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Assessing time-varying stock market integration in Economic and Monetary Union for normal and crisis periods
Sehgal, Sanjay; Gupta, Priyanshi; Deisting, Florent - In: The European journal of finance 23 (2017) 10/12, pp. 1025-1058
Persistent link: https://www.econbiz.de/10011741442
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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
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Stock market integration dynamics and its determinants in the East Asian economic community region
Sehgal, Sanjay; Pandey, Piyush; Deisting, Florent - In: Journal of quantitative economics 16 (2018) 2, pp. 389-425
Persistent link: https://www.econbiz.de/10012418496