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A new approach to optimal capital allocation for RORAC maximization in banks

Kang, Woo-Young; Poshakwale, Sunil S. - In: Journal of banking & finance 106 (2019), pp. 153-165

Persistent link: https://www.econbiz.de/10012224261

Determinants of asymmetric return comovements of gold and other financial assets

Poshakwale, Sunil S.; Mandal, Anandadeep - In: International review of financial analysis 47 (2016), pp. 229-242

Persistent link: https://www.econbiz.de/10011624131

What drives asymmetric dependence structure of asset return comovements?

Poshakwale, Sunil S.; Mandal, Anandadeep - In: International review of financial analysis 48 (2016), pp. 312-330

Persistent link: https://www.econbiz.de/10011624528

Sources of time varying return comovements during different economic regimes : evidence from the emerging Indian equity market

Poshakwale, Sunil S.; Mandal, Anandadeep - In: Review of quantitative finance and accounting 48 (2017) 4, pp. 859-892

Persistent link: https://www.econbiz.de/10011796919

Competitiveness and Efficiency of the Banking Sector and Economic Growth in Egypt

Poshakwale, Sunil S.; Qian, Binsheng - In: African Development Review 23 (2011) 1, pp. 99-120

Persistent link: https://www.econbiz.de/10010876729

The dynamics of volatility transmission and information flow between ADRs and their underlying stocks

Poshakwale, Sunil S.; Aquino, Katty Pérez - In: Global Finance Journal 19 (2008) 2, pp. 187-201

This research examines the dynamics of volatility transmission and information flow between ADRs and the underlying stocks. Using a bivariate GARCH model with BEKK parameterisation, the study investigates how changes in volatility in the ADR market affect the volatility in the underlying equity...

Persistent link: https://www.econbiz.de/10005235077

Investor protection and international equity portfolio investments

Poshakwale, Sunil S.; Thapa, Chandra - In: Global Finance Journal 22 (2011) 2, pp. 116-129

The paper examines the influence of investor protection on international equity portfolio investments. Using bilateral portfolio holdings data for 36 countries for 2001–2006, the study demonstrates that the investor protection measures are important determinants of foreign equity portfolio...

Persistent link: https://www.econbiz.de/10010868613

Lower tick sizes and futures pricing efficiency : evidence from the emerging Malaysian market

Poshakwale, Sunil S.; Taunson, Jude W.; Mandal, Anandadeep - In: Review of quantitative finance and accounting 53 (2019) 4, pp. 1135-1163

Persistent link: https://www.econbiz.de/10012234500

The impact of aggregate and disaggregate consumption shocks on the equity risk premium in the United Kingdom

Poshakwale, Sunil S.; Chandorkar, Pankaj - In: Annals of economics and finance 20 (2019) 2, pp. 489-524

Persistent link: https://www.econbiz.de/10012175613

Stock index futures hedging in the emerging Malaysian market

Pok, Wee Ching; Poshakwale, Sunil S.; Ford, J.L. - In: Global finance journal 20 (2009) 3, pp. 273-288

Persistent link: https://www.econbiz.de/10008324665