Anupam Das Gupta
Biographic Data
| ID | 7545545 |
|---|---|
| NAME | Anupam Das Gupta |
| GIVEN NAMES | Anupam |
| FAMILY NAME | Das Gupta |
| SIGNATURE | DAS GUPTA A |
| AFFILIATIONS | University of Chittagong |
| ORCID | 0000-0002-0094-4541 |
| VERIFIED | No |
| TOTAL WORKS | 3 |
| TOTAL CITATIONS | 0 |
| WORKS AS AUTHOR | 3 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 2021 |
| LATEST PUBLICATION YEAR | 2023 |
| H-INDEX | 0 |
The impact of economic development on environmental sustainability
Impact of early Covid-19 pandemic on the US and European stock markets and volatility forecasting
This study examines the impact of early COVID-19 pandemic on U.S. and European stock indices, implied volatility (IV) indices, and forecasting accuracy of IV indices from daily data of January 2012 to December 2020, using an out-of-sample assessment of COVID-19. Our results show that COVID-19 death and recovery cases have had a significant positive impact on S&P 500, DJIA and NASDAQ 100. On the other hand, VIX, VXD and VXN show a negative associa…
The Impact of Monetary Policy Shocks on Corporate Dynamic Investment Activity With Financial Heterogeneity
This article assesses the differential reactions of firms’ investment to monetary policy shocks based on various financial heterogeneity measures, such as leverage and cash holdings. It applies U.S. public firms’ panel data from the sample period 1990Q1 to 2007Q4 and high-frequency event-study approach. Low-leverage and high cash holding firms react more to monetary policy shocks explaining the different investment activities. For the high-levera…
No prominent works on this page.
The Impact of Monetary Policy Shocks on Corporate Dynamic Investment Activity With Financial Heterogeneity
This article assesses the differential reactions of firms’ investment to monetary policy shocks based on various financial heterogeneity measures, such as leverage and cash holdings. It applies U.S. public firms’ panel data from the sample period 1990Q1 to 2007Q4 and high-frequency event-study approach. Low-leverage and high cash holding firms react more to monetary policy shocks explaining the different investment activities. For the high-levera…
Impact of early Covid-19 pandemic on the US and European stock markets and volatility forecasting
This study examines the impact of early COVID-19 pandemic on U.S. and European stock indices, implied volatility (IV) indices, and forecasting accuracy of IV indices from daily data of January 2012 to December 2020, using an out-of-sample assessment of COVID-19. Our results show that COVID-19 death and recovery cases have had a significant positive impact on S&P 500, DJIA and NASDAQ 100. On the other hand, VIX, VXD and VXN show a negative associa…
The impact of economic development on environmental sustainability
Econometrics (3 works) · Economics (3 works) · Geography (2 works) · Panel data (2 works) · 2019-20 coronavirus outbreak (1 work) · Biology (1 work) · Business (1 work) · Cash (1 work) · Cash flow (1 work) · Cointegration (1 work)