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Somnath Chatterjee

Bank of England

Threadneedle Street

London, EC2R 8AH

United Kingdom

SCHOLARLY PAPERS

2

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364

TOTAL CITATIONS

11

Scholarly Papers (2)

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1.

A Financial Stress Index for the United Kingdom

Bank of England Working Paper No. 697
Number of pages: 49 Posted: 12 Dec 2017
Somnath Chatterjee, Ching-Wai (Jeremy) Chiu, Sinem Hacioglu Hoke and Thibaut Duprey
Bank of England, Bank of England, Bank of England and Bank of Canada
Downloads 364 (203,870)
Citation 11

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Financial stress index, AUROC, GARCH, threshold VAR

2.

Tax Efficiency in Selected Indian States

Posted: 07 Feb 2000
Raghbendra Jha, Madhusudan S. Mohanty, Somnath Chatterjee and Puneet Chitkara
Australian National University (ANU) - Australia South Asia Research Centre (ASARC), Bank for International Settlements (BIS) - Monetary and Economic Department, Bank of England and affiliation not provided to SSRN

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