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.
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- International swap market contagion and volatility
Economic Modelling, 2015, 47, (C), 355-371 View citations (1)
- What determines the yen swap spread?
International Review of Financial Analysis, 2015, 40, (C), 1-13
- 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 View citations (1)
- 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 View citations (5)
- Unchecked manipulations, price–volume relationship and market efficiency: Evidence from emerging markets
Research in International Business and Finance, 2014, 30, (C), 51-71 View citations (5)
- 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 View citations (2)
- Low‐Frequency Volatility of Yen Interest Rate Swap Market in Relation to Macroeconomic Risk
International Review of Finance, 2011, 11, (3), 353-390 View citations (8)
- Efficiency, Cointegration and Contagion in Equity Markets: Evidence from China, Japan and South Korea
Asian Economic Journal, 2009, 23, (1), 93-118 View citations (11)
- 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 View citations (13)
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