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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 2022-05-02. 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 View citations (3)


  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. Fresh evidence on the relationship between market power and default risk of Indian banks
    Finance Research Letters, 2022, 46, (PA) Downloads View citations (4)


  1. 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 Downloads View citations (11)
  2. COVID-19 Pandemic and firm-level dynamics in the USA, UK, Europe, and Japan
    International Review of Financial Analysis, 2021, 78, (C) Downloads View citations (3)
  3. The US equity sectors, implied volatilities, and COVID-19: What does the spillover analysis reveal?
    Resources Policy, 2021, 72, (C) Downloads View citations (14)
  4. Understanding the credit cycle and business cycle dynamics in India
    International Review of Economics & Finance, 2021, 76, (C), 988-1006 Downloads View citations (2)


  1. 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) Downloads View citations (95)
  2. When US sneezes, clichés spread: How do the commodity index funds react then?
    Resources Policy, 2020, 69, (C) Downloads View citations (5)


  1. Analysing the systemic risk of Indian banks
    Economics Letters, 2019, 176, (C), 103-108 Downloads View citations (14)
  2. Coherence, connectedness and dynamic hedging effectiveness between emerging markets equities and commodity index funds
    Resources Policy, 2019, 61, (C), 441-460 Downloads View citations (9)
  3. Dynamics of banking sector integration in South Asia: an empirical study
    Indian Growth and Development Review, 2019, 12, (3), 315-332 Downloads View citations (1)


  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 View citations (2)
  2. Financial connectedness of BRICS and global sovereign bond markets
    Emerging Markets Review, 2018, 37, (C), 1-16 Downloads View citations (39)
  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 (19)
  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 (18)
  5. Optimal hedge ratios for clean energy equities
    Economic Modelling, 2018, 72, (C), 278-295 Downloads View citations (87)
  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 (7)
  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 (23)


  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 (105)


  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 (20)
  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
    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 (2)
  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 (13)


  1. Eurozone crisis and BRIICKS stock markets: Contagion or market interdependence?
    Economic Modelling, 2013, 33, (C), 209-225 Downloads View citations (104)


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



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