Research Interests
Macroeconomics, Monetary Economics, and Financial Markets.
Published Journal Article
Amar Jyoti, Refk Selmi, Jalaj Pathak & Shawkat Hammoudeh ( 2023): The Informational Content of Central Bank Communication for the Energy Market: the Role of News versus Surprises, Applied Economics, DOI: 10.1080/00036846.2023.2293669
Working Papers and Work in Progress
Monetary Economics
Impact of Central Bank Communication on Exchange Rate Volatility (Working Paper)
Mint Street to Dalal Street: Impact of RBI's Monetary Policy Statement on Stock Market Volatility (Work in Progress)
Money Demand in EMEs and World Policy Uncertainty: Evidence from a Non-Linear Framework (Work in Progress)
Macroeconomics
Exchange Rate Pass Through for the case of India: A TVP-VAR Approach (Work in Progress)
Does Friedman's Plucking Theory of Business Fluctuations hold for India? (Work in Progress)
Impact of Interest Rate and Inflation on Indian Firm's Efficiency (Work in Progress)
Financial Economics
EPU and Corporate Risk-taking among Indian Firms (Working Paper)
Green Bond and Futuristic Technology Stocks- Does Volatility Spills? (Working Paper)
Conference Presentation
Plucking in a Network Economy, online poster presentation at 6th Annual Network Science Conference-2020, 26th-28th March,2020. (with Vipin P Veetil)
Monetary Plucking in a Network Economy, presented at Eastern Economics Association Conference-2020, 28th-29th Feb.,2020. (with Vipin P Veetil)
Determinants of the Foreign Exchange Reserve- A Case Study of India, presented at the 54th Annual National Conference of The Indian Econometric Society, 7th to 9th March,2018.