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Integration from retail banking to non-financial corporations in EMU

Sehgal, Sanjay; Gupta, Priyanshi; Deisting, Florent - In: Journal of economic integration 31 (2016) 3, pp. 674-735

Persistent link: https://www.econbiz.de/10011535682

Time-varying bond market integration in EMU

Gupta, Priyanshi; Sehgal, Sanjay; Deisting, Florent - In: Journal of economic integration 30 (2015) 4, pp. 708-760

Persistent link: https://www.econbiz.de/10011403510

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

The Eurozone crisis and its contagion effects on the European stock markets

Ahmad, Wasim; Bhanumurthy, N. R.; Sehgal, Sanjay - In: Studies in economics and finance 31 (2014) 3, pp. 325-352

Persistent link: https://www.econbiz.de/10011338907

Eurozone crisis and BRIICKS stock markets : contagion or market interdependence?

Ahmad, Wasim; Sehgal, Sanjay; Bhanumurthy, N. R. - In: Economic modelling 33 (2013), pp. 209-225

Persistent link: https://www.econbiz.de/10010191987

Time Varying Integration in EMU’s Retail Banking to Non-Financial Corporations

Sehgal, Sanjay - 2016

This paper investigates the process of integration within the European Economic and Monetary Union (EMU) retail banking by analysing deposit and lending rates to non-financial corporations during the normal and crisis periods over 2003-2014. The paper assesses the impact of the Global Financial...

Persistent link: https://www.econbiz.de/10013001449

Convergence of retail banking interest rates to households in euro area : time-varying measurement and determinants

Gupta, Priyanshi; Sehgal, Sanjay - In: International economics and economic policy : IEEP 17 (2020) 1, pp. 25-65

Persistent link: https://www.econbiz.de/10012223890

Asymmetric dynamic conditional copula correlation and fundamental determinants of interest rate comovement

Gupta, Priyanshi; Sehgal, Sanjay - In: Journal of economic integration : jei 34 (2019) 4, pp. 667-704

Persistent link: https://www.econbiz.de/10012137329