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Return linkages and volatility spillover effect between stock markets and currency markets : Evidence from India
Sharma, Gagan Deep; Mishra, Namish - In: Review of market integration 7 (2015) 3, pp. 175-197
Persistent link: https://www.econbiz.de/10012625051
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Information linkages among BRICS countries : empirical evidence from implied volatility indices
Sharma, Gagan Deep; Kayal, Parthajit; Pandey, Piyush - In: Journal of emerging market finance 18 (2019) 3, pp. 263-289
Persistent link: https://www.econbiz.de/10012163050
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Revisiting the financial market interdependence during COVID-19 times : a study of green bonds, cryptocurrency, commodities and other financial markets
Rao, Amar; Gupta, Mansi; Sharma, Gagan Deep; Mahendru, … - In: International journal of managerial finance : IJMF 18 (2022) 4, pp. 725-755
Persistent link: https://www.econbiz.de/10013365212
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Financial markets, energy shocks, and extreme volatility spillovers
Boubaker, Sabri; Sitara Karim; Naeem, Muhammad Abubakr; … - In: Energy economics 126 (2023), pp. 1-15
Persistent link: https://www.econbiz.de/10014487450
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Is there a cost for sustainable investments : evidence from dynamic conditional correlation
Sharma, Gagan Deep; Talan, Gaurav; Bansal, Sanchita; … - In: Journal of sustainable finance & investment 13 (2023) 2, pp. 1009-1029
Persistent link: https://www.econbiz.de/10014373536
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Unraveling the crystal ball : machine learning models for crude oil and natural gas volatility forecasting
Tiwari, Aviral Kumar; Sharma, Gagan Deep; Rao, Amar; … - In: Energy economics 134 (2024), pp. 1-28
Persistent link: https://www.econbiz.de/10015047054