Srikanta Kundu

Assistant Professor


Areas of specialisation: Financial Econometrics, Time Series, Volatility Models, Nonlinear Models, Stock Market.


Ph.D in Quantitative Economics from Indian Statistical Institute, Kolkata in 2014

M.Sc. in Economics from The University of Burdwan in 2007

B.Sc. in Economics (H) from University of Burdwan in 2004 


Assistant Professor, Centre for Development Studies, Trivandrum from January 2015 to Present

Visiting Scientist in Indian Statistical Institute, Kolkata from July 2014 to November 2014

Academic Achievements:

  1. SRF in Indian Statistical Institute in 2009
  2. JRF in Indian Statistical Institute in 2007


Journal Articles

 Under Review in Journal

  • Does Economic Status Matter in the relationship among Democracy, Macroeconomics and Happiness? A Panel Data Analysis with Ruma Kundu and Kul Bahadur Chettri
  • What Determines Child Immunisation? A Study of Socio-Economic Factors in East Sikkim with Ruma Kundu and Indraneel Mondal
  • Monetary Transmission Mechanism in Asymmetric Framework: Evidence from India with Irfan Ahmed Shah

Work in Progress

  • State Heterogeneity, Redistributive Policy and Inclusive Growth: Evidence from India with a special reference to Education
  • Central Bank Intervention in Foreign Exchange Market under Managed Float: A Three Regime Threshold VAR Analysis of Indian Rupee-US Dollar Exchange Rate
  • Risk-Returns Interdependence between REIT and Stocks: A STVAR-BTGARCH-M Model
  • Risk and return spillover: Does liquidity of stock market play a role? Evidence from US, UK and INDIA
  • Bank Capital Structure and Monetary Policy Transmission: Evidence from India
  • Performance of  class estimator in terms of mean square error matrix and Mahalanobis loss function under autocorrelated error.

Current Teaching

  • Econometric Methods
  • Mathematical Methods
  • Financial Econometrics