Kausik Chaudhuri

TL;DR: In this article, the authors investigate whether stock-price indexes of seventeen emerging markets can be characterized as random walk (unit root) or mean reversion processes, and they find that for fourteen countries, stock prices exhibit structural breaks.

TL;DR: Using cointegration and causality tests, this article demonstrated that the nonstationary behavior of US dollar real exchange rates, over the post-Bretton Woods era, is due to the non-stationary behaviour of real oil prices.

TL;DR: Using the multivariate cointegration methodology, the evidence of long-run relationships between real stock price and measures of aggregate real activity including real GDP, real private consumption, real money and the real price of oil in the Australian market was examined in this paper.

TL;DR: In this article, the authors investigated the size of the hidden economy in Indian states over the period 1974/75 to 1995/96 and found that after liberalization of the Indian economy in 1991/92, the growth in the number of shadow economy activities has decreased on an average.

TL;DR: In this article, the authors examined the effect of the global pandemic on stock market volatility and whether economic strength, measured by a set of selected country-level economic characteristics and factors such as economic resilience, intensity of capitalism, level of corporate governance, financial development, monetary policy rate and quality of health system, could potentially mitigate the possible detrimental effect of global pandamine on stock price volatility.