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Assessing time-varying stock market integration in Economic and Monetary Union for normal and crisis periods

Sehgal, Sanjay; Gupta, Priyanshi; Deisting, Florent - In: The European journal of finance 23 (2017) 10/12, pp. 1025-1058

Persistent link: https://www.econbiz.de/10011741442

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

A re-assessment of the role of the financial sector in driving economic growth : recent evidence from cross country data

Sehgal, Sanjay; Ahmad, Wasim; Deisting, Florent - In: International journal of economics and finance 5 (2013) 1, pp. 133-149

Persistent link: https://www.econbiz.de/10009697583

Price discovery and volatility spillover : evidence from Indian commodity markets

Sehgal, Sanjay; Rajput, Namita; Deisting, Florent- - In: The international journal of business and finance … 7 (2013) 3, pp. 57-75

Persistent link: https://www.econbiz.de/10009675692

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

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

Time varying integration amongst the South Asian equity markets : an empirical study

Sehgal, Sanjay; Pandey, Piyush; Deisting, Florent - In: Cogent economics & finance 6 (2018) 1, pp. 1-26

In this paper, we examine the dynamic nature of equity market integration for the South Asian countries. The daily data for local equity indices are used from 6 January 2004 to 31 March 2015. Copula GARCH models and Diebold and Yilmaz methodology have been employed to study the inter-temporal...

Persistent link: https://www.econbiz.de/10011904252

Domestic and international information linkages between gold spot and futures markets : an empirical study for India

Dutt, Mala; Sehgal, Sanjay - In: Metamorphosis : a journal of management research 17 (2018) 1, pp. 1-17

Persistent link: https://www.econbiz.de/10011893792

Examining dynamic currency linkages amongst South Asian economies : an empirical study

Sehgal, Sanjay; Pandey, Piyush; Diesting, Florent - In: Research in international business and finance 42 (2017), pp. 173-190

Persistent link: https://www.econbiz.de/10011750203

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