K. Kanjilal

Economics and Econometrics · 2013–2016

A researcher in the Science corpus: 4 papers; trusts 22 researchers and is trusted by 19 researchers here, as inferred from the citation graph.

Subfields

Whom K. Kanjilal trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Abdulnasser Hatemi-J
  2. Paresh Kumar Narayan
  3. Ugur Soytas
  4. M. Pesaran
  5. Chien‐Chiang Lee
  6. David I. Stern
  7. Y. Wolde‐Rufael
  8. Soumyananda Dinda
  9. Jushan Bai
  10. Søren Johansen

Who trusts K. Kanjilal overall

  1. Muhammad Shahbaz
  2. Md. Mahmudul Alam
  3. Eyup Dogan
  4. Syed Jawad Hussain Shahzad
  5. Manzoor Ahmad
  6. Mohamed Amine Boutabba
  7. Ugur Korkut Pata
  8. Z. Mrabet
  9. M. W. Murad
  10. Ilhan Ozturk

Papers from K. Kanjilal's perspective

Ordered by how strongly the researchers K. Kanjilal trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Bounds testing approaches to the analysis of level relationships
  2. Structural break, unit root, and the causality between energy consumption and GDP in Turkey
  3. Oil price risk and emerging stock markets
  4. Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root?
  5. Oil sensitivity and systematic risk in oil-sensitive stock indices
  6. An empirical investigation of the informational efficiency of the GCC equity markets: Evidence from bootstrap simulation
  7. OIL PRICES AND STOCK MARKETS IN GCC COUNTRIES: EMPIRICAL EVIDENCE FROM PANEL ANALYSIS
  8. The effects of crude oil shocks on stock market shifts behaviour: A regime switching approach
  9. Tests for cointegration with two unknown regime shifts with an application to financial market integration
  10. Testing for unit roots in heterogeneous panels

Their papers