Items where Author is "Bhatia, Vaneet"
Article
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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