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
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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 1-7 of 7 (Search time: 0.002 seconds).
Issue Date | Title | Sub-Title | Author(s) | Journal Name | Volume Number | Issue Number | Pages | |
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1 | 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 | |
2 | 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 | |
3 | 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 | |
4 | 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. |
5 | 2022 | The determinants of credit rating and the effect of regulatory disclosure requirements: Evidence from an emerging market | - | Krishnan, Kaveri ; Basu, Sankarshan | Asia-Pacific Journal of Risk and Insurance | Vol.17 | Iss.1 | 87-112p. |
6 | 2022 | The impact of embedded location options on price discovery of agricultural futures contracts – the evidence from the Chana contract | - | Mansabdar, Sanjay ; Yaganti, Hussain C. ; Basu, Sankarshan | Journal of Indian Business Research | Vol.14 | Iss.3 | 301-318p. |
7 | 2022 | Whose speeches impact European markets: ECB's or the national central banks'? | - | Anand, Abhinav ; Basu, Sankarshan ; Pathak, Jalaj ; Thampy, Ashok | European Financial Management | 1413-1476p. |