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Ajay Shah

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Blog mentions

As found by EconAcademics.org, the blog aggregator for Economics research:
  1. Kelkar, Vijay & Shah, Ajay, 2011. "Indian social democracy: The resource perspective," Working Papers 11/82, National Institute of Public Finance and Policy.

    Mentioned in:

    1. Making sense of the Mauritius tax treaty
      by Ajay Shah in Ajay Shah's blog on 2011-06-20 20:47:00
    2. Abolishing taxes
      by Ajay Shah in Ajay Shah's blog on 2014-01-09 01:56:00
    3. Making sense of the Mauritius tax treaty
      by Ajay Shah in Citizen Economists on 2011-06-21 19:20:35
  2. Shah, Ajay, 2008. "New issues in Indian macro policy," Working Papers 08/51, National Institute of Public Finance and Policy.

    Mentioned in:

    1. Structural transformation and stylised business cycle facts
      by Ajay Shah in Ajay Shah's blog on 2013-05-18 11:13:00
  3. Akshay Jaitly & Ajay Shah, 2021. "The lowest hanging fruit on the coconut tree: India's climate transition through the price system in the power sector," Working Papers 9, xKDR.

    Mentioned in:

    1. Announcements
      by Anurodh in Ajay Shah's blog on 2023-03-29 05:06:00
  4. Shah, Ajay & Patnaik, Ila, 2010. "Stabilising the Indian business cycle," Working Papers 10/67, National Institute of Public Finance and Policy.

    Mentioned in:

    1. Structural transformation and stylised business cycle facts
      by Ajay Shah in Ajay Shah's blog on 2013-05-18 11:13:00
  5. Gautam Bambawale & Vijay Kelkar & Raghunath Mashelkar & Ganesh Natarajan & Ajit Ranade & Ajay Shah, 2021. "Strategic patience and flexible policies: How India can rise to the China challenge," Working Papers 2, xKDR.

    Mentioned in:

    1. India's supply chain vulnerability with Chinese APIs: Industrial policy vs. sophisticated policy design
      by x in Ajay Shah's blog on 2021-05-21 13:00:00
    2. Analysing Bambawale, et. al., 2021 ("Strategic patience and flexible policies: How India can rise to the China challenge")
      by x in Ajay Shah's blog on 2021-04-22 13:23:00
  6. Patnaik, Ila & Shah, Ajay & Veronese, Giovanni, 2011. "How to measure inflation in India?," Working Papers 11/83, National Institute of Public Finance and Policy.

    Mentioned in:

    1. The great Indian GDP measurement controversy
      by Ajay Shah in Ajay Shah's blog on 2016-09-10 07:49:00
    2. Slamming the accelerator while hitting the brakes
      by Ajay Shah in Ajay Shah's blog on 2011-05-19 13:24:00
    3. Kicking the wheels of the new CPI
      by Ajay Shah in Ajay Shah's blog on 2011-04-28 15:29:00
    4. Kicking the Wheels of the New CPI
      by Ajay Shah in Citizen Economists on 2011-04-29 19:35:45
    5. Slamming the Accelerator While Hitting the Brakes
      by Ajay Shah in Citizen Economists on 2011-05-19 19:15:19

Working papers

  1. Pratik Datta & Radhika Pandey & Ila Patnaik & Ajay Shah, 2023. "Understanding deviations from the fiscal responsibility law in India," Working Papers 23, xKDR.

    Cited by:

    1. Kaur, Amandeep & Jha, Ajay Narayan & Chakraborty, Lekha, 2023. "G20 and Climate Responsive Budgeting," Working Papers 23/401, National Institute of Public Finance and Policy.
    2. Charmi Mehta & Radhika Pandey & Renuka Sane & Ajay Shah, 2024. "The electricity chokepoint in Tamil Nadu public finance," Working Papers 31, xKDR.

  2. Gautam Bambawale & Vijay Kelkar & Raghunath Mashelkar & Ganesh Natarajan & Ajit Ranade & Ajay Shah, 2021. "Strategic patience and flexible policies: How India can rise to the China challenge," Working Papers 2, xKDR.

    Cited by:

    1. Akshay Jaitly & Ajay Shah, 2021. "The lowest hanging fruit on the coconut tree: India's climate transition through the price system in the power sector," Working Papers 9, xKDR.

  3. Shah, Ajay, 2020. "Responding to the new coronavirus: An Indian policy perspective," Working Papers 20/309, National Institute of Public Finance and Policy.

    Cited by:

    1. Honey Karun & Hrishikesh Vinod & Chakraborty, Lekha S., 2020. "Did public investment crowd out private investment in India?," Working Papers 20/312, National Institute of Public Finance and Policy.
    2. Pandey, Rita & Gupta, Manish & Sachdeva, Paavani & Singh, Abhishek, 2020. "Biodiversity Conservation in India: Mapping Key Sources and Quantum of Funds," Working Papers 20/311, National Institute of Public Finance and Policy.

  4. Pratik Dutta & Mehtab Hans & Mayank Mishra & Ila Patnaik & Prasanth Regy & Shubho Roy & Sanhita Sapatnekar & Ajay Shah & Ashok Pal Singh & Somasekhar Sundaresan, 2019. "How to Modernise the Working of Courts and Tribunals in India," Working Papers id:13028, eSocialSciences.

    Cited by:

    1. Shreshtha, Ruzel & Chakraborty, Lekha S, 2019. "Practising Subnational Public Finance in an Emerging Economy: Fiscal Marksmanship in Kerala," MPRA Paper 93367, University Library of Munich, Germany.
    2. Lekha Chakraborty, 2019. "Indian Fiscal Federalism at the Crossroads: Some Reflections," Economics Working Paper Archive wp_937, Levy Economics Institute.

  5. Pandey, Radhika & Patnaik, Ila & Shah, Ajay, 2019. "Measuring business cycle conditions in India," Working Papers 19/269, National Institute of Public Finance and Policy.

    Cited by:

    1. Sikdar, Satadru, 2019. "Rate of Return to Education in India: Some Insights," Working Papers 19/270, National Institute of Public Finance and Policy.
    2. Rahul MENON, 2021. "Determinants of inequality in Indian regular wage employment, 1993–2012," International Labour Review, International Labour Organization, vol. 160(3), pages 477-500, September.
    3. Patnaik, Ila & Pandey, Radhika, 2019. "Savings and capital formation in India," Working Papers 19/271, National Institute of Public Finance and Policy.

  6. Patnaik, Ila & Sane, Renuka & Shah, Ajay, 2019. "Chennai 2015: A novel approach to measuring the impact of a natural disaster," Working Papers 19/285, National Institute of Public Finance and Policy.

    Cited by:

    1. Beyer, Robert C. M. & Narayanan, Abhinav & Thakur, Gogol Mitra, 2022. "Natural Disasters and Economic Dynamics: Evidence from the Kerala Floods," Working Papers 22/383, National Institute of Public Finance and Policy.
    2. Ghosh, Anindita & Chakraborty, Lekha, 2019. "Analysing Telangana State Finances: Elongation of Term to Maturity of Debt to Sustain Economic Growth," Working Papers 19/288, National Institute of Public Finance and Policy.
    3. Chakraborty, Lekha & Kaur, Amandeep & Shrestha, Ruzel & Jain, Komal, 2019. "Nutrition - Public Expenditure Review: Evidence from Gujarat," Working Papers 19/286, National Institute of Public Finance and Policy.

  7. Apoorva Gupta & Ila Patnaik & Ajay Shah, 2019. "Exporting and Firm Performance: Evidence from India," Working Papers id:12969, eSocialSciences.

    Cited by:

    1. Nilanjan Banik & Misu Kim, 2022. "India–Republic of Korea CEPA: Assessment and Future Path," Economies, MDPI, vol. 10(5), pages 1-23, April.
    2. Sahoo, Pradipta Kumar & Rath, Badri Narayan & Le, Viet, 2022. "Nexus between export, productivity, and competitiveness in the Indian manufacturing sector," Journal of Asian Economics, Elsevier, vol. 79(C).
    3. Prajukta Tripathy & Pragyanrani Behera & Bikash Ranjan Mishra, 2023. "Study of linkages between productivity, export, and outward foreign direct investment: An empirical perspective of Indian manufacturing industries," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(2), pages 1527-1548, April.
    4. Mercè Sala-Ríos & Mariona Farré-Perdiguer & Teresa Torres-Solé, 2020. "Exporting and Firms’ Performance—What about Cooperatives? Evidence from Spain," Sustainability, MDPI, vol. 12(20), pages 1-22, October.
    5. Pramod Sinha & Seshanwita Das, 2021. "Pattern and Trends of Financing in the Indian Manufacturing Sector," Studies in Microeconomics, , vol. 9(1), pages 105-127, June.

  8. Patnaik, Ila & Roy, Shubho & Shah, Ajay, 2018. "The rise of government-funded health insurance in India," Working Papers 18/231, National Institute of Public Finance and Policy.

    Cited by:

    1. Malhotra, Shefali & Patnaik, Ila & Roy, Shubho & Shah, Ajay, 2018. "Fair play in Indian Health Insurance," Working Papers 18/228, National Institute of Public Finance and Policy.
    2. Ajay Shah, 2021. "Indian health policy in the light of Covid-19: The puzzles of state capacity and institutional design," Working Papers 4, xKDR.

  9. Malhotra, Shefali & Patnaik, Ila & Roy, Shubho & Shah, Ajay, 2018. "Fair play in Indian Health Insurance," Working Papers 18/228, National Institute of Public Finance and Policy.

    Cited by:

    1. Milind Kumar Yadav & Pratap C. Mohanty, 2021. "Determinants of choice of health insurance: Empirical evidence from responses of Indian households," International Journal of Health Planning and Management, Wiley Blackwell, vol. 36(5), pages 1809-1829, September.

  10. Burman, Anirudh & Patnaik, Ila & Roy, Shubho & Shah, Ajay, 2018. "Diagnosing and overcoming sustained food price volatility: Enabling a National Market for Food," Working Papers 18/236, National Institute of Public Finance and Policy.

    Cited by:

    1. Mundle, Sudipto, 2018. "Development of Education and Health Services in Asia and the Role of the State," Working Papers 18/239, National Institute of Public Finance and Policy.
    2. Soumya Pal & Deepti Sharma & Durgit Kumar & Harika Sombhatla, 2020. "Challenges, opportunities and innovation in Indian rural economy," ASARC Working Papers 2020-04, The Australian National University, Australia South Asia Research Centre.

  11. Radhika Pandey & Ila Patnaik & Ajay Shah, 2018. "Business Cycle Measurement in India," Working Papers id:12559, eSocialSciences.

    Cited by:

    1. Sampriti Das & Amiya Sarma, 2021. "Growth Behaviour of India’s Export of Services, 1975–2018," Foreign Trade Review, , vol. 56(3), pages 301-321, August.
    2. Ritabrata Bose & Ashima Goyal, 2020. "Disaggregated Indian industrial cycles: A Spectral analysis," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2020-033, Indira Gandhi Institute of Development Research, Mumbai, India.
    3. Rahul MENON, 2021. "Determinants of inequality in Indian regular wage employment, 1993–2012," International Labour Review, International Labour Organization, vol. 160(3), pages 477-500, September.
    4. Pandey, Radhika & Patnaik, Ila & Shah, Ajay, 2019. "Measuring business cycle conditions in India," Working Papers 19/269, National Institute of Public Finance and Policy.
    5. Ghei, Dhananjay & Sane, Renuka, 2018. "Estimates of air pollution in Delhi from the burning of firecrackers during the festival of Diwali," Working Papers 18/223, National Institute of Public Finance and Policy.

  12. Roy, Shubho & Shah, Ajay & Srikrishna, B.N. & Sundaresan, Somasekhar, 2018. "Building State capacity for regulation in India," Working Papers 18/237, National Institute of Public Finance and Policy.

    Cited by:

    1. Stotsky, Janet G. & Chakraborty, Lekha & Gandhi, Piyush, 2018. "Impact of Intergovernmental Fiscal Transfers on Gender Equality in India: An Empirical Analysis," Working Papers 18/240, National Institute of Public Finance and Policy.
    2. Mundle, Sudipto, 2018. "Development of Education and Health Services in Asia and the Role of the State," Working Papers 18/239, National Institute of Public Finance and Policy.
    3. Banerjee, Sudipto & Dimri, Aditi, 2022. "Designing a sound GRM: Principles and International Experience," Working Papers 22/366, National Institute of Public Finance and Policy.

  13. Patnaik, Ila & Felman, Joshua & Shah, Ajay, 2017. "An exchange market pressure measure for cross-country analysis," Working Papers 17/189, National Institute of Public Finance and Policy.

    Cited by:

    1. Barbara Schuster & Siavash Radpour, 2022. "No "Great Resignation" for Older Workers- Mass Job Loss Drove the Retirement Surge," SCEPA publication series. 2022-01, Schwartz Center for Economic Policy Analysis (SCEPA), The New School.
    2. Aleksandr V. Gevorkyan & Tarron Khemraj, 2022. "Dominant Currency Shocks and Foreign Exchange Pressure in the Periphery," SCEPA working paper series. 2022-01, Schwartz Center for Economic Policy Analysis (SCEPA), The New School.
    3. Lin Liu, 2022. "Economic Uncertainty and Exchange Market Pressure: Evidence From China," SAGE Open, , vol. 12(1), pages 21582440211, January.
    4. Vandana Arya & Tony Cavoli & Ilke Onur, 2020. "Do managed exchange rates and monetary sterilization encourage capital inflows?," PLOS ONE, Public Library of Science, vol. 15(8), pages 1-11, August.
    5. Gnangnon, Sèna Kimm, 2022. "Effect of structural economic vulnerability on the participation in international trade," EconStor Preprints 262004, ZBW - Leibniz Information Centre for Economics.
    6. Pratik Datta & Shefali Malhotra & Shivangi Tyagi, 2017. "Judicial Review and Money Bills," Working Papers id:11774, eSocialSciences.
    7. Shiu‐Sheng Chen & Tzu‐Yu Lin, 2019. "Do Exchange Rate Shocks Have Asymmetric Effects on Reserve Accumulation? Evidence from Emerging Markets," Scandinavian Journal of Economics, Wiley Blackwell, vol. 121(4), pages 1561-1586, October.
    8. Michael Melvin & Frank Westermann, 2020. "Chinese Exchange Rate Policy: Lessons for Global Investors," CESifo Working Paper Series 8493, CESifo.
    9. Suman Das & Saikat Sinha Roy, 2021. "Predicting regime switching in BRICS currency volatility: a Markov switching autoregressive approach," DECISION: Official Journal of the Indian Institute of Management Calcutta, Springer;Indian Institute of Management Calcutta, vol. 48(2), pages 165-180, June.
    10. Shikha Singh & Mandira Sarma, 2020. "Financial Structure and Stability: An Empirical Exploration," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 9(special i), pages 9-32.
    11. Sèna Kimm Gnangnon, 2022. "Export diversification and financial openness," International Economics and Economic Policy, Springer, vol. 19(4), pages 675-717, October.
    12. Shawkat Hammoudeh & Walid Mensi & Jin Seo Cho, 2022. "Spillovers between exchange rate pressure and CDS bid-ask spreads, reserve assets and oil prices using the quantile ARDL model," International Economics, CEPII research center, issue 170, pages 66-78.
    13. Georgiadis, Georgios & Zhu, Feng, 2021. "Foreign-currency exposures and the financial channel of exchange rates: Eroding monetary policy autonomy in small open economies?," Journal of International Money and Finance, Elsevier, vol. 110(C).
    14. Aftab, Muhammad & Phylaktis, Kate, 2022. "Economic integration and exchange market pressure in a policy uncertain world," Journal of International Money and Finance, Elsevier, vol. 128(C).
    15. Sèna Kimm Gnangnon, 2021. "Exchange rate pressure, fiscal redistribution and poverty in developing countries," Economic Change and Restructuring, Springer, vol. 54(4), pages 1173-1203, November.
    16. Patnaik, Ila & Sengupta, Rajeswari, 2021. "Analysing India's Exchange Rate Regime," Working Papers 21/353, National Institute of Public Finance and Policy.
    17. Linda S. Goldberg & Signe Krogstrup, 2018. "International capital flow pressures," Staff Reports 834, Federal Reserve Bank of New York.
    18. Keefe, Helena Glebocki, 2021. "The transmission of global monetary and credit shocks on exchange market pressure in emerging markets and developing economies," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 72(C).
    19. Hassan Almahmood & Munif Al Munyif & Thomas D. Willett, 2018. "Most Speculative Attacks Do Not Succeed: Currency Crises and Currency Crashes," Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd., vol. 9(01n02), pages 1-9, February.
    20. Rao, M. Govinda & Kumar, Sudhanshu, 2017. "Envisioning Tax Policy for Accelerated Development in India," Working Papers 17/190, National Institute of Public Finance and Policy.
    21. Almahmood, Hassan & Bird, Graham & Willett, Thomas D., 2020. "The relationship between currency crises and capital flow reversals: An empirical examination," International Review of Economics & Finance, Elsevier, vol. 69(C), pages 419-434.
    22. Ozcelebi, Oguzhan, 2020. "Assessing the impacts of financial stress index of developed countries on the exchange market pressure index of emerging countries," International Review of Economics & Finance, Elsevier, vol. 70(C), pages 288-302.
    23. Patnaik , Ila & Pundit, Madhavi, 2019. "Financial Shocks and Exchange Market Pressure," ADB Economics Working Paper Series 581, Asian Development Bank.

  14. Smriti Parsheera & Ajay Shah & Avirup Bose, 2017. "Competition Issues in India's Online Economy," Working Papers id:11772, eSocialSciences.

    Cited by:

    1. Regy, Prasanth V. & Roy, Shubho, 2017. "Understanding Judicial Delays in Debt Tribunals," Working Papers 17/195, National Institute of Public Finance and Policy.

  15. Pandey, Radhika & Patnaik, Ila & Shah, Ajay, 2016. "Dating Business Cycles in India," Working Papers 16/175, National Institute of Public Finance and Policy.

