| Dynamic and directional network connectedness of crude oil and currencies: Evidence from implied volatility VK Singh, S Nishant, P Kumar Energy Economics 76, 48-63, 2018 | 84 | 2018 |
| Forecasting performance of constant elasticity of variance model: Empirical evidence from India VK Singh, N Ahmad International Journal of Applied Economics and Finance 5 (1), 87-96, 2011 | 50 | 2011 |
| Feedback spillover dynamics of crude oil and global assets indicators: A system-wide network perspective VK Singh, P Kumar, S Nishant Energy Economics 80, 321-335, 2019 | 43 | 2019 |
| Linkage dynamics of sovereign credit risk and financial markets: A bibliometric analysis V Bajaj, P Kumar, VK Singh Research in International Business and Finance 59, 101566, 2022 | 36 | 2022 |
| Global connectedness of MSCI energy equity indices: A system-wide network approach VK Singh, P Kumar, S Nishant Energy Economics 84, 104477, 2019 | 34 | 2019 |
| Empirical performance of option pricing models: evidence from India VK Singh International Journal of Economics and Finance 5 (2), 141-154, 2013 | 14 | 2013 |
| Forecasting Performance of Volatility Models for Pricing S&P CNX Nifty Index Options via Black-Scholes Model. VK Singh, N Ahmad IUP Journal of Applied Finance 17 (3), 2011 | 14 | 2011 |
| Does crude oil fire the emerging markets currencies contagion spillover? A systemic perspective P Kumar, VK Singh Energy Economics 116, 106384, 2022 | 13 | 2022 |
| Evidence of leverage effects and volatility spillover among exchange rates of selected emerging and growth leading economies AK Panda, S Nanda, VK Singh, S Kumar Journal of Financial Economic Policy 11 (2), 174-192, 2019 | 12 | 2019 |
| Modeling S & P CNX Nifty Index Volatility with GARCH Class Volatility Models: Empirical Evidence from India VK Singh, N Ahmad Indian Journal of Finance 5 (2), 34-47, 2011 | 11 | 2011 |
| Systemwide directional connectedness from Crude Oil to sovereign credit risk V Bajaj, P Kumar, VK Singh Journal of Commodity Markets 30, 100272, 2023 | 9 | 2023 |
| Day-of-the-week effect of major currency pairs: new evidences from investors’ fear gauge VK Singh Journal of Asset Management 20 (7), 493-507, 2019 | 9 | 2019 |
| Does the substitution effect lead to feedback effect linkage between ethanol, crude oil, and soft agricultural commodities? P Kumar, VK Singh, S Rao Energy Economics 119, 106574, 2023 | 8 | 2023 |
| Dynamic volatility spillover connectedness of sectoral indices of commodity and equity: evidence from India SA Purankar, VK Singh International Journal of Management Practice 13 (2), 151-177, 2020 | 7 | 2020 |
| Empirical analysis of GARCH and Practitioner Black-Scholes Model for pricing S&P CNX Nifty 50 index options of India. VK Singh, N Ahmad, P Pachori Decision (0304-0941) 38 (2), 2011 | 7 | 2011 |
| Financial Integration among RCEP (ASEAN+ 6) Economies: Evidences from Stock and Forex Markets. F Ahmed, VK Singh South Asian Journal of Management 23 (1), 2016 | 5 | 2016 |
| Pricing competitiveness of jump-diffusion option pricing models: evidence from recent financial upheavals VK Singh Studies in Economics and Finance 32 (3), 357-378, 2015 | 4 | 2015 |
| Competency of Monte Carlo and Black–Scholes in pricing Nifty index options: A vis-à-vis study VK Singh Monte Carlo Methods and Applications 20 (1), 61-76, 2014 | 4 | 2014 |
| A Kaleidoscopic Study of Pricing Performance of Stochastic Volatility Option Pricing Models: Evidence from Recent Indian Economic Turbulence VK Singh, P Pachori Vikalpa 38 (2), 61-80, 2013 | 4 | 2013 |
| Econometric analysis of financial cointegration of least developed countries (LDCs) of Asia and the Pacific VK Singh, F Ahmed China Finance Review International 6 (2), 208-227, 2016 | 3 | 2016 |
