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1 PARAMIITA MUKHERJJEE,, PhD Cell No.: AREAS OF INTEREST ACADEMIC RECORDS Teaching: Economics, Statistics, Finance Research: Applied Financial Economics, Time Series Econometrics, Financial Markets, Macroeconomics, Public Finance Ph.D. March, 2009 from JADAVPUR UNIVERSITY, Kolkata Thesis Title: Measurement of Volatility and Its Applications to Indian Financial Markets. Supervisor: Dr. Malabika Roy, Jadavpur University, Kolkata M.S. in 1998 from INDIAN STATISTICAL INSTITUTE, Kolkata Quantitative Dissertation Topic: A Robust Method of Estimation of Regression Co- efficients. Economics B.Sc. with 1996 from PRESIDENCY COLLEGE, University of Calcutta, Kolkata Economics Hons. Higher 1993 (WBCHSE) Secondary Madhyamik 1991 (WBBSE), State Rank: 42 OTHER QUALIFICATIONS UGC NET and WBCSC SLET in Economics during December, 1999 PROFESSIONAL EXPERIENCE 2012 to Present INTERNATIONAL MANAGEMENT INSTITUTE, Kolkata (IMI-K) Professor since June 2018 and Dean (Academics) since October, 2015 Associate Professor from June 2012 to May 2018 Courses Taught so far: Managerial Economics, Statistics, Research Methods, Financial Institutions and Markets, Financial Econometrics, Econometrics for Business, Business Data Analytics, Business Forecasting, Risk Management and Portfolio Building 2011 to INSTITUTE OF ENGINEERING AND MANAGEMENT, Salt Lake, 2012 Kolkata Professor and Head (PGDM Programme) Courses Taught: Managerial Economics, Statistics, Macroeconomics, Business Environment and International Finance

2 2010 to EASTERN INSTITUTE FOR INTEGRATED LEARNING IN 2011 MANAGEMENT (EIILM), Kolkata Associate Professor and Area Chair Quantitative Techniques Courses Taught: Global Capital Markets, International Finance, Statistics 2005 to IBS (Formerly ICFAI BUSINESS SCHOOL), Kolkata 2010 Faculty Member Courses Taught: Managerial Economics, Macroeconomics & Business Environment, Quantitative Methods, Business Research Methods 2000 ICRA LIMITED, Calcutta to 2005 Junior Economist in Monetary Research Project directed by Professor Mihir K. Rakshit. Regularly contributed to Money & Finance (ICRA quarterly research bulletin) to AC Nielsen ORG-MARG PVT. LIMITED (formerly ORG-MARG) 1999 Research Associate & Senior Research Associate in Analysis (Market Research) PUBLICATIONS Research Papers in Journals 1 (2019, forthcoming), Does Share Repurchase Announcement Lead to Rise in Share Price? Evidence From India, jointly with C. Chatterjee, Global Business Review, Vol. 20, issue 2. 2 (2018), Determinants and Efficiency of Stamp Duty Revenue Collection: Evidence from West Bengal, jointly with V. Mukherjee, the Economic and Political Weekly, Vol LIII, No. 23, pp (2017), Estimating elasticity of import demand for gold in India, jointly with V. Mukherjee and D. Das, Resources Policy 51 (2017), pp , Elsevier 4 (2016), What Drives the Stock Market Return in India? An Exploration with Dynamic Factor Model, jointly with Malabika Roy, Journal of Emerging Market Finance, Vol. 15, No. 1, pp , Sage Publications. 5 (2015), Price Behaviour around Share Buyback in the Indian Equity Market, jointly with Chanchal Chatterjee, Global Business Review, Vol. 16, No. 3, June, pp , Sage Publications. 6 (2011), An Exploration on Volatility across India and Some Developed and Emerging Equity Markets, Asia-Pacific Development Journal, Vol. 18, No. 2, pp , United Nations Economic and Social Commission for Asia and the Pacific (ESCAP), December, Bangkok, Thailand.