    Cited by:

    1. Quintero Otero, Jorge David & Padilla Sierra, Alcides de Jesús, 2024. "Impacto de la sincronización sub-nacional sobre el comportamiento de los ciclos nacionales en economías emergentes con inflación objetivo," Documentos Departamento de Economía 54, Universidad del Norte.
    2. Ritabrata Bose & Ashima Goyal, 2020. "Disaggregated Indian industrial cycles: A Spectral analysis," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2020-033, Indira Gandhi Institute of Development Research, Mumbai, India.
    3. Aakriti Mathur & Rajeswari Sengupta, 2019. "Analysing monetary policy statements of the Reserve Bank of India," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2019-012, Indira Gandhi Institute of Development Research, Mumbai, India.
    4. Sharma, Ram Sewak, 2016. "UIDAI's Public Policy Innovations," Working Papers 16/176, National Institute of Public Finance and Policy.
    5. Sengupta, Rajeswari & Vardhan, Harsh, 2017. "Non-performing assets in Indian Banks: This time it is different," MPRA Paper 81403, University Library of Munich, Germany, revised 16 Sep 2017.
    6. Kaveri Krishnan & Sankarshan Basu & Ashok Thampy, 2020. "Has the Global Financial Crisis Changed the Market Response to Credit Ratings? Evidence from an Emerging Market," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 19(1), pages 7-32, April.
    7. Kshitiz Mishra & Partha Chatterjee, 2021. "Monetary Business Cycle Accounting Analysis of Indian Economy," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 19(3), pages 471-491, September.
    8. Pattanaik, Arpita & Rajeswari Sengupta, 2018. "Business cycle effect on leverage: A study of Indian non-financial firms," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2018-001, Indira Gandhi Institute of Development Research, Mumbai, India.
    9. Nouran Hussein & Jasmin Fouad, 2020. "When the Art of Macroeconomic Management Confronts the Evolution of Business Cycles: Zooming into the Egyptian Case," International Journal of Business and Management, International Institute of Social and Economic Sciences, vol. 8(1), pages 11-34, May.
    10. Pandey, Radhika & Patnaik, Ila & Shah, Ajay, 2019. "Measuring business cycle conditions in India," Working Papers 19/269, National Institute of Public Finance and Policy.
    11. Pandey, Radhika & Patnaik, Ila & Shah, Ajay, 2018. "Business Cycle Measurement in India," Working Papers 18/221, National Institute of Public Finance and Policy.
    12. Utso Pal Mustafi & Rajeswari Sengupta, 2020. "Regime changes in Indias monetary policy and Tenures of RBI governors," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2020-011, Indira Gandhi Institute of Development Research, Mumbai, India.
    13. Saini, Seema & Ahmad, Wasim & Bekiros, Stelios, 2021. "Understanding the credit cycle and business cycle dynamics in India," International Review of Economics & Finance, Elsevier, vol. 76(C), pages 988-1006.

  16. Bhattacharya, Rudrani & Pandey, Radhika & Patnaik, Ila & Shah, Ajay, 2016. "Seasonal adjustment of Indian macroeconomic time-series," Working Papers 16/160, National Institute of Public Finance and Policy.

    Cited by:

    1. Pandey, Radhika & Patnaik, Ila & Shah, Ajay, 2019. "Measuring business cycle conditions in India," Working Papers 19/269, National Institute of Public Finance and Policy.
    2. Pandey, Radhika & Patnaik, Ila & Shah, Ajay, 2018. "Business Cycle Measurement in India," Working Papers 18/221, National Institute of Public Finance and Policy.

  17. Patnaik, Ila & Shah, Ajay & Singh, Nirvikar, 2016. "Foreign Currency Borrowing by Indian Firms: Towards a New Policy Framework," Working Papers 16/167, National Institute of Public Finance and Policy.

    Cited by:

    1. Bose, Udichibarna & Mallick, Sushanta & Tsoukas, Serafeim, 2020. "Does easing access to foreign financing matter for firm performance?," Journal of Corporate Finance, Elsevier, vol. 64(C).
    2. Shesadri Banerjee & M S Mohanty, 2021. "US monetary policy and the financial channel of the exchange rate: evidence from India," BIS Working Papers 945, Bank for International Settlements.
    3. Dhananjaya K & Krishna Raj, 2018. "Market value and capital structure: A study of Indian manufacturing firms," Working Papers 421, Institute for Social and Economic Change, Bangalore.
    4. Rao, R. Kavita & Tandon, Suranjali, 2016. "Revisiting the tax compliance problem using prospect theory," Working Papers 16/169, National Institute of Public Finance and Policy.

  18. Radhika Pandey & Gurnain Pasricha & Ila Patnaik & Ajay Shah, 2015. "Motivations for Capital Controls and Their Effectiveness," Staff Working Papers 15-5, Bank of Canada.

    Cited by:

    1. Smita Roy Trivedi, 2021. "Political Stability and the Effectiveness of Currency Based Macro Prudential Measures," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 28(2), pages 319-332, June.
    2. Radhika Pandey & Rajeswari Sengupta & Aatmin Shah & Bhargavi Zaveri, 2019. "Evolution of capital controls on foreign institutional investment in India," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2019-034, Indira Gandhi Institute of Development Research, Mumbai, India.
    3. Gregory Bauer & Gurnain Pasricha & Rodrigo Sekkel & Yaz Terajima, 2016. "The Global Financial Cycle, Monetary Policies and Macroprudential Regulations in Small, Open Economies," Staff Working Papers 16-38, Bank of Canada.
    4. Nidhi Aggarwal & Sanchit Arora & Rajeswari Sengupta, 2021. "Capital account liberalisation in a large emerging economy: An Analysis of onshore-offshore arbitrage," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2021-013, Indira Gandhi Institute of Development Research, Mumbai, India.
    5. Patnaik, Ila & Shah, Ajay & Singh, Nirvikar, 2016. "Foreign Currency Borrowing by Indian Firms: Toward a New Policy Framework," India Policy Forum, National Council of Applied Economic Research, vol. 12(1), pages 139-186.
    6. R.Kavita Rao & Suranjali Tandon, 2016. "Revisiting the Tax Compliance Problem using Prospect Theory," Working Papers id:11225, eSocialSciences.
    7. Daniel Carvalho & Etienne Lepers & Rogelio Jr Mercado, 2021. "Taming the "Capital Flows-Credit Nexus": A Sectoral Approach," Trinity Economics Papers tep0921, Trinity College Dublin, Department of Economics.
    8. Stephanie Guichard, 2017. "10 Years after the Global Financial Crisis: What Have We Learnt About International Capital Flows?," Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd., vol. 8(03), pages 1-30, October.
    9. Gurnain Pasricha & Matteo Falagiarda & Martin Bijsterbosch & Joshua Aizenman, 2015. "Domestic and Multilateral Effects of Capital Controls in Emerging Markets," NBER Working Papers 20822, National Bureau of Economic Research, Inc.
    10. Lucas Hafemann, 2021. "Prudential Policies in the Eurozone: A Propensity Score Matching Approach," MAGKS Papers on Economics 202109, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
    11. Shekhar Hari Kumar & Ila Patnaik, 2018. "Internationalisation of the Rupee," Working Papers id:12551, eSocialSciences.
    12. James Fudurich & Lena Suchanek & Lise Pichette, 2021. "Adoption of digital technologies: Insights from a global survey initiative," Discussion Papers 2021-7, Bank of Canada.
    13. Koppenberg, Maximilian & Hirsch, Stefan & Finger, Robert, 2023. "Effects of the debate on glyphosate's carcinogenic risk on pesticide producers' share prices," Ecological Economics, Elsevier, vol. 212(C).
    14. Norring, Anni, 2022. "Taming the tides of capital: Review of capital controls and macroprudential policy in emerging economies," BoF Economics Review 1/2022, Bank of Finland.
    15. Ashis Kumar Pradhan & Gourishankar S Hiremath, 2020. "Do external commercial borrowings and financial development affect exports?," Cogent Business & Management, Taylor & Francis Journals, vol. 7(1), pages 1796269-179, January.
    16. Milena Kabza & Konrad Kostrzewa, 2016. "Prudential measures in dealing with capital flows – case of Poland," NBP Working Papers 244, Narodowy Bank Polski.
    17. LAHLOU, Kamal, 2019. "Processus de libéralisation du compte capital: évolutions et défis pour l’économie marocaine," Document de travail 2019-2, Bank Al-Maghrib, Département de la Recherche.
    18. Das, Mitali & Ordal, Hailey, 2022. "Macroeconomic stability or financial stability: How are capital controls used? Insights from a new database," Journal of Financial Stability, Elsevier, vol. 63(C).
    19. Rao, R. Kavita & Tandon, Suranjali, 2016. "Revisiting the tax compliance problem using prospect theory," Working Papers 16/169, National Institute of Public Finance and Policy.

  19. Ila Patnaik & Ajay Shah, 2013. "The Investment Technology of Foreign and Domestic Institutional Investors in an Emerging Market," IMF Working Papers 2013/090, International Monetary Fund.

    Cited by:

    1. Chacko Jacob & Jijo Lukose P.J., 2018. "Institutional Ownership and Dividend Payout in Emerging Markets: Evidence from India," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 17(1_suppl), pages 54-82, April.
    2. Chada, Swechha, 2023. "Economic policy uncertainties and institutional ownership in India," The Journal of Economic Asymmetries, Elsevier, vol. 27(C).
    3. Hidaya Othmani, 2022. "Foreign institutional ownership and bank performance: Evidence from Tunisia," African Development Review, African Development Bank, vol. 34(1), pages 42-53, March.
    4. Bhattacharya, Rudrani & Pandey, Radhika & Patnaik, Ila & Shah, Ajay, 2016. "Seasonal adjustment of Indian macroeconomic time-series," Working Papers 16/160, National Institute of Public Finance and Policy.
    5. Panicker, Vidya Sukumara & Upadhyayula, Rajesh Srinivas & Sivakumar, Sandeep, 2022. "Internationalization of hybrid state-owned enterprises from emerging markets: Institutional investors as enablers," Journal of Business Research, Elsevier, vol. 151(C), pages 409-422.
    6. Bhaskar Chhimwal & Varadraj Bapat, 2021. "Comparative Study of Momentum and Contrarian Behavior of Different Investors: Evidence from the Indian Market," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 28(1), pages 19-53, March.

  20. Gupta, Apoorva & Patnaik, Ila & Shah, Ajay, 2013. "Learning by Exporting: Evidence from India," Working Papers on Regional Economic Integration 119, Asian Development Bank.

    Cited by:

    1. Cunha, P.A.M.F.V., 2005. "The value of cooperation : Studies on the performance outcomes of interorganizational alliances," Other publications TiSEM 59466e6c-1920-461e-b5e9-b, Tilburg University, School of Economics and Management.
    2. Fatou Cisse, 2017. "Do Firms Learn by Exporting or Learn to Export? Evidence from Senegalese Manufacturing Firms," Journal of African Development, African Finance and Economic Association (AFEA), vol. 19(1), pages 133-160.
    3. Ma, Yulong & Sun, Huey-Lian & Tang, Alex P., 2003. "The stock return effect of political risk event on foreign joint ventures: evidence from the Tiananmen Square Incident," Global Finance Journal, Elsevier, vol. 14(1), pages 49-64, May.
    4. Sharma, Chandan, 2018. "Exporting, access of foreign technology, and firms’ performance: Searching the link in Indian manufacturing," The Quarterly Review of Economics and Finance, Elsevier, vol. 68(C), pages 46-62.
    5. Bishwanath Goldar & Yashobanta Parida & Deepika Sehdev, 2017. "Reduction in Carbon Emissions Intensity and Impact on Export Competitiveness: Evidence from Indian Manufacturing Firms," Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd., vol. 8(02), pages 1-30, June.
    6. Lai, Jung-Ho & Chang, Shao-Chi & Chen, Sheng-Syan, 2010. "Is experience valuable in international strategic alliances?," Journal of International Management, Elsevier, vol. 16(3), pages 247-261, September.
    7. Xavier Meschi, 2005. "Apprentissage d’expériences des partenaires et survie des coentreprises," Revue Finance Contrôle Stratégie, revues.org, vol. 8(4), pages 121-152, December.
    8. Ehouman Williams V. Ahouakan & M'Baye Diene, 2017. "Does School Quality Matter? Primary Schools Characteristics and Child Labour Intensity in Senegal," Journal of African Development, African Finance and Economic Association (AFEA), vol. 19(1), pages 113-131.

  21. Ila Patnaik & Ajay Shah & Mr. Nirvikar Singh, 2013. "Foreign Investors Under Stress: Evidence from India," IMF Working Papers 2013/122, International Monetary Fund.

    Cited by:

    1. Isabelle Aranditha Gusdinar & Deddy Priatmodjo Koesrindartoto, 2014. "Institutional Investors Trading Strategy in Indonesia’s Government Bond Market During the 2008 Crisis," Asian Academy of Management Journal of Accounting and Finance (AAMJAF), Penerbit Universiti Sains Malaysia, vol. 10(1), pages 21-44.
    2. Pandey, Radhika & Pasricha, Gurnain K. & Patnaik, Ila & Shah, Ajay, 2016. "Motivations for capital controls and their effectiveness," Working Papers 16/168, National Institute of Public Finance and Policy.
    3. Lakdawala, Aeimit, 2021. "The growing impact of US monetary policy on emerging financial markets: Evidence from India," Journal of International Money and Finance, Elsevier, vol. 119(C).
    4. Ashish Kumar Garg & Subrata Kumar Mitra & Dilip Kumar, 2016. "Do foreign institutional investors herd in emerging markets? A study of individual stocks," DECISION: Official Journal of the Indian Institute of Management Calcutta, Springer;Indian Institute of Management Calcutta, vol. 43(3), pages 281-300, September.
    5. Ugo Rossi & Arturo Di Bella, 2017. "Start-up urbanism: New York, Rio de Janeiro and the global urbanization of technology-based economies," Environment and Planning A, , vol. 49(5), pages 999-1018, May.
    6. Elisa Di Febo & Matteo Foglia & Eliana Angelini, 2021. "Tail Risk and Extreme Events: Connections between Oil and Clean Energy," Risks, MDPI, vol. 9(2), pages 1-13, February.
    7. Anick Yaha & Nirvikar Singh & Jean Paul Rabanal, 2017. "How Do Extreme Global Shocks Affect Foreign Portfolio Investment? An Event Study for India," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 53(8), pages 1923-1938, August.

  22. Sanjay Banerji & Krishna Gangopadhyay & Ila Patnaik & Ajay Shah, 2012. "New Thinking on Corporate Bond Market in India," Working Papers id:5061, eSocialSciences.

    Cited by:

    1. Rajeswari Sengupta & Vaibhav Anand, 2014. "Corporate debt market in India: Lessons from the South African experience," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2014-029, Indira Gandhi Institute of Development Research, Mumbai, India.
    2. Pradeepta Sethi, 2018. "Paradox of external finance in the Indian manufacturing sector," Journal of Financial Economic Policy, Emerald Group Publishing Limited, vol. 10(1), pages 95-111, April.
    3. Prachi Mishra & Peter Montiel & Rajeswari Sengupta, 2016. "Monetary transmission in developing countries: Evidence from India," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2016-008, Indira Gandhi Institute of Development Research, Mumbai, India.

  23. Patnaik, Ila & Shah, Ajay, 2011. "Did the Indian capital controls work as a tool of macroeconomic policy?," Working Papers 11/87, National Institute of Public Finance and Policy.

    Cited by:

    1. Rudrani Bhattacharya & Ila Patnaik, 2016. "Financial Inclusion, Productivity Shocks, and Consumption Volatility in Emerging Economies," The World Bank Economic Review, World Bank, vol. 30(1), pages 171-201.
    2. Joshua Aizenman & Gurnain Kaur Pasricha, 2013. "Why do emerging markets liberalize capital outflow controls? Fiscal versus net capital flow concerns," NBER Working Papers 18879, National Bureau of Economic Research, Inc.
    3. Rajeswari Sengupta & Abhijit Sen Gupta, 2015. "Policy Tradeoffs in an Open Economy and the Role of G-20 in Global Macroeconomic Policy Coordination," Working Papers id:7663, eSocialSciences.
    4. Shekhar Hari Kumar & Ila Patnaik, 2018. "Internationalisation of the Rupee," Working Papers id:12551, eSocialSciences.
    5. Hemantkumar P. Bulsara & Vaishali Samir Dhingra & Shailesh Gandhi, 2015. "Dynamic Interactions between Foreign Institutional Investment Flows and Stock Market Returns – The Case of India," Contemporary Economics, University of Economics and Human Sciences in Warsaw., vol. 9(3), September.
    6. Patnaik, Ila & Malik, Sarat & Pandey, Radhika & Prateek, 2013. "Foreign investment in the Indian Government bond market," Working Papers 13/126, National Institute of Public Finance and Policy.
    7. Rajeswari Sengupta & Abhijit Sen Gupta, 2019. "Alternate instruments to manage the capital flow conundrum: A study of selected Asian economies," Pacific Economic Review, Wiley Blackwell, vol. 24(2), pages 241-268, May.
    8. Bhattacharya, Rudrani & Patnaik, Ila & Pundit, Madhavi, 2013. "Emerging economy business cycles: Financial integration and terms of trade shocks," Working Papers 13/120, National Institute of Public Finance and Policy.
    9. Yoshino, Naoyuki & Kaji, Sahoko & Asonuma, Tamon, 2015. "Adjustments of Capital Account Restrictions and Exchange Rate Regimes in East Asia," ADBI Working Papers 518, Asian Development Bank Institute.
    10. Sen Gupta, Abhijit & Sengupta, Rajeswari, 2013. "Management of Capital Flows in India: 1990-2011," MPRA Paper 46217, University Library of Munich, Germany.
    11. Menzie Chinn, 2015. "Emerging Market Economies and the Next Reserve Currencies," Open Economies Review, Springer, vol. 26(1), pages 155-174, February.
    12. Anick Yaha & Nirvikar Singh & Jean Paul Rabanal, 2017. "How Do Extreme Global Shocks Affect Foreign Portfolio Investment? An Event Study for India," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 53(8), pages 1923-1938, August.

  24. Ila Patnaik & Ajay Shah & Rudrani Bhattacharya, 2011. "Monetary Policy Transmission in an Emerging Market Setting," IMF Working Papers 2011/005, International Monetary Fund.

