Amritkant Mishra

• PhD
• Professor (Assistant) at Birla Global University

This pragmatic study aims to comprehensively examine the underlying impact of economic policy uncertainty (EPU) on both inflation and stock market performance across fifteen major global economies, employing the robust panel Autoregressive Distributed Lag (ARDL) model. The outcome reveals that there is a long-run nexus between the EPU, inflation, a...

Purpose This pragmatic investigation examines the dynamic nexus between crude oil prices and food inflation from South and Southeast Asian perspectives. Design/methodology/approach This study investigates the asymmetric effects of global crude oil prices on food inflation using a nonlinear autoregressive distributed lag (ARDL) model with monthly d...

Purpose This study aims to investigate the conditional volatility of the Asian stock market concerning Bitcoin and global crude oil price movement. Design/methodology/approach This study uses the newest Dynamic Conditional Correlation (DCC)-Generalized Autoregressive Conditional Heteroskedasticity (GARCH) model to examine the conditional volatilit...

The present study attempted to observe the perception and adaptation strategies of farmers in the context of climate change. It observes that the majority of the farmers are aware of climate change and understand that they are facing problems due to it. The major problems faced by the farmers are the long duration of dryness due to lack of rainfall...

This pragmatic research strives to reveal the return volatility transmission throughout Asian stock exchanges, by employing variance decomposition technique of Vector autoregressive (VAR) based framework. Additionally, the current examination exerts a Granger causality approach to detect short-term cause and effect among the stock exchanges. The co...

Current research aims to examine the implications of the fresh Russian invasion of Ukraine on the sectoral indices of the Indian stock exchange based on the daily data from January 1, 2021, to June 30, 2023. The result of the t-test signifies that there is no substantial impact on the sectoral indices. Alternatively, the consequence further reveals...

This paper aims to provide empirical evidence for the revenue ranking between discriminatory and uniform price auctions by analysing the market for fractional real estate investment. Additionally, it endeavours to reveals the fact related to quantity of biding under discriminatory and uniform price auction based on the primary data of Delhi-NCR. Th...

This examination endeavors to divulge the effects of the COVID-19 first and second waves on daily sectoral indices and volatility spillover in Indian markets. The empirical outcomes of the analysis reveal that the outbreaks of the first and second waves had a heterogeneous impact on the average value of eleven major sectoral indices. It also produc...

The current geopolitical risk posed by the Russia-Ukraine war has significant implications on the stock markets and the commodities markets of several countries. Using monthly data from October 2020 to the present time period, we analyse the impact of Russia-Ukraine crisis on food inflation and stock market return volatility in the context of Asian...

This study attempts to investigate the dynamic linkages between the monetary factor and food inflation from an Indian macroeconomic perspective, based on time series data from 1991 to 2022. The outcome of the present investigation reveals that a narrow and broad money supply have a significant impact on food inflation. Furthermore, the result of ca...

The current geopolitical risk posed by the Russia-Ukraine war has significant implications on the stock markets and the commodities markets of several countries. Using monthly data from October 2020 to the present time period, we analyse the impact of Russia-Ukraine crisis on food inflation and stock market return volatility in the context of Asian...

This investigation applies a VAR and an ARDL model to estimate the sacrifice ratio in the period of 1968–2018 subject to two regimes in India. The range for the sacrifice ratio mostly lies between [Formula: see text]0.5 and 1 for the period of 1968–2002 while also experiencing sensitive shifts of [Formula: see text]10 and 15. For the period of 2002...

This pragmatic investigation examined the impact of policy uncertainty and crude oil prices on food inflation in India. The findings revealed that there was a long-run relationship between food inflation, economic policy uncertainty, and crude oil prices. On the other hand, the relevant results showed that, in the long run, the crude oil price sign...

Globally, the paucity of conventional energy sources has created an unprecedented increase in demand for green energy. Continuous dependency on conventional energy sources has given rise to several undesirable environmental consequences. In the 20th century, the international forum pondered about the development and uses of green energy, which comm...

The paper analyses the short term and long-term performance of IPOs floated by small and medium enterprises along with it attempts to investigate those factors which can explain the listing day performance i.e., underpricing and long-term performance. During the period under study, average underpricing of 7.90% has been reported for these SME IPOs....

