Items where Author is "Bhatia, Vaneet"
Das, Debojyoti, Bhatia, Vaneet, Kumar, Surya Bhushan and Basu, Sankarshan (2022) Do precious metals hedge crude oil volatility jumps? International Review of Financial Analysis, 83: 102257. ISSN 10575219
Bhatia, Vaneet and Basu, Sankarshan (2021) Causality-in-quantiles between crude oil and stock markets: Evidence from emerging economies. Finance Research Letters, 40: 101736. ISSN 15446131
Bhatia, Vaneet, Das, Debojyoti and Kumar, Surya Bhushan (2020) Hedging effectiveness of precious metals across frequencies: Evidence from wavelet based dynamic conditional correlation analysis. Physica A: Statistical Mechanics and its Applications, 541: 123631. ISSN 3784371
Bhatia, Vaneet and Mitra, S. K. (2018) Crude oil and stock market co-movement: Evidence from G7 and BRICS nations. Journal of Economic Research, 23. pp. 57-80. ISSN 09729380