Basu, Sankarshan
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Full Name
Basu, Sankarshan
Vernacular Name
Sankarshan Basu
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Sankarshan Basu
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sankarshan.basu@iimb.ac.in
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Biography
Professor Basu’s areas of interest in terms of research are in Financial Calculus, Option Pricing, Bond and Portfolio Valuation, Applications of Quantitative Techniques to Finance, Insurance, Reinsurance, Risk Management, Biostatistics and Corporate Finance. He has presented his work at international conferences in Thailand, USA, UK, France, Spain, Norway, Iran, Tunisia, Morocco, The Netherlands and India. He has, to his credit, a number of papers in international journals of repute like Insurance: Mathematics and Economics and the Journal of Statistical Planning and Inference. He is currently President of the Asia-Pacific Risk and Insurance Association (APRIA).
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Results 1-20 of 24 (Search time: 0.003 seconds).
Issue Date | Title | Sub-Title | Author(s) | Journal Name | Volume Number | Issue Number | Pages | |
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1 | 2021 | Bank’s battle against insider frauds ignitors and mitigators: An emerging nation experience | - | Roy, Neha Chhabra ; Basu, Sankarshan | Journal of Facilities Management | Vol.19 | Iss.4 | 437-457p. |
2 | 2021 | Causality-in-quantiles between crude oil and stock markets: Evidence from emerging economies | - | Bhatia, Vaneet ; Basu, Sankarshan | Finance Research Letters | Vol.40 | 101736 | |
3 | 2022 | Climate-related discussions in firms? 10-K: Who does it and what is its impact? | - | Basu, Sankarshan ; Bhattacharya, Sharad ; Bhattacharya, Mousumi ; Pathak, Jalaj | Economics Letters | Vol.220 | AN:110855 | |
4 | 2022 | Do precious metals hedge crude oil volatility jumps? | - | Das, Debojyoti ; Bhatia, Vaneet ; Kumar, Surya Bhushan ; Basu, Sankarshan | International Review of Financial Analysis | Vol.83 | AN:102257 | |
5 | 2023 | Dynamics of time-varying currency beta on Indian industries: A Markov switching approach | - | Saha, Soumya ; Chakrabarti, Gagari ; Basu, Sankarshan | IIMB Management Review | Vol.35 | Iss.1 | 71-81p. |
6 | 2020 | Effect of the U.S. quantitative easing policy on institutional investor flows of an emerging country | - | Damle, Harshali ; Basu, Sankarshan | Cogent Economics and Finance | Vol.8 | Iss.1 | 17p. |
7 | 2021 | Evidence-based Stock Price Behaviour Around Cash Dividend Announcements in an Emerging Market Set-up | - | Chatterjee, Chanchal ; Dutta, Paromita ; Basu, Sankarshan | Global Business Review | |||
8 | 2021 | Examining the impact of ETF Investments on different characteristics of the underlying stocks in the US | - | Prabhu, Dinakar ; Soni, Rishabh ; Mishra, Mridul ; Basu, Sankarshan | Journal of International Finance and Economics | Vol.21 | Iss.1 | 49-69p. |
9 | 2022 | Financial stress and crude oil implied volatility: New evidence from continuous wavelet transformation framework | - | Das, Debojyoti ; Maitra, Debasish ; Dutta, Anupam ; Basu, Sankarshan | Energy Economics | Vol.115 | AN:106388 | |
10 | 2020 | Has the global financial crisis changed the market response to credit ratings? Evidence from an emerging market | - | Basu, Sankarshan ; Thampy, Ashok ; Krishnan, Kaveri | Journal of Emerging Market Finance | Vol.19 | Iss.1 | 7-32p. |
11 | 2022 | Interest rate transmission of monetary policy: India perspective | - | Amrutkar, Pratik ; Joshi, Swapnil ; Basu, Sankarshan | GLIMS Journal of Management Review and Transformation | Vol.1 | Iss.1 | 30-47p. |
12 | 2020 | Market responses to increased transparency: An Indian narrative | - | Mukherji, Arnab ; Basu, Sankarshan ; Krishnan, Kaveri | International Review of Economics and Finance | Vol.69 | 663-677p. | |
13 | 2022 | Modeling the Commodity Prices of Base Metals in Indian Commodity Market Using a Higher Order Markovian Approach | - | Nag, Suryadeepto ; Basu, Sankarshan ; Chakrabarty, Siddhartha P. | Journal of Quantitative Economics | Vol.20 | Iss.1 | 159-171p. |
14 | 2020 | Policy framework for Financial Consumer Protection: What we know vs. what we do not know; The Indian experience | - | Basu, Sankarshan | The International Review of Financial Consumers | Vol.5 | Iss.2 | 19-23p. |
15 | 2020 | Restructuring assets reform, 2013: Impact of operational ability, liquidity, bank capital, profitability and capital on bank credit risk | - | Basu, Sankarshan ; Bawa, Jaslene Kaur | IIMB Management Review | Vol.32 | Iss.3 | 267-279p. |
16 | 2020 | Seasonal effect and electricity trading market: An emerging nation experience | - | Basu, Sankarshan ; Roy, Neha Chhabra | The Electricity Journal | Vol.33 | Iss.7 | |
17 | 2023 | Single event transition risk: A measure for long term carbon exposure | - | Nag, Suryadeepto ; Chakrabarty, Siddhartha P. ; Basu, Sankarshan | MethodsX | Vol.10 | AN:102001 | |
18 | 2020 | Some analytical results for models of the bid-ask spread | - | Basu, Sankarshan ; Parameswaran, Sunil K | Business and Management Research | Vol.9 | Iss.3 | 34-45p. |
19 | 2023 | Survival and sustenance strategy of primary agricultural cooperative credit societies in India: a fuzzy interpretive structural modelling approach | - | Panda, Debadutta Kumar ; Bhattacharjee, Kaushik ; Chatterjee, Debmallya ; Basu, Sankarshan | International Journal of Social Economics | Vol.50 | Iss.6 | 821-838p. |
20 | 2020 | The black-scholes merton model: Implications for the option delta and the probability of exercise | - | Basu, Sankarshan ; Parameswaran, Sunil K | Theoretical Economics Letters | Vol.10 | Iss.6 | 1307-1313p. |