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Details about A.S.M. Sohel Azad

Postal address:School of Accounting, Economics and Finance, Deakin University, 221 Burwood Highway, Victoria 3125, Australia
Workplace:Department of Economics, Business School, Deakin University, (more information at EDIRC)

Access statistics for papers by A.S.M. Sohel Azad.

Last updated 2016-04-06. Update your information in the RePEc Author Service.

Short-id: paz38

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Journal Articles


  1. International swap market contagion and volatility
    Economic Modelling, 2015, 47, (C), 355-371 Downloads View citations (1)
  2. What determines the yen swap spread?
    International Review of Financial Analysis, 2015, 40, (C), 1-13 Downloads


  1. Determinants of stock returns: Factors or systematic co-moments? Crisis versus non-crisis periods
    Journal of International Financial Markets, Institutions and Money, 2014, 31, (C), 14-29 Downloads View citations (1)
  2. Impact of policy changes on the efficiency and returns-to-scale of Japanese financial institutions: An evaluation
    Research in International Business and Finance, 2014, 32, (C), 159-171 Downloads View citations (4)
  3. Unchecked manipulations, price–volume relationship and market efficiency: Evidence from emerging markets
    Research in International Business and Finance, 2014, 30, (C), 51-71 Downloads View citations (5)


  1. Linking the interest rate swap markets to the macroeconomic risk: The UK and us evidence
    International Review of Financial Analysis, 2012, 22, (C), 38-47 Downloads View citations (1)


  1. Low‐Frequency Volatility of Yen Interest Rate Swap Market in Relation to Macroeconomic Risk
    International Review of Finance, 2011, 11, (3), 353-390 Downloads View citations (6)


  1. Efficiency, Cointegration and Contagion in Equity Markets: Evidence from China, Japan and South Korea
    Asian Economic Journal, 2009, 23, (1), 93-118 Downloads View citations (10)
  2. Random walk and efficiency tests in the Asia-Pacific foreign exchange markets: Evidence from the post-Asian currency crisis data
    Research in International Business and Finance, 2009, 23, (3), 322-338 Downloads View citations (13)
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