Research


In my research programs I use modern macroeconometric methods to understand the various existing relationship among macroeconomic and financial variables and to validate different hypothesized relationships among them.

Peer-reviewed Publications


  1. Asymmetry in the Extracted Housing Wealth Effects on Consumption, International Journal of Economics and Business Research, 2015 10(2), 204-211 (jointly with Nityananda Sarkar).

  2. Spillovers between Bitcoin and other Assets during Bear and Bull Markets. Applied Economics, 2018 50(55), 5935-5949 (jointly with Elie Bouri, Rangan Gupta, and David Raubaud)

  3. Revisiting the Anomalous Relationship between Inflation and REIT Returns in Presence of Structural Breaks: Empirical Evidence from the USA and the UK. International Journal Of Economics and Financial Issues, 2020, 10(1), 250-258. (jointly with Nityananda Sarkar


Working Papers


    1. Re-investigating the Anomalous Relationship between Inflation and Equity REIT Returns: A Regime Switching Approach. (jointly with Nityananda Sarkar) (URL: https://mpra.ub.uni-muenchen.de/95135/)

    2. Risk-Return Interdependence between REIT and Stock Markets in Bull and Bear Market Conditions: ASTVAR-BAGARCH-M Model (jointly with Srikanta Kundu and Nityananda Sarkar) (URL: https://mpra.ub.uni-muenchen.de/94707/)

    3. Does Exchange Rate Volatility reduce misreporting of official trade statistics? The case of India-USA bilateral trade (jointly with Sugata Marjit, Debasmita Basu, Sandip Sarkar)


Work in Progress


  1. Interdependence between Monetary Policy and REIT Returns: A Structural VAR Analysis.

  2. The Role of Financial Market Uncertainty in the US Sub-Prime crisis