Items where Author is "Kumar, Surya Bhushan"
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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. ISSN 10575219
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. ISSN 3784371