Details about Wasim Ahmad

Access statistics for papers by Wasim Ahmad.

Last updated 2025-03-15. Update your information in the RePEc Author Service.

Short-id: pah189

Working Papers

2024

1. Bayesian Markov switching model for BRICS currencies' exchange rates
   LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library
   See also Journal Article Bayesian Markov switching model for BRICS currencies' exchange rates, Journal of Forecasting, John Wiley & Sons, Ltd. (2024) (2024)
2. Tuning into Climate Risks: Extracting Innovation from Television News for Clean Energy Firms
   Papers, arXiv.org

2022

3. Understanding the impact of the coronavirus outbreak on the economic integration of ASEAN countries
   LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library

2021

4. COVID-19 pandemic and firm-level dynamics in the USA, UK, Europe, and Japan
   LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library View citations (1)
   See also Journal Article COVID-19 Pandemic and firm-level dynamics in the USA, UK, Europe, and Japan, International Review of Financial Analysis, Elsevier (2021) View citations (4) (2021)

2014

5. Information transmission in India's commodity futures market: how efficient is the market?
   Post-Print, HAL

2013

6. A Re-Assessment of the Role of the Financial Sector in Driving Economic Growth: Recent Evidence from Cross Country Data
   Post-Print, HAL View citations (3)

2012

7. An investigation of price discovery and volatility spillovers in India's currency futures market
   Post-Print, HAL
8. Identifying regime shifts in Indian stock market: A Markov switching approach
   MPRA Paper, University Library of Munich, Germany View citations (4)

Journal Articles

2025

1. On the communication efforts of the central banks in emerging economies: The case of India
   Emerging Markets Review, 2025, 65, (C)

2024

2. Bayesian Markov switching model for BRICS currencies' exchange rates
   Journal of Forecasting, 2024, 43, (6), 2322-2340
   See also Working Paper Bayesian Markov switching model for BRICS currencies' exchange rates, LSE Research Online Documents on Economics (2024) (2024)
3. Credit creation, credit destruction and credit reallocation: Firm-level evidence from India
   Journal of Asian Economics, 2024, 92, (C) View citations (1)
4. Do recessions induce Schumpeterian creative destruction? Micro Evidence from India
   Emerging Markets Review, 2024, 59, (C)
5. FinTech entrepreneurial ecosystem in India: Role of incubators and accelerators
   Global Finance Journal, 2024, 60, (C) View citations (2)
6. Fiscal and monetary policy regimes: New evidence from India
   Economic Modelling, 2024, 139, (C)
7. Metaverse in Human Behavior: The Role of Telepresence and Flow Experience on Consumers’ Shopping Behavior in the Metaverse
   SAGE Open, 2024, 14, (2), 21582440241261256
8. Navigating the “twin titans” of global manufacturing: The impact of US and China on industrial production forecasting in G20 nations
   Pacific-Basin Finance Journal, 2024, 87, (C)
9. Public expenditure multiplier across business cycle phases in an emerging economy: new empirical evidence and dimension
   Empirical Economics, 2024, 66, (1), 279-299

2023

10. Better to Give than to Receive: A Study of BRICS Countries Stock Markets
    Journal of Emerging Market Finance, 2023, 22, (2), 164-188 View citations (1)
11. Financial networks and systemic risk vulnerabilities: A tale of Indian banks
    Research in International Business and Finance, 2023, 65, (C) View citations (1)
12. Green finance, renewable energy investment, and environmental protection: empirical evidence from B.R.I.C.S. countries
    Economic Research-Ekonomska Istraživanja, 2023, 36, (2), 2125032 View citations (3)
13. Uncovering time variation in public expenditure multipliers: new evidence
    Indian Economic Review, 2023, 58, (2), 445-483 View citations (2)

2022

14. Are emerging economies’ credit cycles synchronized? Fresh evidence from time–frequency analysis
    International Journal of Emerging Markets, 2022, 19, (3), 561-581
15. Competition, concentration and default-risk in the Indian banking industry
    Journal of Economic Studies, 2022, 50, (2), 268-282 View citations (1)
16. Fresh evidence on the relationship between market power and default risk of Indian banks
    Finance Research Letters, 2022, 46, (PA) View citations (5)
17. Innovative Framework for Assessing the Impact of Agile Manufacturing in Small and Medium Enterprises (SMEs)
    Sustainability, 2022, 14, (18), 1-20
18. Political connections, investment inefficiency, and the Indian banking crisis
    The Quarterly Review of Economics and Finance, 2022, 85, (C), 16-30 View citations (3)
19. What do we know about the idiosyncratic risk of clean energy equities?
    Energy Economics, 2022, 112, (C) View citations (9)

