Prof. Avishek Bhandari

Prof. Avishek Bhandari

Adjunct Faculty – General Management (Economics)
  • Ph.D. (Awaiting Defense) from University of Hyderabad
  • MPhil (Economics) from University of Hyderabad
  • MA (Economics) from University of Hyderabad
  • BA (Economics) Hons. from Sri Sathya Sai University
  • Economic Theory
  • Time-Frequency Analysis
  • Applied Time-Series Analysis
  • Spectral Analysis
  • Mathematical Economics

Telephone: 040-30461500
Email: bavisek@imthyderabad.edu.in

Avishek Bhandari is currently working as an adjunct faculty at IMT-Hyderabad. He has done his graduate studies in economics from the University of Hyderabad. Prior to joining IMT-Hyderabad, he was pursuing his doctoral research from University of Hyderabad. As a research scholar, he has taught courses in time-series based spectral analysis and conducted practical hands-on sessions for some topics in time-series and frequency domain data analysis using the R statistical computing environment.

  • Avishek Bhandari and Bandi Kamaiah. (2017), “On the dynamics of Inflation-Stock returns in India”, Journal of Quantitative Economics, Springer. (ISSN 0971-1554)
  • 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 ICFAI Journal of Applied Economics, Vol XIV, January 2015.
  • ‘Long Memory in Indian stock returns: An analysis using a wavelet based semi-parametric estimator’ at 53rd annual conference of the Indian Econometric society (TIES), NISER, Bhubaneswar (December 2016).
  • ‘Inflation-Stock returns dynamics in time-frequency space: Spectral and continuous wavelet decomposition’ at 52nd annual conference of the Indian Econometric society (TIES), IIM-Kozhikode, (January 2016).
  • ‘Does Volatility in Asian Forex market transmit to India?’ at 52nd annual conference of the Indian Econometric society (TIES), IIM-Kozhikode, (January 2016).
  • ‘Co-movements and Volatility spillover in Asian Forex Market: A Multivariate GARCH and MRA Approach’ at 52nd annual conference of the Indian Econometric society (TIES), IIM-Kozhikode, (January 2016).
  • ‘A Wavelet based approach for Multi-scale analysis and predictability of stock returns’, at 51st annual conference of the Indian Econometric society (TIES), Panjabi University, Patiala, (December 2015).
  • ‘Wavelets based Multiscale analysis of Indian Equity Prices’ at IV International conference on applied econometrics, IBS, Hyderabad, (March 2014).