Items where Author is "Das, Debojyoti"
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, 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
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