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 | 167 | 2014 |
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 | 90 | 2019 |
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 | 37 | 2012 |
Market efficiency in Indian exchange rates: Adaptive market hypothesis D Kumar Theoretical Economics Letters 8 (9), 1582-1598, 2018 | 31 | 2018 |
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 | 30 | 2017 |
Detecting sudden changes in volatility estimated from high, low and closing prices D Kumar, S Maheswaran Economic Modelling 31, 484-491, 2013 | 30 | 2013 |
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 | 27 | 2019 |
Sudden changes in extreme value volatility estimator: Modeling and forecasting with economic significance analysis D Kumar Economic Modelling 49, 354-371, 2015 | 23 | 2015 |
Correlation transmission between crude oil and Indian markets D Kumar, S Maheswaran South Asian Journal of Global Business Research 2 (2), 211-229, 2013 | 22 | 2013 |
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 | 21 | 2014 |
On Volatility Transmission from Crude Oil to Agricultural Commodities D Kumar Scientific Research, 2017 | 20 | 2017 |
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 | 20 | 2016 |
Correlations, Return and Volatility Spillovers in Indian Exchange Rates D Kumar Global Business Review 15 (1), 77-91, 2014 | 18 | 2014 |
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 | 17 | 2022 |
Modeling and forecasting the additive bias corrected extreme value volatility estimator D Kumar, S Maheswaran International Review of Financial Analysis 34, 166-176, 2014 | 16 | 2014 |
Investor attention, Twitter uncertainty and cryptocurrency market amid the COVID-19 pandemic HA Bashir, D Kumar Managerial Finance 49 (4), 620-642, 2023 | 15 | 2023 |
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 | 15 | 2023 |
European travel and leisure sector and uncertainties: A risk spillover analysis D Kumar Tourism Economics 29 (1), 48-67, 2023 | 15 | 2023 |
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 | 15 | 2019 |
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 | 15 | 2015 |