Debojyoti Das

Names

Contact

Affiliations

• Indian Institute of Management Bangalore (IIMB)
  • website
  • location: Bangalore, India

Research profile

author of:

• Do precious metal spot prices influence each other? Evidence from a nonparametric causality-in-quantiles approach
  by Bhatia, Vaneet & Das, Debojyoti & Tiwari, Aviral Kumar & Shahbaz, Muhammad & Hasim, Haslifah M.
• A multiscale analysis of stock return co-movements and spillovers: Evidence from Pacific developed markets
  by Das, Debojyoti & Bhowmik, Puja & Jana, R. K.
• A wavelet analysis of co-movements in Asian gold markets
  by Das, Debojyoti & Kannadhasan, M. & Al-Yahyaee, Khamis Hamed & Yoon, Seong-Min
• Informational efficiency of Bitcoin—An extension
  by Tiwari, Aviral Kumar & Jana, R. K. & Das, Debojyoti & Roubaud, David
• International economic policy uncertainty and stock prices revisited: Multiple and Partial wavelet approach
  by Das, Debojyoti & Kumar, Surya Bhushan
• Informational efficiency of Bitcoin—An extension
  by Aviral Kumar Tiwari & R. K. Jana & Debojyoti Das & David Roubaud
• Output and stock prices: New evidence from the robust wavelet approach
  by Tiwari, Aviral Kumar & Bhattacharyya, Malay & Das, Debojyoti & Shahbaz, Muhammad
• Bilateral intra-industry trade flows and intellectual property rights protections: further evidence from the United Kingdom
  by Haslifah M. Hasim & Nasser Al-Mawali & Debojyoti Das
• Has co-movement dynamics in emerging stock markets changed after global financial crisis? New evidence from wavelet analysis
  by Debojyoti Das & M. Kannadhasan & Aviral Kumar Tiwari & Khamis Hamed Al-Yahyaee
• On the relationship of gold, crude oil, stocks with financial stress: A causality-in-quantiles approach
  by Das, Debojyoti & Kumar, Surya Bhushan & Tiwari, Aviral Kumar & Shahbaz, Muhammad & Hasim, Haslifah M.
• Has Co-Movement Dynamics in Brazil, Russia, India, China and South Africa (BRICS) Markets Changed After Global Financial Crisis? New Evidence from Wavelet Analysis
  by M. Kannadhasan & Debojyoti Das
• Do the emerging stock markets react to international economic policy uncertainty, geopolitical risk and financial stress alike?
  by Das, Debojyoti & Kannadhasan, M. & Bhattacharyya, Malay
• The dynamic relationship between stock returns and trading volume revisited: A MODWT-VAR approach
  by Gupta, Suman & Das, Debojyoti & Hasim, Haslifah & Tiwari, Aviral Kumar
• Bitcoin’s energy consumption: Is it the Achilles heel to miner’s revenue?
  by Das, Debojyoti & Dutta, Anupam
• Role of presidential uncertainties on the hotel industry
  by Das, Debojyoti & Dutta, Anupam & Bhadra, Amit & Uddin, Gazi Salah
• Do Asian emerging stock markets react to international economic policy uncertainty and geopolitical risk alike? A quantile regression approach
  by Kannadhasan, M. & Das, Debojyoti
• Hedging effectiveness of precious metals across frequencies: Evidence from Wavelet based Dynamic Conditional Correlation analysis
  by Bhatia, Vaneet & Das, Debojyoti & Kumar, Surya Bhushan
• Emerging stock market co-movements in South Asia: wavelet approach
  by Debojyoti Das & Kannadhasan Manoharan
• The asymmetric oil price and policy uncertainty shock exposure of emerging market sectoral equity returns: A quantile regression approach
  by Das, Debojyoti & Kannadhasan, M.
• Does Bitcoin hedge crude oil implied volatility and structural shocks? A comparison with gold, commodity and the US Dollar
  by Das, Debojyoti & Le Roux, Corlise Liesl & Jana, R. K. & Dutta, Anupam