Susan Thomas is faculty at the Indira Gandhi Institute for Development Research in Bombay. Her research has been in financial econometrics, specifically on models of the volatility...vizualizați mai multeSusan Thomas is faculty at the Indira Gandhi Institute for Development Research in Bombay. Her research has been in financial econometrics, specifically on models of the volatility of financial prices, and aspects of market microstructure in Indian financial markets. She has also worked on models for the Indian zero coupon yield curve, govt. bond index construction and probability of default for Indian firms. Her work can be accessed on the web at http://www.igidr.ac.in/~susant.vizualizați mai puține