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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 2019-01-04. 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. 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. 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 (1)
  3. 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 (1)
  4. Optimal hedge ratios for clean energy equities
    Economic Modelling, 2018, 72, (C), 278-295 Downloads
  5. 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
  6. 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


  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 (6)


  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 (10)
  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 (4)


  1. Eurozone crisis and BRIICKS stock markets: Contagion or market interdependence?
    Economic Modelling, 2013, 33, (C), 209-225 Downloads View citations (62)


  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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