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Predicting regime switching in BRICS currency volatility : a Markov switching autoregressive approach
Das, Suman; Roy, Saikat Sinha - In: Decision : official journal of Indian Institute of … 48 (2021) 2, pp. 165-180
Persistent link: https://www.econbiz.de/10012622217
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Financial contagion and volatility spillover : an exploration into Indian commodity derivative market
Roy, Rudra Prosad; Roy, Saikat Sinha - In: Economic modelling 67 (2017), pp. 368-380
Persistent link: https://www.econbiz.de/10011813840
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Following the leaders? : a study of co-movement and volatility spillover in BRICS currencies
Das, Suman; Roy, Saikat Sinha - In: Economic systems 47 (2023) 2, pp. 1-18
Persistent link: https://www.econbiz.de/10014317437
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Regime switching, exchange rate volatility and intervention in BRICS currency markets
Das, Suman; Roy, Saikat Sinha - 2020
Persistent link: https://www.econbiz.de/10013361933
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What drives the stock market return in India? : an exploration with dynamic factor model
Mukherjee, Paramita; Roy, Malabika - In: Journal of emerging market finance 15 (2016) 1, pp. 119-145
Persistent link: https://www.econbiz.de/10011489360
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An empirical investigation of volatility clustering, volatility spillover and persistence from USA to two emerging economies India and China
Sarkar, Ayanangshu; Roy, Malabika - In: International trade and international finance : …, (pp. 405-427). 2016
Persistent link: https://www.econbiz.de/10011496593