Dr.S. Raja Sethu Durai

Financial Economics, Econometrics and Macroeconomics

Selected publications:

•  Durai, S.R.S.  and M Ramachandran (2012), “Sectoral Effects of Disinflation : Evidence from India”, Macroeconomics and Finance in Emerging Market Economies,(Forthcoming)

• “Correlation Dynamics in Equity Markets: Evidence from India” Research in International Business and Finance, (2011), 25(1), 64-74 with Saumitra N. Bhaduri

• “Stock Prices, Inflation and Output: Evidence from Wavelet Analysis” Economic Modelling (2009) 26(5), 1089-1092 with Saumitra N Bhaduri

• “Optimal Hedge Ratio and Hedging Effectiveness of Stock Index Futures: Evidence from India” Macroeconomics and Finance in Emerging Market Economies (2008) 1(1), 121-134, with Saumitra N. Bhaduri

• “Core Inflation for India” Journal of Asian Economics (2007), 18(2), 365-383 with M. Ramachandran

• “Empirical Relationship between Dividend and Investment Decisions: Do Emerging Markets Firms Behave Differently?” Applied Financial Economics Letters (2006), 2(3), 155-158, with Saumitra N. Bhaduri

• “Asymmetric Beta in Bull and Bear Market Conditions: Evidences from India” Applied Financial Economics Letters (2006), 2(1), 55-59, with Saumitra N. Bhaduri