3 7 (2011), The Nature and Determinants of Investments by Institutional Investors in the Indian Stock Market, jointly with Malabika Roy, Journal of Emerging Market Finance, Vol. 10, No.3, pp , Sage Publications, December. 8 (2008), Does the Stock Market in India Move with Asia? A Multivariate Cointegration/VAR Approach, jointly with Suchismita Bose, Emerging Markets Finance and Trade, Vol. 44 No. 05; pp. 5 22, September-October 2008, M.E. Sharpe Inc., US. 9 (2005), The Indian Macroeconomy: A Time Series Econometric Exploration, jointly with D. Coondoo, India Macroeconomics Annual, , August, Centre for Studies in Social Sciences, Kolkata. 10 (2005), Constant Maturity Yield Estimates for India: How Well Do They Depict the Term Structure?, jointly with S. Bose, The Economic and Political Weekly, Special Issue on Money, Banking & Finance, Vol. XL, No. 12, March 19-25, (2004), Components of Volatility and their Empirical Measures, jointly with D. Coondoo, Applied Financial Economics, Vol. 14, Number 18; pp , December, Routledge, UK. 12 (2004), Volatility of FII in India, jointly with D. Coondoo, Money & Finance, Vol.2, Numbers 15-16, Oct. 03-Mar.04, pp , ICRA Limited, New Delhi. 13 (2002), Foreign Institutional Investment in the Indian Equity Market: An Analysis of Daily Flows During January 1999 May 2002, jointly with S. Bose and D. Coondoo, Money and Finance, Vol. 2, Numbers 9-10, April-September, pp , ICRA Limited, New Delhi. 14 (2002), Dealing with NPAs: Lessons from International Experiences, Money and Finance, Vol. 2, Number 12, Jan-March, pp , ICRA Limited, New Delhi. 15 (2001), On Developing Constant Maturity Yield Curves for India, jointly with S. Bose and S. Sarkar, Money and Finance, Vol. 2, Number 6, July-September, pp , ICRA Limited, New Delhi Book 1 (2016), China and India: History, Culture, Co-operation, Competition (co-edited by A. K Deb and M Pang), Sage Publications, October. 2 (2018), Hindi Version of China and India: History, Culture, Co-operation, Competition (co-edited by A. K Deb and M Pang), Papers/Chapters in Edited Books

4 1 (2017), chapter on Is India Key to Asian Financial Integration?, in Towards A Common Future: Understanding Growth, Sustainability in the Asia-Pacific Region eds. Banik, A., M. Barai and Y. Suzuki, Palgrave Macmillan, September. 2 (2016), chapter on CSR Practices: A Comparative Study of India and Asia, in China and India: History, Culture, Co-operation, Competition eds. Mukherjee, P., A. Deb and M. Pang, Sage, October. 3 (2013), Contributed to the International edition of Macroeconomics by Hubbard R. Glenn, P O Brien and M Rafferty, Pearson Education, England. 4 (2009), Gender Discrimination: A Review of the Theories and Evidences in Economics in Suvarna Sen (ed.) Gender Bias: Issues & Perspectives, ICFAI University Press, January, Hyderabad, India. 5 (2002), The Indian Banking Industry: A Commentary, jointly with S. K. Bhaumik, in P. Banerjee andf.j. Richter (eds), Economic Institutions in India: Sustainability under Liberalization and Globalization, pp , Palgrave-McMillan, November, UK. Newspaper/Magazine Articles and Working Papers 1 (2016), No Golden Rule, jointly with V. Mukherjee and D. Das, Business Line, May (2013), How Well Are the Banks Managing Their NPAs? A Comparative Analysis, IMI- Kolkata Working Paper No. CFMS , International Management Institute, Kolkata 3 (2007), Review of Principles of Macroeconomics by S Sikdar (Oxford University Press, 2006), Globsyn Management Journal, Vol. 1, Issue 2, July. 4 (2006), Firm Size and Volatility: Evidence from the Indian Equity Market, ICFAI Reader, October, ICFAI University Press, Hyderabad. 5 (2004), Ranking Indian Banks by Performance Indices, Effective Executive, Special Issue, June 2004, pp , The ICFAI University Press, Hyderabad. CONFERENCES ATTENDED AND PAPERS PRESENTED 1 (2018), Corruption and Distribution of Public and Private Investments across Indian States, Co-authored with Vivekananda Mukherjee, International Workshop on Political Economy Of Sub-National Regions: Comparative Studies of Indian States, organised by ICAS:MP Germany at CSSSC Kolkata, Kolkata, January (2017), The Indian Inflation : An Econometric Investigation in 13 th Annual Conference of Asia-Pacific Economic Association (APEA) at Korea University, Seoul, July (2016), Estimating Elasticity of Import Demand for Gold in India in 12 th Annual Conference of Asia-Pacific Economic Association (APEA) at IMI Kolkata, India, July (2015), CSR Practices: A Comparative Study of India and Asia, Sino-India Forum 2015 on Sino-Indian Relation: Change and Development, Sichuan Academy of Social Sciences, Chengdu, China, October

