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Quantifying the cyclically adjusted fiscal stance for India

Ghosh, Saurabh; Misra, Sangita - In: Macroeconomics and finance in emerging market economies 9 (2016) 1/3, pp. 1-17

Persistent link: https://www.econbiz.de/10011583521

Volatility spillovers to the emerging financial markets during taper talk and actual tapering

Ghosh, Saurabh; Saggar, Mridul K. - In: Applied economics letters 24 (2017) 1/3, pp. 122-127

Persistent link: https://www.econbiz.de/10011703961

Recapitalization in an economy with state-owned banks : a DSGE framework

Ghosh, Saurabh; Gopalakrishnan, Pawan; Satija, Sakshi - In: Theoretical economics letters 10 (2020) 1, pp. 232-249

Persistent link: https://www.econbiz.de/10012491570

Spread, volatility and monetary policy: empirical evidence from the Indian overnight money market

Ghosh, Saurabh; Bhattacharyya, Indranil - In: Macroeconomics and Finance in Emerging Market Economies 2 (2009) 2, pp. 257-277

This study uses a GARCH model to estimate conditional volatility in the Indian overnight money market during the period 1999-2006. It finds that the bid-ask spread in the overnight market was positively related to conditional volatility during 1999-2002. This relationship, however, has undergone...

Persistent link: https://www.econbiz.de/10009219263

Do NBFCs propagate real shocks?

Ghosh, Saurabh; Mazumder, Debojyoti - In: Journal of Asian economics 85 (2023), pp. 1-23

Persistent link: https://www.econbiz.de/10014279541

Productivity and real exchange rates for India : does Balassa-Samuelson effect explain?

Ghosh, Saurabh; Nath, Siddhartha; Srivastava, Sauhard - In: Indian growth and development review 16 (2023) 1, pp. 41-73

Persistent link: https://www.econbiz.de/10014320611

Impact of crude prices shock on GDP growth : using a linear, nonlinear and extreme value framework

Bhadury, Soumya; Das, Satadru; Ghosh, Saurabh; … - In: Indian growth and development review 16 (2023) 1, pp. 91-103

Persistent link: https://www.econbiz.de/10014320619

Disentangling demand and supply side determinants of post-GFC credit slowdown : an Indian perspective

Ghosh, Saurabh; Herwadkar, Snehal; Verma, Radheshyam; … - In: Indian economic review : official journal of Delhi … 58 (2023), pp. 399-421

Persistent link: https://www.econbiz.de/10014391787

A Novel Bayesian Semiparametric Algorithm for Inferring Population Structure and Adjusting for Case-Control Association Tests

Majumdar, Arunabha; Bhattacharya, Sourabh; Basu, Analabha; … - In: Biometrics 69 (2013) 1, pp. 164-173

Persistent link: https://www.econbiz.de/10010684053

Volatility spillover in the foreign exchange market: the Indian experience

Ghosh, Saurabh - In: Macroeconomics and Finance in Emerging Market Economies 7 (2014) 1, pp. 175-194

We find evidence of significant volatility co-movements and/or spillover from different financial markets to the forex market in India. Among a large number of variables examined, volatility spillovers from domestic stock, government securities, overnight index swap, Ted spread and international...

Persistent link: https://www.econbiz.de/10010761153