Basu, Sankarshan
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Full Name
Basu, Sankarshan
Vernacular Name
Sankarshan Basu
Variants
Sankarshan Basu
Main Affiliation
Personal Site
Email
sankarshan.basu@iimb.ac.in
ORCID
Scopus Author ID
Researcher ID
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 45 (Search time: 0.005 seconds).
Issue Date | Title | Sub-Title | Author(s) | Journal Name | Volume Number | Issue Number | Pages | |
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1 | 2003 | A Markov chain based No-claim discount system | - | Das, Shubhabrata ; Basu, Sankarshan | Journal of Insurance and Risk Management | Vol.II | Iss.3 | 61-72p. |
2 | 2018 | A review of bank efficiency and productivity | - | Bhatia, Vaneet ; Basu, Sankarshan ; Mitra, Subrata Kumar | Opsearch | Vol.55 | Iss.34 | 557-600p. |
3 | 2019 | An analysis of NPAS of Indian banks: using a comprehensive framework of 31 financial ratios | - | Bawa, Jaslene Kaur ; Goyal, Vinay ; Mitra, S K ; Basu, Sankarshan | IIMB Management Review | Vol.31 | Iss.1 | 51-62p. |
4 | 2016 | Assessing performance of liquidity adjusted value-at-risk models | - | Daka, Vandana Rao ; Basu, Sankarshan | International Journal of Financial Research | Vol.7 | Iss.5 | 87-98p. |
5 | 2019 | Asset liability management model with decision support system for life insurance companies: computational results | - | Rao, Harish V ; Basu, Sankarshan ; Tiwari, Manoj Kumar ; Dutta, Goutam | Computers and industrial Engineering | Vol.128 | 985-998p. | |
6 | 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. |
7 | 2021 | Causality-in-quantiles between crude oil and stock markets: Evidence from emerging economies | - | Bhatia, Vaneet ; Basu, Sankarshan | Finance Research Letters | Vol.40 | 101736 | |
8 | 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 | |
9 | 2016 | Country risk analysis in emerging markets: The Indian example | - | Basu, Sankarshan | Journal of Business and Economics | Vol.7 | Iss.1 | 44-57p. |
10 | 7-Dec-2016 | Creating a cashless utopia | - | Basu, Sankarshan ; Krishnamurty, S ; Roy, Shyamal | The Hindu Business Line | |||
11 | 2010 | Development of utility function for life insurance buyers in the Indian market | - | Dutta, Goutam ; Basu, Sankarshan ; John, Jose | Journal of the Operational Research Society | Vol.61 | Iss.4 | 585-593p. |
12 | 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 | |
13 | 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. |
14 | 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. |
15 | 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 | |||
16 | 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. |
17 | 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 | |
18 | 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. |
19 | 2016 | India emerging: new financial architecture | - | Basu, Sankarshan | IIMB Management Review | Vol.28 | Iss.3 | 170-178p. |
20 | 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. |