Sinha, Pankaj and Agnihotri, Shalini (2014): Sensitivity of Value at Risk estimation to NonNormality of returns and Market capitalization.
Sinha, Pankaj and Agnihotri, Shalini (2014): Investigating impact of volatility persistence, market asymmetry and information inflow on volatility of stock indices using bivariate GJR-GARCH.
Sinha, Pankaj and Agnihotri, Shalini (2015): Macroeconomic risk and firms financing decision: An empirical panel data investigation using system GMM.
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