    Cited by:

    1. Habiyaremye, Alexis & Jacobs, Peter & Molewa, Olebogeng & Lekomanyane, Pelontle, 2021. "Macroeconomic stimulus packages and income inequality in developing countries: Lessons from the 2007-9 Great Recession for the Covid-19 crisis in South Africa," MERIT Working Papers 2021-006, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
    2. Famoroti Jonathan Olusegun & Adeleke Omolade, 2022. "Impact of monetary policy transmission mechanism in West African countries," Studia Universitatis „Vasile Goldis” Arad – Economics Series, Sciendo, vol. 32(1), pages 20-42, March.
    3. Holtemöller, Oliver & Mallick, Sushanta, 2016. "Global food prices and monetary policy in an emerging market economy: The case of India," Journal of Asian Economics, Elsevier, vol. 46(C), pages 56-70.
    4. Tafajul Hossain & Biswajit Maitra, 2020. "Monetary Policy, Trade Openness and Economic Growth in India Under Monetary-targeting and Multiple-indicator Approach Regimes," Arthaniti: Journal of Economic Theory and Practice, , vol. 19(1), pages 108-124, June.
    5. Muhammad Omer & Jakob de Haan & Bert Scholtens, 2014. "Impact of Interbank Liquidity on Monetary Transmission Mechanism: A Case Study of Pakistan," SBP Working Paper Series 70, State Bank of Pakistan, Research Department.
    6. Sara Shahraki & Ahmad Sabahi & Mohammad Hossein Mahdavi Adeli & Mostafa Salimifar, 2016. "Currency Substitution Theory, a New Chanel to Enter the Exchange Rate as the Monetary Transmission Mechanism," Economic Analysis Working Papers (2002-2010). Atlantic Review of Economics (2011-2016), Colexio de Economistas de A Coruña, Spain and Fundación Una Galicia Moderna, vol. 2, pages 1-1, December.
    7. Jamilov, Rustam, 2012. "Channels of Monetary Transmission in the CIS," MPRA Paper 39568, University Library of Munich, Germany.
    8. Adebayo Augustine Kutu & Harold Ngalawa, 2016. "Monetary Policy Shocks And Industrial Output In Brics Countries," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, vol. 66(3), pages 3-24, July-Sept.
    9. Gilles Dufrénot & William Ginn & Marc Pourroy, 2023. "ENSO Climate Patterns on Global Economic Conditions," Working Papers hal-04064759, HAL.
    10. Roy, Ripon & Bashar, Omar H.N.M. & Bhattacharya, Prasad Sankar, 2023. "The cross-industry effects of monetary policy: New evidence from Bangladesh," Economic Modelling, Elsevier, vol. 127(C).
    11. Bhattacharya, Rudrani & Jain, Richa, 2020. "Can monetary policy stabilise food inflation? Evidence from advanced and emerging economies," Economic Modelling, Elsevier, vol. 89(C), pages 122-141.
    12. Jounghyeon Kim, 2012. "Monetary and Exchange Rate Policy in the Aftermath of the Asian Financial Crisis: The Case of Korea," Korean Economic Review, Korean Economic Association, vol. 28, pages 91-116.
    13. Lan Nguyen, Thi Mai & Papyrakis, Elissaios & van Bergeijk, Peter A.G., 2021. "Publication bias in the price effects of monetary policy: A meta-regression analysis for emerging and developing economies," International Review of Economics & Finance, Elsevier, vol. 71(C), pages 567-583.
    14. Kumar, Ankit & Dash, Pradyumna, 2020. "Changing transmission of monetary policy on disaggregate inflation in India," Economic Modelling, Elsevier, vol. 92(C), pages 109-125.
    15. Bhattacharya. Rudrani, 2017. "Effectiveness of monetary policy in stabilising food inflation: Evidence from advanced and emerging economies," Working Papers 17/209, National Institute of Public Finance and Policy.
    16. Abdul Jalil, 2021. "Drivers of Inflation: From Roots to Regressions," PIDE Knowledge Brief 2021:38, Pakistan Institute of Development Economics.
    17. Yilmazkuday, Hakan, 2022. "Drivers of Turkish inflation," The Quarterly Review of Economics and Finance, Elsevier, vol. 84(C), pages 315-323.
    18. Bhattacharya, Rudrani, 2024. "How did Transition to the GST Regime Affect Inflation in India?," Working Papers 24/405, National Institute of Public Finance and Policy.
    19. Konov, Joshua Ioji, 2012. "Market Economy under Rapid Globalization and Rising Productivity," MPRA Paper 48750, University Library of Munich, Germany.
    20. Ranjan Kumar Mohanty & N R Bhanumurthy, 2020. "Asymmetric Monetary Policy Transmission in India:Does Financial Friction Matter?," BASE University Working Papers 03/2020, BASE University, Bengaluru, India.
    21. Alpaslan, Baris & Demirel, Baki, 2014. "Exchange Rate Pass-Through Effect on Prices and Inflation Targeting: A Comparison of Emerging Market Economies," MPRA Paper 53726, University Library of Munich, Germany.
    22. Jiang, Jiadan & Kim, David, 2013. "Exchange rate pass-through to inflation in China," Economic Modelling, Elsevier, vol. 33(C), pages 900-912.
    23. Bhattacharya, Rudrani & Tripathi, Shruti & Chowdhury, Sahana Roy, 2019. "Financial structure, institutional quality and monetary policy transmission: A Meta-Analysis," Working Papers 19/274, National Institute of Public Finance and Policy.
    24. Joshua Ioji Konov, 2013. "Enhancing Markets (i.e. Economies) Transmissionability to Optimize Monetary Policies’ Effect," EY International Congress on Economics I (EYC2013), October 24-25, 2013, Ankara, Turkey 205, Ekonomik Yaklasim Association.
    25. Afrin, Sadia, 2017. "Monetary policy transmission in Bangladesh: Exploring the lending channel," Journal of Asian Economics, Elsevier, vol. 49(C), pages 60-80.
    26. Khundrakpam, Jeevan Kumar & Jain, Rajeev, 2012. "Monetary Policy Transmission in India: A Peep Inside the Black Box," MPRA Paper 50903, University Library of Munich, Germany.
    27. Singh, Sunny Kumar & Rao, D. Tripati, 2014. "Sectoral effects of monetary policy shock: evidence from India," MPRA Paper 62069, University Library of Munich, Germany.
    28. Chundakkadan, Radeef & Sasidharan, Subash, 2020. "Central bank's liquidity provision and firms' financial constraints," Economic Modelling, Elsevier, vol. 89(C), pages 245-255.
    29. Khraief, Naceur & Shahbaz, Muhammad & Mahalik, Mantu Kumar & Bhattacharya, Mita, 2021. "Movements of oil prices and exchange rates in China and India: New evidence from wavelet-based, non-linear, autoregressive distributed lag estimations," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 563(C).
    30. Holtemöller, Oliver & Mallick, Sushanta, 2015. "Global Food Prices and Business Cycle Dynamics in an Emerging Market Economy," IWH Discussion Papers 15/2015, Halle Institute for Economic Research (IWH).
    31. Hossein-Ali Fakher, 2016. "The Empirical Relationship between Fiscal Deficits and Inflation (Case Study: Selected Asian Economies)," Iranian Economic Review (IER), Faculty of Economics,University of Tehran.Tehran,Iran, vol. 20(4), pages 551-579, Autumn.
    32. Patrick, Chileshe M. & Akanabi, Olusegun Ayodele, 2017. "The Impact of Informal Economy on the Interest Rate Pass-through: Evidence from an ARDL model," African Journal of Economic Review, African Journal of Economic Review, vol. 5(2), July.
    33. Rajendra Narayan Paramanik & Bandi Kamaiah, 2014. "A Structural Vector Autoregression Model for Monetary Policy Analysis in India," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 8(4), pages 401-429, November.
    34. Bruno Ćorić & Lena Malešević Perović & Vladimir Šimić, 2016. "Openness and the Strength of Monetary Transmission: International Evidence," Acta Oeconomica, Akadémiai Kiadó, Hungary, vol. 66(4), pages 639-659, December.
    35. André Nassif & Carmem Feijó & Eliane Araújo, 2011. "The trend of the real exchange rate overvaluation in open emerging economies: the case of Brazil," Working Papers 0111, Universidade Federal do Paraná, Department of Economics.
    36. Sayan Banerjee, 2017. "A Financial Condition Index for India through Incorporation of Commercial Bank and Other Lending," International Journal of Economics and Financial Issues, Econjournals, vol. 7(4), pages 526-529.
    37. Bhattacharya, Rudrani, 2023. "Does Monetary Policy in India Anchor Inflation Expectation?," Working Papers 23/395, National Institute of Public Finance and Policy.
    38. Wei Yunjie & Sun Shaolong & Lai Kin Keung & Abbas Ghulam, 2018. "A KELM-Based Ensemble Learning Approach for Exchange Rate Forecasting," Journal of Systems Science and Information, De Gruyter, vol. 6(4), pages 289-301, August.
    39. Pierre Monnin & Alexander Barkawi, 2015. "Monetary Policy and Sustainability. The Case of Bangladesh," Discussion Notes 1501, Council on Economic Policies.
    40. Thi Mai Lan Nguyen, 2020. "Output Effects of Monetary Policy in Emerging and Developing Countries: Evidence from a Meta-Analysis," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 56(1), pages 68-85, January.
    41. Bhattacharya, Rudrani & Patnaik,Ila, 2014. "Monetary policy analysis in an inflation targeting framework in emerging economies: The case of India," Working Papers 14/131, National Institute of Public Finance and Policy.
    42. Gilles Dufrénot & William Ginn & Marc Pourroy, 2021. "The Effect of ENSO Shocks on Commodity Prices: A Multi-Time Scale Approach," AMSE Working Papers 2130, Aix-Marseille School of Economics, France.
    43. Li, Huan & Ni, Jinlan & Xu, Yueli & Zhan, Minghua, 2021. "Monetary policy and its transmission channels: Evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 68(C).
    44. Md Gyasuddin Ansari & Rudra Sensarma, 2021. "Response of Bank Lending to Monetary Policy in India: Does Liquidity Matter?Abstract: We examine the role of bank liquidity in monetary policy transmission in India. We apply threshold panel regressio," Working papers 428, Indian Institute of Management Kozhikode.
    45. Shelja Bhatia, 2023. "Bank capital channel of monetary policy: panel data evidence for India," Indian Economic Review, Springer, vol. 58(2), pages 423-443, September.

  25. Balasubramaniam, Vimal & Patnaik, Ila & Shah, Ajay, 2011. "Who cares about the Chinese Yuan?," Working Papers 11/89, National Institute of Public Finance and Policy.

    Cited by:

    1. Chang Shu & Dong He & Xiaoqiang Cheng, 2014. "One currency, two markets: the renminbi’s growing influence in Asia-Pacific," BIS Working Papers 446, Bank for International Settlements.
    2. Robert N McCauley & Chang Shu, 2018. "Recent RMB policy and currency co-movements," BIS Working Papers 727, Bank for International Settlements.
    3. Chang Sik Kim & Sunghyun Kim & Yunjong Wang, 2018. "RMB Bloc in East Asia: Too Early to Talk About It?," Asian Economic Papers, MIT Press, vol. 17(3), pages 31-48, Fall.
    4. Reuven Glick & Michael M. Hutchison, 2013. "China’s Financial Linkages with Asia and the Global Financial Crisis," Working Paper Series 2013-12, Federal Reserve Bank of San Francisco.
    5. Masahiro Kawai & Victor Pontines, 2014. "The Renminbi and Exchange Rate Regimes in East Asia," Macroeconomics Working Papers 24218, East Asian Bureau of Economic Research.
    6. Funke, Michael & Shu, Chang & Cheng, Xiaoqiang & Eraslan, Sercan, 2015. "Assessing the CNH–CNY pricing differential: Role of fundamentals, contagion and policy," Journal of International Money and Finance, Elsevier, vol. 59(C), pages 245-262.
    7. Subramanian Arvind & Kessler Martin, 2013. "The Renminbi Bloc is Here: Asia Down, Rest of the World to Go?," Journal of Globalization and Development, De Gruyter, vol. 4(1), pages 49-94, August.
    8. Hwee Kwan Chow, 2014. "Is the Renminbi Asia's Dominant Reference Currency? A Reconsideration," China Economic Policy Review (CEPR), World Scientific Publishing Co. Pte. Ltd., vol. 3(01), pages 1-20.
    9. He, Qing & Liu, Junyi & Yu, Jishuang, 2023. "Dancing with dragon: The RMB and developing economies’ currencies," Research in International Business and Finance, Elsevier, vol. 64(C).
    10. Kawai, Masahiro & Pontines, Victor, 2016. "Is there really a renminbi bloc in Asia?: A modified Frankel–Wei approach," Journal of International Money and Finance, Elsevier, vol. 62(C), pages 72-97.
    11. Kawai, Masahiro & Pontines, Victor, 2014. "Is There Really a Renminbi Bloc in Asia?," ADBI Working Papers 467, Asian Development Bank Institute.
    12. Lu, Changrong & Li, Jiaxiang & Liu, Lian & Yu, Fandi, 2023. "Spillover effect of the RMB and Non-USD currencies after the COVID-19 pandemic: Evidence captured from 30-minute high frequency data," International Review of Economics & Finance, Elsevier, vol. 84(C), pages 527-552.
    13. Ping Wang & Peijie Wang, 2022. "Assessment on estimations of currency basket weights—With coefficient correction for common factor dominance," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(1), pages 1401-1418, January.
    14. Shekhar Hari Kumar & Vimal Balasubramaniam & Ila Patnaik & Ajay Shah, 2020. "Who cares about the Renminbi?," 2020 Papers pha1373, Job Market Papers.

  26. Sane, Renuka & Shah, Ajay, 2011. "Civil service and military pensions in India," CIS Discussion paper series 518, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.

    Cited by:

    1. Renuka Sane & Susan Thomas, 2013. "In search of inclusion: informal sector participation in a voluntary, defined contribution pension system," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2013-022, Indira Gandhi Institute of Development Research, Mumbai, India.
    2. Sheila Rose Darmaraj & Suresh Narayanan, 2019. "The Long-Term Financial Sustainability of the Civil Service Pension Scheme in Malaysia," Asian Economic Papers, MIT Press, vol. 18(1), pages 155-178, Winter/Sp.

  27. Bhattacharya, Rudrani & Patnaik, Ila & Shah, Ajay, 2011. "Export versus FDI in services," Working Papers 11/77, National Institute of Public Finance and Policy.

    Cited by:

    1. Paulo Júlio & Ricardo Pinheiro-Alves & José Tavares, 2011. "FDI and institutional reform in Portugal," GEE Papers 0040, Gabinete de Estratégia e Estudos, Ministério da Economia, revised Sep 2011.
    2. Kiyoyasu Tanaka, 2015. "Firm Heterogeneity and FDI in Distribution Services," The World Economy, Wiley Blackwell, vol. 38(8), pages 1295-1311, August.
    3. Stefano Federico & Enrico Tosti, 2017. "Exporters and Importers of Services: Firm-Level Evidence on Italy," The World Economy, Wiley Blackwell, vol. 40(10), pages 2078-2096, October.
    4. Sleuwaegen, Leo & Smith, Peter M., 2021. "Service characteristics and the choice between exports and FDI: Evidence from Belgian firms," International Economics, Elsevier, vol. 168(C), pages 115-131.
    5. Andre Jungmittag, 2018. "Service Trade Restrictiveness and Internationalisation of Retail Trade," JRC Research Reports JRC113769, Joint Research Centre.
    6. Alessandro Moro & Enrico Tosti, 2020. "The determinants of service export behaviour in Italian non-financial firms," Questioni di Economia e Finanza (Occasional Papers) 577, Bank of Italy, Economic Research and International Relations Area.
    7. Joachim Wagner, 2014. "Exports, foreign direct investments and productivity: are services firms different?," The Service Industries Journal, Taylor & Francis Journals, vol. 34(1), pages 24-37, January.
    8. Apoorva Gupta & Ila Patnaik & Ajay Shah, 2018. "Exporting and firm performance: evidence from India," Indian Growth and Development Review, Emerald Group Publishing Limited, vol. 12(1), pages 83-104, December.
    9. Sarker, Bibhuti & Serieux, John, 2022. "Foreign-invested and domestic firm attributes and spillover effects: Evidence from Brazil," Journal of Multinational Financial Management, Elsevier, vol. 63(C).
    10. Markus Kelle & Horst Raff & Jörn Kleinert & Farid Toubal, 2013. "Cross-Border and Foreign Affiliate Sales of Services: Evidence from German Micro-Data," PSE-Ecole d'économie de Paris (Postprint) hal-00860199, HAL.
    11. Filomena Pietrovito & Alberto Franco Pozzolo & Luca Salvatici, 2016. "Internationalization choices: an ordered probit analysis at industry level," Empirical Economics, Springer, vol. 50(2), pages 561-594, March.
    12. Neil Foster-McGregor & Anders Isaksson & Florian Kaulich, 2013. "Importing, Exporting and the Productivity of Services Firms in Sub-Saharan Africa," wiiw Working Papers 98, The Vienna Institute for International Economic Studies, wiiw.
    13. Rouzet, Dorothée & Benz, Sebastian & Spinelli, Francesca, 2017. "Trading Firms and Trading Costs in Services: Firm-Level Analysis," Conference papers 332911, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
    14. Iza Lejárraga & Harald Oberhofer, 2015. "Performance of small- and medium-sized enterprises in services trade: evidence from French firms," Small Business Economics, Springer, vol. 45(3), pages 673-702, October.
    15. Wagner, Joachim, 2011. "International Trade and Firm Performance: A Survey of Empirical Studies since 2006," IZA Discussion Papers 5916, Institute of Labor Economics (IZA).
    16. Neil Foster-McGregor & Anders Isaksson & Florian Kaulich, 2013. "Outward Foreign Direct Investment, Exporting and Firm-Level Performance in Sub-Saharan Africa," wiiw Working Papers 97, The Vienna Institute for International Economic Studies, wiiw.
    17. Shao, Yanmin & Shang, Yan, 2016. "Decisions of OFDI Engagement and Location for Heterogeneous Multinational firms: Evidence from Chinese firms," Technological Forecasting and Social Change, Elsevier, vol. 112(C), pages 178-187.
    18. Conteduca, Francesco Paolo & Kazakova, Ekaterina, 2018. "Serving Abroad: Export, M&A, and Greenfield Investment," MPRA Paper 118700, University Library of Munich, Germany.

  28. Kelkar, Vijay & Shah, Ajay, 2011. "Indian social democracy: The resource perspective," Working Papers 11/82, National Institute of Public Finance and Policy.

    Cited by:

    1. Asian Development Bank (ADB), 2013. "Empowerment and Public Service Delivery in Developing Asia and the Pacific," ADB Reports RPT135565-3, Asian Development Bank (ADB), revised 15 May 2013.

  29. Shah, Ajay & Patnaik, Ila, 2011. "Reforming the Indian financial system," Working Papers 11/80, National Institute of Public Finance and Policy.

    Cited by:

    1. Pandey, Radhika & Patnaik, Ila, 2019. "Financial sector reforms in India," Working Papers 19/267, National Institute of Public Finance and Policy.
    2. Didier, Tatiana & Schmukler, Sergio L., 2013. "The financing and growth of firms in China and India : evidence from capital markets," Policy Research Working Paper Series 6401, The World Bank.
    3. Jeremy Greenwood & Juan M. Sanchez & Cheng Wang, 2012. "Quantifying the Impact of Financial Development on Economic Development," RCER Working Papers 572, University of Rochester - Center for Economic Research (RCER).

