Applied Time Series Econometrics, Financial Econometrics, Macroeconomics and Monetary Policy Transmission.
Asymmetry in the Extracted Housing Wealth Effects on Consumption, International Journal of Economics and Business Research, 2015 10(2), 204-211 (jointly with Nityananda Sarkar).
Spillovers between Bitcoin and other Assets during Bear and Bull Markets. Applied Economics, 2018, DOI: 10.1080/00036846.2018.1488075 (jointly with Elie Bouri, Rangan Gupta)
Revisiting the Anomalous Relationship between Inflation and REIT Returns in Presence of Structural Breaks: Empirical Evidence from the USA and the UK. (jointly with Nityananda Sarkar). (https://mpra.ub.uni-muenchen.de/95130/)
Re-investigating the anomalous relationship between inflation and equity REIT Returns: A Regime-Switching Approach. (jointly with Nityananda Sarkar) (https://mpra.ub.uni-muenchen.de/95135/)
Mean and Volatility Spillovers between REIT and Stocks Returns: A STVAR-BTGARCH-M Model. (jointly with Srikanta Kundu and Nityananda Sarkar) (https://mpra.ub.uni-muenchen.de/94707/)
WORK IN PROGRESS:
Interdependence between Monetary Policy and REIT Returns: A Structural VAR Analysis.