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Regime dependent dynamics and European stock markets: Is asset allocation really possible?
Ahmad, Wasim; Bhanumurthy, N.; Sehgal, Sanjay - In: Empirica 42 (2015) 1, pp. 77-107
synchronization and Sharpe ratios, the study finally concludes that sample markets provide very limited scope of asset allocation and …
Persistent link: https://www.econbiz.de/10011155340
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Regime shifts and volatility in BRIICKS stock markets : an asset allocation perspective
Ahmad, Wasim; Sehgal, Sanjay - In: International journal of emerging markets 10 (2015) 3, pp. 383-408
Persistent link: https://www.econbiz.de/10011489265
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Regime dependent dynamics and European stock markets : is asset allocation really possible?
Ahmad, Wasim; Bhanumurthy, N. R.; Sehgal, Sanjay - In: Empirica : journal of european economics 42 (2015) 1, pp. 77-107
Persistent link: https://www.econbiz.de/10011318430
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Are emerging economies' credit cycles synchronized? : fresh evidence from time-frequency analysis
Saini, Seema; Kumar, Utkarsh; Ahmad, Wasim - In: International journal of emerging markets 19 (2024) 3, pp. 561-581
Persistent link: https://www.econbiz.de/10014487371
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Understanding the credit cycle and business cycle dynamics in India
Saini, Seema; Ahmad, Wasim; Bekiros, Stelios - In: International review of economics & finance : IREF 76 (2021), pp. 988-1006
Persistent link: https://www.econbiz.de/10013176776