  30. Patnaik, Ila & Shah, Ajay & Veronese, Giovanni, 2011. "How to measure inflation in India?," Working Papers 11/83, National Institute of Public Finance and Policy.

    Cited by:

    1. Yanamandra, Venkataramana, 2015. "Exchange rate changes and inflation in India: What is the extent of exchange rate pass-through to imports?," Economic Analysis and Policy, Elsevier, vol. 47(C), pages 57-68.

  31. Richard Herd & Vincent Koen & Ila Patnaik & Ajay Shah, 2011. "Financial Sector Reform in India: Time for a Second Wave?," OECD Economics Department Working Papers 879, OECD Publishing.

    Cited by:

    1. Tzeremes, Nickolaos G., 2015. "Efficiency dynamics in Indian banking: A conditional directional distance approach," European Journal of Operational Research, Elsevier, vol. 240(3), pages 807-818.
    2. Fujii, Hidemichi & Managi, Shunsuke & Matousek, Roman, 2013. "Indian bank efficiency and productivity changes with undesirable outputs:A disaggregated approach," MPRA Paper 92657, University Library of Munich, Germany.
    3. Laura Jaramillo & Ms. Yuanyan S Zhang, 2013. "Real Money Investors and Sovereign Bond Yields," IMF Working Papers 2013/254, International Monetary Fund.
    4. Reddy, Kotapati Srinivasa & Nangia, Vinay Kumar & Agrawal, Rajat, 2013. "Indian economic-policy reforms, bank mergers, and lawful proposals: The ex-ante and ex-post ‘lookup’," Journal of Policy Modeling, Elsevier, vol. 35(4), pages 601-622.
    5. Sina Ehsani & Lalatendu Misra, 2013. "Substitution between Debt and Trade Credit in the Capital Structure Decision of Indian Firms," Working Papers 0223fin, College of Business, University of Texas at San Antonio.
    6. Shrimali, Gireesh & Nelson, David & Goel, Shobhit & Konda, Charith & Kumar, Raj, 2013. "Renewable deployment in India: Financing costs and implications for policy," Energy Policy, Elsevier, vol. 62(C), pages 28-43.
    7. Patnaik, Ila & Pandey, Radhika, 2019. "Savings and capital formation in India," Working Papers 19/271, National Institute of Public Finance and Policy.
    8. Kar, Sanjay Kumar & Sharma, Atul & Roy, Biswajit, 2016. "Solar energy market developments in India," Renewable and Sustainable Energy Reviews, Elsevier, vol. 62(C), pages 121-133.
    9. Reddy, Kotapati Srinivasa, 2015. "Macroeconomic Change, and Cross-border Mergers and Acquisitions: The Indian Experience, 1991-2010," MPRA Paper 63562, University Library of Munich, Germany, revised 2015.
    10. Mostak Ahamed, M., 2017. "Asset quality, non-interest income, and bank profitability: Evidence from Indian banks," Economic Modelling, Elsevier, vol. 63(C), pages 1-14.

  32. Ila Patnaik & Ajay Shah, 2011. "India's Financial Globalisation," IMF Working Papers 2011/007, International Monetary Fund.

    Cited by:

    1. Didier, Tatiana & Schmukler, Sergio L., 2013. "The financing and growth of firms in China and India : evidence from capital markets," Policy Research Working Paper Series 6401, The World Bank.
    2. Radhika Pandey & Rajeswari Sengupta & Aatmin Shah & Bhargavi Zaveri, 2019. "Evolution of capital controls on foreign institutional investment in India," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2019-034, Indira Gandhi Institute of Development Research, Mumbai, India.
    3. Ila Patnaik & Ajay Shah & Nirvikar Singh, 2013. "Foreign Investors under Stress: Evidence From India," International Finance, Wiley Blackwell, vol. 16(2), pages 213-244, June.

  33. Ila Patnaik & Ajay Shah, 2010. "Why India choked when Lehman broke," Finance Working Papers 22974, East Asian Bureau of Economic Research.

    Cited by:

    1. Patnaik, Ila & Shah, Ajay, 2011. "Did the Indian capital controls work as a tool of macroeconomic policy?," Working Papers 11/87, National Institute of Public Finance and Policy.
    2. Pandey, Radhika & Patnaik, Ila & Shah, Ajay, 2016. "Dating Business Cycles in India," Working Papers 16/175, National Institute of Public Finance and Policy.
    3. Patnaik, Ila & Shah, Ajay, 2010. "Asia Confronts the Impossible Trinity," ADBI Working Papers 204, Asian Development Bank Institute.
    4. Ila Patnaik & Ajay Shah, 2012. "Did the Indian Capital Controls Work as a Tool of Macroeconomic Policy?," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 60(3), pages 439-464, September.
    5. Abhijit Sen Gupta, 2011. "The Current State of Financial and Regulatory Frameworks in Asian Economies : The Case of India," Finance Working Papers 23233, East Asian Bureau of Economic Research.
    6. Shah, Ajay & Patnaik, Ila, 2011. "Reforming the Indian financial system," Working Papers 11/80, National Institute of Public Finance and Policy.
    7. Srinivasan Palamalai & Kalaivani Mariappan & Christopher Devakumar, 2014. "On the Temporal Causal Relationship Between Macroeconomic Variables," SAGE Open, , vol. 4(1), pages 21582440145, February.
    8. Ila Patnaik & Ajay Shah, 2011. "India's Financial Globalisation," IMF Working Papers 2011/007, International Monetary Fund.
    9. Thomas Willett, 2010. "Some lessons for economists from the financial crisis," Indian Growth and Development Review, Emerald Group Publishing Limited, vol. 3(2), pages 186-208, September.
    10. Patnaik, Ila & Pundit, Madhavi, 2014. "Is India's Long-Term Trend Growth Declining?," ADB Economics Working Paper Series 424, Asian Development Bank.
    11. Patnaik, Ila & Pundit, Madhavi, 2016. "Where is India's Growth Headed?," Working Papers 16/159, National Institute of Public Finance and Policy.
    12. Pandey, Radhika & Patnaik, Ila & Shah, Ajay, 2018. "Business Cycle Measurement in India," Working Papers 18/221, National Institute of Public Finance and Policy.
    13. Basu, Sanjay, 2011. "Comparing simulation models for market risk stress testing," European Journal of Operational Research, Elsevier, vol. 213(1), pages 329-339, August.

  34. Dilek Demirbas & Ila Patnaik & Ajay Shah, 2010. "Graduating to Globalisation : A Study of Southern Multinationals," Finance Working Papers 21854, East Asian Bureau of Economic Research.

    Cited by:

    1. Koray Aktas & Valeria Gattai, 2021. "Inward FDI, outward FDI, and firm-level performance in India," Working Papers 481, University of Milano-Bicocca, Department of Economics, revised Sep 2021.
    2. Bhattacharya, Rudrani & Patnaik, Ila & Shah, Ajay, 2011. "Export versus FDI in services," Working Papers 11/77, National Institute of Public Finance and Policy.
    3. Prajukta Tripathy & Pragyanrani Behera & Bikash Ranjan Mishra, 2023. "Study of linkages between productivity, export, and outward foreign direct investment: An empirical perspective of Indian manufacturing industries," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(2), pages 1527-1548, April.
    4. Patnaik, Ila & Shah, Ajay, 2010. "Why India choked when Lehman broke," Working Papers 10/63, National Institute of Public Finance and Policy.
    5. Filomena Pietrovito & Alberto Franco Pozzolo & Luca Salvatici, 2016. "Internationalization choices: an ordered probit analysis at industry level," Empirical Economics, Springer, vol. 50(2), pages 561-594, March.
    6. Aurora Teixeira & Cátia Coimbra, 2014. "The determinants of the internationalization speed of Portuguese university spin-offs: An empirical investigation," Journal of International Entrepreneurship, Springer, vol. 12(3), pages 270-308, September.
    7. International Monetary Fund, 2010. "Export Versus FDI in Services," IMF Working Papers 2010/290, International Monetary Fund.

  35. Shah, Ajay & Patnaik, Ila, 2010. "Stabilising the Indian business cycle," Working Papers 10/67, National Institute of Public Finance and Policy.

    Cited by:

    1. Pandey, Radhika & Patnaik, Ila & Shah, Ajay, 2016. "Dating Business Cycles in India," Working Papers 16/175, National Institute of Public Finance and Policy.
    2. Kelkar, Vijay & Shah, Ajay, 2011. "Indian social democracy: The resource perspective," Working Papers 11/82, National Institute of Public Finance and Policy.
    3. Pandey, Radhika & Patnaik, Ila & Shah, Ajay, 2018. "Business Cycle Measurement in India," Working Papers 18/221, National Institute of Public Finance and Policy.
    4. Ghate, Chetan & Pandey, Radhika & Patnaik, Ila, 2011. "Has India emerged? Business cycle facts from a transitioning economy," Working Papers 11/88, National Institute of Public Finance and Policy.

  36. Ajay Shah & Abhijit Sen Gupta & Ila Patnaik, 2010. "Determinants of Trade Misinvoicing," Working Papers id:3199, eSocialSciences.

    Cited by:

    1. Derek Kellenberg & Arik Levinson, 2016. "Misreporting Trade: Tariff Evasion, Corruption, and Auditing Standards," NBER Working Papers 22593, National Bureau of Economic Research, Inc.
    2. Steinkamp, Sven & Westermann, Frank, 2021. "Development aid and illicit capital flight: Evidence from Nepal," VfS Annual Conference 2021 (Virtual Conference): Climate Economics 242345, Verein für Socialpolitik / German Economic Association.
    3. Olle Östensson, 2018. "Misinvoicing in mineral trade: what do we really know?," Mineral Economics, Springer;Raw Materials Group (RMG);Luleå University of Technology, vol. 31(1), pages 77-86, May.
    4. Yin-Wong Cheung & Sven Steinkamp & Frank Westermann, 2019. "Capital Flight to Germany: Two Alternative Measures," IEER Working Papers 115, Institute of Empirical Economic Research, Osnabrueck University.
    5. Pragya Atri & Abhijit Sen Gupta, "undated". "Does Financial Sector Development Augment Cross Border Capital Flows?," Centre for International Trade and Development, Jawaharlal Nehru University, New Delhi Discussion Papers 18-02, Centre for International Trade and Development, Jawaharlal Nehru University, New Delhi, India.
    6. Mianshan Lai & Jia Hou, 2023. "Let us misinvoice more? The effect of de jure capital controls on trade misinvoicing," The World Economy, Wiley Blackwell, vol. 46(7), pages 2157-2186, July.
    7. Dujava, Daniel & Siranova, Maria, 2022. "Is it me or you? A deeper insight into profile of misreporting economies," The Quarterly Review of Economics and Finance, Elsevier, vol. 83(C), pages 10-25.
    8. Ajay Shah, 2023. "The journey of Indian finance," Working Papers 25, xKDR.
    9. Slim, Sadri, 2015. "Un modelo Mundell-Fleming con economía ilegal y lavado de dinero [Modeling illegal economy and money laundering: a Mundell-Fleming framework]," MPRA Paper 64675, University Library of Munich, Germany.
    10. Tehseen Ahmed Qureshi & Zafar Mahmood, 2016. "The Magnitude of Trade Misinvoicing and Resulting Revenue Loss in Pakistan," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 21(2), pages 1-30, July-Dec.
    11. Tandon, Suranjali & Rao, R. Kavita, 2017. "Trade Misinvoicing: What can we Measure?," Working Papers 17/200, National Institute of Public Finance and Policy.
    12. Suranjali Tandon & R. Kavita Rao, 2017. "Trade Misinvoicing: What can we measure?," Working Papers id:12152, eSocialSciences.
    13. Qureshi, Tehseen Ahmed & Mahmood, Zafar, 2015. "The Size of Trade Misinvoicing in Pakistan," MPRA Paper 65801, University Library of Munich, Germany.

  37. Ila Patnaik & Ajay Shah & Anmol Sethy & Vimal Balasubramaniam, 2010. "The exchange rate regime in Asia : From Crisis to Crisis," Finance Working Papers 21852, East Asian Bureau of Economic Research.

    Cited by:

    1. Paudel, Ramesh C. & Burke, Paul J., 2015. "Exchange rate policy and export performance in a landlocked developing country: The case of Nepal," Journal of Asian Economics, Elsevier, vol. 38(C), pages 55-63.
    2. Zeyyad Mandalinci, 2015. "Forecasting Inflation in Emerging Markets: An Evaluation of Alternative Models," CReMFi Discussion Papers 3, CReMFi, School of Economics and Finance, QMUL.
    3. Mr. Manuk Ghazanchyan & Ms. Janet Gale Stotsky & Qianqian Zhang, 2015. "A New Look at the Determinants of Growth in Asian Countries," IMF Working Papers 2015/195, International Monetary Fund.
    4. Prachi Mishra & Peter Montiel & Rajeswari Sengupta, 2016. "Monetary transmission in developing countries: Evidence from India," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2016-008, Indira Gandhi Institute of Development Research, Mumbai, India.
    5. Balasubramaniam, Vimal & Patnaik, Ila & Shah, Ajay, 2011. "Who cares about the Chinese Yuan?," Working Papers 11/89, National Institute of Public Finance and Policy.
    6. Ila Patnaik & Ajay Shah, 2012. "Did the Indian Capital Controls Work as a Tool of Macroeconomic Policy?," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 60(3), pages 439-464, September.
    7. Joshua Aizenman & Rajeswari Sengupta, 2013. "Financial Trilemma in China and a Comparative Analysis with India," Pacific Economic Review, Wiley Blackwell, vol. 18(2), pages 123-146, May.
    8. Yana Valeryevna Dyomina, 2018. "The Effect of Currency Policy on Portfolio Investments in East Asia Countries," Spatial Economics=Prostranstvennaya Ekonomika, Economic Research Institute, Far Eastern Branch, Russian Academy of Sciences (Khabarovsk, Russia), issue 2, pages 74-91.
    9. Sengupta, Rajeswari, 2015. "The Impossible Trinity: Where does India stand?," MPRA Paper 63308, University Library of Munich, Germany.
    10. Ghosh, Amit, 2014. "A comparison of exchange rate regime choice in emerging markets with advanced and low income nations for 1999–2011," International Review of Economics & Finance, Elsevier, vol. 33(C), pages 358-370.
    11. Moore, Tomoe & Wang, Ping, 2014. "Dynamic linkage between real exchange rates and stock prices: Evidence from developed and emerging Asian markets," International Review of Economics & Finance, Elsevier, vol. 29(C), pages 1-11.
    12. Dungey, Mardi & Matei, Marius & Treepongkaruna, Sirimon, 2014. "Identifying periods of financial stress in Asian currencies: the role of high frequency financial market data," Working Papers 2014-12, University of Tasmania, Tasmanian School of Business and Economics.
    13. Jin, Hailong & Choi, E Kwan, 2013. "Profits and Losses from Currency Intervention," Staff General Research Papers Archive 37378, Iowa State University, Department of Economics.
    14. Ila Patnaik & Ajay Shah, 2011. "India's Financial Globalisation," IMF Working Papers 2011/007, International Monetary Fund.
    15. Maria Socorro Gochoco-Bautista & Jianxin Wang & Minxian Yang, 2014. "Commodity Price, Carry Trade, and the Volatility and Liquidity of Asian Currencies," The World Economy, Wiley Blackwell, vol. 37(6), pages 811-833, June.
    16. Tsen, Wong Hock, 2011. "The real exchange rate determination: An empirical investigation," International Review of Economics & Finance, Elsevier, vol. 20(4), pages 800-811, October.
    17. Bonatti, Luigi & Fracasso, Andrea, 2013. "Hoarding of international reserves in China: Mercantilism, domestic consumption and US monetary policy," Journal of International Money and Finance, Elsevier, vol. 32(C), pages 1044-1078.
    18. Bonatti, Luigi & Fracasso, Andrea, 2014. "Modeling the Transition Towards Renminbi's Full Convertibility: Implications for China’s Growth," MPRA Paper 54129, University Library of Munich, Germany.
    19. Sen Gupta, Abhijit & Sengupta, Rajeswari, 2013. "Management of Capital Flows in India: 1990-2011," MPRA Paper 46217, University Library of Munich, Germany.
    20. Babu Rao G., 2019. "Exchange rate regimes and its impact on growth: An empirical analysis of BRICS countries," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, vol. 0(2(619), S), pages 157-172, Summer.
    21. Yeh, Kuo-chun, 2012. "Renminbi in the future international monetary system," International Review of Economics & Finance, Elsevier, vol. 21(1), pages 106-114.
    22. Paulo M.M. Rodrigues & João Nicolau, 2015. "A New Regression-Based Tail Index Estimator: An Application to Exchange Rates," Working Papers w201514, Banco de Portugal, Economics and Research Department.
    23. Blasques, F. & Gorgi, P. & Koopman, S.J., 2019. "Accelerating score-driven time series models," Journal of Econometrics, Elsevier, vol. 212(2), pages 359-376.
    24. Frederik Kunze, 2020. "Predicting exchange rates in Asia: New insights on the accuracy of survey forecasts," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(2), pages 313-333, March.
    25. Al-Khazali, Osamah M. & Pyun, Chong Soo & Kim, Daewon, 2012. "Are exchange rate movements predictable in Asia-Pacific markets? Evidence of random walk and martingale difference processes," International Review of Economics & Finance, Elsevier, vol. 21(1), pages 221-231.
    26. Herwartz, Helmut & Roestel, Jan, 2017. "Mundell’s trilemma: Policy trade-offs within the middle ground," Journal of International Money and Finance, Elsevier, vol. 75(C), pages 1-13.
    27. Kunze, Frederik, 2017. "Predicting exchange rates in Asia: New insights on the accuracy of survey forecasts," University of Göttingen Working Papers in Economics 326, University of Goettingen, Department of Economics.
    28. Anuradha Guru & Mandira Sarma, "undated". "Exchange Market Pressure in India," Centre for International Trade and Development, Jawaharlal Nehru University, New Delhi Discussion Papers 12-04, Centre for International Trade and Development, Jawaharlal Nehru University, New Delhi, India.
    29. Bhattacharya, Rudrani & Patnaik,Ila, 2014. "Monetary policy analysis in an inflation targeting framework in emerging economies: The case of India," Working Papers 14/131, National Institute of Public Finance and Policy.
    30. Lee, Hei Wai & Xie, Yan Alice & Yau, Jot, 2011. "The impact of sovereign risk on bond duration: Evidence from Asian sovereign bond markets," International Review of Economics & Finance, Elsevier, vol. 20(3), pages 441-451, June.

