Details about Debojyoti Das

Access statistics for papers by Debojyoti Das.

Last updated 2020-09-30. Update your information in the RePEc Author Service.

Short-id: pda815

Working Papers

2018

1. Informational efficiency of Bitcoin—An extension
   Post-Print, HAL View citations (59)
   See also Journal Article in Economics Letters (2018)

Journal Articles

2020

1. Bitcoin’s energy consumption: Is it the Achilles heel to miner’s revenue?
   Economics Letters, 2020, 186, (C) View citations (3)
2. Do Asian emerging stock markets react to international economic policy uncertainty and geopolitical risk alike? A quantile regression approach
   Finance Research Letters, 2020, 34, (C) View citations (1)
3. Does Bitcoin hedge crude oil implied volatility and structural shocks? A comparison with gold, commodity and the US Dollar
   Finance Research Letters, 2020, 36, (C)
4. Hedging effectiveness of precious metals across frequencies: Evidence from Wavelet based Dynamic Conditional Correlation analysis
   Physica A: Statistical Mechanics and its Applications, 2020, 541, (C) View citations (1)
5. Role of presidential uncertainties on the hotel industry
   Annals of Tourism Research, 2020, 81, (C)
6. The asymmetric oil price and policy uncertainty shock exposure of emerging market sectoral equity returns: A quantile regression approach
   International Review of Economics & Finance, 2020, 69, (C), 563-581

2019

7. Do the emerging stock markets react to international economic policy uncertainty, geopolitical risk and financial stress alike?
   The North American Journal of Economics and Finance, 2019, 48, (C), 1-19 View citations (13)
8. Emerging stock market co-movements in South Asia: wavelet approach
   International Journal of Managerial Finance, 2019, 15, (2), 236-256
9. Has Co-Movement Dynamics in Brazil, Russia, India, China and South Africa (BRICS) Markets Changed After Global Financial Crisis? New Evidence from Wavelet Analysis
   Asian Academy of Management Journal of Accounting and Finance (AAMJAF), 2019, 15, (1), 1-26

2018

10. A multiscale analysis of stock return co-movements and spillovers: Evidence from Pacific developed markets
    Physica A: Statistical Mechanics and its Applications, 2018, 502, (C), 379-393 View citations (7)
11. A wavelet analysis of co-movements in Asian gold markets
    Physica A: Statistical Mechanics and its Applications, 2018, 492, (C), 192-206 View citations (6)
12. Bilateral intra-industry trade flows and intellectual property rights protections: further evidence from the United Kingdom
    The Journal of International Trade & Economic Development, 2018, 27, (4), 431-442
13. Do precious metal spot prices influence each other? Evidence from a nonparametric causality-in-quantiles approach
    Resources Policy, 2018, 55, (C), 244-252 View citations (9)
14. Has co-movement dynamics in emerging stock markets changed after global financial crisis? New evidence from wavelet analysis
    Applied Economics Letters, 2018, 25, (20), 1447-1453 View citations (2)
15. Informational efficiency of Bitcoin—An extension
    Economics Letters, 2018, 163, (C), 106-109 View citations (82)
    See also Working Paper (2018)
16. International economic policy uncertainty and stock prices revisited: Multiple and Partial wavelet approach
    Economics Letters, 2018, 164, (C), 100-108 View citations (19)
17. On the relationship of gold, crude oil, stocks with financial stress: A causality-in-quantiles approach
    Finance Research Letters, 2018, 27, (C), 169-174 View citations (7)
18. Output and stock prices: New evidence from the robust wavelet approach
    Finance Research Letters, 2018, 27, (C), 154-160 View citations (1)
19. The dynamic relationship between stock returns and trading volume revisited: A MODWT-VAR approach
    Finance Research Letters, 2018, 27, (C), 91-98 View citations (4)