Browsing Working Papers by Author "Kumar, Sudarshan"
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A computational algorithm to analyze unobserved sequential reactions of the central banks: inference on complex lead-lag relationship in evolution of policy stances
Chakrabarti, Anindya; Kumar, Sudarshan (2019-06-03)Central banks of different countries are some of the largest economic players at the global scale and they are not static in their monetary policy stances. They change their policies substantially over time in response to ... -
Ripples on financial networks
Kumar, Sudarshan; Bansal, Avijit; Chakrabartia, Anindya S. (Indian Institute of Management Ahmedabad, 2019)In the financial markets, asset returns exhibit collective dynamics masking individual impacts on the rest of the market. Hence, it is still an open problem to identify how shocks originating from one particular asset ...