S. Sehgal

Finance · 2001–2013

A researcher in the Science corpus: 2 papers; trusts 1 researcher and is trusted by 4 researchers here, as inferred from the citation graph.

Subfields

Whom S. Sehgal trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Jay C. Shambaugh

Who trusts S. Sehgal overall

  1. Walid Mensi
  2. Shawkat Hammoudeh

Papers from S. Sehgal's perspective

Ordered by how strongly the researchers S. Sehgal trusts endorse each paper. Same corpus, a different order for every researcher.

  1. No Contagion, Only Interdependence: Measuring Stock Market Comovements
  2. Extreme Correlation of International Equity Markets
  3. Dynamic correlation analysis of financial contagion: Evidence from Asian markets
  4. Stock Market Linkages in Emerging Markets: Implications for International Portfolio Diversification
  5. Dynamic stock market integration driven by the European Monetary Union: An empirical analysis
  6. Global Financial Crisis, Extreme Interdependences, and Contagion Effects: The Role of Economic Structure?
  7. Dynamic correlation analysis of financial contagion: Evidence from the Central and Eastern European markets☆
  8. Stock Market Interdependence, Contagion, and the U.S. Financial Crisis: The Case of Emerging and Frontier Markets
  9. Cross-country experiences and policy implications from the global financial crisis
  10. The Euro’s Three Crises

Their papers