5 5 (2015), On Efficiency of VAT in India in 11 th Annual Conference of Asia-Pacific Economic Association (APEA) at National Taiwan University, Taiwan, July (2013), Price Behaviour around Share Buyback in the Indian Equity Market, presented in Borsa Istanbul Finance and Economics Conference (BIFEC) 2013 on Policy Issues and Challenges in the Global Financial System and Economies held on September 30 October 1, 2013 at Borsa Istanbul, Turkey 7 (2012), What Drives the Stock Market Return in India? An Exploration with Dynamic Factor Model, presented in the Asian Meeting of the Econometric Society held at Delhi School of Economics, Delhi, December 20 22, (2011), Dynamic Factor Models for the Indian Stock Market, presented in a seminar at Faculty of Business & Economics at Katholik University, Leuven, Belgium on May 23, (2011), An Exploration on Volatility Across India and Some Developed and Emerging Equity Markets, presented at XIth Doctoral Meeting in International Economics & Finance at University of Nice-Sophia Antipolis, Nice, France on May 26 27, (2011), Presented An Exploration on Volatility across India and some Developed and Emerging Equity Markets in International Finance Conference 2011 at Indian Institute of Management Calcutta, Kolkata, 10 th to 12 th January. 11 (2010), Presented the paper FII Flows to Developing Countries: Some Issues, in UGC Sponsored State Level Seminar on Globalisation and Changing Structure of Capital Market in India: Efficiency vs. Vulnerability at Surendranath College for Women, Kolkata, 30 th March. 12 (2008), Presented Volatility across India and some Developed and Emerging Equity Markets: An Exploration in Conference on Empirical Issues in International Trade and Finance at Indian Institute of Foreign Trade, Kolkata, 23 rd 24 th December. 13 (2008), Presented A Dynamic Factor Model for the Indian Equity Market in International Conference on Globalization, FDI and Development at Kalyani University, West Bengal, th January. 14 (2007), Attended Lecture Series on Default Modeling and Volatility Modeling, Jadavpur University, Kolkata, 5 th 9 th February. 15 (2006), Presented Are Mutual Funds Really Driving the Indian EquityMarket: An Exploration in One Day Workshop for Research Scholars and Ph.D. Students at Jadavpur University, Kolkata, November. 16 (2005), Presented A Study of Interlinkages between the Indian Stock Market and Some other Emerging and Developed Markets in 9 th Capital Markets Conference 2005, Indian Institute of Capital Markets, Mumbai, December. 17 (2005), Presented A Study of Interlinkages between the Indian Stock Market and Some Other Emerging and Developed Markets in Research Scholars Workshop, Jadavpur University, Kolkata, February. 18 (2003), Presented Does NPA matter: Evidences from Indian Public Sector Banks in 5 th Annual Conference on Money and Finance at IGIDR, Mumbai, January-February. 19 (2002), Presented Foreign Institutional Investment in the Indian Equity Market: An Analysis of Daily Flows During January 1999 May 2002, (jointly with S. Bose and D. Coondoo) in Workshop on Financial Economics at Jadavpur University, October. 20 (2001), Presented Constant Maturity Yield Curve Estimation for India, (jointly with S. Bose) in 4 th Annual Conference on Money and Finance at IGIDR, Mumbai, December.

6 CONSULTANCY On Forecasting Electricity Prices in India for an energy company, in MDPs Conducted a Workshop on Financial Modeling and Business Forecasting in Practical Business Applications at CII Suresh Neotia Centre of Excellence for Leadership, Salt Lake, Kolkata on 2 nd March, 2011 Resource Person in MDPs in IMI-Kolkata. Taught sessions on Business Economics, Energy Economics, Macroeconomic Scenario of Energy Sector etc. OTHER PROFESSIONAL ACTIVITIES Taught a course on Econometrics with Software Applications to PGDM students at IIM Ranchi during 2017 and Editor, IMI Konnect, the IMI Kolkata Scholarly publication, since Visiting Fellow in Department of Economics, Kalyani University during March 2012; taught part of a course on Time Series Analysis to Research Fellows as part of their PhD coursework Taught a course on Time Series Analysis to M.Sc. (Applied Economics) students at Presidency College, Calcutta during and ; taught a course on Applied Econometrics with Software Applications to PGDM and FPM students at IIM Ranchi, 2017 and External Supervisor of students of M.Sc. (Applied Eco.) at Presidency University for dissertation from PERSONAL Date of Birth December 8 th, 1974 Marital Status Married Hobbies Reading, Writing, Gardening, Cooking, Music