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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

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

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

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

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

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

This paper examines the financial contagion in an emerging market setting by investigating the contagion effects of GIPSI (Greece, Ireland, Portugal, Spain and Italy), USA, UK and Japan markets on BRIICKS (Brazil, Russia, India, Indonesia, China, South Korea and South Africa) stock markets....

Persistent link: https://www.econbiz.de/10010737984

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), pp. 325-352

Purpose – This paper aims to examine the contagion effects of Greece, Ireland, Portugal, Spain and Italy (GIPSI) and US stock markets on seven Eurozone and six non-Eurozone stock markets. Design/methodology/approach -In this paper, a dynamic conditional correlation (DCC) model popularly known...

Persistent link: https://www.econbiz.de/10010885197

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

Business cycle and financial cycle interdependence and the rising role of China in SAARC

Ahmad, Wasim; Sehgal, Sanjay - In: Journal of quantitative economics 16 (2018) 2, pp. 337-362

Persistent link: https://www.econbiz.de/10012418488

Analysing the systemic risk of Indian banks

Verma, Ramprasad; Ahmad, Wasim; Uddin, Mohammed Gazi Salah - In: Economics letters 176 (2019), pp. 103-108

Persistent link: https://www.econbiz.de/10012121245