Member

Dr. Parthajit Kayal

Dr. Parthajit Kayal

Assistant Professor

Tel :

  • 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
  • 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, Journal of Emerging Market Finance, (Accepted)
  • Speed of price adjustment to market efficiency (with S. Maheshwaran), 2018, Journal of Emerging Market Finance, 17(1_s), S112-S135
  • Is USD-INR really an excessively volatile currency pair? (with S. Maheshwaran), 2017, Journal 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
  • Programming & Data Structures
  • Financial Regulations & Banking Supervision
  • Risk Management Theories & Practice
  • Microeconomics II
  • Volatility Clustering
  • Comparison of Extreme-Value Estimators
  • Information Theory and Extreme Value Returns
  • Information Linkages