  38. Ila Patnaik & Ajay Shah, 2010. "Asia Confronts the Impossible Trinity," Macroeconomics Working Papers 22814, East Asian Bureau of Economic Research.

    Cited by:

    1. Oasis Kodila-Tedika & Simplice Asongu & Matthias Cinyabuguma & Vanessa Tchamyou, 2017. "Financial Development and Pre-historic Geographical Isolation: Global Evidence," Working Papers of the African Governance and Development Institute. 17/041, African Governance and Development Institute..
    2. Gancho Ganchev & Elena Stavrova & Vladimir Tsenkov & Mariya Paskaleva, 2020. "The “impossible trilemma” and the analysis of its validity by visualization through the use of artificial intelligence software," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 4, pages 56-75,76-94.
    3. Salem Boubakri & Cyriac Guillaumin, 2015. "Regional integration of the East Asian stock markets : an empirical assessment," Post-Print halshs-01195916, HAL.
    4. Petar Vujanovic, 2011. "Understanding the Recent Surge in the Accumulation of International Reserves," OECD Economics Department Working Papers 866, OECD Publishing.
    5. Ming Feng & Hao Cheng, 2016. "RMB exchange rate regime reform and the Trilemma facing LOEs," China Finance and Economic Review, Springer, vol. 4(1), pages 1-15, December.
    6. Asongu, Simplice & De Moor, Lieven, 2015. "Financial globalisation dynamic thresholds for financial development: evidence from Africa," MPRA Paper 68663, University Library of Munich, Germany.
    7. Asongu, Simplice A, 2013. "Inequality, poverty and quality of institutions: which freedom channels of globalization matter for Africa?," MPRA Paper 46929, University Library of Munich, Germany.
    8. Simplice A. Asongu, 2017. "The Comparative Economics of Knowledge Economy in Africa: Policy Benchmarks, Syndromes, and Implications," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 8(2), pages 596-637, June.
    9. Catherine Figuière & Laëtitia Guilhot, 2011. "Évolution du rôle du yuan en Asie orientale : la guerre des monnaies aura-t-elle lieu ?," Post-Print halshs-00697581, HAL.
    10. Feng, Ling & Le, Duong Thuy & Yuan, Fan, 2023. "Inclusion of the RMB in SDRs and the impossible trinity in China," Economic Systems, Elsevier, vol. 47(2).
    11. Simplice A. Asongu & Jules R. Minkoua N., 2017. "Dynamic Openness and Finance in Africa," Research Africa Network Working Papers 17/040, Research Africa Network (RAN).
    12. Simplice Asongu, 2015. "Liberalisation and Financial Sector Competition: A Critical Contribution to the Empirics with an African Assessment," South African Journal of Economics, Economic Society of South Africa, vol. 83(3), pages 425-451, September.
    13. Catherine Figuière & Laëtitia Guilhot & Cyriac Guillaumin, 2013. "La question du régime de change en Asie de l'Est : Vers un bloc monétaire régional ?," Revue d'économie politique, Dalloz, vol. 123(2), pages 265-298.
    14. Morgan, Peter J., 2013. "Monetary Policy Frameworks in Asia: Experience, Lessons, and Issues," ADBI Working Papers 435, Asian Development Bank Institute.
    15. Sunanda Sen, 2012. "Managing Global Financial Flows at the Cost of National Autonomy: China and India," Economics Working Paper Archive wp_714, Levy Economics Institute.
    16. Asongu, Simplice A, 2013. "How has politico-economic liberalization affected financial allocation efficiency? Fresh African evidence," MPRA Paper 44995, University Library of Munich, Germany.
    17. Enowbi Batuo, Michael & Asongu, Simplice A., 2012. "The impact of liberalisation policies on income inequality in african countries," MPRA Paper 43344, University Library of Munich, Germany.
    18. Asongu Simplice & Michael E. Batuo, 2012. "The Impact of Liberalisation Policies on Inequality in Africa," Working Papers of the African Governance and Development Institute. 12/038, African Governance and Development Institute..
    19. Asongu, Simplice, 2015. "Financial development in Africa - a critical examination," MPRA Paper 82131, University Library of Munich, Germany.
    20. Ma, Guonan & McCauley, Robert N., 2013. "Is China or India more financially open?," Journal of International Money and Finance, Elsevier, vol. 39(C), pages 6-27.

  39. Matthieu Stigler & Ajay Shah & Ila Patnaik, 2010. "Understanding the ADR premium under market segmentation," Finance Working Papers 21850, East Asian Bureau of Economic Research.

    Cited by:

    1. Hartwell, Christopher A., 2011. "All That’s Old is New Again: Capital Controls and the Macroeconomic Determinants of Entrepreneurship in Emerging Markets," MPRA Paper 40257, University Library of Munich, Germany.
    2. Ila Patnaik & Ajay Shah & Nirvikar Singh, 2013. "Foreign Investors under Stress: Evidence From India," International Finance, Wiley Blackwell, vol. 16(2), pages 213-244, June.
    3. Christopher Andrew Hartwell, 2014. "Capital Controls and the Determinants of Entrepreneurship," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 64(6), pages 434-456, December.

  40. Ila Patnaik, 2009. "Does the Currency Regime Shape Unhedged Currency Exposure?," Working Papers id:2049, eSocialSciences.

    Cited by:

    1. Parthajit Kayal & S. Maheswaran, 2017. "Is USD-INR Really an Excessively Volatile Currency Pair?," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 15(2), pages 329-342, June.
    2. Shekhar Hari Kumar & Aakriti Mathur, 2020. "A fistful of dollars: Transmission of global funding shocks to EMs," IHEID Working Papers 04-2020, Economics Section, The Graduate Institute of International Studies, revised 08 Feb 2021.
    3. Patnaik, Ila & Shah, Ajay, 2011. "Did the Indian capital controls work as a tool of macroeconomic policy?," Working Papers 11/87, National Institute of Public Finance and Policy.
    4. Mohamed Arouri & Arif Billah Dar & Niyati Bhanja & Aviral Kumar Tiwari & FrédéricTeulon, 2014. "Interlinkage between Real Exchange rate and Current Account Behaviors: Evidence from India," Working Papers 2014-88, Department of Research, Ipag Business School.
    5. Ekta Sikarwar & Ganesh Kumar Nidugala, 2018. "Effect of Central Bank Intervention in Estimating Exchange Rate Exposure: Evidence from an Emerging Market," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 17(1), pages 60-95, April.
    6. Vandana Arya & Tony Cavoli & Ilke Onur, 2020. "Do managed exchange rates and monetary sterilization encourage capital inflows?," PLOS ONE, Public Library of Science, vol. 15(8), pages 1-11, August.
    7. Frankel, Jeffrey & Xie, Daniel, 2010. "Estimation of De Facto Flexibility Parameter and Basket Weights in Evolving Exchange Rate Regimes," Working Paper Series rwp10-003, Harvard University, John F. Kennedy School of Government.
    8. Pandey, Radhika & Pasricha, Gurnain K. & Patnaik, Ila & Shah, Ajay, 2016. "Motivations for capital controls and their effectiveness," Working Papers 16/168, National Institute of Public Finance and Policy.
    9. Ila Patnaik & Ajay Shah, 2012. "Did the Indian Capital Controls Work as a Tool of Macroeconomic Policy?," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 60(3), pages 439-464, September.
    10. S. Veeramani & Abha Shukla & Mariam Jamaleh, 2020. "Financial theories of foreign direct investment: a review of literature," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, vol. 47(2), pages 185-217, June.
    11. Rossi Jr, José Luiz, 2009. "Corporate financial policies and the exchange rate regime: Evidence from Brazil," Emerging Markets Review, Elsevier, vol. 10(4), pages 279-295, December.
    12. Vithessonthi, Chaiporn & Tongurai, Jittima, 2014. "The spillover effects of unremunerated reserve requirements: Evidence from Thailand," Journal of Banking & Finance, Elsevier, vol. 45(C), pages 338-351.
    13. Hao, Xiangchao & Sun, Qinru & Xie, Fang, 2022. "International evidence for the substitution effect of FX derivatives usage on bank capital buffer," Research in International Business and Finance, Elsevier, vol. 62(C).
    14. Streit, Daniel, 2016. "Firm-level effects of asymmetric intervention in foreign exchange markets: Evidence from the Swiss currency floor," Journal of International Money and Finance, Elsevier, vol. 60(C), pages 289-312.
    15. Herman Kamil, 2012. "How Do Exchange Rate Regimes Affect Firms' Incentives to Hedge Currency Risk? Micro Evidence for Latin America," IMF Working Papers 2012/069, International Monetary Fund.
    16. Dhasmana, Anubha, 2013. "Operational Currency Mismatch and Firm Level Performance: Evidence from India," MPRA Paper 47935, University Library of Munich, Germany.
    17. Mr. Balazs Csonto & Tryggvi Gudmundsson, 2020. "Destabilizing Stability? Exchange Rate Arrangements and Foreign Currency Debt," IMF Working Papers 2020/173, International Monetary Fund.
    18. Ms. Maria Gonzalez, 2012. "Nonfinancial Firms in Latin America: A Source of Vulnerability?," IMF Working Papers 2012/279, International Monetary Fund.
    19. Ye, Min & Hutson, Elaine & Muckley, Cal, 2014. "Exchange rate regimes and foreign exchange exposure: The case of emerging market firms," Emerging Markets Review, Elsevier, vol. 21(C), pages 156-182.
    20. Ogrokhina, Olena & Rodriguez, Cesar M., 2018. "The role of inflation targeting in international debt denomination in developing countries," Journal of International Economics, Elsevier, vol. 114(C), pages 116-129.
    21. Patnaik, Ila & Shah, Ajay & Sethy, Anmol & Balasubramaniam, Vimal, 2010. "The exchange rate regime in Asia: From crisis to crisis," Working Papers 10/69, National Institute of Public Finance and Policy.
    22. Manish K. Singh & S. Ramann, 2014. "User right as a mezzanine capital investment: Innovations in infrastructure debt financing," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2014-027, Indira Gandhi Institute of Development Research, Mumbai, India.
    23. Nasha Ananchotikul & Nuwat Nookhwun & Paiboon Pongpaichet & Songklod Rastapana & Phurichai Rungcharoenkitkul, 2010. "The Future of Monetary Policy: Roles of Financial Stability and Exchange Rate," Working Papers 2010-07, Monetary Policy Group, Bank of Thailand.
    24. Ijaz Hussain, 2013. "Estimating Firms’ Vulnerability to Short-Term Financing Shocks: The Case of Foreign Exchange Companies in Pakistan," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 18(2), pages 147-163, July-Dec.
    25. Dhasmana, Anubha, 2013. "Real Effective Exchange Rate and Manufacturing Sector Performance: Evidence from Indian firms," MPRA Paper 47479, University Library of Munich, Germany.

  41. Ila Patnaik & Ajay Shah, 2009. "The difficulties of the Chinese and Indian exchange rate regimes," Macroeconomics Working Papers 22975, East Asian Bureau of Economic Research.

    Cited by:

    1. Almas Heshmati & Subal C. Kumbhakar, 2010. "Technical Change and Total Factor Productivity Growth: The Case of Chinese Provinces," TEMEP Discussion Papers 201054, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), revised Feb 2010.
    2. Rajan Ramkishen S & Gopalan Sasidaran, 2010. "India's International Reserves: How Large and How Diversified?," Global Economy Journal, De Gruyter, vol. 10(3), pages 1-18, October.
    3. Patnaik, Ila & Shah, Ajay, 2010. "Asia Confronts the Impossible Trinity," ADBI Working Papers 204, Asian Development Bank Institute.
    4. Enrico Marelli & Marcello Signorelli, 2011. "China and India: Openness, Trade and Effects on Economic Growth," European Journal of Comparative Economics, Cattaneo University (LIUC), vol. 8(1), pages 129-154, June.
    5. Ila Patnaik & Ajay Shah, 2012. "Did the Indian Capital Controls Work as a Tool of Macroeconomic Policy?," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 60(3), pages 439-464, September.
    6. Patnaik, Ila & Sengupta, Rajeswari, 2021. "Analysing India's Exchange Rate Regime," Working Papers 21/353, National Institute of Public Finance and Policy.
    7. Prasad Bal, Debi & Narayan Rath, Badri, 2015. "Nonlinear causality between crude oil price and exchange rate: A comparative study of China and India," Energy Economics, Elsevier, vol. 51(C), pages 149-156.
    8. Utso Pal Mustafi & Rajeswari Sengupta, 2020. "Regime changes in Indias monetary policy and Tenures of RBI governors," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2020-011, Indira Gandhi Institute of Development Research, Mumbai, India.
    9. Shirai, Sayuri, 2009. "世界経済危機とグローバル・マネーの変動 ―国際経済秩序へのインプリケーションー [Global Economic Crisis and Movements of Cross-Border Capital Flows ―Implication to the Global Economic Order―]," MPRA Paper 18619, University Library of Munich, Germany.

  42. Shruthi Jayaram & Ila Patnaik & Ajay Shah, 2009. "Examining the decoupling hypothesis for India," Trade Working Papers 22972, East Asian Bureau of Economic Research.

    Cited by:

    1. Dilip M. Nachane & Amlendu Dubey, 2019. "The Spectral envelope: An Application to the decoupling problem in economics," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2019-022, Indira Gandhi Institute of Development Research, Mumbai, India.
    2. Sumanpreet Kaur, 2019. "Business Cycle Synchronization for India: An Appraisal via Trade Intensity," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 22(72), pages 78-101, June.
    3. Dilip M. Nachane & Amlendu Dubey, 2021. "The Spectral Envelope: An Application to the Decoupling Problem in Economics," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 19(1), pages 287-308, December.
    4. Dilip Nachane & Amlendu Dubey, 2018. "India in the globalized economy : Growth spillovers & business cycle synchronization," International Economics and Economic Policy, Springer, vol. 15(1), pages 89-115, January.
    5. Patnaik, Ila & Pundit, Madhavi, 2014. "Is India's Long-Term Trend Growth Declining?," ADB Economics Working Paper Series 424, Asian Development Bank.
    6. Raj Rajesh, 2017. "Output Synchronization of the Indian Economy in the Post-reform Period," Foreign Trade Review, , vol. 52(2), pages 63-89, May.
    7. Patnaik, Ila & Pundit, Madhavi, 2016. "Where is India's Growth Headed?," Working Papers 16/159, National Institute of Public Finance and Policy.
    8. Ila Patnaik, 2016. "Where is India’s Growth Headed?," Working Papers id:8436, eSocialSciences.
    9. Bhattacharya, Rudrani & Pandey, Radhika & Patnaik, Ila & Shah, Ajay, 2016. "Seasonal adjustment of Indian macroeconomic time-series," Working Papers 16/160, National Institute of Public Finance and Policy.
    10. Pandey, Radhika & Patnaik, Ila & Shah, Ajay, 2018. "Business Cycle Measurement in India," Working Papers 18/221, National Institute of Public Finance and Policy.
    11. Dilip Nachane & Amlendu Kumar Dubey, 2013. "Trend and cyclical decoupling: new estimates based on spectral causality tests and wavelet correlations," Applied Economics, Taylor & Francis Journals, vol. 45(31), pages 4419-4428, November.
    12. Ghate, Chetan & Pandey, Radhika & Patnaik, Ila, 2011. "Has India emerged? Business cycle facts from a transitioning economy," Working Papers 11/88, National Institute of Public Finance and Policy.

  43. Ajay Shah, 2008. "New issues in Indian macro policy," Working Papers id:1478, eSocialSciences.

    Cited by:

    1. Shah, Ajay & Patnaik, Ila, 2008. "Managing capital flows: The case of India," Working Papers 08/52, National Institute of Public Finance and Policy.
    2. Eswar S. Prasad, 2009. "India’s Approach to Capital Account Liberalization," Working Papers id:2043, eSocialSciences.
    3. Prachi Mishra & Peter Montiel & Rajeswari Sengupta, 2016. "Monetary transmission in developing countries: Evidence from India," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2016-008, Indira Gandhi Institute of Development Research, Mumbai, India.
    4. Joshua Aizenman & Rajeswari Sengupta, 2013. "Financial Trilemma in China and a Comparative Analysis with India," Pacific Economic Review, Wiley Blackwell, vol. 18(2), pages 123-146, May.
    5. Prasad, Eswar, 2009. "India's Approach to Capital Account Liberalization," IZA Discussion Papers 3927, Institute of Labor Economics (IZA).
    6. Eswar S. Prasad, 2008. "Some New Perspectives on India's Approach to Capital Account Liberalization," India Policy Forum, Global Economy and Development Program, The Brookings Institution, vol. 5(1), pages 125-178.
    7. Sengupta, Rajeswari, 2015. "The Impossible Trinity: Where does India stand?," MPRA Paper 63308, University Library of Munich, Germany.
    8. Hutchison, Michael M. & Sengupta, Rajeswari & Singh, Nirvikar, 2013. "Dove or Hawk? Characterizing monetary policy regime switches in India," Emerging Markets Review, Elsevier, vol. 16(C), pages 183-202.
    9. Paunic, Alida, 2009. "I did it my way," MPRA Paper 17547, University Library of Munich, Germany.

  44. Ajay Shah, 2008. "Managing Capital Flows: The Case of India," Working Papers id:1570, eSocialSciences.

    Cited by:

    1. Eswar S. Prasad, 2009. "India’s Approach to Capital Account Liberalization," Working Papers id:2043, eSocialSciences.
    2. Nidhi Aggarwal & Sanchit Arora & Rajeswari Sengupta, 2021. "Capital account liberalisation in a large emerging economy: An Analysis of onshore-offshore arbitrage," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2021-013, Indira Gandhi Institute of Development Research, Mumbai, India.
    3. Prasad, Eswar, 2009. "India's Approach to Capital Account Liberalization," IZA Discussion Papers 3927, Institute of Labor Economics (IZA).
    4. Eswar S. Prasad, 2008. "Some New Perspectives on India's Approach to Capital Account Liberalization," India Policy Forum, Global Economy and Development Program, The Brookings Institution, vol. 5(1), pages 125-178.
    5. Sayantan Bandhu Majumder & Ranjanendra Narayan Nag, 2016. "Understanding the Behaviour of Capital Flow and its Components: The Indian Experience," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 10(3), pages 355-380, August.
    6. Yoshino, Naoyuki & Kaji, Sahoko & Asonuma, Tamon, 2015. "Adjustments of Capital Account Restrictions and Exchange Rate Regimes in East Asia," ADBI Working Papers 518, Asian Development Bank Institute.
    7. Kodongo, Odongo & Ojah, Kalu, 2013. "Real exchange rates, trade balance and capital flows in Africa," Journal of Economics and Business, Elsevier, vol. 66(C), pages 22-46.
    8. Sarno, Lucio & Tsiakas, Ilias & Ulloa, Barbara, 2016. "What drives international portfolio flows?," Journal of International Money and Finance, Elsevier, vol. 60(C), pages 53-72.
    9. Nidhi Aggarwal & Sanchit Arora & Rajeswari Sengupta, 2022. "Capital account openness in India and a comparison with China: Then versus now," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2022-005, Indira Gandhi Institute of Development Research, Mumbai, India.
    10. Ma, Guonan & McCauley, Robert N., 2013. "Is China or India more financially open?," Journal of International Money and Finance, Elsevier, vol. 39(C), pages 6-27.
    11. Paunic, Alida, 2009. "I did it my way," MPRA Paper 17547, University Library of Munich, Germany.

