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Florent Deisting

Personal Details

First Name:Florent
Middle Name:
Last Name:Deisting
Suffix:
RePEc Short-ID:pde780
[This author has chosen not to make the email address public]

Affiliation

(90%) Groupe ESC Toulouse

Toulouse, France
http://www.esc-toulouse.fr/
RePEc:edi:esctofr (more details at EDIRC)

(10%) Transitions Energétiques et Environnementales (TREE)
Collège Sciences Sociales et Humanités
Université de Pau et des Pays de l'Adour

Pau, France
https://tree.univ-pau.fr/
RePEc:edi:capaufr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Sakshi Saini & Sanjay Sehgal & Florent Deisting, 2020. "Monetary Policy,Risk Aversion and Uncertainty in an International Context," IEG Working Papers 385, Institute of Economic Growth.
  2. Sanjay Sehgal & Piyush Pandey & Florent Deisting, 2017. "Time Varying Integration amongst the South Asian Equity Markets: An Empirical Study," Working Papers hal-01885142, HAL.
  3. Fabien Candau & Florent Deisting & Julie Schlick, 2017. "How Income and Crowding Effects Influence the World Market for French Wines," Post-Print hal-01844373, HAL.
  4. Florent Deisting & Serge Rey, 2015. "Determinants of Tourism in French Overseas Departments and Collectivities [Les déterminants du tourisme dans les départements et collectivités d’outre-mer français]," Post-Print hal-02441336, HAL.
  5. Florent Deisting & Charlotte Fontan Sers & Farid Makhlouf, 2015. "Transferts de fonds, stabilité politique et croissance économique dans les pays de l’ex URSS," Working Papers hal-01885144, HAL.
  6. Wasim Ahmad & Florent Deisting & Sanjay Sehgal, 2014. "Information transmission in India's commodity futures market: how efficient is the market?," Post-Print hal-01881904, HAL.
  7. Sanjay Sehgal & Srividya Subramaniam & Florent Deisting, 2014. "Tests Of Equity Market Anomalies For Select Emerging Markets," Post-Print hal-01881907, HAL.
  8. Sehgal, Sanjay & Gupta, Priyanshi & Deisting, Florent, 2014. "Assessing Time-Varying Stock Market Integration in EMU for Normal and Crisis Periods," MPRA Paper 64078, University Library of Munich, Germany.
  9. Sanjay Sehgal & Wasim Ahmad & Florent Deisting, 2013. "A Re-Assessment of the Role of the Financial Sector in Driving Economic Growth: Recent Evidence from Cross Country Data," Post-Print hal-01881908, HAL.
  10. Florent Deisting & Jean-Pierre Lahille, 2013. "Analyse financière, aide-mémoire," Post-Print hal-01881874, HAL.
  11. Sanjay Sehgal & Namita Rajput & Florent Deisting, 2013. "Price Discovery and Volatility Spillover: Evidence from Indian Commodity Markets," Post-Print hal-01881910, HAL.
  12. Fabien Candau & Florent Deisting & Serge Rey, 2013. "Inflation Convergence in Asian Countries," Post-Print hal-01847103, HAL.
  13. Sanjay Sehgal & Srividya Subramaniam & Florent Deisting, 2012. "Accruals and Cash Flows Anomalies: Evidence From Indian Stock Market," Post-Print hal-01881919, HAL.
  14. Sanjay Sehgal & Siddhartha Banerjee & Florent Deisting, 2012. "The Impact of M&A Announcement and Financing Strategy on Stock Returns: Evidence from BRICKS Markets," Post-Print hal-01881917, HAL.
  15. Florent DEISTING, 2012. "La contribution de la politique monétaire de la croissance : un modèle de convergence conditionnelle," Working Papers 1701, Groupe ESC Pau, Research Department, revised Dec 2012.
  16. Wasim Ahmad & Florent Deisting & Sanjay Sehgal, 2012. "An investigation of price discovery and volatility spillovers in India's currency futures market," Post-Print hal-01881913, HAL.
  17. Florent Deisting & Farid Makhlouf & Adil Naamane, 2012. "Développement financier, flux financiers et croissance économique," Working Papers hal-01885156, HAL.
  18. Serge Rey & Florent Deisting, 2012. "GDP per Capita among African Countries over the Period 1950-2008: Highlights of Convergence Clubs," Post-Print hal-01881912, HAL.
  19. Sanjay Sehgal & Vidisha Garg & Florent Deisting, 2012. "Relationship between cross sectional volatility and stock returns: Evidence From India," Post-Print hal-01881918, HAL.
  20. Florent Deisting, 2012. "Effects of regional integration on the process of real convergence: comparative study," Post-Print hal-01881915, HAL.
  21. Florent DEISTING & Pascal PAUMARD, 2012. "Marches et organisations : développement durable et attractivité des territoires," Working Papers 1602, Groupe ESC Pau, Research Department, revised Jun 2012.
  22. Florent Deisting & Pascal Paumard, 2012. "Développement durable et attractivités des territoires," Post-Print hal-01881920, HAL.
  23. Sanjay Sehgal & Kumar Bijoy & Florent Deisting, 2011. "Modeling and Forecasting Debt Market Yields : Evidence From India," Post-Print hal-01881922, HAL.
  24. Florent Deisting, 2011. "Etude comparative : l’intégration commerciale facteur de convergence réelle, les cas des pas d’Asie du Sud-est, des MENA et des pays d’Amérique Latine," Post-Print hal-01881830, HAL.
  25. Florent Deisting, 2011. "Développement Durable et Attractivité des territories: le cas des pays de l’Adour," Post-Print hal-01881831, HAL.
  26. Florent Deisting, 2011. "Integration effects on convergence process," Post-Print hal-01881835, HAL.
  27. Deisting Florent, 2010. "Les effets de l’intégration régionale sur le processus de convergence réelle : étude comparative," Working Papers 1302, Groupe ESC Pau, Research Department, revised Dec 2010.
  28. Florent Deisting, 2009. "Etude comparée : Lien Intégration/Convergence en Asie du Sud-est et dans les Pays du Sud et de l’Est Méditerranéen," Post-Print hal-01881851, HAL.
  29. Florent Deisting, 2009. "La convergence nominale, un frein à la convergence réelle : le cas des MENA," Post-Print hal-01881853, HAL.
  30. Florent Deisting, 2009. "L’intégration régionale facteur de convergence entre les pays d’Asie," Post-Print hal-01881855, HAL.
  31. Florent Deisting, 2007. "De la théorie de la croissance au conflit de convergence dans les Pays du Sud et de l'Est de la Méditerranée : revue de la littérature et approche théorique," Post-Print hal-01881861, HAL.
    repec:tac:wpaper:2011-2012_10 is not listed on IDEAS
    repec:tac:wpaper:2014-2015_12 is not listed on IDEAS
    repec:tac:wpaper:2015-2016_8 is not listed on IDEAS
    repec:tac:wpaper:2016-2017_7 is not listed on IDEAS
    repec:tac:wpaper:2014-2015_9 is not listed on IDEAS

