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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

An empirical examination of the process of information transmission in India’s agriculture futures markets

Sehgal, Sanjay; Ahmad, Wasim; Deisting, Florent - In: Journal of quantitative economics : official journal of … 12 (2014) 1, pp. 96-125

Persistent link: https://www.econbiz.de/10011504402

Price Discovery and Volatility Spillover : Evidence from Indian Commodity Markets

Sehgal, Sanjay - 2013

This paper examines the price discovery and volatility spill-over relationship for Indian commodity markets. We cover twelve actively traded commodities including agriculture, metal and energy and four commodity indices. Price discovery is confirmed for eight commodities and three indices with a...

Persistent link: https://www.econbiz.de/10013090095

Examining dynamic interdependencies among major global financial markets

Sehgal, Sanjay; Saini, Sakshi; Deisting, Florent - In: Multinational finance journal 23 (2019) 1/2, pp. 103-039

Persistent link: https://www.econbiz.de/10012547812

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

An examination of price discovery and volatility spillovers of crude oil in globally linked commodity markets

Sehgal, Sanjay; Berlia, Neha; Ahmad, Wasim - In: International journal of economics and finance 5 (2013) 5, pp. 15-34

Persistent link: https://www.econbiz.de/10009746946

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

On the dynamic dependence and investment performance of crude oil and clean energy stocks

Ahmad, Wasim - In: Research in international business and finance 42 (2017), pp. 376-389

Persistent link: https://www.econbiz.de/10011750303

Heterogeneous dependence and dynamic hedging between sectors of BRIC and global markets

Ahmad, Wasim; Mishra, Anil V.; Daly, Kevin Edward - In: International review of financial analysis 59 (2018), pp. 117-133

Persistent link: https://www.econbiz.de/10012006930

Financial connectedness of BRICS and global sovereign bond markets

Ahmad, Wasim; Mishra, Anil V.; Daly, Kevin James - In: Emerging markets review 37 (2018), pp. 1-16

Persistent link: https://www.econbiz.de/10012114973