  45. Rudrani Bhattacharya, 2008. "Early Warnings of Inflation in India," Working Papers id:1682, eSocialSciences.

    Cited by:

    1. Patnaik, Ila & Shah, Ajay, 2010. "Asia Confronts the Impossible Trinity," ADBI Working Papers 204, Asian Development Bank Institute.
    2. Ila Patnaik & Ajay Shah, 2009. "The difficulties of the Chinese and Indian exchange rate regimes," European Journal of Comparative Economics, Cattaneo University (LIUC), vol. 6(1), pages 157-173, June.
    3. Nadhanael G V & Sitikantha Pattanaik, 2010. "Measurement of Inflation in India: Issues and Associated Challenges for the Conduct of Monetary Policy," Working Papers id:2822, eSocialSciences.
    4. Bhattacharya, Rudrani & Pandey, Radhika & Patnaik, Ila & Shah, Ajay, 2016. "Seasonal adjustment of Indian macroeconomic time-series," Working Papers 16/160, National Institute of Public Finance and Policy.
    5. Bhattacharya, Rudrani & Patnaik,Ila, 2014. "Monetary policy analysis in an inflation targeting framework in emerging economies: The case of India," Working Papers 14/131, National Institute of Public Finance and Policy.
    6. Paunic, Alida, 2009. "I did it my way," MPRA Paper 17547, University Library of Munich, Germany.

  46. Ila Patnaik & Ajay Shah, 2005. "Interest-rate risk in the Indian banking system," Risk and Insurance 0501003, University Library of Munich, Germany.

    Cited by:

    1. Singh, Nirvikar & Srinivasan, T. N., 2004. "Fiscal Policy in India: Lessons and Priorities," Santa Cruz Center for International Economics, Working Paper Series qt67t3p20w, Center for International Economics, UC Santa Cruz.
    2. World Bank, 2006. "Developing India's Corporate Bond Market," World Bank Publications - Reports 19625, The World Bank Group.
    3. Mr. Ricardo Hausmann & Miss Catriona Purfield, 2004. "The Challenge of Fiscal Adjustment in a Democracy: The Case of India," IMF Working Papers 2004/168, International Monetary Fund.
    4. Renu Ghosh & K. Latha & Sunita Gupta, 2018. "Interest Rate Sensitivity of Non-banking Financial Sector in India," Vikalpa: The Journal for Decision Makers, , vol. 43(3), pages 152-170, September.
    5. International Monetary Fund, 2004. "Interest Rate Volatility and Risk in Indian Banking," IMF Working Papers 2004/017, International Monetary Fund.

  47. Ajay Shah, 2005. "A sustainable and scalable approach in Indian pension reform," Working Papers id:237, eSocialSciences.

    Cited by:

    1. Francisco Perez-Arce & Maria Prados & Erik Meijer & Jinkook Lee, 2018. "Social Security Coverage around the World: The Case of China and Mexico," Working Papers wp395, University of Michigan, Michigan Retirement Research Center.

  48. Ajay Shah, 2005. "Improving governance using IT systems," Working Papers id:285, eSocialSciences.

    Cited by:

    1. Singh, Nirvikar, 2006. "ICTs and Rural Development in India," Santa Cruz Department of Economics, Working Paper Series qt8j01m41b, Department of Economics, UC Santa Cruz.

  49. Ajay Shah & Ila Patnaik, 2005. "India's Experience with Capital Flows: The Elusive Quest for a Sustainable Current Account Deficit," NBER Working Papers 11387, National Bureau of Economic Research, Inc.

    Cited by:

    1. Sahoo, Manoranjan & Babu, M. Suresh & Dash, Umakant, 2016. "Long run sustainability of current account balance of China and India: New evidence from combined cointegration test," MPRA Paper 79013, University Library of Munich, Germany, revised 2016.
    2. Abhijit Sen Gupta, 2008. "Does capital account openness lower inflation?," International Economic Journal, Taylor & Francis Journals, vol. 22(4), pages 471-487.
    3. Ila Patnaik, 2009. "Does the Currency Regime Shape Unhedged Currency Exposure?," Working Papers id:2049, eSocialSciences.
    4. Bracke, Thierry & Bunda, Irina, 2011. "Exchange rate anchoring - Is there still a de facto US dollar standard?," Working Paper Series 1353, European Central Bank.
    5. Patnaik, Ila & Shah, Ajay, 2013. "The investment technology of foreign and domestic institutional investors in an emerging market," Working Papers 13/124, National Institute of Public Finance and Policy.
    6. Shah, Ajay & Patnaik, Ila, 2008. "Managing capital flows: The case of India," Working Papers 08/52, National Institute of Public Finance and Policy.
    7. Mark J. Holmes & Theodore Panagiotidis & Abhijit Sharma, 2007. "The sustainability of India’S current account," Discussion Paper Series 2007_05, Department of Economics, University of Macedonia, revised Dec 2007.
    8. Philip R. Lane & Sergio L. Schmukler, 2006. "The international financial integration of China and India," Proceedings, Federal Reserve Bank of San Francisco, issue Jun.
    9. Hutchison, Michael & Kendall, Jake & Pasricha, Gurnain & Singh, Nirvikar, 2010. "Indian Capital Control Liberalization: Evidence from NDF Markets," MPRA Paper 21771, University Library of Munich, Germany.
    10. Buiter, Willem & Patel, Urjit R., 2006. "India's Public Finances: Excessive Budget Deficits, a Government-Abused Financial System and Fiscal Rules," CEPR Discussion Papers 5502, C.E.P.R. Discussion Papers.
    11. Ila Patnaik & Ajay Shah, 2012. "Did the Indian Capital Controls Work as a Tool of Macroeconomic Policy?," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 60(3), pages 439-464, September.
    12. Patnaik, Ila & Shah, Ajay, 2010. "Why India choked when Lehman broke," Working Papers 10/63, National Institute of Public Finance and Policy.
    13. Shah, Ajay & Patnaik, Ila, 2011. "Reforming the Indian financial system," Working Papers 11/80, National Institute of Public Finance and Policy.
    14. Ila Patnaik & Ajay Shah & Nirvikar Singh, 2013. "Foreign Investors under Stress: Evidence From India," International Finance, Wiley Blackwell, vol. 16(2), pages 213-244, June.
    15. Michael M Hutchison & Gurnain Kaur Pasricha & Nirvikar Singh, 2012. "Effectiveness of Capital Controls in India: Evidence from the Offshore NDF Market," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 60(3), pages 395-438, September.
    16. Tony Cavoli, 2006. "The Extent of Exchange Rate Flexibility in India: Basket Pegger or Closet US Dollar Pegger?," Working Papers id:424, eSocialSciences.
    17. Ila Patnaik & Ajay Shah, 2011. "India's Financial Globalisation," IMF Working Papers 2011/007, International Monetary Fund.
    18. Ila Patnaik, 2007. "The Indian Currency Regime and its Consequences," Working Papers id:1062, eSocialSciences.
    19. Arvind Virmani, 2009. "Macro-economic management of the Indian economy: capital flows, interest rates, and inflation," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, vol. 2(2), pages 189-214.
    20. Sahoo, Manoranjan & babu, M. Suresh & Dash, Umakant, 2016. "Current account sustainability in SAARC economies: Evidence from combined cointegration approach," MPRA Paper 79014, University Library of Munich, Germany, revised 2016.
    21. Abhijit Sen Gupta, 2007. "Does Capital Account Openness Lower Inflation?," Indian Council for Research on International Economic Relations, New Delhi Working Papers 191, Indian Council for Research on International Economic Relations, New Delhi, India.
    22. Debashis Chakraborty & Jaydeep Mukherjee & Tanaya Sinha, 2012. "Is there any Long-run Relationship between India’s Current and Capital Account Balance? A Time Series Analysis," Global Business Review, International Management Institute, vol. 13(3), pages 433-447, October.
    23. Philip Lane & Sergio Schmukler, 2007. "The Evolving Role of China and India in the Global Financial System," Open Economies Review, Springer, vol. 18(4), pages 499-520, September.
    24. Ma, Guonan & McCauley, Robert N., 2013. "Is China or India more financially open?," Journal of International Money and Finance, Elsevier, vol. 39(C), pages 6-27.

  50. Shah, Ajay & Fernandes, Kshama, 2000. "The relevance of index funds for pension investment in equities," Policy Research Working Paper Series 2494, The World Bank.

    Cited by:

    1. Katja Funke & Georg Stadtmann, 2004. "Operations of a Pension Fund after the Asian Crisis: The Thai Experience," Asian Economic Journal, East Asian Economic Association, vol. 18(4), pages 439-470, December.
    2. Philip R. Lane & Sergio L. Schmukler, 2006. "The international financial integration of China and India," Proceedings, Federal Reserve Bank of San Francisco, issue Jun.
    3. Whitehouse, Edward, 2000. "Administrative charges for funded pensions : an international comparison and assessment," Social Protection Discussion Papers and Notes 23140, The World Bank.
    4. James,Estelle & Smalhout, James & Vittas, Dimitri, 2001. "Administrative costs and the organization of individual retirement account systems : a comparative perspective," Policy Research Working Paper Series 2554, The World Bank.
    5. Whitehouse, Edward, 2000. "Paying for pensions: An international comparison of administrative charges in funded retirement-income systems," MPRA Paper 14171, University Library of Munich, Germany.
    6. Fernando Rubio, 2005. "Eficiencia De Mercado, Administracion De Carteras De Fondos Y Behavioural Finance," Finance 0503028, University Library of Munich, Germany, revised 23 Jul 2005.

  51. Ajay Shah, 1995. "The impact of speculation upon volatility and market efficiency: The badla experience on the BSE," Finance 9507002, University Library of Munich, Germany.

    Cited by:

    1. Bhaumik, Sumon Kumar & Chakrabarty, Manisha & Kutan, Ali M. & Selarka, Ekta, 2018. "How Effective are Stock Market Reforms in Emerging Market Economies? Evidence from a Panel VAR Model of the Indian Stock Market," GLO Discussion Paper Series 290, Global Labor Organization (GLO).
    2. Javed Iqbal, 2012. "Stock Market in Pakistan," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 11(1), pages 61-91, April.
    3. Iqbal, Javed, 2008. "Stock Market in Pakistan: An Overview," MPRA Paper 11868, University Library of Munich, Germany.

  52. Ajay Shah, 1995. "The Tale of One Market Inefficiency: Abnormal Returns around GDR Issues by Indian Firms," Finance 9507001, University Library of Munich, Germany.

    Cited by:

    1. Michael Pinegar, J. & Ravichandran, R., 2002. "Global and local information asymmetries, illiquidity and SEC Rule 144A/Regulation S: The case of Indian GDRs," Journal of Banking & Finance, Elsevier, vol. 26(8), pages 1645-1673, August.

  53. Ajay Shah, 1995. "The Indian IPO Market: Empirical Facts," Finance 9507003, University Library of Munich, Germany.

    Cited by:

    1. Amanpreet Kaur & Balwinder Singh, 2017. "Examining SEBI’s Edict: Mandatory to Voluntary IPO Grading," Management and Labour Studies, XLRI Jamshedpur, School of Business Management & Human Resources, vol. 42(2), pages 79-87, May.
    2. Philip R. Lane & Sergio L. Schmukler, 2006. "The international financial integration of China and India," Proceedings, Federal Reserve Bank of San Francisco, issue Jun.
    3. Priyanka Singh & Brajesh Kumar, 2012. "Short Run and Long Run Dynamics of Initial Public Offerings: Evidence from India," Jindal Journal of Business Research, , vol. 1(1), pages 87-113, June.
    4. Kumar G Arun & Pandey, Ajay, 2001. "Relative Effectiveness of Signals in IPOs in Indian Capital Markets," IIMA Working Papers WP2001-09-03, Indian Institute of Management Ahmedabad, Research and Publication Department.
    5. Michael Ritchie & William Dimovski & Saikat Sovan Deb, 2013. "Underpricing of infrastructure IPOs: evidence from India," Journal of Property Research, Taylor & Francis Journals, vol. 30(1), pages 24-46, March.
    6. Subadar Agathee, Ushad & Brooks, Chris & Sannassee, Raja Vinesh, 2012. "Hot and cold IPO markets: The case of the Stock Exchange of Mauritius," Journal of Multinational Financial Management, Elsevier, vol. 22(4), pages 168-192.
    7. Arvind Chaturvedi & Alok Pandey & Syamal K. Ghosh, 2006. "Firm Financing through IPOs: A Study of Causal Variables Responsible for Under-Pricing," Vision, , vol. 10(3), pages 23-33, July.
    8. Amanpreet Kaur & Balwinder Singh, 2015. "Does Gender Diversity on Indian Boards Impede IPO Underpricing?," Management and Labour Studies, XLRI Jamshedpur, School of Business Management & Human Resources, vol. 40(1-2), pages 194-205, February.
    9. Ramit Anand & Balwinder Singh, 2019. "Do Firm- and Board-specific Characteristics Corroborate Underpricing? A Study on the Indian IPOs," Management and Labour Studies, XLRI Jamshedpur, School of Business Management & Human Resources, vol. 44(1), pages 86-102, February.
    10. Sheena Chhabra & Ravi Kiran, 2022. "Impact of information on winners' curse and long run performance of initial public offerings," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(1), pages 975-992, January.
    11. Sanjay Dhamija & Ravinder Kumar Arora, 2017. "Initial and After-market Performance of SME IPOs in India," Global Business Review, International Management Institute, vol. 18(6), pages 1536-1551, December.
    12. S. M. Locke & Kartick Gupta, 2009. "The return to initial public offerings: a Sino-Indian comparison," Venture Capital, Taylor & Francis Journals, vol. 11(3), pages 255-277, February.
    13. Mayur, Manas & Kumar, Manoj, 2006. "An Empirical Investigation of Going Public Decision of Indian Companies," MPRA Paper 1801, University Library of Munich, Germany.
    14. Aggarwal, Reena*Klapper, Leora, 2003. "Ownership structure and initial public offerings," Policy Research Working Paper Series 3103, The World Bank.
    15. Ajay Shah, 1995. "The Indian IPO Market: Suggestions for Institutional Arrangements," Finance 9507004, University Library of Munich, Germany.

Articles

  1. Radhika Pandey & Gurnain K. Pasricha & Ila Patnaik & Ajay Shah, 2021. "Motivations for capital controls and their effectiveness," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(1), pages 391-415, January.
    See citations under working paper version above.
  2. Apoorva Gupta & Ila Patnaik & Ajay Shah, 2018. "Exporting and firm performance: evidence from India," Indian Growth and Development Review, Emerald Group Publishing Limited, vol. 12(1), pages 83-104, December.
    See citations under working paper version above.
  3. Patnaik, Ila & Felman, Joshua & Shah, Ajay, 2017. "An exchange market pressure measure for cross country analysis," Journal of International Money and Finance, Elsevier, vol. 73(PA), pages 62-77.
    See citations under working paper version above.
  4. Radhika Pandey & Ila Patnaik & Ajay Shah, 2017. "Dating business cycles in India," Indian Growth and Development Review, Emerald Group Publishing Limited, vol. 10(1), pages 32-61, April.
    See citations under working paper version above.
  5. Patnaik, Ila & Shah, Ajay & Singh, Nirvikar, 2016. "Foreign Currency Borrowing by Indian Firms: Toward a New Policy Framework," India Policy Forum, National Council of Applied Economic Research, vol. 12(1), pages 139-186.
    See citations under working paper version above.
  6. Patnaik, Ila & Shah, Ajay, 2013. "The investment technology of foreign and domestic institutional investors in an emerging market," Journal of International Money and Finance, Elsevier, vol. 39(C), pages 65-88.
    See citations under working paper version above.
  7. Dilek Demirbas & Ila Patnaik & Ajay Shah, 2013. "Graduating to globalisation: a study of Southern multinationals," Indian Growth and Development Review, Emerald Group Publishing Limited, vol. 6(2), pages 242-259, November.
    See citations under working paper version above.
  8. Ila Patnaik & Ajay Shah & Nirvikar Singh, 2013. "Foreign Investors under Stress: Evidence From India," International Finance, Wiley Blackwell, vol. 16(2), pages 213-244, June.
    See citations under working paper version above.
  9. Ila Patnaik & Ajay Shah, 2012. "Did the Indian Capital Controls Work as a Tool of Macroeconomic Policy?," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 60(3), pages 439-464, September.