Articles

  1. Selmi, Refk & Wohar, Mark & Deisting, Florent & Kasmaoui, Kamal, 2023. "Dynamic inflation hedging performance and downside risk: A comparison between Islamic and conventional stock indices," The Quarterly Review of Economics and Finance, Elsevier, vol. 91(C), pages 56-67.
  2. Sehgal, Sanjay & Rakhyani, Sarika & Deisting, Florent, 2022. "Does betting against beta strategy work in major Asian Markets?," Pacific-Basin Finance Journal, Elsevier, vol. 75(C).
  3. Sakshi Saini & Sanjay Sehgal & Florent Deisting, 2020. "Monetary Policy, Risk Aversion and Uncertainty in an International Context," Multinational Finance Journal, Multinational Finance Journal, vol. 24(3-4), pages 211-266, September.
  4. Sanjay Sehgal & Sakshi Saini & Florent Deisting, 2019. "Examining Dynamic Interdependencies Among Major Global Financial Markets," Multinational Finance Journal, Multinational Finance Journal, vol. 23(1-2), pages 103-139, March - J.
  5. Sanjay Sehgal & Piyush Pandey & Florent Deisting, 2018. "Time varying integration amongst the South Asian equity markets: An empirical study," Cogent Economics & Finance, Taylor & Francis Journals, vol. 6(1), pages 1452328-145, January.
  6. Sanjay Sehgal & Piyush Pandey & Florent Deisting, 2018. "Stock Market Integration Dynamics and its Determinants in the East Asian Economic Community Region," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 16(2), pages 389-425, June.
  7. Sanjay Sehgal & Payal Jain & Florent Deisting, 2018. "Information Transmission between Mature and Emerging Equity Markets During Normal and Crisis Periods: An Empirical Examination," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 16(1), pages 185-225, March.
  8. Sanjay Sehgal & Priyanshi Gupta & Florent Deisting, 2017. "Assessing time-varying stock market integration in Economic and Monetary Union for normal and crisis periods," The European Journal of Finance, Taylor & Francis Journals, vol. 23(11), pages 1025-1058, September.
  9. Fabien Candau & Florent Deisting & Julie Schlick, 2017. "How Income and Crowding Effects Influence the World Market for French Wines," The World Economy, Wiley Blackwell, vol. 40(5), pages 963-977, May.
  10. Muneesh Kumar & Neetika Batra & Florent Deisting, 2016. "Determinants Of Priority Sector Lending: Evidence From Bank Lending Patterns In India," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 10(2), pages 55-80.
  11. Sehgal, Sanjay & Gupta, Priyanshi & Deisting, Florent, 2016. "Integration from Retail Banking to Non-Financial Corporations in EMU," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 31(3), pages 674-735.
  12. Florent DEISTING & Serge REY, 2015. "Determinants Of Tourism In French Overseas Departments And Collectivities," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, vol. 42, pages 215-230.
  13. Gupta, Priyanshi & Sehgal, Sanjay & Deisting, Florent, 2015. "Time-Varying Bond Market Integration in EMU," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 30(4), pages 708-760.
  14. Sanjay Sehgal & Wasim Ahmad & Florent Deisting, 2015. "An investigation of price discovery and volatility spillovers in India’s foreign exchange market," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 42(2), pages 261-284, May.
  15. Sanjay Sehgal & Srividya Subramaniam & Florent Deisting, 2014. "Tests of Equity Market Anomalies for Select Emerging Markets," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 8(3), pages 27-46.
  16. Sanjay Sehgal & Namita Rajput & Florent Deisting, 2013. "Price Discovery and Volatility Spillover: Evidence from Indian Commodity Markets," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 7(3), pages 57-75.
  17. Serge Rey & Florent Deisting, 2012. "GDP per Capita among African Countries over the Period 1950–2008: Highlights of Convergence Clubs," Economics Bulletin, AccessEcon, vol. 32(4), pages 2779-2800.