Environmental quality and sustainability seek to preserve, enhance, and protect our environmental resources that directly aim at providing an amicable quality of life and sustainable development for the upcoming generations. Considering the hazardous environmental urban quality in Delhi NCR, air pollution is the topmost factor deteriorating the hea...

Abstract Purpose – The eruption of coronavirus disease 2019 (COVID-19) has pointedly subdued global economic growth and producing significant impact on environment. As a medicine or a treatment is yet available at mass level, social distancing and lockdown is expected the key way to avert it. Some outcome advocates that lockdown strategies consider...

This pragmatic investigation strives to divulge the relationship between infrastructure expansion and environmental defilement in the Indian outlook by realistically exerting panel data of 10 Indian states, which contributes 70 per cent of the total national population. The precise outcome of investigation demonstrates that some proxies of infrastr...

This empirical analysis endeavors to examine the return volatility, co volatility and spillover impact of Australian dollar, Canadian dollar, Japanese yen, and Swiss franc in pertinent Asian economies such as India, Malaysia, and Singapore, by using the variance decomposition and GARCH-DCC techniques with the help of daily time series data from fiv...

This empirical analysis aspired to unearth the transmission channels of fiscal deficit and food inflation linkages in the Indian perspective by reasonably exerting the data for 1991 to 2017. The precise results of structural vector autoregressive (SVAR) analysis proffered that there were three different mechanisms of transmission such as consumption,...

This empirical analysis aspires to scrutinise the nexus between economic development and inflation in Asian perspective by utilising panel dynamic OLS and the panel Granger causality method. The outcome of the panel dynamic OLS documents that, some proxies of economic development such as electric potency, transportation, telecommunication facility...

This empirical analysis strives to properly investigate the potential consequences of the foreign exchange rate and money supply on retail food inflation. It also endeavours to explore the commodity-wise food inflation volatility in Indian outlook. The successful outcome of the ARDL technique sufficiently reveals that in the short run, money supply...

This empirical analysis endeavors to trace out the causal nexus between core inflation and economic growth from the perspective of twenty world’s leading economies with the help of the nonlinear Granger causality approach by using time series data from 1981 to 2016. Based on nonlinear Granger causality results, it has been found that there is a uni...

The current analysis strived to unearth the impact of inflation and fiscal deficit on economic growth and conduct a comparative review between the world's two fastest-growing economies, China and India. The present empirical investigation exerted multivariate time series modeling, such as auto-regressive distributional lag (ARDL) model and Granger...

This empirical analysis endeavors to trace out the causal nexus between core inflation and economic growth in the perspective of twenty world’s leading economy with the help of nonlinear Granger causality approach by using time series data from 1981 to 2016. On the basis of nonlinear Granger causality result, it has been found that there is unidire...

This empirical analysis endeavored to investigate the return volatility, covolatility, and the spillover impact of gold, real estate, and U.S. dollar in India. The generalized autoregressive conditional heteroskedasticity dynamic conditional correlation (GARCH - DCC) was used to reveal the return volatility and conditional correlation. The volatili...

This empirical analysis aspires to unearth the nexus between infrastructure development, urbanisation, and rural-urban income inequality in Asian perspective by reasonably using panel data of nine Asian countries for the specific period of 1991 to 2016. The precise result of panel dynamic ordinary least squares (OLS) proffers that some proxies of i...

This empirical analysis aspires to adequately investigate the causal effect of financial integration, educational expenditure and financial development on economic growth, by exerting the nonlinear Granger-causality approach. On another hand, it additionally strives to uncover the heterogeneous effect of financial integration, academic expenditure...

This research article strives to examine the return volatility, co volatility and spillover impact of stock exchange, foreign exchange as well as crude oil in Indian and Japanese financial market which are two pertinent, Asian economies by using generalised autoregressive conditional heteroskedasticity dynamic conditional correlation (GARCH-DCC) an...

This research article strives to examine the return volatility, co volatility and spillover impact of stock exchange, foreign exchange as well as crude oil in Indian and Japanese financial market which are two pertinent, Asian economies by using generalised autoregressive conditional heteroskedasticity dynamic conditional correlation (GARCH-DCC) an...

In this paper it is tried to make the comparison the foreign exchange return volatility in the three emerging economies of Asia. It is also endeavored to investigate the return co-movement and the volatility spillover between the foreign exchange markets of India, China and Malaysia with reference of US dollar, Indian Rupees, Chinese Yuan and Malay...