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~accessRights:"restricted"
~person:"Sehgal, Sanjay"
~source:"econis"
~subject:"Finanzkrise"
~subject:"Kapitaleinkommen"
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Finanzkrise
Kapitaleinkommen
Volatility
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Volatilität
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Share price
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Spillover effect
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Spillover-Effekt
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Cointegration
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Price discovery
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Schätzung
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Bivariate GARCH–BEKK model
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Commodity derivative
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Derivat
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Emerging and mature equity markets
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Emerging equity markets
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Intraday Price discovery
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Sehgal, Sanjay
Ante, Lennart
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Jain, Payal
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Jiang, George J.
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Adcock, C. J.
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Ahoniemi, Katja
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Ali, Akbar Z.
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Cho, Hyunbum
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Da, Zhi
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Dinh Hoang Bach Phan
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Journal of economics and finance
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Journal of quantitative economics
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ECONIS (ZBW)
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An examination of return and volatility spillovers between mature equity markets
Jain, Payal
;
Sehgal, Sanjay
- In:
Journal of economics and finance
43
(
2019
)
1
,
pp. 180-210
Persistent link: https://www.econbiz.de/10012171021
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2
Information transmission between mature and emerging equity markets during normal and crisis periods : an empirical examination
Sehgal, Sanjay
;
Jain, Payal
;
Deisting, Florent
- In:
Journal of quantitative economics
16
(
2018
)
1
,
pp. 185-225
Persistent link: https://www.econbiz.de/10012418335
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