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Susan Thomas  

 

 

Education :

Ph.D. (Economics), University of Southern California, 1995.

 

Office Telephone:

+91-22-28416550

 

Email id:

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Research Interests:

Financial Economics (Volatility of financial instruments, Asset pricing, Market Microstructure, Financial Derivatives), Time Series Econometrics.

 

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  • "India's software industry: State Policy, Liberalisation and Industrial Development", International Journal of Development Banking, July 1997.
  • "Developing the Indian Capital Market", (with Ajay Shah), to appear as a chapter in a book on India's financial system produced by the World Bank, edited by Jim Hanson.
  • "An Indian perspective", in Perspectives on International Financial Liberalization (responses to ``International financial liberalization: Implications for development'' by John Eatwell), (with by Ajay Shah), UNDP Office of Development Studies Paper, April 1998.
  • "Derivatives in India", edited by Susan Thomas, an Invest India -- Tata McGraw Hill series, Tata McGraw Hill publications, April 1998.
  • "Volatility forecasting in Indian financial markets", Chapter 24 in Derivatives Markets in India, edited by Susan Thomas, an Invest India -- Tata McGraw Hill series, Tata McGraw Hill publications, April 1998.
  • "Performance Evaluation of Indian Funds", Chapter 4 in "The Future of Fund Management in India -- 1997", edited by Tushar M. Waghmare, Tata McGraw-Hill, 1998.
  • "Liquidity Considerations in Index Construction, Chapter 8, in "The Future of Fund Management in India -- 1997" edited by Tushar M. Waghmare, Tata McGraw-Hill, 1998.
  • "Heteroskedasticity models on the BSE", mimeo, July 1995.
  • "Improving Market Quality on India's Foreign Exchange Market", (with Ajay Shah), mimeo, July 1997.
  • "Market microstructure considerations in index construction", (with Ajay Shah), mimeo, December 1997.
  • Heteroskedasticity and Longrun Dependence on the BSE Index, Foreign Exchange Markets, Asset Pricing.