Dr. Parthajit Kayal

Dr. Parthajit Kayal


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  • Profile
  • Publications
  • Teaching
  • Current Research
  • Ph.D. in Finance, Institute for Financial Management & Research (IFMR)
  • M. Sc. in Economics, Madras School of Economics
  • B.Sc. (Hons) in Economics, Ramakrishna Mission Vidyamandira, University of Calcutta
Book Chapter:

Leverage Effect and Volatility Asymmetry (with S. Maheshwaran), 2018, In Current Issues in Economics and Finance. Springer, Singapore.


Study of Excess Volatility of Gold and Silver (with S. Maheshwaran), 2018, IIMB Management Review, (Accepted)

Information Linkages amongst BRICS countries: Empirical Evidence from Implied Volatility Indices (with Gagan Sharma and Piyush Pandey), 2018, J. of Emerging Market Finance, (Accepted)

Speed of price adjustment to market efficiency (with S. Maheshwaran), 2018, J. of Emerging Market Finance, 17(1_s), S112-S135

Is USD-INR really an excessively volatile currency pair? (with S. Maheshwaran), 2017, J. of Quantitative Economics, 15(2), 329-342

Digitization: Its Impact on Economic Development & Trade (with M. Maiti), 2017, Asian Economic and Financial Review, 7(6), 541-549

  • Financial Mathematics (PGDM Finance and Data Science 1st Year) - Oct 2018 to Jan 2019
  • Programming & Data Structures (PGDM Finance and Data Science 1st Year) - Jul to Oct 2018
  • Financial Regulations & Banking Supervision (M.A. Financial Economics 2nd Year) - Jul to Dec 2018
  • Risk Management Theories & Practice (M.A. Financial Economics 2nd Year) - Jan to May 2018
  • Microeconomics II (M. A. Financial Economics 1st Year) - Jan to May 2018
  • Volatility Clustering
  • Comparison of Extreme-Value Estimators
  • Information Theory and Extreme Value Returns
  • Information Linkages