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. Submitted in “Bulletin of Economic Research” (jointly with Nityananda Sarkar).
Relationship between REIT Returns and Inflation: A Regime-Switching Approach. Submitted in “International Journal of Finance & Economics” (jointly with Nityananda Sarkar)
Mean and Volatility Spillovers between REIT and Stocks Returns: A STVAR-BTGARCH-M Model
WORK IN PROGRESS:
Interdependence between Monetary Policy and REIT Returns: A Structural VAR Analysis.