Publications - Refereed Journal articles

Publication Types:

Volatility Spillovers between South Asian Stock Markets: Evidence from Sri Lanka, India and Pakistan

Refereed Journal articles
Withanage, Yeshan and Prabhath Jayasinghe
Sri Lanka Journal of Economic Research, 5(1), pp. 79-94. 
Publication year: 2017

On Microfoundations of Macroeconomics

Refereed Journal articles
Jayasinghe, Prabhath
Real-World Economics Review, 82, pp. 60-75.
Publication year: 2017

Information Flow Interpretation of Heteroskedasticity for Capital Asset Pricing: Expectations Based View of Risk

Refereed Journal articles
Senaratne, Chamil and Prabhath Jayasinghe
Economic Issues, 22(1), pp.1-24
Publication year: 2017

An Inquiry into the Causes of Inflation in Sri Lanka: An ARDL Approach

Refereed Journal articles
Jayawardana Dhanusha and Prabhath Jayasinghe
 NSBM Journal of Management, 2(1), pp. 1-20 
Publication year: 2016

Time-Varying Exchange Rate Exposure: Evidence from Emerging Markets

Refereed Journal articles
Jayasinghe, Prabhath
NSBM Journal of Management, 1(2), pp. 1-20
Publication year: 2015

The Behaviour of Stock Returns and Volatility around Elections: Evidence from Colombo Stock Exchange

Refereed Journal articles
Jayasinghe, Prabhath
Journal of Multidisciplinary Research, 1(1), pp. 187-210 
Publication year: 2014

New Estimates of Time-Varying Currency Betas: A Trivariate BEKK-GARCH Approach

Refereed Journal articles
Jayasinghe, Prabhath, Albert K. Tsui, and Zhaoyong Zhang
Economic Modelling, 42, pp. 128-139  
Publication year: 2014

Measuring Time-Varying Market and Currency Risks with Stochastic Dominance:  Evidence from Country Level Stock Returns

Refereed Journal articles
Jayasinghe, Prabhath
Sri Lankan Journal of Business Economics, 4, pp. 8-23
Publication year: 2014

Exchange Rate Exposure of Sectoral Returns and Volatilities: Further evidence from Japanese Industrial Sectors

Refereed Journal articles
Jayasinghe, Prabhath, Albert K. Tsui, and Zhaoyong Zhang
Pacific Economic Review, 19(2), pp. 216-236
Publication year: 2014

Factors Influencing the Efficiency of Commercial Banks in Sri Lanka

Refereed Journal articles
Bandaranayke, Samangi and Prabhath Jayasinghe
Sri Lanka Journal of Management, 17(3&4), pp. 22-50
Publication year: 2013

The Impact of Terrorist Attacks on Stock Market Performance: Evidence from Colombo Stock Exchange

Refereed Journal articles
Mapa, Nishalika and Prabhath Jayasinghe
Sri Lanka Economic Journal, 13(1), pp. 112-137
Publication year: 2012

Time-Varying Exchange Rate Exposure Coefficients (Exposure Betas): Evidence from Country Level Stock Returns

Refereed Journal articles
Jayasinghe, Prabhath and Albert K. Tsui
Sri Lanka Economic Journal, 10(2), pp. 78-108
Publication year: 2009

Incorporating Exchange Rate Exposure Asymmetries:  A Firm Level Study

Refereed Journal articles
Jayasinghe, Prabhath
Sri Lanka Economic Journal, 9(2), pp. 1-30.
Publication year: 2008

Exchange Rate Exposure of Sectoral Returns and Volatilities: Evidence from Japanese Industrial Sectors

Refereed Journal articles
Jayasinghe, Prabhath and Albert K. Tsui
Japan and the World Economy, 20(4), pp. 639-660
Publication year: 2008

Evidence for Sign Asymmetry of Exchange Rate Exposure

Refereed Journal articles
Jayasinghe, Prabhath
Colombo Business Journal, 1(2), pp. 13-31.
Publication year: 2008