Loughborough University
Leicestershire, UK
LE11 3TU
+44 (0)1509 263171
Loughborough University

Loughborough University Research Publications


Publications for Kavita Sirichand

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Journal Articles

Qin, J, Green, C, Sirichand, K (2023) Spot–futures price adjustments in the Nikkei 225: linear or smooth transition? Financial centre leadership or home bias?, Journal of Risk and Financial Management, 16(2), 117, DOI: 10.3390/jrfm16020117.

Qin, J, Green, CJ, Sirichand, K (2021) Comment on “Determinants of Nikkei futures mispricing in international markets: Dividend clustering, currency risk and transaction costs” by Peter Miu and Meng-Lan Yueh: Reply, Journal of Futures Markets, ISSN: 0270-7314. DOI: 10.1002/fut.22261.

Mansaray, A, Coleman, S, Ataullah, A, Sirichand, K (2021) Residual government ownership in public-private partnership projects, Journal of Government and Economics, 4, 100018, ISSN: 2667-3193. DOI: 10.1016/j.jge.2021.100018.

Tan, X, Sirichand, K, Vivian, A, Wang, X (2021) Forecasting European carbon returns using dimension reduction techniques: Commodity versus financial fundamentals, International Journal of Forecasting, 38(3), pp.944-969, ISSN: 0169-2070. DOI: 10.1016/j.ijforecast.2021.07.005.

Tan, X, Sirichand, K, Vivian, A, Wang, X (2020) How connected is the carbon market to energy and financial markets? A systematic analysis of spillovers and dynamics, Energy Economics, 90, 104870, ISSN: 0140-9883. DOI: 10.1016/j.eneco.2020.104870.

Qin, J, Green, C, Sirichand, K (2019) Determinants of Nikkei futures mispricing in international markets: dividend clustering, currency risk, and transaction costs, Journal of Futures Markets, 39(10), pp.1269-1300, ISSN: 0270-7314. DOI: 10.1002/fut.22038.

Sirichand, K and Hall, SG (2015) Decision-based forecast evaluation of UK interest rate predictability, Journal of Forecasting, 35(2), pp.93-112, ISSN: 1099-131X. DOI: 10.1002/for.2369.

Sirichand, K and Leger, L (2015) Training in Literature Review and Associated Skills, Journal of Applied Research in Higher Education, 7(2), pp.258-274, ISSN: 1758-1184. DOI: 10.1108/JARHE-01-2014-0008.

Coleman, S and Sirichand, K (2015) International yield curve comovements: impact of the recent financial crisis, Applied Economics, 47(43), pp.4561-4573, ISSN: 1466-4283. DOI: 10.1080/00036846.2015.1031875.

Coleman, S and Sirichand, K (2015) Investigating multiple changes in persistence in international yields, Economic Issues, 20(1).

Sirichand, K, Vivian, A, Wohar, M (2015) Examining real interest parity: which component reverts quickest and in which regime?, International Review of Financial Analysis, In(Press), ISSN: 1057-5219. DOI: 10.1016/j.irfa.2015.01.007.

Leger, L, Glass, K, Katsiampa, P, Liu, S, Sirichand, K (2015) What if best practice is too expensive? Feedback on oral presentations and efficient use of resources, Assessment and Evaluation in Higher Education, pp.1-18, ISSN: 0260-2938. DOI: 10.1080/02602938.2015.1109054.

Coleman, S and Sirichand, K (2012) Fractional integration and the volatility of UK interest rates, Economic Letters, 116(3), pp.381-384, ISSN: 0165-1765. DOI: 10.1016/j.econlet.2012.04.015.

Coleman, S and Sirichand, K (2012) Fractional integration and the volatility of UK interest rates, Economics Letters, 116(3), pp.381-384, ISSN: 0165-1765. DOI: 10.1016/j.econlet.2012.04.015.



School/Dept Working Papers

Sirichand, K and Coleman, S (2014) Investigating Multiple Changes in Persistence in International Yields.

Sirichand, K and Coleman, S (2014) International yield curve comovements: impact of the recent financial crisis.

Sirichand, K, Vivian, A, Wohar, ME (2014) Examining real interest parity: which component reverts quickest and in which regime?.

Sirichand, K and Coleman, S (2011) Fractional integration and the volatility of UK interest rates.

Sirichand, K and Coleman, S (2011) Fractional integration and the volatility of UK interest rates.

Sirichand, K, Hall, S, Lee, K (2010) Economic Value of Stock and Interest Rate Predictability in the UK.

Sirichand, K, Hall, S, Lee, K (2010) Decision-Based Forecast Evaluation of UK Interest Rate Predictability.



Getting in touch

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Loughborough University
Loughborough
Leicestershire
LE11 3TU
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