2021

20. Black swan events and COVID-19 outbreak: Sector level evidence from the US, UK, and European stock markets
    International Review of Economics & Finance, 2021, 75, (C), 546-557 View citations (19)
21. COVID-19 Pandemic and firm-level dynamics in the USA, UK, Europe, and Japan
    International Review of Financial Analysis, 2021, 78, (C) View citations (4)
    See also Working Paper COVID-19 pandemic and firm-level dynamics in the USA, UK, Europe, and Japan, LSE Research Online Documents on Economics (2021) View citations (1) (2021)
22. Does crime-tourism nexus hold for Pakistan?
    International Journal of Emerging Markets, 2021, 17, (8), 1815-1839
23. The US equity sectors, implied volatilities, and COVID-19: What does the spillover analysis reveal?
    Resources Policy, 2021, 72, (C) View citations (21)
24. Understanding the credit cycle and business cycle dynamics in India
    International Review of Economics & Finance, 2021, 76, (C), 988-1006 View citations (2)

2020

25. A new forecasting model with wrapper-based feature selection approach using multi-objective optimization technique for chaotic crude oil time series
    Energy, 2020, 212, (C) View citations (104)
26. When US sneezes, clichés spread: How do the commodity index funds react then?
    Resources Policy, 2020, 69, (C) View citations (5)

2019

27. Analysing the systemic risk of Indian banks
    Economics Letters, 2019, 176, (C), 103-108 View citations (16)
28. Coherence, connectedness and dynamic hedging effectiveness between emerging markets equities and commodity index funds
    Resources Policy, 2019, 61, (C), 441-460 View citations (10)
29. Dynamics of banking sector integration in South Asia: an empirical study
    Indian Growth and Development Review, 2019, 12, (3), 315-332 View citations (1)

2018

30. Business Cycle and Financial Cycle Interdependence and the Rising Role of China in SAARC
    Journal of Quantitative Economics, 2018, 16, (2), 337-362 View citations (2)
31. Financial connectedness of BRICS and global sovereign bond markets
    Emerging Markets Review, 2018, 37, (C), 1-16 View citations (46)
32. Heterogeneous dependence and dynamic hedging between sectors of BRIC and global markets
    International Review of Financial Analysis, 2018, 59, (C), 117-133 View citations (20)
33. Modelling the directional spillovers from DJIM Index to conventional benchmarks: Different this time?
    The Quarterly Review of Economics and Finance, 2018, 67, (C), 14-27 View citations (19)
34. Optimal hedge ratios for clean energy equities
    Economic Modelling, 2018, 72, (C), 278-295 View citations (106)
35. Testing output gap and economic uncertainty as an explicator of stock market returns
    Research in International Business and Finance, 2018, 45, (C), 293-306 View citations (8)
36. Time-Varying Spillover and the Portfolio Diversification Implications of Clean Energy Equity with Commodities and Financial Assets
    Emerging Markets Finance and Trade, 2018, 54, (8), 1837-1855 View citations (28)

2017

37. On the dynamic dependence and investment performance of crude oil and clean energy stocks
    Research in International Business and Finance, 2017, 42, (C), 376-389 View citations (126)

2015

38. An investigation of price discovery and volatility spillovers in India’s foreign exchange market
    Journal of Economic Studies, 2015, 42, (2), 261-284 View citations (20)
39. Regime dependent dynamics and European stock markets: Is asset allocation really possible?
    Empirica, 2015, 42, (1), 77-107 View citations (5)
40. Regime shifts and volatility in BRIICKS stock markets: an asset allocation perspective
    International Journal of Emerging Markets, 2015, 10, (3), 383-408
41. The investigation of destabilization effect in India’s agriculture commodity futures market
    Journal of Financial Economic Policy, 2015, 7, (2), 122-139

2014

42. On the role of the trend and cyclical components in electricity consumption and India's economic growth: a cointegration and cofeature approach
    OPEC Energy Review, 2014, 38, (1), 107-126 View citations (2)
43. The Eurozone crisis and its contagion effects on the European stock markets
    Studies in Economics and Finance, 2014, 31, (3), 325-352 View citations (13)

2013

44. Eurozone crisis and BRIICKS stock markets: Contagion or market interdependence?
    Economic Modelling, 2013, 33, (C), 209-225 View citations (107)

2010

45. Export-Led Growth Hypothesis in India: Some Further Evidences
    The IUP Journal of Monetary Economics, 2010, VIII, (3), 69-82 View citations (4)

Chapters

2024

1. On the Role of Startups in Global CCUS Development and Deployment: An Exploratory Analysis from the Southeast Asian Perspective
   Chapter 4 in ENERGY TRANSITION AND CARBON NEUTRALITY IN ASEAN DEVELOPING CARBON CAPTURE, UTILIZATION AND STORAGE TECHNOLOGIES, 2024, pp 91-119

2022

2. Understanding the Impact of COVID-19 on Financial Markets: Animal Spirits or Black Swan?
   Springer