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The Digital Institutional Repository of IIM Bangalore
This repository provides metadata of IIMB Publications and aimed at creating and preserving an archive of Institution scholarship. IIMB Publications include Articles, Working Papers (FULL TEXT), Book Chapters published by Faculty, Doctoral Dissertations by FPM Scholars and Project reports of Students enrolled in various courses of IIMB.
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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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| Issue Date | Title | Sub-Title | Author(s) | Journal Name | Volume Number | Issue Number | Pages | |
|---|---|---|---|---|---|---|---|---|
| 1 | 2021 | Causality-in-quantiles between crude oil and stock markets: Evidence from emerging economies | - | Bhatia, Vaneet ; Basu, Sankarshan | Finance Research Letters | Vol.40 | 101736 | |
| 2 | 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 |