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Causal ordering and inference on acyclic networks

Basak, Gopal Krishna; Bhattacharjee, Arnab; Das, Samarjit - In: Empirical economics : a journal of the Institute for … 55 (2018) 1, pp. 213-232

Persistent link: https://www.econbiz.de/10011949768

Capital inflow-terms of trade "nexus" : Does it lead to financial crisis?

Basak, Gopal Krishna; Pranab Kumar Das; Rohit, Allena - In: Economic modelling 65 (2017), pp. 18-29

Persistent link: https://www.econbiz.de/10011813544

A model of contagion without trading relations

Basak, Gopal Krishna; Pranab Kumar Das; Rohit, Allena - In: International economics and economic policy 22 (2024) 1, pp. 1-34

Persistent link: https://www.econbiz.de/10015188975

A stochastic model with inflation, growth and technology for the political business cycle

Basak, Gopal Krishna; Ghosh, Mrinal K.; Mukherjee, Diganta - In: Computational economics 53 (2019) 1, pp. 125-140

Persistent link: https://www.econbiz.de/10012134546

Bayesian optimum stopping rule for software release

Chakraborty, Ashis Kumar; Basak, Gopal Krishna; Das, … - In: Opsearch : journal of the Operational Research Society … 56 (2019) 1, pp. 242-260

Persistent link: https://www.econbiz.de/10012008461

Intercept homogeneity test for fixed effect models under cross-sectional dependence : some insights

Basak, Gopal Krishna; Das, Samarjit - In: Journal of econometric methods 6 (2017) 1, pp. 1-22

Persistent link: https://www.econbiz.de/10011944850

The British Stock Market, currencies, brexit, and media sentiments : a big data analysis

Basak, Gopal Krishna; Pranab Kumar Das; Marjit, Sugata; … - In: The North American journal of economics and finance : a … 64 (2023), pp. 1-15

Persistent link: https://www.econbiz.de/10014246962

A Jackknife Estimator for Tracking Error Variance of Optimal Portfolios Constructed Using Estimated Inputs1

Jagannathan, Ravi; Basak, Gopal K.; Ma, Tongshu - National Bureau of Economic Research (NBER) - 2004

We develop a jackknife estimator for the conditional variance of a minimum-tracking- error-variance portfolio constructed using estimated covariances. We empirically evaluate the performance of our estimator using an optimal portfolio of 200 stocks that has the lowest tracking error with respect...

Persistent link: https://www.econbiz.de/10005575733

Jackknife Estimator for Tracking Error Variance of Optimal Portfolios

Basak, Gopal K.; Jagannathan, Ravi; Ma, Tongshu - In: Management Science 55 (2009) 6, pp. 990-1002

We develop a jackknife estimator for the conditional variance of a minimum tracking error variance portfolio constructed using estimated covariances. We empirically evaluate the performance of our estimator using an optimal portfolio of 200 stocks that has the lowest tracking error with respect...

Persistent link: https://www.econbiz.de/10009214395

Short sales and the weekend effect : evidence from a natural experiment

Gao, Pengjie; Hao, Jia; Kalcheva, Ivalina; Ma, Tongshu - In: Journal of financial markets 26 (2015), pp. 85-102

Persistent link: https://www.econbiz.de/10011477279