159 citations · 169 across the 5 of their papers we have counts for
5 papers
Network-centric indicators for fragility in global financial indices
Areejit Samal, Sunil Kumar, Yasharth Yadav +1
Over the last two decades, financial systems have been studied and analysed from the perspective of complex networks, where the nodes and edges in the network represent the various…
A perspective on correlation-based financial networks and entropy measures
Vishwas Kukreti, Hirdesh K. Pharasi, Priya Gupta +1
In this brief review, we critically examine the recent work done on correlation-based networks in financial systems. The structure of empirical correlation matrices constructed fro…
Latent class analyisis for reliable measure of inflation expectation in the indian public
Sunil Kumar
The main aim of this paper is to inspect the properties of survey based on households inflation expectations, conducted by Reserve Bank of India. It is theorized that the responden…
Assessing Consistency of Consumer Confidence Data using Dynamic Latent Class Analysis
Sunil Kumar, Zakir Husain, Diganta Mukherjee
In many countries information on expectations collected through consumer confidence surveys are used in macroeconomic policy formulation. Unfortunately, before doing so, the consis…
Correlation, Network and Multifractal Analysis of Global Financial Indices
Sunil Kumar, Nivedita Deo
We apply RMT, Network and MF-DFA methods to investigate correlation, network and multifractal properties of 20 global financial indices. We compare results before and during the fi…