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Details about Wasim Ahmad

Workplace:Department of Economic Sciences, Indian Institute of Technology Kanpur, (more information at EDIRC)

Access statistics for papers by Wasim Ahmad.

Last updated 2019-05-03. Update your information in the RePEc Author Service.

Short-id: pah189

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Working Papers


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


  1. A Re-Assessment of the Role of the Financial Sector in Driving Economic Growth: Recent Evidence from Cross Country Data
    Post-Print, HAL


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

Journal Articles


  1. Analysing the systemic risk of Indian banks
    Economics Letters, 2019, 176, (C), 103-108 Downloads


  1. Business Cycle and Financial Cycle Interdependence and the Rising Role of China in SAARC
    Journal of Quantitative Economics, 2018, 16, (2), 337-362 Downloads
  2. Financial connectedness of BRICS and global sovereign bond markets
    Emerging Markets Review, 2018, 37, (C), 1-16 Downloads View citations (6)
  3. Heterogeneous dependence and dynamic hedging between sectors of BRIC and global markets
    International Review of Financial Analysis, 2018, 59, (C), 117-133 Downloads View citations (3)
  4. 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 Downloads View citations (4)
  5. Optimal hedge ratios for clean energy equities
    Economic Modelling, 2018, 72, (C), 278-295 Downloads View citations (7)
  6. Testing output gap and economic uncertainty as an explicator of stock market returns
    Research in International Business and Finance, 2018, 45, (C), 293-306 Downloads View citations (2)
  7. 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 Downloads View citations (1)


  1. 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 Downloads View citations (10)


  1. An investigation of price discovery and volatility spillovers in India’s foreign exchange market
    Journal of Economic Studies, 2015, 42, (2), 261-284 Downloads View citations (12)
  2. Regime dependent dynamics and European stock markets: Is asset allocation really possible?
    Empirica, 2015, 42, (1), 77-107 Downloads View citations (5)
  3. The investigation of destabilization effect in India’s agriculture commodity futures market: An alternative viewpoint
    Journal of Financial Economic Policy, 2015, 7, (2), 122-139 Downloads


  1. 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 Downloads View citations (1)
  2. The Eurozone crisis and its contagion effects on the European stock markets
    Studies in Economics and Finance, 2014, 31, (3), 325-352 Downloads View citations (6)


  1. Eurozone crisis and BRIICKS stock markets: Contagion or market interdependence?
    Economic Modelling, 2013, 33, (C), 209-225 Downloads View citations (70)


  1. Export-Led Growth Hypothesis in India: Some Further Evidences
    The IUP Journal of Monetary Economics, 2010, VIII, (3), 69-82 View citations (2)
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