1. IIMB-

Basu, Sankarshan

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Full Name
Basu, Sankarshan
Vernacular Name
Sankarshan Basu
 
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Sankarshan Basu
 
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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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Publications

Refined By:
Date Issued:  [2020 TO 2023]

Results 1-20 of 24 (Search time: 0.002 seconds).

Issue DateTitleSub-TitleAuthor(s)Journal NameVolume NumberIssue NumberPages
12021Bank’s battle against insider frauds ignitors and mitigators: An emerging nation experience-Roy, Neha Chhabra ; Basu, Sankarshan Journal of Facilities ManagementVol.19Iss.4437-457p.
22021Causality-in-quantiles between crude oil and stock markets: Evidence from emerging economies-Bhatia, Vaneet ; Basu, Sankarshan Finance Research LettersVol.40101736
32022Climate-related discussions in firms? 10-K: Who does it and what is its impact?-Basu, Sankarshan ; Bhattacharya, Sharad ; Bhattacharya, Mousumi ; Pathak, Jalaj Economics LettersVol.220AN:110855
42022Do precious metals hedge crude oil volatility jumps?-Das, Debojyoti ; Bhatia, Vaneet ; Kumar, Surya Bhushan ; Basu, Sankarshan International Review of Financial AnalysisVol.83AN:102257
52023Dynamics of time-varying currency beta on Indian industries: A Markov switching approach-Saha, Soumya ; Chakrabarti, Gagari ; Basu, Sankarshan IIMB Management ReviewVol.35Iss.171-81p.
62020Effect of the U.S. quantitative easing policy on institutional investor flows of an emerging country-Damle, Harshali ; Basu, Sankarshan Cogent Economics and FinanceVol.8Iss.117p.
72021Evidence-based Stock Price Behaviour Around Cash Dividend Announcements in an Emerging Market Set-up-Chatterjee, Chanchal ; Dutta, Paromita ; Basu, Sankarshan Global Business Review
82021Examining 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 EconomicsVol.21Iss.149-69p.
92022Financial stress and crude oil implied volatility: New evidence from continuous wavelet transformation framework-Das, Debojyoti ; Maitra, Debasish ; Dutta, Anupam ; Basu, Sankarshan Energy EconomicsVol.115AN:106388
102020Has 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 FinanceVol.19Iss.17-32p.
112022Interest rate transmission of monetary policy: India perspective-Amrutkar, Pratik ; Joshi, Swapnil ; Basu, Sankarshan GLIMS Journal of Management Review and TransformationVol.1Iss.130-47p.
122020Market responses to increased transparency: An Indian narrative-Mukherji, Arnab ; Basu, Sankarshan ; Krishnan, Kaveri International Review of Economics and FinanceVol.69663-677p.
132022Modeling 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 EconomicsVol.20Iss.1159-171p.
142020Policy framework for Financial Consumer Protection: What we know vs. what we do not know; The Indian experience-Basu, Sankarshan The International Review of Financial ConsumersVol.5Iss.219-23p.
152020Restructuring assets reform, 2013: Impact of operational ability, liquidity, bank capital, profitability and capital on bank credit risk-Basu, Sankarshan ; Bawa, Jaslene Kaur IIMB Management ReviewVol.32Iss.3267-279p.
162020Seasonal effect and electricity trading market: An emerging nation experience-Basu, Sankarshan ; Roy, Neha Chhabra The Electricity JournalVol.33Iss.7
172023Single event transition risk: A measure for long term carbon exposure-Nag, Suryadeepto ; Chakrabarty, Siddhartha P. ; Basu, Sankarshan MethodsXVol.10AN:102001
182020Some analytical results for models of the bid-ask spread-Basu, Sankarshan ; Parameswaran, Sunil K Business and Management ResearchVol.9Iss.334-45p.
192023Survival 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 EconomicsVol.50Iss.6821-838p.
202020The black-scholes merton model: Implications for the option delta and the probability of exercise-Basu, Sankarshan ; Parameswaran, Sunil K Theoretical Economics LettersVol.10Iss.61307-1313p.