    Cited by:

    1. Rudrani Bhattacharya & Ila Patnaik, 2016. "Financial Inclusion, Productivity Shocks, and Consumption Volatility in Emerging Economies," The World Bank Economic Review, World Bank, vol. 30(1), pages 171-201.
    2. Sur, Abhisek & Ray, Partha & Nandy, Amarendu, 2019. "India’s external commercial borrowing: Pulled by domestic fundamentals or pushed by global conditions?," Journal of Asian Economics, Elsevier, vol. 61(C), pages 65-77.
    3. Joshua Aizenman & Gurnain Kaur Pasricha, 2013. "Why do emerging markets liberalize capital outflow controls? Fiscal versus net capital flow concerns," NBER Working Papers 18879, National Bureau of Economic Research, Inc.
    4. Andre Nassif & Carmem Aparecida Feijo & Eliane Araújo, 2016. "Structural change, catching up and falling behind in the BRICS: A comparative analysis based on trade pattern and Thirlwall’s Law," PSL Quarterly Review, Economia civile, vol. 69(279), pages 373-421.
    5. Patnaik, Ila & Shah, Ajay, 2013. "The investment technology of foreign and domestic institutional investors in an emerging market," Working Papers 13/124, National Institute of Public Finance and Policy.
    6. André Nassif & Carmem Feijo & Eliane Araújo, 2016. "The BRICS’s Economic Growth Performance before and after the International Financial Crisis," International Journal of Political Economy, Taylor & Francis Journals, vol. 45(4), pages 294-314, October.
    7. Gurnain Pasricha & Matteo Falagiarda & Martin Bijsterbosch & Joshua Aizenman, 2015. "Domestic and Multilateral Effects of Capital Controls in Emerging Markets," NBER Working Papers 20822, National Bureau of Economic Research, Inc.
    8. Pandey, Radhika & Pasricha, Gurnain K. & Patnaik, Ila & Shah, Ajay, 2016. "Motivations for capital controls and their effectiveness," Working Papers 16/168, National Institute of Public Finance and Policy.
    9. Shekhar Hari Kumar & Ila Patnaik, 2018. "Internationalisation of the Rupee," Working Papers id:12551, eSocialSciences.
    10. Ajay Shah, 2023. "The journey of Indian finance," Working Papers 25, xKDR.
    11. Hemantkumar P. Bulsara & Vaishali Samir Dhingra & Shailesh Gandhi, 2015. "Dynamic Interactions between Foreign Institutional Investment Flows and Stock Market Returns – The Case of India," Contemporary Economics, University of Economics and Human Sciences in Warsaw., vol. 9(3), September.
    12. Ila Patnaik & Ajay Shah & Nirvikar Singh, 2013. "Foreign Investors under Stress: Evidence From India," International Finance, Wiley Blackwell, vol. 16(2), pages 213-244, June.
    13. Chertman, Fernando & Hutchison, Michael & Zink, David, 2020. "Facing the Quadrilemma: Taylor rules, intervention policy and capital controls in large emerging markets," Journal of International Money and Finance, Elsevier, vol. 102(C).
    14. Patnaik, Ila & Malik, Sarat & Pandey, Radhika & Prateek, 2013. "Foreign investment in the Indian Government bond market," Working Papers 13/126, National Institute of Public Finance and Policy.
    15. Rajeswari Sengupta & Abhijit Sen Gupta, 2019. "Alternate instruments to manage the capital flow conundrum: A study of selected Asian economies," Pacific Economic Review, Wiley Blackwell, vol. 24(2), pages 241-268, May.
    16. Yoshino, Naoyuki & Kaji, Sahoko & Asonuma, Tamon, 2015. "Adjustments of Capital Account Restrictions and Exchange Rate Regimes in East Asia," ADBI Working Papers 518, Asian Development Bank Institute.
    17. Abhijit SenGupta & Rajeswari Sengupta, 2014. "Capital flows and capital account management in selected Asian economies," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2014-040, Indira Gandhi Institute of Development Research, Mumbai, India.
    18. Satya Prasad Padhi, 2024. "Indian Experience of Managing Impossible Trinity, Growth and Possible Tradeoff Between FDI and FIIs: Nature of Capital Inflows Matter," Global Journal of Emerging Market Economies, Emerging Markets Forum, vol. 16(1), pages 44-63, January.
    19. Anick Yaha & Nirvikar Singh & Jean Paul Rabanal, 2017. "How Do Extreme Global Shocks Affect Foreign Portfolio Investment? An Event Study for India," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 53(8), pages 1923-1938, August.
    20. Bilge Erten & José Antonio Ocampo, 2017. "Macroeconomic Effects of Capital Account Regulations," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 65(2), pages 193-240, June.
    21. Bechlioulis, Alexandros & Economidou, Claire & Karamanis, Dimitrios & Konstantios, Dimitrios, 2023. "How important are capital controls in shaping innovation activity?," Journal of International Money and Finance, Elsevier, vol. 131(C).
    22. Bhattacharya, Rudrani & Patnaik,Ila, 2014. "Monetary policy analysis in an inflation targeting framework in emerging economies: The case of India," Working Papers 14/131, National Institute of Public Finance and Policy.

  10. Ila Patnaik & Abhijit Sen Gupta & Ajay Shah, 2012. "Determinants of Trade Misinvoicing," Open Economies Review, Springer, vol. 23(5), pages 891-910, November.
    See citations under working paper version above.
  11. Rudrani Bhattacharya & Ila Patnaik & Ajay Shah, 2012. "Export Versus FDI in Services," The World Economy, Wiley Blackwell, vol. 35(1), pages 61-78, January.
    See citations under working paper version above.
  12. Patnaik, Ila & Shah, Ajay & Sethy, Anmol & Balasubramaniam, Vimal, 2011. "The exchange rate regime in Asia: From crisis to crisis," International Review of Economics & Finance, Elsevier, vol. 20(1), pages 32-43, January.
    See citations under working paper version above.
  13. Zeileis, Achim & Shah, Ajay & Patnaik, Ila, 2010. "Testing, monitoring, and dating structural changes in exchange rate regimes," Computational Statistics & Data Analysis, Elsevier, vol. 54(6), pages 1696-1706, June.

    Cited by:

    1. Patnaik, Ila & Shah, Ajay, 2011. "Did the Indian capital controls work as a tool of macroeconomic policy?," Working Papers 11/87, National Institute of Public Finance and Policy.
    2. Tang, Bo, 2015. "Real exchange rate and economic growth in China: A cointegrated VAR approach," China Economic Review, Elsevier, vol. 34(C), pages 293-310.
    3. Liu, Wei-han, 2018. "Hidden Markov model analysis of extreme behaviors of foreign exchange rates," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 503(C), pages 1007-1019.
    4. Fried, Roland, 2012. "On the online estimation of local constant volatilities," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3080-3090.
    5. Piotr Kotlarz & Michael Hanke & Sebastian Stöckl, 2023. "Regime-dependent drivers of the EUR/CHF exchange rate," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, vol. 159(1), pages 1-18, December.
    6. Nidhi Aggarwal & Sanchit Arora & Rajeswari Sengupta, 2021. "Capital account liberalisation in a large emerging economy: An Analysis of onshore-offshore arbitrage," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2021-013, Indira Gandhi Institute of Development Research, Mumbai, India.
    7. Patnaik, Ila & Shah, Ajay, 2010. "Asia Confronts the Impossible Trinity," ADBI Working Papers 204, Asian Development Bank Institute.
    8. Balasubramaniam, Vimal & Patnaik, Ila & Shah, Ajay, 2011. "Who cares about the Chinese Yuan?," Working Papers 11/89, National Institute of Public Finance and Policy.
    9. Frankel, Jeffrey & Xie, Daniel, 2010. "Estimation of De Facto Flexibility Parameter and Basket Weights in Evolving Exchange Rate Regimes," Working Paper Series rwp10-003, Harvard University, John F. Kennedy School of Government.
    10. Ila Patnaik & Ajay Shah, 2009. "The difficulties of the Chinese and Indian exchange rate regimes," European Journal of Comparative Economics, Cattaneo University (LIUC), vol. 6(1), pages 157-173, June.
    11. Sugandha Huria & Kanika Pathania, 2018. "Dynamics of Food Inflation: Assessing the Role of Intermediaries," Global Business Review, International Management Institute, vol. 19(5), pages 1363-1378, October.
    12. Bhattacharya, Rudrani & Sen Gupta, Abhijit, 2015. "Food Inflation in India: Causes and Consequences," Working Papers 15/151, National Institute of Public Finance and Policy.
    13. Ila Patnaik & Ajay Shah, 2012. "Did the Indian Capital Controls Work as a Tool of Macroeconomic Policy?," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 60(3), pages 439-464, September.
    14. Aakriti Mathur & Rajeswari Sengupta, 2019. "Analysing monetary policy statements of the Reserve Bank of India," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2019-012, Indira Gandhi Institute of Development Research, Mumbai, India.
    15. Erhard Reschenhofer & David Preinerstorfer & Lukas Steinberger, 2013. "Non-monotonic penalizing for the number of structural breaks," Computational Statistics, Springer, vol. 28(6), pages 2585-2598, December.
    16. Ajay Shah, 2023. "The journey of Indian finance," Working Papers 25, xKDR.
    17. Makram El-Shagi & Sebastian Giesen, 2013. "Testing for Structural Breaks at Unknown Time: A Steeplechase," Computational Economics, Springer;Society for Computational Economics, vol. 41(1), pages 101-123, January.
    18. Ila Patnaik & Ajay Shah & Nirvikar Singh, 2013. "Foreign Investors under Stress: Evidence From India," International Finance, Wiley Blackwell, vol. 16(2), pages 213-244, June.
    19. Florbela Dantas & Ana Borges & Rui Silva, 2020. "Impact of UEFA Champions League and UEFA Europa League on Financial Sustainability—Case Study of Two Small Football Portuguese Teams," Sustainability, MDPI, vol. 12(21), pages 1-15, November.
    20. Fantazzini, Dean & Shangina, Tamara, 2019. "The importance of being informed: forecasting market risk measures for the Russian RTS index future using online data and implied volatility over two decades," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 55, pages 5-31.
    21. Sengupta, Rajeswari, 2015. "The Impossible Trinity: Where does India stand?," MPRA Paper 63308, University Library of Munich, Germany.
    22. Edgar Merkle & Achim Zeileis, 2013. "Tests of Measurement Invariance Without Subgroups: A Generalization of Classical Methods," Psychometrika, Springer;The Psychometric Society, vol. 78(1), pages 59-82, January.
    23. Thomas Windberger & Jesús Crespo-Cuaresma & Janette Walde, 2012. "Dirty floating and monetary independence in Central and Eastern Europe - The role of structural breaks," Working Papers 2012-21, Faculty of Economics and Statistics, Universität Innsbruck.
    24. Patnaik, Ila & Sengupta, Rajeswari, 2021. "Analysing India's Exchange Rate Regime," Working Papers 21/353, National Institute of Public Finance and Policy.
    25. Patnaik, Ila & Felman, Joshua & Shah, Ajay, 2017. "An exchange market pressure measure for cross country analysis," Journal of International Money and Finance, Elsevier, vol. 73(PA), pages 62-77.
    26. Doraisami, Anita, 2011. "The Global Financial Crisis: Countercyclical Fiscal Policy Issues and Challenges in Malaysia, Indonesia, the Philippines, and Singapore," ADBI Working Papers 288, Asian Development Bank Institute.
    27. Fantazziini, Dean, 2014. "Nowcasting and Forecasting the Monthly Food Stamps Data in the US using Online Search Data," MPRA Paper 59696, University Library of Munich, Germany.
    28. Jan Verbesselt & Achim Zeileis & Martin Herold, 2011. "Near Real-Time Disturbance Detection in Terrestrial Ecosystems Using Satellite Image Time Series: Drought Detection in Somalia," Working Papers 2011-18, Faculty of Economics and Statistics, Universität Innsbruck.
    29. Killick, Rebecca & Eckley, Idris A., 2014. "changepoint: An R Package for Changepoint Analysis," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 58(i03).
    30. Patnaik, Ila & Shah, Ajay & Sethy, Anmol & Balasubramaniam, Vimal, 2010. "The exchange rate regime in Asia: From crisis to crisis," Working Papers 10/69, National Institute of Public Finance and Policy.
    31. Sen Gupta, Abhijit & Sengupta, Rajeswari, 2013. "Management of Capital Flows in India: 1990-2011," MPRA Paper 46217, University Library of Munich, Germany.
    32. Dima, Bogdan & Dima, Ştefana Maria, 2017. "Mutual information and persistence in the stochastic volatility of market returns: An emergent market example," International Review of Economics & Finance, Elsevier, vol. 51(C), pages 36-59.
    33. Maria Mohr & Natalie Neumeyer, 2021. "Nonparametric volatility change detection," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 48(2), pages 529-548, June.
    34. Li, Wenzhuo & Koo, Choongwan & Hong, Taehoon & Oh, Jeongyoon & Cha, Seung Hyun & Wang, Shengwei, 2020. "A novel operation approach for the energy efficiency improvement of the HVAC system in office spaces through real-time big data analytics," Renewable and Sustainable Energy Reviews, Elsevier, vol. 127(C).
    35. Michael Messer, 2022. "Bivariate change point detection: Joint detection of changes in expectation and variance," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 49(2), pages 886-916, June.
    36. Aurelio Fernández Bariviera & M. Belén Guercio & Lisana B. Martinez, 2014. "Informational Efficiency in Distressed Markets: The Case of European Corporate Bonds," The Economic and Social Review, Economic and Social Studies, vol. 45(3), pages 349-369.
    37. Kawai, Masahiro & Pontines, Victor, 2016. "Is there really a renminbi bloc in Asia?: A modified Frankel–Wei approach," Journal of International Money and Finance, Elsevier, vol. 62(C), pages 72-97.
    38. Pagliari, Paulo H. & Ranaivoson, Andry Z. & Strock, Jeffrey S., 2021. "Options for statistical analysis of unreplicated paired design drainage experiments," Agricultural Water Management, Elsevier, vol. 244(C).
    39. Nidhi Aggarwal & Sanchit Arora & Rajeswari Sengupta, 2022. "Capital account openness in India and a comparison with China: Then versus now," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2022-005, Indira Gandhi Institute of Development Research, Mumbai, India.
    40. Utso Pal Mustafi & Rajeswari Sengupta, 2020. "Regime changes in Indias monetary policy and Tenures of RBI governors," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2020-011, Indira Gandhi Institute of Development Research, Mumbai, India.
    41. Venkata Jandhyala & Stergios Fotopoulos & Ian MacNeill & Pengyu Liu, 2013. "Inference for single and multiple change-points in time series," Journal of Time Series Analysis, Wiley Blackwell, vol. 34(4), pages 423-446, July.
    42. Reginaldo Pinto Nogueira & Claudio Djissey Shikida & Ari Francisco de Araujo, 2011. "Structural changes in exchange rate regimes in Brazil," Economics Bulletin, AccessEcon, vol. 31(2), pages 1748-1756.
    43. Bhattacharya, Rudrani & Patnaik,Ila, 2014. "Monetary policy analysis in an inflation targeting framework in emerging economies: The case of India," Working Papers 14/131, National Institute of Public Finance and Policy.
    44. Gao, Yang & Li, Yangyang & Zhao, Chengjie & Wang, Yaojun, 2022. "Risk spillover analysis across worldwide ESG stock markets: New evidence from the frequency-domain," The North American Journal of Economics and Finance, Elsevier, vol. 59(C).
    45. Golosnoy, Vasyl & Ragulin, Sergiy & Schmid, Wolfgang, 2011. "CUSUM control charts for monitoring optimal portfolio weights," Computational Statistics & Data Analysis, Elsevier, vol. 55(11), pages 2991-3009, November.
    46. Shekhar Hari Kumar & Vimal Balasubramaniam & Ila Patnaik & Ajay Shah, 2020. "Who cares about the Renminbi?," 2020 Papers pha1373, Job Market Papers.

  14. Patnaik, Ila & Shah, Ajay, 2010. "Does the currency regime shape unhedged currency exposure?," Journal of International Money and Finance, Elsevier, vol. 29(5), pages 760-769, September.
    See citations under working paper version above.
  15. Patnaik, Ila & Shah, Ajay, 2010. "Why India Choked when Lehman Broke," India Policy Forum, National Council of Applied Economic Research, vol. 6(1), pages 39-72.
    See citations under working paper version above.
  16. Ila Patnaik & Ajay Shah, 2009. "The difficulties of the Chinese and Indian exchange rate regimes," European Journal of Comparative Economics, Cattaneo University (LIUC), vol. 6(1), pages 157-173, June.
    See citations under working paper version above.
  17. Syed Abuzar Moonis & Ajay Shah, 2003. "Testing for Time-variation in Beta in India," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 2(2), pages 163-180, May.

    Cited by:

    1. Асатуров К.Г., 2015. "Динамические Модели Систематического Риска: Сравнение На Примере Индийского Фондового Рынка," Журнал Экономика и математические методы (ЭММ), Центральный Экономико-Математический Институт (ЦЭМИ), vol. 51(4), pages 59-75, октябрь.
    2. Ortas, E. & Salvador, M. & Moneva, J.M., 2015. "Improved beta modeling and forecasting: An unobserved component approach with conditional heteroscedastic disturbances," The North American Journal of Economics and Finance, Elsevier, vol. 31(C), pages 27-51.
    3. Das, Sudipta, 2015. "Empirical evidence of conditional asset pricing in the Indian stock market," Economic Systems, Elsevier, vol. 39(2), pages 225-239.
    4. Aasif Shah & Arif Tali & Qaiser Farooq, 2018. "Beta through the prism of wavelets," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 4(1), pages 1-17, December.
    5. Onour , Ibrahim A., 2021. "Modeling and assessing systematic risk in stock markets in major oil exporting countries," Economic Consultant, Roman I. Ostapenko, vol. 35(3), pages 18-29.
    6. Dr. Ibrahim Onour, "undated". "The Global Financial Crisis and Equity Markets in Middle East Oil Exporting Countries," API-Working Paper Series 1009, Arab Planning Institute - Kuwait, Information Center.
    7. Ibrahim Onour, "undated". "Exploring Stability of Systematic Risk: Sectoral Portfolio Analysis," API-Working Paper Series 1002, Arab Planning Institute - Kuwait, Information Center.
    8. Mehmet Balcilar & Riza Demirer & Festus V. Bekun, 2021. "Flexible Time-Varying Betas in a Novel Mixture Innovation Factor Model with Latent Threshold," Mathematics, MDPI, vol. 9(8), pages 1-20, April.
    9. Nieto Domenech, Belén & Orbe Mandaluniz, Susan & Zárraga Alonso, Ainhoa, 2011. "Time-Varying Beta Estimators in the Mexican Emerging Market," BILTOKI 1134-8984, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
    10. Prabhdeep Kaur & Jaspal Singh & Sidharath Seth, 2021. "Investigating the Dynamics of Exchange Traded Funds Across the Bear and Bull Markets: Evidence from Indian Equity ETFs," Vision, , vol. 25(3), pages 350-360, September.
    11. Jianhua Zhang & Clas Wihlborg, 2010. "CAPM in Up and Down Markets," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 9(2), pages 229-255, August.
    12. Sibel Celik, 2013. "Testing the Stability of Beta: A Sectoral Analysis in Turkish Stock Market," Journal of Economics and Behavioral Studies, AMH International, vol. 5(1), pages 18-23.
    13. Mihir Dash & Silky Sonthalia Sundarka, 2015. "Testing the Stationarity of Beta for Automotive and Auto-Ancillary Sector Stocks in Indian Stock Market," Journal of Applied Management and Investments, Department of Business Administration and Corporate Security, International Humanitarian University, vol. 4(2), pages 76-81.
    14. Onour, Ibrahim, 2008. "Forward-Looking Beta Estimates:Evidence from an Emerging Market," MPRA Paper 14992, University Library of Munich, Germany.

  18. Susan Thomas & Mandira Sarma & Ajay Shah, 2003. "Selection of Value-at-Risk models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 22(4), pages 337-358.

