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Dilip Kumar
Dilip Kumar
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Title
Cited by
Cited by
Year
Return and volatility transmission between gold and stock sectors: application of portfolio management and hedging effectiveness
D Kumar
IIMB Management Review 26 (1), 5-16, 2014
1662014
Informational inefficiency of Bitcoin: A study based on high-frequency data
FN Zargar, D Kumar
Research in International Business and Finance 47, 344-353, 2019
852019
Modelling asymmetry and persistence under the impact of sudden changes in the volatility of the Indian stock market
D Kumar, S Maheswaran
IIMB Management Review 24 (3), 123-136, 2012
372012
Market efficiency in Indian exchange rates: Adaptive market hypothesis
D Kumar
Theoretical Economics Letters 8 (9), 1582-1598, 2018
322018
Detecting sudden changes in volatility estimated from high, low and closing prices
D Kumar, S Maheswaran
Economic Modelling 31, 484-491, 2013
312013
Realized volatility transmission from crude oil to equity sectors: A study with economic significance analysis
D Kumar
International Review of Economics and Finance 49, 149-167, 2017
292017
Long range dependence in the Bitcoin market: A study based on high-frequency data
FN Zargar, D Kumar
Physica A: Statistical Mechanics and its Applications 515, 625-640, 2019
262019
Sudden changes in extreme value volatility estimator: Modeling and forecasting with economic significance analysis
D Kumar
Economic Modelling 49, 354-371, 2015
252015
Correlation transmission between crude oil and Indian markets
D Kumar, S Maheswaran
South Asian Journal of Global Business Research 2 (2), 211-229, 2013
222013
On Volatility Transmission from Crude Oil to Agricultural Commodities
D Kumar
Scientific Research, 2017
202017
Asymmetric Dynamic Conditional Correlation Approach to Financial Contagion: A Study of Asian Markets
S Rajwani, D Kumar
Global Business Review 17 (6), 1-18, 2016
202016
A reflection principle for a random walk with implications for volatility estimation using extreme values of asset prices
D Kumar, S Maheswaran
Economic Modelling 38, 33-44, 2014
202014
Correlations, Return and Volatility Spillovers in Indian Exchange Rates
D Kumar
Global Business Review 15 (1), 77-91, 2014
182014
Investor attention, uncertainty and travel & leisure stock returns amid the COVID-19 pandemic
HA Bashir, D Kumar
Current Issues in Tourism 25 (1), 28-33, 2022
172022
Modeling and forecasting the additive bias corrected extreme value volatility estimator
D Kumar, S Maheswaran
International Review of Financial Analysis 34, 166-176, 2014
162014
Market fear, investor mood, sentiment, economic uncertainty and tourism sector in the United States amid COVID-19 pandemic: A spillover analysis
FN Zargar, D Kumar
Tourism Economics 29 (2), 551-558, 2023
152023
European travel and leisure sector and uncertainties: A risk spillover analysis
D Kumar
Tourism Economics 29 (1), 48-67, 2023
152023
Measuring Dependence Between the USA and the Asian Economies: A Time-varying Copula Approach
S Rajwani, D Kumar
Global Business Review 20 (4), 962-980, 2019
152019
Long memory in Indian exchange rates: an application of power-law scaling analysis
D Kumar, S Maheswaran
Macroeconomics and Finance in Emerging Market Economies 8 (1-2), 90-107, 2015
152015
Evidence of long memory in the Indian stock market
D Kumar, S Maheswaran
Asia-Pacific Journal of Management Research and Innovation 9 (1), 9-21, 2013
152013
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