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Modeling the commodity prices of base metals in Indian commodity market using a higher order Markovian approach

Nag, Suryadeepto; Basu, Sankarshan; Chakrabarty, … - In: Journal of quantitative economics 20 (2022) 1, pp. 159-171

Persistent link: https://www.econbiz.de/10013167352

Causality-in-quantiles between crude oil and stock markets : evidence from emerging economies

Bhatia, Vaneet; Basu, Sankarshan - In: Finance research letters 40 (2021), pp. 1-7

Persistent link: https://www.econbiz.de/10012819833

The impact of embedded location options on price discovery of agricultural futures contracts : the evidence from the Chana contract

Mansabdar, Sanjay; Yaganti, Hussain C.; Basu, Sankarshan - In: Journal of Indian business research 14 (2022) 3, pp. 301-318

Persistent link: https://www.econbiz.de/10013288116

Stock market and its liquidity : evidence from ARDL bound testing approach in the Indian context

Bhattacharya, Sharad Nath; Bhattacharya, Mousumi; Basu, … - In: Cogent economics & finance 7 (2019) 1, pp. 1-12

This paper attempts to capture the relationship between stock market movements and its endogenous liquidity measures using Autoregressive Distributed-lag (ARDL) Bounds Testing Approach. We consider depth, breadth, tightness, immediacy and resiliency dimensions of market liquidity using suitable...

Persistent link: https://www.econbiz.de/10012023365

Financial stress and crude oil implied volatility : new evidence from continuous wavelet transformation framework

Das, Debojyoti; Maitra, Debasish; Dutta, Anupam; Basu, … - In: Energy economics 115 (2022), pp. 1-25

Persistent link: https://www.econbiz.de/10013541818