Details about Wasim Ahmad

Access statistics for papers by Wasim Ahmad.

Last updated 2022-05-02. Update your information in the RePEc Author Service.

Short-id: pah189

Working Papers

2014

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

2013

2. 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

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

Journal Articles

2022

1. Fresh evidence on the relationship between market power and default risk of Indian banks
   Finance Research Letters, 2022, 46, (PA) View citations (2)

2021

2. 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 (6)
3. COVID-19 Pandemic and firm-level dynamics in the USA, UK, Europe, and Japan
   International Review of Financial Analysis, 2021, 78, (C) View citations (1)
4. The US equity sectors, implied volatilities, and COVID-19: What does the spillover analysis reveal?
   Resources Policy, 2021, 72, (C) View citations (7)
5. Understanding the credit cycle and business cycle dynamics in India
   International Review of Economics & Finance, 2021, 76, (C), 988-1006 View citations (1)

2020

6. 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 (83)
7. When US sneezes, clichés spread: How do the commodity index funds react then?
   Resources Policy, 2020, 69, (C) View citations (2)

2019

8. Analysing the systemic risk of Indian banks
   Economics Letters, 2019, 176, (C), 103-108 View citations (11)
9. Coherence, connectedness and dynamic hedging effectiveness between emerging markets equities and commodity index funds
   Resources Policy, 2019, 61, (C), 441-460 View citations (6)
10. 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

11. 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 (1)
12. Financial connectedness of BRICS and global sovereign bond markets
    Emerging Markets Review, 2018, 37, (C), 1-16 View citations (30)
13. Heterogeneous dependence and dynamic hedging between sectors of BRIC and global markets
    International Review of Financial Analysis, 2018, 59, (C), 117-133 View citations (12)
14. 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 (13)
15. Optimal hedge ratios for clean energy equities
    Economic Modelling, 2018, 72, (C), 278-295 View citations (65)
16. 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 (6)
17. 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 (16)

2017

18. 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 (71)

2015

19. Regime dependent dynamics and European stock markets: Is asset allocation really possible?
    Empirica, 2015, 42, (1), 77-107 View citations (5)

2014

20. 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)

2013

21. Eurozone crisis and BRIICKS stock markets: Contagion or market interdependence?
    Economic Modelling, 2013, 33, (C), 209-225 View citations (96)

2010

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

Chapters

2022

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