Kedar nath Mukherjee

Employment

• National Institute of Bank Management Associate Professor
  2022 - Present

Education

• Osmania University Ph.D.
  2005 - 2008
• University of Burdwan M.Com, M.Phil
  1998 - 2001

Projects & Funding

Projects & funding information is unavailable.

Publications (6)

• REGIME RECOVERY USING IMPLIED VOLATILITY IN MARKOV MODULATED MARKET MODEL
  Arxiv 2022 DOI: 10.48550/arxiv.2201.10304
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• Regime recovery using implied volatility in Markov modulated market model
  Applied Stochastic Models in Business and Industry 2022 DOI: 10.1002/asmb.2719
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• Demystifying Fixed Income Analytics
  Routledge, Taylor & Francis Group, United Kingdom 2020
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• Demystifying Yield Spread on Corporate Bonds Trades in India
  Asia Pacific Financial Markets 2019 DOI: 10.1007/s10690-018-09266-w
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• Stock market integration and volatility spillover: India and its major Asian counterparts
  Research in International Business and Finance 2010 DOI: 10.1016/j.ribaf.2009.12.004
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• International stock market integration and its economic determinants: A study ofindian and world equity markets
  Vikalpa 2007 DOI: 10.1177/0256090920070403
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