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~person:"Sehgal, Sanjay"
~source:"econis"
~subject:"Price discovery"
~subject:"Volatility spillover"
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Price discovery
Volatility spillover
Volatility
9
Volatilität
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Spillover-Effekt
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Börsenkurs
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price discovery
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BEKK-GARCH
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Sehgal, Sanjay
Chen, Yu-Lun
8
Gau, Yin-feng
7
Hou, Yang
7
Narayan, Paresh Kumar
7
Corbet, Shaen
6
Frijns, Bart
5
Ibikunle, Gbenga
5
Oxley, Les
5
Tourani Rad, Alireza
5
Hu, Yang
4
Westerlund, Joakim
4
Xu, Ke
4
Avino, Davide
3
Deisting, Florent
3
Dimpfl, Thomas
3
Fassas, Athanasios P.
3
Indriawan, Ivan
3
Jain, Payal
3
Jiang, George J.
3
Piccotti, Louis R.
3
Sharma, Susan Sunila
3
Shi, Yanlin
3
Shrestha, Keshab
3
Thuraisamy, Kannan Sivananthan
3
Tse, Yiuman
3
Visvikis, Ilias D.
3
Wang, Jian-xin
3
Wu, Zhen-Xing
3
Yang, J. Jimmy
3
Ahmad, Wasim
2
Ante, Lennart
2
Bizzozero, Paolo
2
Chaboud, Alain
2
Chen, Haiqiang
2
Chen, Wei Peng
2
Chen, Yu-lun
2
Chou, Robin K.
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Journal of economic studies
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Journal of economics and finance
1
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Journal of quantitative economics : official journal of the Indian Econometric Society
1
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ECONIS (ZBW)
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1
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:
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
Saved in:
3
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:
4
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
Saved in:
5
An investigation of
price
discovery
and volatility spillovers in India's foreign exchange market
Sehgal, Sanjay
;
Ahmad, Wasim
;
Deisting, Florent
- In:
Journal of economic studies
42
(
2015
)
2
,
pp. 261-284
Persistent link: https://www.econbiz.de/10011349038
Saved in:
6
An empirical examination of the process of information transmission in India’s agriculture futures markets
Sehgal, Sanjay
;
Ahmad, Wasim
;
Deisting, Florent
- In:
Journal of quantitative economics : official journal of …
12
(
2014
)
1
,
pp. 96-125
Persistent link: https://www.econbiz.de/10011504402
Saved in:
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