Srikanta Kundu

Assistant Professor

Email: srikanta@cds.edu  

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

Education:

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 

Employment:

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

Publications:

Journal Articles

 Under Review in Journal

  • Effect of Economic Policy Uncertainty on Stock Market Return and Volatility under Heterogeneous Market Characteristics with Amartya Paul
  • Does Economic Status Matter in the relationship among Democracy, Macroeconomics and Happiness? A Panel Data Analysis with Ruma Kundu and Kul Bahadur Chettri
  • Asymmetries in the Monetary Policy Reaction Function: Evidence from India with Irfan Ahmed Shah
  • 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
  • COVID-19 and federalism in India: Capturing the effects of voluntary, state and central responses on mobility with Himangshu Kumar and Manikantha Nataraj

Work in Progress

  • State Heterogeneity, Redistributive Policy and Inclusive Growth: Evidence from India with a special reference to Education
  • An Empirical Analysis of COVID-19 Response: Comparison of US with the G7
  • 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