Members engaged: Pulkit Taluja, Vaneet Bhatia and Sudipta Sen
“Joint Role of Debt Maturity and Collateral as Signaling Devices in Mitigating Information Asymmetry: A Theoretical Model” Pulkit Taluja (IIM Calcutta & Jindal School of Banking & Finance & Rama Seth (Copenhagen Business School, IIM Calcutta)
Chakrabarti, Prasenjit, and Sudipta Sen. “Transmission of funding liquidity shocks in the options market: evidence from India.” Applied Economics Letters (2020): 1-5.
Bhatia, Vaneet, and Sankarshan Basu. “Causality-in-quantiles between crude oil and stock markets: Evidence from emerging economies.” Finance Research Letters (2020): 101736. https://doi.org/10.1016/j.frl.2020.101736
Bhatia, Vaneet, Debojyoti Das, and Surya Bhushan Kumar. “Hedging effectiveness of precious metals across frequencies: Evidence from Wavelet based Dynamic Conditional Correlation analysis.” Physica A: Statistical Mechanics and its Applications 541 (2020): 123631. https://doi.org/10.1016/j.physa.2019.123631
Bhatia, Vaneet, Debojyoti Das, Aviral Kumar Tiwari, Muhammad Shahbaz, and Haslifah M. Hasim. “Do precious metal spot prices influence each other? Evidence from a nonparametric causality-in-quantiles approach.” Resources policy 55 (2018): 244-252.
Bhatia, Vaneet, and S. K. Mitra. “Crude oil and stock market co-movement: Evidence from G7 and BRICS nations.” Journal of economic research 23, no. 1 (2018): 57-80. http://jer.or.kr/index.php?hCode=paper_05_02