Applied time-series models in economics and finance
Avishek Bhandari and Bandi Kamaiah. (2020). Time-varying Nature of Stock Market Interdependence: A global perspective. Economic and Political weekly, 55 (13), 63.
Avishek Bhandari and Bandi Kamaiah. (2019). Contagion among select global equity markets: A time-frequency analysis. Global economy journal, World Scientific, 19,4.
Avishek Bhandari (2018). Long Memory in Stock Returns: An Analysis Using a Wavelet Based Semi-Parametric Estimator. The Empirical Economics Letters. 17(2), February 2018.
Avishek Bhandari (2017). Wavelets based multiscale analysis of select global equity
returns. Theoretical and Applied Economics. No 4/2017 (613).
Avishek Bhandari and Bandi Kamaiah. (2017). On the dynamics of Inflation-Stock returns in India. Journal of Quantitative Economics. Springer
Avishek Bhandari, Yazir P, Hafsal K. (2016). Co-movements and Volatility spillover in Asian Forex Market: A Multivariate GARCH and MRA Approach. The Empirical Economics Letters. 15(4), April 2016. (ISSN 1681-8997)
Avishek Bhandari and Bandi Kamaiah. (2015). An Analysis of Lead-Lag Relationship Between Stock Returns Using Spectral Methods. The IUP Journal of Applied Economics, Vol XIV, January 2015.
BA (Hons) Economics from Sri Sathya Sai Institute of Higher Learning
MA (Economics) from University of Hyderabad
MPhil (Economics) from University of Hyderabad
PhD (Economics) from University of Hyderabad
Associate Editor, SN Business and Economics, Springer Nature.