1 citations · 1 across the 10 of their papers we have counts for
10 papers
Measuring the Arrow of Time: Identification, Estimation, and Inference for Directional Structure in Multivariate Time Series
Avishek Bhandari
Many questions across the sciences take the same form: several coupled series are observed together, and the analyst wants to know not merely that they move together but which one…
Choice at Finite Capacity: The Bounded Agent as an Information Channel and the Recovery of Walrasian Demand
Avishek Bhandari
Standard economics assumes the consumer as a flawless calculator who always buys the best basket it can afford. This paper models the shopper instead as a limited information chann…
Rational Bubbles at the Spectral Edge: An Operator-Spectral Theory of Fragility, Identification and Finite-Sample Certification
Avishek Bhandari
When markets move more and more in lockstep, are they drifting towards the point where a price bubble becomes possible, and can that drift be measured before the crossing? This pap…
Equilibrium as a Limit: The Competitive Canon Nested in an Adaptive, Information-Theoretic Economy
Avishek Bhandari
The competitive equilibrium of general equilibrium theory exists as a fixed point and is, by the theorys own results on aggregate excess demand, in general silent on whether that f…
Econstellar: An Open-Source AI-Augmented Research Engine for Computational Financial Econometrics
Avishek Bhandari
Turning a promising economic idea into a credible empirical finding is, in practice, an expensive undertaking: it demands a great deal of specialised computation, and the results a…
Scale-Ordered Contagion: A Spectral Theory of Heterogeneous Information Adaptation in Financial Networks
Avishek Bhandari, Ipsita Parida
In this paper, an attempt is made to examine how the speed at which financial markets absorb information governs the way shocks travel between them. It may be noted that a market w…
What Drives Contagion? Identifying and Attributing Cross-Border Transmission Mechanisms
Avishek Bhandari, Ipsita Parida, Hitesh Kumar Sahu
We address the joint detection-and-attribution problem in cross-border financial contagion through a two-stage framework. The first stage applies wavelet-quantile transfer entropy…
Multi-Scale Network Dynamics and Systemic Risk: A Model Context Protocol Approach to Financial Markets
Avishek Bhandari
This paper introduces a novel framework for analyzing systemic risk in financial markets through multi-scale network dynamics using Model Context Protocol (MCP) for agent communica…
Long memory in select stock returns using an alternative wavelet log-scale alignment approach
Avishek Bhandari, Bandi Kamaiah
This study investigates the efficiency of some select stock markets. Using an improved wavelet estimator of long range dependence, we show evidence of long memory in the stock retu…
A wavelet analysis of inter-dependence, contagion and long memory among global equity markets
Avishek Bhandari
This study attempts to investigate into the structure and features of global equity markets from a time-frequency perspective. An analysis grounded on this framework allows one to…