Asset market interconnectedness can give rise to significant contagion risks during periods of financial crises that extend beyond the risks associated with changes in volatilities and correlation. These channels include the transmission of shocks operating through changes in the higher order...

The deviance information criterion (DIC) has been widely used for Bayesian model comparison. In particular, a popular metric for comparing stochastic volatility models is the DIC based on the conditional likelihood—obtained by conditioning on the latent variables. However, some recent studies...

This paper examines the trend and economic determinants of the suicidal deaths in India. Time-series data over the period 1967-2006 is used from various sources. The paper analyzes the suicidal trend and exploratory relationships between suicide rate and some of the demographic and other...