    RePEc:eme:jespps:jes-11-2012-0157 is not listed on IDEAS

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Sakshi Saini & Sanjay Sehgal & Florent Deisting, 2020. "Monetary Policy,Risk Aversion and Uncertainty in an International Context," IEG Working Papers 385, Institute of Economic Growth.

    Cited by:

    1. Minati Dash, 2020. "Our Place In The Future: An Exploration Of Chalaki Among Young Men Dispossessed By A Mining Project," IEG Working Papers 392, Institute of Economic Growth.

  2. Sanjay Sehgal & Piyush Pandey & Florent Deisting, 2017. "Time Varying Integration amongst the South Asian Equity Markets: An Empirical Study," Working Papers hal-01885142, HAL.

    Cited by:

    1. Manu K. S. & Surekha Nayak & Rameesha Kalra, 2022. "Through the Lens of Recession 2.0: Diversification Dynamics Between the Leading Asian Stock Markets," Vision, , vol. 26(2), pages 181-192, June.
    2. J. Vineesh Prakash & D. K. Nauriyal, 2021. "Integration and Interdependence Among Equity Markets in South Asia: Measuring Through ARDL Bounds Approach," Millennial Asia, , vol. 12(2), pages 229-251, August.

  3. Fabien Candau & Florent Deisting & Julie Schlick, 2017. "How Income and Crowding Effects Influence the World Market for French Wines," Post-Print hal-01844373, HAL.

    Cited by:

    1. Olivier Bargain & Jean‐Marie Cardebat & Raphaël Chiappini, 2023. "Trade uncorked: Genetic distance and taste‐related barriers in wine trade," American Journal of Agricultural Economics, John Wiley & Sons, vol. 105(2), pages 674-708, March.
    2. Wakuo Saito & Makoto Nakakita & Teruo Nakatsuma, 2024. "Comparative Analysis of Japanese Rice Wine Export Trends: Large Firms in the Nada Region vs. SMEs in Other Regions," World, MDPI, vol. 5(3), pages 1-23, August.
    3. Kym Anderson & Vicente Pinilla, 2022. "Wine's belated globalization, 1845–2025," Applied Economic Perspectives and Policy, John Wiley & Sons, vol. 44(2), pages 742-765, June.
    4. Olivier Bargain & Jean Marie Cardebat & Raphael Chiappini, 2020. "Trade Uncorked: Genetic Resistanceand Quality Heterogeneity in Wine Exports," Working Papers hal-03265170, HAL.
    5. Angelo Puccia & César M. Mora Márquez & Julia M. Núñez-Tabales, 2022. "Promotion of European Wines in Third Countries within the Common Market Organisation Framework: The Case of France," Economies, MDPI, vol. 10(2), pages 1-15, February.

