk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Kavita Sirichand & Andrew Vivian & Mark E.Wohar, 2014. "Examining real interest parity: which component reverts quickest and in which regime?," Discussion Paper Series 2014_05, Department of Economics, Loughborough University, revised Jul 2014.
  2. Simeon Coleman & Kavita Sirichand, 2014. "International yield curve comovements: impact of the recent financial crisis," Discussion Paper Series 2014_07, Department of Economics, Loughborough University, revised Jul 2014.
  3. Simeon Coleman & Kavita Sirichand, 2014. "Investigating Multiple Changes in Persistence in International Yields," Discussion Paper Series 2014_04, Department of Economics, Loughborough University, revised Jul 2014.
  4. Simeon Coleman and Kavita Sirichand, 2011. "Fractional integration and the volatility of UK interest rates," Working Papers 2011/02, Nottingham Trent University, Nottingham Business School, Economics Division.
  5. Stephen Hall & Kavita Sirichand, 2010. "Decision-Based Forecast Evaluation of UK Interest Rate Predictability," Discussion Papers in Economics 10/09, Department of Economics, University of Leicester.
  6. Stephen Hall & Kavita Sirichand, 2010. "Economic Value of Stock and Interest Rate Predictability in the UK," Discussion Papers in Economics 10/13, Department of Economics, University of Leicester.

Articles

  1. Kavita Sirichand & Stephen G. Hall, 2016. "Decision‐Based Forecast Evaluation of UK Interest Rate Predictability," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 35(2), pages 93-112, March.
  2. S Coleman & K Sirichand, 2015. "Investigating Multiple Changes in Persistence in International Yields," Economic Issues Journal Articles, Economic Issues, vol. 20(1), pages 65-90, March.
  3. Sirichand, Kavita & Vivian, Andrew & Wohar, Mark E., 2015. "Examining real interest parity: Which component reverts quickest and in which regime?," International Review of Financial Analysis, Elsevier, vol. 39(C), pages 72-83.
  4. Kavita Sirichand & Simeon Coleman, 2015. "International yield curve comovements: impact of the recent financial crisis," Applied Economics, Taylor & Francis Journals, vol. 47(43), pages 4561-4573, September.
  5. Coleman, Simeon & Sirichand, Kavita, 2012. "Fractional integration and the volatility of UK interest rates," Economics Letters, Elsevier, vol. 116(3), pages 381-384.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Kavita Sirichand & Andrew Vivian & Mark E.Wohar, 2014. "Examining real interest parity: which component reverts quickest and in which regime?," Discussion Paper Series 2014_05, Department of Economics, Loughborough University, revised Jul 2014.

    Cited by:

    1. Abdullah Gulcu & Dilem Yildirim, 2018. "Smooth Breaks And Nonlinear Mean Reversion In Real Interest Parity: Evidence From East Asian Countries," ERC Working Papers 1804, ERC - Economic Research Center, Middle East Technical University, revised Feb 2018.

  2. Simeon Coleman & Kavita Sirichand, 2014. "International yield curve comovements: impact of the recent financial crisis," Discussion Paper Series 2014_07, Department of Economics, Loughborough University, revised Jul 2014.

    Cited by:

    1. S Coleman & K Sirichand, 2015. "Investigating Multiple Changes in Persistence in International Yields," Economic Issues Journal Articles, Economic Issues, vol. 20(1), pages 65-90, March.

  3. Simeon Coleman and Kavita Sirichand, 2011. "Fractional integration and the volatility of UK interest rates," Working Papers 2011/02, Nottingham Trent University, Nottingham Business School, Economics Division.

    Cited by:

    1. Andersson, Fredrik N. G. & Li, Yushu, 2014. "Are Central Bankers Inflation Nutters? - A Bayesian MCMC Estimator of the Long Memory Parameter in a State Space Model," Discussion Papers 2014/38, Norwegian School of Economics, Department of Business and Management Science.
    2. Andersson, Fredrik N.G. & Li, Yushu, 2013. "How Flexible are the Inflation Targets? A Bayesian MCMC Estimator of the Long Memory Parameter in a State Space Model," Working Papers 2013:38, Lund University, Department of Economics.
    3. Al-Shboul, Mohammad & Anwar, Sajid, 2016. "Fractional integration in daily stock market indices at Jordan's Amman stock exchange," The North American Journal of Economics and Finance, Elsevier, vol. 37(C), pages 16-37.
    4. Simeon Coleman & Kavita Sirichand, 2014. "International yield curve comovements: impact of the recent financial crisis," Discussion Paper Series 2014_07, Department of Economics, Loughborough University, revised Jul 2014.

  4. Stephen Hall & Kavita Sirichand, 2010. "Decision-Based Forecast Evaluation of UK Interest Rate Predictability," Discussion Papers in Economics 10/09, Department of Economics, University of Leicester.

    Cited by:

    1. Ana-Maria Fuertes & Elena Kalotychou & Natasa Todorovic, 2015. "Daily volume, intraday and overnight returns for volatility prediction: profitability or accuracy?," Review of Quantitative Finance and Accounting, Springer, vol. 45(2), pages 251-278, August.

Articles

  1. Kavita Sirichand & Stephen G. Hall, 2016. "Decision‐Based Forecast Evaluation of UK Interest Rate Predictability," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 35(2), pages 93-112, March.
    See citations under working paper version above.
  2. Sirichand, Kavita & Vivian, Andrew & Wohar, Mark E., 2015. "Examining real interest parity: Which component reverts quickest and in which regime?," International Review of Financial Analysis, Elsevier, vol. 39(C), pages 72-83.
    See citations under working paper version above.
  3. Kavita Sirichand & Simeon Coleman, 2015. "International yield curve comovements: impact of the recent financial crisis," Applied Economics, Taylor & Francis Journals, vol. 47(43), pages 4561-4573, September.
    See citations under working paper version above.
  4. Coleman, Simeon & Sirichand, Kavita, 2012. "Fractional integration and the volatility of UK interest rates," Economics Letters, Elsevier, vol. 116(3), pages 381-384.
    See citations under working paper version above.Sorry, no citations of articles recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 6 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-CBA: Central Banking (1) 2014-07-28
  2. NEP-EEC: European Economics (1) 2014-07-28
  3. NEP-FOR: Forecasting (1) 2010-05-02
  4. NEP-MAC: Macroeconomics (1) 2014-07-28
  5. NEP-MON: Monetary Economics (1) 2014-07-28

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Kavita Sirichand should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.