Economics at your fingertips  

Details about Debojyoti Das

Workplace:Indian Institute of Management Bangalore (IIMB), (more information at EDIRC)

Access statistics for papers by Debojyoti Das.

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

Short-id: pda815

Jump to Journal Articles

Working Papers


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

Journal Articles


  1. Bitcoin’s energy consumption: Is it the Achilles heel to miner’s revenue?
    Economics Letters, 2020, 186, (C) Downloads 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) Downloads 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) Downloads
  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) Downloads View citations (1)
  5. Role of presidential uncertainties on the hotel industry
    Annals of Tourism Research, 2020, 81, (C) Downloads
  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 Downloads


  1. 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 Downloads View citations (13)
  2. Emerging stock market co-movements in South Asia: wavelet approach
    International Journal of Managerial Finance, 2019, 15, (2), 236-256 Downloads
  3. 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 Downloads


  1. 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 Downloads View citations (7)
  2. A wavelet analysis of co-movements in Asian gold markets
    Physica A: Statistical Mechanics and its Applications, 2018, 492, (C), 192-206 Downloads View citations (6)
  3. 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 Downloads
  4. Do precious metal spot prices influence each other? Evidence from a nonparametric causality-in-quantiles approach
    Resources Policy, 2018, 55, (C), 244-252 Downloads View citations (9)
  5. 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 Downloads View citations (2)
  6. Informational efficiency of Bitcoin—An extension
    Economics Letters, 2018, 163, (C), 106-109 Downloads View citations (82)
    See also Working Paper (2018)
  7. International economic policy uncertainty and stock prices revisited: Multiple and Partial wavelet approach
    Economics Letters, 2018, 164, (C), 100-108 Downloads View citations (19)
  8. On the relationship of gold, crude oil, stocks with financial stress: A causality-in-quantiles approach
    Finance Research Letters, 2018, 27, (C), 169-174 Downloads View citations (7)
  9. Output and stock prices: New evidence from the robust wavelet approach
    Finance Research Letters, 2018, 27, (C), 154-160 Downloads View citations (1)
  10. The dynamic relationship between stock returns and trading volume revisited: A MODWT-VAR approach
    Finance Research Letters, 2018, 27, (C), 91-98 Downloads View citations (4)
Page updated 2021-02-23