  4. Florent Deisting & Serge Rey, 2015. "Determinants of Tourism in French Overseas Departments and Collectivities [Les déterminants du tourisme dans les départements et collectivités d’outre-mer français]," Post-Print hal-02441336, HAL.

    Cited by:

    1. Lin, Yi-Chen & Deng, Wen-Shuenn, 2018. "Are per capita international tourist arrivals converging?," International Review of Economics & Finance, Elsevier, vol. 57(C), pages 274-290.
    2. Gil Montant, 2020. "The determinants of the hotel sector revenues: The case of French Polynesia," Tourism Economics, , vol. 26(5), pages 809-829, August.

  5. Florent Deisting & Charlotte Fontan Sers & Farid Makhlouf, 2015. "Transferts de fonds, stabilité politique et croissance économique dans les pays de l’ex URSS," Working Papers hal-01885144, HAL.

    Cited by:

    1. Louis Bernard Tchekoumi & Patrick Danel Nya, 2023. "Remittances and economic growth: What lessons for the CEMAC zone?," Cogent Economics & Finance, Taylor & Francis Journals, vol. 11(1), pages 2191448-219, December.

  6. Sanjay Sehgal & Srividya Subramaniam & Florent Deisting, 2014. "Tests Of Equity Market Anomalies For Select Emerging Markets," Post-Print hal-01881907, HAL.

    Cited by:

    1. Jungmu Kim & Youngkyung Ok & Yuen Jung Park, 2020. "Institutional Investors’ Trading Response to Stock Market Anomalies: Evidence from Korea," Sustainability, MDPI, vol. 12(4), pages 1-17, February.
    2. Asheesh Pandey & Sanjay Sehgal, 2016. "Explaining Size Effect for Indian Stock Market," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 23(1), pages 45-68, March.
    3. Sanjay Sehgal & Vidisha Garg, 2016. "Cross-sectional Volatility and Stock Returns: Evidence for Emerging Markets," Vikalpa: The Journal for Decision Makers, , vol. 41(3), pages 234-246, September.
    4. Vibhuti Vasishth & Sanjay Sehgal & Gagan Sharma, 2021. "Size Effect in Indian Equity Market: Myth or Reality?," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 28(1), pages 101-119, March.

  7. Sehgal, Sanjay & Gupta, Priyanshi & Deisting, Florent, 2014. "Assessing Time-Varying Stock Market Integration in EMU for Normal and Crisis Periods," MPRA Paper 64078, University Library of Munich, Germany.

    Cited by:

    1. Sanjay Sehgal & Piyush Pandey & Florent Deisting, 2017. "Time Varying Integration amongst the South Asian Equity Markets: An Empirical Study," Working papers of CATT hal-01885142, HAL.
    2. Gupta, Priyanshi & Sehgal, Sanjay & Deisting, Florent, 2015. "Time-Varying Bond Market Integration in EMU," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 30(4), pages 708-760.

  8. Sanjay Sehgal & Wasim Ahmad & Florent Deisting, 2013. "A Re-Assessment of the Role of the Financial Sector in Driving Economic Growth: Recent Evidence from Cross Country Data," Post-Print hal-01881908, HAL.

    Cited by:

    1. Madhu Sehrawat & A. K. Giri, 2017. "Financial Structure, Interest Rate, Trade Openness and Growth: Time Series Analysis of Indian Economy," Global Business Review, International Management Institute, vol. 18(5), pages 1278-1290, October.
    2. Ritu Rani & Naresh Kumar, 2018. "Panel Data Analysis of Financial Development, Trade Openness, and Economic Growth: Evidence from BRICS Countries," Emerging Economy Studies, International Management Institute, vol. 4(1), pages 1-18, May.
    3. Sanjay Sehgal & Tarunika Jain Agrawal, 2017. "Bank Risk Factors and Changing Risk Exposures in the Pre- and Post-financial Crisis Periods: An Empirical Study for India," Management and Labour Studies, XLRI Jamshedpur, School of Business Management & Human Resources, vol. 42(4), pages 356-378, November.

  9. Sanjay Sehgal & Namita Rajput & Florent Deisting, 2013. "Price Discovery and Volatility Spillover: Evidence from Indian Commodity Markets," Post-Print hal-01881910, HAL.

