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Dynamic currency linkages between select emerging market economies: An empirical study

Mittal, Arjun; Sehgal, Sanjay; Mittal, Anand - In: Cogent Economics & Finance 7 (2019) 1, pp. 1-31

In this article, we examine the dynamic currency linkages for BRIS (Brazil, Russia, India and South Africa) and 15 other emerging market economies (EMEs) using weekly data from 2001 to 2018. Using the asymmetric dynamic conditional correlation (ADCC)-EGRARCH framework, we find that the average...

Persistent link: https://www.econbiz.de/10014001605

An empirical testing of capital asset pricing model in India

Gupta, O. P. - In: Finance India : the quarterly journal of Indian … 7 (1993) 4, pp. 863-874

Persistent link: https://www.econbiz.de/10001166009

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

Past price changes, trading volume and prediction of portfolio returns : evidence from select emerging markets

Sehgal, Sanjay; Vasishth, Vibhuti - In: Journal of advances in management research : JAMR 12 (2015) 3, pp. 330-356

Persistent link: https://www.econbiz.de/10011507420

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

Sovereign ratings : determinants and policy implications for India

Sehgal, Sanjay; Mathur, Shruti; Arora, Mamta; Gupta, Latika - In: IIMB management review 30 (2018) 2, pp. 140-159

Persistent link: https://www.econbiz.de/10011978227

Dynamic currency linkages and their determinants : an empirical study for East Asian economic community region

Pandey, Piyush; Sehgal, Sanjay - In: Emerging markets finance & trade : a journal of the … 54 (2018) 7/8/9, pp. 1538-1556

Persistent link: https://www.econbiz.de/10012123614

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

Volatility effect and the role of firm quality factor in returns : evidence from the Indian stock market

Pandey, Asheesh; Sehgal, Sanjay - In: IIMB management review 29 (2017) 1, pp. 18-28

Persistent link: https://www.econbiz.de/10011756855

Stock market linkages and spillover effects : an empirical analysis of select Asian markets

Sehgal, Sanjay; Bijoy, Kumar; Saini, Sakshi - In: Theoretical economics letters 9 (2019) 5, pp. 1447-1472

Persistent link: https://www.econbiz.de/10012104479