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~person:"Sehgal, Sanjay"
~source:"econis"
~subject:"Volatility spillover"
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Volatility spillover
Volatility
9
Volatilität
9
Spillover effect
8
Spillover-Effekt
8
Börsenkurs
6
Cointegration
6
Kointegration
6
Price discovery
6
Share price
6
ARCH model
5
ARCH-Modell
5
India
5
Indien
5
Aktienmarkt
3
Commodity derivative
3
Estimation
3
Multivariate GARCH
3
Rohstoffderivat
3
Schätzung
3
Stock market
3
Capital income
2
Emerging economies
2
Gold
2
Information linkages
2
International financial market
2
Internationaler Finanzmarkt
2
Kapitaleinkommen
2
Schwellenländer
2
Volatility spillovers
2
price discovery
2
Ankündigungseffekt
1
Announcement effect
1
Asymmetric effect
1
BEKK-GARCH
1
Bivariate GARCH–BEKK model
1
Causality analysis
1
Commodity futures market
1
Currency derivative
1
Currency futures market
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English
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Sehgal, Sanjay
Jain, Payal
3
Balasubramanian, Senthil Arasu
1
Das, Nupur Moni
1
Deisting, Florent
1
Dutt, Mala
1
Rao, Kode Chandra Sekhara
1
Rout, Bhabani Sankar
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Sundararajan, Sivakumar
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Wang, Ziqiao
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Zhang, Xiaotao
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Zhao, Yuepeng
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Decision
2
Journal of economics and finance
1
Journal of quantitative economics
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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:
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