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~person:"Sehgal, Sanjay"
~person:"Zhao, Yuepeng"
~source:"econis"
~subject:"Volatility spillover"
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Volatility spillover
Volatility
10
Volatilität
10
Spillover effect
9
Spillover-Effekt
9
Börsenkurs
7
Price discovery
7
Share price
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Cointegration
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Emerging economies
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Gold
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Information linkages
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Internationaler Finanzmarkt
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Kapitaleinkommen
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Volatility spillovers
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price discovery
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Aktienindex
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Ankündigungseffekt
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Announcement effect
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BEKK-GARCH
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Bivariate GARCH–BEKK model
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Sehgal, Sanjay
Zhao, Yuepeng
Jain, Payal
3
Balasubramanian, Senthil Arasu
1
Das, Nupur Moni
1
Deisting, Florent
1
Dutt, Mala
1
Rao, Kode Chandra Sekhara
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Rout, Bhabani Sankar
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International review of economics & finance : IREF
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ECONIS (ZBW)
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1
Do loosened trading rules restore the stock index futures
price
discovery
ability in China?
Zhang, Xiaotao
;
Zhao, Yuepeng
;
Wang, Ziqiao
- In:
International review of economics & finance : IREF
93
(
2024
)
2
,
pp. 389-397
Persistent link: https://www.econbiz.de/10014535566
Saved in:
2
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
Saved in:
3
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
Saved in:
4
Information linkages among emerging equity markets : an empirical study
Sehgal, Sanjay
;
Jain, Payal
- In:
Decision
44
(
2017
)
1
,
pp. 15-38
Persistent link: https://www.econbiz.de/10011703060
Saved in:
5
Domestic and international information linkages between NSE Nifty spot and futures markets : an empirical study for India
Sehgal, Sanjay
;
Dutt, Mala
- In:
Decision
43
(
2016
)
3
,
pp. 239-258
Persistent link: https://www.econbiz.de/10011621793
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