Details about Srikanta Kundu

Access statistics for papers by Srikanta Kundu.

Last updated 2024-02-08. Update your information in the RePEc Author Service.

Short-id: pku689

Working Papers

2019

1. Central Bank Intervention in Foreign Exchange Market under Managed Float: A Three Regime Threshold VAR Analysis of Indian Rupee-US Dollar Exchange Rate
   MPRA Paper, University Library of Munich, Germany View citations (1)
2. Mean and Volatility Spillovers between REIT and Stocks Returns A STVAR-BTGARCH-M Model
   MPRA Paper, University Library of Munich, Germany

Journal Articles

2024

1. Asymmetric effects of democracy and macroeconomic factors on happiness under high and low per capita incomes: A threshold panel analysis
   Ecological Economics, 2024, 216, (C) View citations (2)
2. Asymmetric effects of monetary policy: evidence from India
   Empirical Economics, 2024, 66, (1), 243-277

2022

3. Asymmetries in the monetary policy reaction function: evidence from India
   Studies in Nonlinear Dynamics & Econometrics, 2022, 26, (4), 541-558
4. COVID-19 and Federalism in India: Capturing the Effects of State and Central Responses on Mobility
   The European Journal of Development Research, 2022, 34, (5), 2463-2492 View citations (1)
5. Effect of economic policy uncertainty on stock market return and volatility under heterogeneous market characteristics
   International Review of Economics & Finance, 2022, 80, (C), 597-612 View citations (10)

2021

6. An empirical analysis of COVID-19 response: comparison of US with the G7
   International Review of Applied Economics, 2021, 35, (6), 886-903
7. Nonlinear relationships between inflation, output growth and uncertainty in India: New evidence from a bivariate threshold model
   Bulletin of Economic Research, 2021, 73, (3), 469-493 View citations (1)

2019

8. The Role of the Federal Reserve in the U.S. Housing Crisis: A VAR Analysis with Endogenous Structural Breaks
   JRFM, 2019, 12, (3), 1-20 View citations (4)
9. Welfare Cost of Inflation: Evidence from India
   Journal of Quantitative Economics, 2019, 17, (4), 781-799

2018

10. Regime‐dependent effects of uncertainty on inflation and output growth: evidence from the United Kingdom and the United States
    Scottish Journal of Political Economy, 2018, 65, (4), 390-413 View citations (11)

2017

11. Foreign Direct Investment and Poverty Reduction
    South Asia Economic Journal, 2017, 18, (2), 135-157 View citations (11)

2016

12. Is the Effect of Risk on Stock Returns Different in Up and Down Markets? A Multi-Country Study
    International Econometric Review (IER), 2016, 8, (2), 53-71 View citations (1)
13. Return and volatility interdependences in up and down markets across developed and emerging countries
    Research in International Business and Finance, 2016, 36, (C), 297-311 View citations (23)

2014

14. Forecasting House Prices in the United States with Multiple Structural Breaks
    International Econometric Review (IER), 2014, 6, (1), 1-23 View citations (3)