Sudarshan Kumar

Employment

• Indian Institute of Management Calcutta Assistant Professor
  2021 - Present
• Indian Institute of Management Kozhikode Assistant Professor
  2020 - 2021

Education

• Indian Institute of Management Ahmedabad Ph. D
  2014 - 2020

Projects & Funding

Projects & funding information is unavailable.

Publications (6)

• Harvesting the volatility smile in a large emerging market: A Dynamic Nelson–Siegel approach
  Journal of Futures Markets 2023 DOI: 10.1002/fut.22450
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• Ripples on financial networks
  European Journal of Finance 2022 DOI: 10.1080/1351847X.2020.1835686
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• Term structure estimation with liquidity-adjusted Affine Nelson Siegel model: A nonlinear state space approach applied to the Indian bond market
  Applied Economics 2022 DOI: 10.1080/00036846.2021.1967866
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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
  Journal of Computational Social Science 2020 DOI: 10.1007/s42001-019-00052-w
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• Disentangling shock diffusion on complex networks: Identification through graph planarity
  Journal of Complex Networks 2020 DOI: 10.1093/comnet/cnaa023
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• Disentangling shock diffusion on complex networks: Identification through graph planarity ∗
  arXiv 2020 DOI: 10.48550/arxiv.2001.01518
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