A simple indicator of systemic risk
DK Patro, M Qi, X Sun - Journal of Financial Stability, 2013 - Elsevier
We examine the relevance and effectiveness of stock return correlations among financial
institutions as an indicator of systemic risk. By analyzing the trends and fluctuations of daily …
institutions as an indicator of systemic risk. By analyzing the trends and fluctuations of daily …
[HTML][HTML] Serum Procalcitonin is a sensitive and specific marker in the diagnosis of septic arthritis and acute osteomyelitis
K Maharajan, DK Patro, J Menon, AP Hariharan… - Journal of orthopaedic …, 2013 - Springer
Background Early diagnosis of Acute Osteomyelitis (OM) and Septic Arthritis (SA) is of vital
importance to avoid devastating complications. There is no single laboratory marker which is …
importance to avoid devastating complications. There is no single laboratory marker which is …
[HTML][HTML] Calcium sulfate as bone graft substitute in the treatment of osseous bone defects, a prospective study
Y Kumar, KB Nalini, J Menon, DK Patro… - Journal of clinical and …, 2013 - ncbi.nlm.nih.gov
Background: Calcium sulfate belongs to synthetic ceramic group of bone graft substitutes
having an osteoconductive property. Calcium sulfate is an easily available, economic bone …
having an osteoconductive property. Calcium sulfate is an easily available, economic bone …
Do mergers and acquisitions create shareholder wealth in the pharmaceutical industry?
M Hassan, DK Patro, H Tuckman… - International Journal of …, 2007 - emerald.com
Purpose – The purpose of this paper is to analyze mergers and acquisitions (M&A) focusing
on the US pharmaceutical industry in the period 1981‐2004. This industry is chosen …
on the US pharmaceutical industry in the period 1981‐2004. This industry is chosen …
Explaining exchange rate risk in world stock markets: A panel approach
Using a GARCH approach, we estimate a time-varying two-factor international asset pricing
model for weekly equity index returns of 16 OECD countries. A trade-weighted basket of …
model for weekly equity index returns of 16 OECD countries. A trade-weighted basket of …
Firm characteristics and the impact of emerging market liberalizations
DK Patro, JK Wald - Journal of banking & finance, 2005 - Elsevier
We provide a firm level analysis of the impact of capital market liberalization in 18 emerging
markets. Consistent with models of international asset pricing, we find that firms’ stock …
markets. Consistent with models of international asset pricing, we find that firms’ stock …
Predictability of short-horizon returns in international equity markets
DK Patro, Y Wu - Journal of Empirical Finance, 2004 - Elsevier
This paper examines the predictability of equity index returns for 18 developed countries.
Based on the variance ratio test, the random walk hypothesis can be rejected at conventional …
Based on the variance ratio test, the random walk hypothesis can be rejected at conventional …
Return behavior and pricing of American depositary receipts
DK Patro - Journal of International Financial Markets, Institutions …, 2000 - Elsevier
This paper provides an empirical analysis of 123 American depositary receipts (ADRs) from
16 countries. The paper finds that the returns on ADRs have significant risk exposures to the …
16 countries. The paper finds that the returns on ADRs have significant risk exposures to the …
The impact of macroeconomic and financial variables on market risk: Evidence from international equity returns
Using a GARCH approach, we estimate a time–varying two–factor international asset pricing
model for the weekly equity index returns of 16 OECD countries. We find significant time–…
model for the weekly equity index returns of 16 OECD countries. We find significant time–…
Valuing and accounting for loan guarantees
A Mody, DK Patro - The World Bank Research Observer, 1996 - academic.oup.com
To achieve certain policy objectives, governments frequently provide private borrowers with
loan guarantees that cover some or all of the risk that the borrower will be unable to repay …
loan guarantees that cover some or all of the risk that the borrower will be unable to repay …