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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

Exchange rates, foreign currency exposure and sovereign risk

Bernoth, Kerstin; Herwartz, Helmut - In: Journal of international money and finance 117 (2021), pp. 1-18

Persistent link: https://www.econbiz.de/10013284855

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

Multivariate volatility models

Fengler, Matthias R.; Herwartz, Helmut - 2001

Persistent link: https://www.econbiz.de/10001659915

Exchange rates, foreign currency exposure and sovereign risk

Bernoth, Kerstin; Herwartz, Helmut - 2019

We quantify the causal link between exchange rate movements and sovereign risk of 16 major emerging market economies (EMEs) by means of structural vector autoregressive models (SVARs) using data from 10/2004 through 12/2016. We apply a novel data based identification approach of the structural...

Persistent link: https://www.econbiz.de/10011977494

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

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

Regime shifts and volatility in BRIICKS stock markets : an asset allocation perspective

Ahmad, Wasim; Sehgal, Sanjay - In: International journal of emerging markets 10 (2015) 3, pp. 383-408

Persistent link: https://www.econbiz.de/10011489265

Tests of equity market anomalies for select emerging markets

Sehgal, Sanjay; Subramaniam, Srividya; Deisting, Florent - In: The international journal of business and finance … 8 (2014) 3, pp. 27-46

Persistent link: https://www.econbiz.de/10010241917

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