    Cited by:

    1. Nieto, María Rosa & Ruiz Ortega, Esther, 2008. "Measuring financial risk : comparison of alternative procedures to estimate VaR and ES," DES - Working Papers. Statistics and Econometrics. WS ws087326, Universidad Carlos III de Madrid. Departamento de Estadística.
    2. Reboredo, Juan C., 2013. "Is gold a safe haven or a hedge for the US dollar? Implications for risk management," Journal of Banking & Finance, Elsevier, vol. 37(8), pages 2665-2676.
    3. Marcin Faldzinski & Magdalena Osinska, 2016. "Volatility estimators in econometric analysis of risk transfer on capital markets," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 16, pages 21-35.
    4. Chiu, Yen-Chen & Chuang, I-Yuan & Lai, Jing-Yi, 2010. "The performance of composite forecast models of value-at-risk in the energy market," Energy Economics, Elsevier, vol. 32(2), pages 423-431, March.
    5. Louzis, Dimitrios P. & Xanthopoulos-Sisinis, Spyros & Refenes, Apostolos P., 2011. "Are realized volatility models good candidates for alternative Value at Risk prediction strategies?," MPRA Paper 30364, University Library of Munich, Germany.
    6. Abad, Pilar & Benito, Sonia, 2013. "A detailed comparison of value at risk estimates," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 94(C), pages 258-276.
    7. Emrah Altun & Huseyin Tatlidil & Gamze Ozel & Saralees Nadarajah, 2018. "Does the Assumption on Innovation Process Play an Important Role for Filtered Historical Simulation Model?," JRFM, MDPI, vol. 11(1), pages 1-13, January.
    8. Georgios Fatouros & Georgios Makridis & Dimitrios Kotios & John Soldatos & Michael Filippakis & Dimosthenis Kyriazis, 2023. "DeepVaR: a framework for portfolio risk assessment leveraging probabilistic deep neural networks," Digital Finance, Springer, vol. 5(1), pages 29-56, March.
    9. Anastassios A. Drakos & Georgios P. Kouretas & Leonidas P. Zarangas, 2010. "Forecasting financial volatility of the Athens stock exchange daily returns: an application of the asymmetric normal mixture GARCH model," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 15(4), pages 331-350.
    10. Christopher F Baum & Paola Zerilli & Liyuan Chen, 2018. "Stochastic volatility, jumps and leverage in energy and stock markets: evidence from high frequency data," Boston College Working Papers in Economics 952, Boston College Department of Economics, revised 29 May 2019.
    11. Nomikos, Nikos & Andriosopoulos, Kostas, 2012. "Modelling energy spot prices: Empirical evidence from NYMEX," Energy Economics, Elsevier, vol. 34(4), pages 1153-1169.
    12. Juan Reboredo & José Matías & Raquel Garcia-Rubio, 2012. "Nonlinearity in Forecasting of High-Frequency Stock Returns," Computational Economics, Springer;Society for Computational Economics, vol. 40(3), pages 245-264, October.
    13. Liu, Hung-Chun & Chiang, Shu-Mei & Cheng, Nick Ying-Pin, 2012. "Forecasting the volatility of S&P depositary receipts using GARCH-type models under intraday range-based and return-based proxy measures," International Review of Economics & Finance, Elsevier, vol. 22(1), pages 78-91.
    14. Reboredo, Juan C. & Rivera-Castro, Miguel A., 2014. "Gold and exchange rates: Downside risk and hedging at different investment horizons," International Review of Economics & Finance, Elsevier, vol. 34(C), pages 267-279.
    15. Hung, Jui-Cheng & Lee, Ming-Chih & Liu, Hung-Chun, 2008. "Estimation of value-at-risk for energy commodities via fat-tailed GARCH models," Energy Economics, Elsevier, vol. 30(3), pages 1173-1191, May.
    16. Xuehai Zhang, 2019. "Value at Risk and Expected Shortfall under General Semi-parametric GARCH models," Working Papers CIE 126, Paderborn University, CIE Center for International Economics.
    17. Laura Garcia-Jorcano & Alfonso Novales, 2019. "A dominance approach for comparing the performance of VaR forecasting models," Documentos de Trabajo del ICAE 2019-23, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    18. Robert Buch & Stefanie Grimm & Ralf Korn & Ivo Richert, 2023. "Estimating the Value-at-Risk by Temporal VAE," Risks, MDPI, vol. 11(5), pages 1-26, April.
    19. Toktam Valizadeh & Saeid Rezakhah & Ferdous Mohammadi Basatini, 2021. "On time‐varying amplitude HGARCH model," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(2), pages 2538-2547, April.
    20. Fiszeder, Piotr & Fałdziński, Marcin & Molnár, Peter, 2019. "Range-based DCC models for covariance and value-at-risk forecasting," Journal of Empirical Finance, Elsevier, vol. 54(C), pages 58-76.
    21. Su, Jung-Bin & Hung, Jui-Cheng, 2011. "Empirical analysis of jump dynamics, heavy-tails and skewness on value-at-risk estimation," Economic Modelling, Elsevier, vol. 28(3), pages 1117-1130, May.
    22. Halkos, George & Tsirivis, Apostolos, 2019. "Using Value-at-Risk for effective energy portfolio risk management," MPRA Paper 91674, University Library of Munich, Germany.
    23. Louzis, Dimitrios P. & Xanthopoulos-Sisinis, Spyros & Refenes, Apostolos P., 2011. "The role of high frequency intra-daily data, daily range and implied volatility in multi-period Value-at-Risk forecasting," MPRA Paper 35252, University Library of Munich, Germany.
    24. Ajay Shah, 2023. "The journey of Indian finance," Working Papers 25, xKDR.
    25. Cheng, Wan-Hsiu & Hung, Jui-Cheng, 2011. "Skewness and leptokurtosis in GARCH-typed VaR estimation of petroleum and metal asset returns," Journal of Empirical Finance, Elsevier, vol. 18(1), pages 160-173, January.
    26. Laura Garcia‐Jorcano & Alfonso Novales, 2021. "Volatility specifications versus probability distributions in VaR forecasting," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(2), pages 189-212, March.
    27. Nieto, Maria Rosa & Ruiz, Esther, 2016. "Frontiers in VaR forecasting and backtesting," International Journal of Forecasting, Elsevier, vol. 32(2), pages 475-501.
    28. Christian T. Brownlees & Giampiero M. Gallo, 2007. "Comparison of Volatility Measures: a Risk Management Perspective," Econometrics Working Papers Archive wp2007_15, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
    29. Reboredo, Juan C., 2013. "Modeling EU allowances and oil market interdependence. Implications for portfolio management," Energy Economics, Elsevier, vol. 36(C), pages 471-480.
    30. Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral, 2009. "A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk," CIRJE F-Series CIRJE-F-644, CIRJE, Faculty of Economics, University of Tokyo.
    31. Alexander, Carol & Lazar, Emese & Stanescu, Silvia, 2013. "Forecasting VaR using analytic higher moments for GARCH processes," International Review of Financial Analysis, Elsevier, vol. 30(C), pages 36-45.
    32. Buczyński Mateusz & Chlebus Marcin, 2018. "Comparison of Semi-Parametric and Benchmark Value-At-Risk Models in Several Time Periods with Different Volatility Levels," Financial Internet Quarterly (formerly e-Finanse), Sciendo, vol. 14(2), pages 67-82, June.
    33. Pilar Abad Romero & Sonia Benito Muela & Miguel Angel Sánchez Granero & Carmen López, 2013. "Evaluating the performance of the skewed distributions to forecast Value at Risk in the Global Financial Crisis," Documentos de Trabajo del ICAE 2013-40, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    34. Halkos, George E. & Tsirivis, Apostolos S., 2019. "Value-at-risk methodologies for effective energy portfolio risk management," Economic Analysis and Policy, Elsevier, vol. 62(C), pages 197-212.
    35. Brenda Castillo-Brais & Ángel León & Juan Mora, 2022. "Estimating Value-at-Risk and Expected Shortfall: Do Polynomial Expansions Outperform Parametric Densities?," Mathematics, MDPI, vol. 10(22), pages 1-17, November.
    36. Wang Yu-Jen & Chung Huimin & Guo Jia-Hau, 2013. "A value-at-risk analysis of carry trades using skew-GARCH models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 17(4), pages 439-459, September.
    37. Chrétien, Stéphane & Coggins, Frank, 2010. "Performance and conservatism of monthly FHS VaR: An international investigation," International Review of Financial Analysis, Elsevier, vol. 19(5), pages 323-333, December.
    38. Kakade, Kshitij & Jain, Ishan & Mishra, Aswini Kumar, 2022. "Value-at-Risk forecasting: A hybrid ensemble learning GARCH-LSTM based approach," Resources Policy, Elsevier, vol. 78(C).
    39. Cifter, Atilla & Ozun, Alper, 2007. "The Predictive Performance of Asymmetric Normal Mixture GARCH in Risk Management: Evidence from Turkey," MPRA Paper 2489, University Library of Munich, Germany.
    40. Jung-Bin Su & Jui-Cheng Hung, 2018. "The Value-At-Risk Estimate of Stock and Currency-Stock Portfolios’ Returns," Risks, MDPI, vol. 6(4), pages 1-42, November.
    41. Kilic, Ekrem, 2006. "Violation duration as a better way of VaR model evaluation : evidence from Turkish market portfolio," MPRA Paper 5610, University Library of Munich, Germany.
    42. Reboredo, Juan C. & Ugando, Mikel, 2014. "US dollar exchange rate and food price dependence: Implications for portfolio risk management," The North American Journal of Economics and Finance, Elsevier, vol. 30(C), pages 72-89.
    43. Xuehai Zhang, 2019. "Value at Risk and Expected Shortfall under General Semi-parametric GARCH models," Working Papers CIE 123, Paderborn University, CIE Center for International Economics.
    44. Arena, Marika & Arnaboldi, Michela & Azzone, Giovanni, 2010. "The organizational dynamics of Enterprise Risk Management," Accounting, Organizations and Society, Elsevier, vol. 35(7), pages 659-675, October.
    45. Liyuan Chen & Paola Zerilli & Christopher F Baum, 2018. "Leverage effects and stochastic volatility in spot oil returns: A Bayesian approach with VaR and CVaR applications," Boston College Working Papers in Economics 953, Boston College Department of Economics.
    46. Panos Pouliasis & Ioannis Kyriakou & Nikos Papapostolou, 2017. "On equity risk prediction and tail spillovers," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 22(4), pages 379-393, October.
    47. Abounoori, Esmaiel & Elmi, Zahra (Mila) & Nademi, Younes, 2016. "Forecasting Tehran stock exchange volatility; Markov switching GARCH approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 445(C), pages 264-282.
    48. Louzis, Dimitrios P. & Xanthopoulos-Sisinis, Spyros & Refenes, Apostolos P., 2014. "Realized volatility models and alternative Value-at-Risk prediction strategies," Economic Modelling, Elsevier, vol. 40(C), pages 101-116.
    49. Ramzi Nekhili & Jahangir Sultan, 2020. "Jump Driven Risk Model Performance in Cryptocurrency Market," IJFS, MDPI, vol. 8(2), pages 1-18, April.
    50. Mateusz Pipien, 2006. "The Predictive Value at Risk and Capital Requirements for Market Risk. The case of PLN/USD Exchange Rate," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 7, pages 179-188.
    51. Nupur Moni Das & Bhabani Sankar Rout & Yashmin Khatun, 2023. "Does G7 Engross the Shock of COVID 19: An Assessment with Market Volatility?," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 30(4), pages 795-816, December.
    52. Sajjad Rasoul & Coakley Jerry & Nankervis John C, 2008. "Markov-Switching GARCH Modelling of Value-at-Risk," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 12(3), pages 1-31, September.
    53. Arian, Hamid & Moghimi, Mehrdad & Tabatabaei, Ehsan & Zamani, Shiva, 2022. "Encoded Value-at-Risk: A machine learning approach for portfolio risk measurement," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 202(C), pages 500-525.
    54. Christian T. Brownlees & Giampiero Gallo, 2007. "Volatility Forecasting Using Explanatory Variables and Focused Selection Criteria," Econometrics Working Papers Archive wp2007_04, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
    55. Benjamin Beckers & Helmut Herwartz & Moritz Seidel, 2017. "Risk forecasting in (T)GARCH models with uncorrelated dependent innovations," Quantitative Finance, Taylor & Francis Journals, vol. 17(1), pages 121-137, January.
    56. Andrey Yu. Nevela & Victor A. Lapshin, 2022. "Model Risk and Basic Approaches to its Estimation on Example of Market Risk Models," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 2, pages 91-112, April.
    57. Biswajit Patra & Puja Padhi, 2015. "Backtesting of Value at Risk Methodology: Analysis of Banking Shares in India," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 9(3), pages 254-277, August.
    58. Fiszeder, Piotr & Fałdziński, Marcin & Molnár, Peter, 2023. "Modeling and forecasting dynamic conditional correlations with opening, high, low, and closing prices," Journal of Empirical Finance, Elsevier, vol. 70(C), pages 308-321.
    59. Laura Garcia-Jorcano & Lidia Sanchis-Marco, 2023. "Measuring Systemic Risk Using Multivariate Quantile-Located ES Models," Journal of Financial Econometrics, Oxford University Press, vol. 21(1), pages 1-72.
    60. Jacek Osiewalski & Anna Pajor, 2010. "Bayesian Value-at-Risk for a Portfolio: Multi- and Univariate Approaches Using MSF-SBEKK Models," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 2(4), pages 253-277, September.
    61. Jammazi, Rania & Reboredo, Juan C., 2016. "Dependence and risk management in oil and stock markets. A wavelet-copula analysis," Energy, Elsevier, vol. 107(C), pages 866-888.
    62. Barbara Będowska-Sójka, 2018. "Is intraday data useful for forecasting VaR? The evidence from EUR/PLN exchange rate," Risk Management, Palgrave Macmillan, vol. 20(4), pages 326-346, November.
    63. Sebastian Letmathe & Yuanhua Feng & André Uhde, 2021. "Semiparametric GARCH models with long memory applied to Value at Risk and Expected Shortfall," Working Papers CIE 141, Paderborn University, CIE Center for International Economics.
    64. Joanna Górka, 2010. "The Sign RCA Models: Comparing Predictive Accuracy of VaR Measures," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 10, pages 61-80.
    65. Soumya Guha Deb, 2019. "A VaR-based Downside Risk Analysis of Indian Equity Mutual Funds in the Pre- and Post-global Financial Crisis Periods," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 18(2), pages 210-236, August.
    66. Chiu, Yen-Chen & Chuang, I-Yuan, 2016. "The performance of the switching forecast model of value-at-risk in the Asian stock markets," Finance Research Letters, Elsevier, vol. 18(C), pages 43-51.
    67. Evangelos Vasileiou, 2022. "Inaccurate Value at Risk Estimations: Bad Modeling or Inappropriate Data?," Computational Economics, Springer;Society for Computational Economics, vol. 59(3), pages 1155-1171, March.
    68. Kostas Andriosopoulos & Nikos Nomikos, 2012. "Risk management in the energy markets and Value-at-Risk modelling: a Hybrid approach," RSCAS Working Papers 2012/47, European University Institute.
    69. Yuanhua Feng & Jan Beran & Sebastian Letmathe & Sucharita Ghosh, 2020. "Fractionally integrated Log-GARCH with application to value at risk and expected shortfall," Working Papers CIE 137, Paderborn University, CIE Center for International Economics.

Chapters

  1. Radhika Pandey & Ila Patnaik & Ajay Shah, 2019. "Business Cycle Measurement in India," Societies and Political Orders in Transition, in: Sergey Smirnov & Ataman Ozyildirim & Paulo Picchetti (ed.), Business Cycles in BRICS, pages 121-152, Springer.
    See citations under working paper version above.
  2. Ila Patnaik & Ajay Shah, 2012. "Asia Confronts the Impossible Trinity," Chapters, in: Masahiro Kawai & Peter J. Morgan & Shinji Takagi (ed.), Monetary and Currency Policy Management in Asia, chapter 7, Edward Elgar Publishing.
    See citations under working paper version above.
  3. Ajay Shah & Ila Patnaik, 2010. "Managing Capital Flows: The Case of India," Chapters, in: Masahiro Kawai & Mario B. Lamberte (ed.), Managing Capital Flows, chapter 9, Edward Elgar Publishing.
    See citations under working paper version above.
  4. Ajay Shah & Ila Patnaik, 2007. "India's Experience with Capital Flows: The Elusive Quest for a Sustainable Current Account Deficit," NBER Chapters, in: Capital Controls and Capital Flows in Emerging Economies: Policies, Practices, and Consequences, pages 609-644, National Bureau of Economic Research, Inc.
    See citations under working paper version above.Sorry, no citations of chapters recorded.

Books

  1. Shah, Ajay & Thomas, Susan & Gorham, Michael, 2008. "Indian Financial Markets," Elsevier Monographs, Elsevier, edition 1, number 9780123742513.

    Cited by:

    1. Madhusudan Karmakar, 2007. "Asymmetric Volatility and Risk-return Relationship in the Indian Stock Market," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, vol. 8(1), pages 99-116, January.
    2. Susan Thomas, 2010. "Call auctions : A solution to some difficulties in Indian finance," Finance Working Papers 23028, East Asian Bureau of Economic Research.
    3. Nath, Golaka, 2012. "Indian corporate bonds market –an analytical prospective," MPRA Paper 38992, University Library of Munich, Germany.
    4. Krishnan, Kaveri & Mukherji, Arnab & Basu, Sankarshan, 2020. "Market responses to increased transparency: An Indian narrative," International Review of Economics & Finance, Elsevier, vol. 69(C), pages 663-677.
    5. Patnaik, Ila & Shah, Ajay, 2010. "Why India choked when Lehman broke," Working Papers 10/63, National Institute of Public Finance and Policy.
    6. Nidhi Aggarwal & Susan Thomas, 2011. "When do stock futures dominate price discovery," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2011-016, Indira Gandhi Institute of Development Research, Mumbai, India.
    7. Gaurav Singh Chauhan, 2019. "Performance attribution of mutual funds in India: outperformance or mis‐representation?," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 59(S1), pages 383-409, April.
    8. Dayanand Arora & Francis Xavier Rathinam, 2011. "OTC derivatives market in India: recent regulatory initiatives and open issues for market stability and development," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, vol. 4(2), pages 235-261, April.
    9. Kamat, Manoj & Kamat, Manasvi, 2007. "The New Information Age & the Stock Market Growth Puzzle," MPRA Paper 5158, University Library of Munich, Germany.

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