Items where Author is "Bhatia, Vaneet"

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Number of items: 4.

Das, Debojyoti, Bhatia, Vaneet, Kumar, Surya Bhushan and Basu, Sankarshan (2022) Do precious metals hedge crude oil volatility jumps? International Review of Financial Analysis, 83: 102257. Elsevier Ltd . ISSN 10575219 Available at: https://doi.org/10.1016/j.irfa.2022.102257

Bhatia, Vaneet and Basu, Sankarshan (2021) Causality-in-quantiles between crude oil and stock markets: Evidence from emerging economies. Finance Research Letters, 40: 101736. Elsevier BV . ISSN 15446131 Available at: https://doi.org/10.1016/j.frl.2020.101736

Bhatia, Vaneet, Das, Debojyoti and Kumar, Surya Bhushan (2020) Hedging effectiveness of precious metals across frequencies: Evidence from wavelet based dynamic conditional correlation analysis. Physica A: Statistical Mechanics and its Applications, 541: 123631. Elsevier B.V. . ISSN 3784371 Available at: https://doi.org/10.1016/j.physa.2019.123631

Bhatia, Vaneet and Mitra, S. K. (2018) Crude oil and stock market co-movement: Evidence from G7 and BRICS nations. Journal of Economic Research, 23. pp. 57-80. Serials Publications . ISSN 09729380 Available at: https://www.researchgate.net/profile/Vaneet-Bhatia...

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