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Procurement volatility in agri supply chains : role of intermediaries in sugarcane in India
Seetharaman, Priya; Roy, Rahul; Dutta, Amitava - 2023
Persistent link: https://www.econbiz.de/10014385026
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A tripartite inquiry into financial liberalisation-volatility-information asymmetry nexus : global panel approach
Roy, Rahul; Shijin, Santhakumar - In: IIMB management review 32 (2020) 1, pp. 39-58
Persistent link: https://www.econbiz.de/10012489648
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Time-varying global financial market inefficiency : an instance of pre-, during, and post-subprime crisis
Roy, Rahul; Santhakumar, Shijin - In: Decision 41 (2014) 4, pp. 449-488
Persistent link: https://www.econbiz.de/10010483835
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The Nexus of Asset Pricing, Volatility and the Business Cycle
Roy, Rahul; Santhakumar, Shijin - 2021
Purpose: The purpose of the study is to examine the dynamics in the troika of asset pricing, volatility, and the business cycle in the US and Japan.Design/methodology/approach: The study uses a six-factor asset pricing model to derive the realized volatility measure for the GARCH-type...
Persistent link: https://www.econbiz.de/10013211332