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Asymptotic dependence and its impact on hedging effectiveness : an examination of stock, currency, and commodity futures
Sharma, Udayan; Karmakar, Madhusudan - In: The journal of futures markets 44 (2024) 11, pp. 1750-1786
Persistent link: https://www.econbiz.de/10015110728
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Estimation of tail-related risk measures in the Indian stock market : an extreme value approach
Karmakar, Madhusudan - In: Review of financial economics : RFE 22 (2013) 3, pp. 79-85
Persistent link: https://www.econbiz.de/10010213379
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Asymmetric volatility and risk-return relationship in the Indian stock market
Karmakar, Madhusudan - In: South Asia economic journal : journal of the Institute … 8 (2007) 1, pp. 99-116
Persistent link: https://www.econbiz.de/10003502360
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Dependence structure and portfolio risk in Indian foreign exchange market : a GARCH-EVT-Copula approach
Karmakar, Madhusudan - In: The quarterly review of economics and finance : journal … 64 (2017), pp. 275-291
Persistent link: https://www.econbiz.de/10011792337
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Asymmetric volatility and risk-return relationship in international stock markets
Karmakar, Madhusudan - In: Metamorphosis : a journal of management research 6 (2007) 2, pp. 136-150
Persistent link: https://www.econbiz.de/10003741372
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Managing extreme risk in some major stock markets : an extreme value approach
Karmakar, Madhusudan; Shukla, Girja K. - In: International review of economics & finance : IREF 35 (2015), pp. 1-25
Persistent link: https://www.econbiz.de/10011333727
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Intraday risk management in International stock markets : a conditional EVT approach
Karmakar, Madhusudan; Paul, Samit - In: International review of financial analysis 44 (2016), pp. 34-55
Persistent link: https://www.econbiz.de/10011623805
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The effect of spillover on volatility forecasting : an empirical study in Indian Stock Market
Karmakar, Madhusudan; Shukla, Girja Kant - In: Metamorphosis : a journal of management research 15 (2016) 1, pp. 20-30
Persistent link: https://www.econbiz.de/10011625682
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Relative efficiency of component GARCH-EVT approach in managing intraday market risk
Paul, Samit; Karmakar, Madhusudan - In: Multinational finance journal 21 (2017) 4, pp. 247-283
Persistent link: https://www.econbiz.de/10012547567
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Forecasting liquidity-adjusted VaR : a conditional EVT-copula approach
Karmakar, Madhusudan; Khadotra, Ravi - In: Review of financial economics : RFE 41 (2023) 3, pp. 283-321
Persistent link: https://www.econbiz.de/10014336153