    Cited by:

    1. Rajni Kant Rajhans & Anuradha Jain, 2015. "Volatility Spillover in Foreign Exchange Markets," Paradigm, , vol. 19(2), pages 137-151, December.
    2. Gang-Jin Wang & Yang-Yang Chen & Hui-Bin Si & Chi Xie & Julien Chevallier, 2021. "Multilayer information spillover networks analysis of China’s financial institutions based on variance decompositions," Post-Print halshs-04250264, HAL.
    3. Konstantinos D. Melas & Anastasia Faitatzoglou & Nektarios A. Michail & Anastasia Artemiou, 2024. "Volatility Spillovers among the Major Commodities: A Review," JRFM, MDPI, vol. 17(8), pages 1-36, August.
    4. Sanjay Sehgal & Mridul Upreti & Piyush Pandey & Aakriti Bhatia, 2015. "Real Estate Investment Selection and Empirical Analysis of Property Prices: Study of Select Residential Projects in Gurgaon, India," International Real Estate Review, Global Social Science Institute, vol. 18(4), pages 523-566.
    5. Duc Huynh, Toan Luu & Burggraf, Tobias & Nasir, Muhammad Ali, 2020. "Financialisation of natural resources & instability caused by risk transfer in commodity markets," Resources Policy, Elsevier, vol. 66(C).
    6. C. P. Gupta & Sanjay Sehgal & Sahaj Wadhwa, 2018. "Agricultural Commodity Trading: Is it Destabilizing Spot Markets?," Vikalpa: The Journal for Decision Makers, , vol. 43(1), pages 47-57, March.
    7. Mohd Azlan Shah Zaidi & Zulkefly Abdul Karim & Noor Amirah Zaidon, 2021. "External and Internal Shocks and the Movement of Palm Oil Price: SVAR Evidence from Malaysia," Economies, MDPI, vol. 10(1), pages 1-17, December.
    8. Muneesh Kumar & Tarunika Jain Agrawal & Srishti Sehgal, 2017. "Domestic and International Information Linkages for Indian Commodities Market in the Pre- and Post-CTT Periods," Metamorphosis: A Journal of Management Research, , vol. 16(2), pages 75-91, December.
    9. Edson Kambeu, 2017. "The role of Exchange Traded Funds in the price discovery process of stocks listed on the Botswana Stock Exchange," International Journal of Finance & Banking Studies, Center for the Strategic Studies in Business and Finance, vol. 6(1), pages 141-148, January.
    10. Mala Dutt & Sanjay Sehgal, 2018. "Domestic and International Information Linkages between Gold Spot and Futures Markets: An Empirical Study for India," Metamorphosis: A Journal of Management Research, , vol. 17(1), pages 1-17, June.

  10. Sanjay Sehgal & Srividya Subramaniam & Florent Deisting, 2012. "Accruals and Cash Flows Anomalies: Evidence From Indian Stock Market," Post-Print hal-01881919, HAL.

    Cited by:

    1. Sanjay Sehgal & Srividya Subramaniam & Florent Deisting, 2014. "Tests Of Equity Market Anomalies For Select Emerging Markets," Post-Print hal-01881907, HAL.
    2. De Andrés Fazio, Salvador & Urquía Grande, Elena & Pérez Estébanez, Raquel, 2022. "The “secret life” of the Statement of Cash Flow: A bibliometric analysis," Cuadernos de Gestión, Universidad del País Vasco - Instituto de Economía Aplicada a la Empresa (IEAE).
    3. Baloch, Muhammad Saad, 2015. "Does The Accrual Anomaly Exists In Stock Market? Evidence From Pakistan," MPRA Paper 67618, University Library of Munich, Germany.

  11. Sanjay Sehgal & Siddhartha Banerjee & Florent Deisting, 2012. "The Impact of M&A Announcement and Financing Strategy on Stock Returns: Evidence from BRICKS Markets," Post-Print hal-01881917, HAL.

    Cited by:

    1. Tchai Tavor, 2023. "The effect of natural gas discoveries in Israel on the strength of its currency," Australian Economic Papers, Wiley Blackwell, vol. 62(2), pages 236-256, June.
    2. Sanjay Sehgal & Asheesh Pandey, 2013. "An Empirical Investigation of the Relationship between Net Stock Issues and Returns in India," Management and Labour Studies, XLRI Jamshedpur, School of Business Management & Human Resources, vol. 38(4), pages 505-515, November.
    3. Yanga, Shuying & Kim, Seongcheol, 2017. "Do Cross-border M&As by Chinese Media and Entertainment Firms Create Value? Evidence from US-targeted and Korea-targeted Deals," 14th ITS Asia-Pacific Regional Conference, Kyoto 2017: Mapping ICT into Transformation for the Next Information Society 168549, International Telecommunications Society (ITS).
    4. Amewu, Godfred & Alagidede, Paul, 2019. "Mergers and executive compensation changes: Evidence from African markets," Research in International Business and Finance, Elsevier, vol. 48(C), pages 397-419.
    5. Yılmaz, Işıl Sevilay & Tanyeri, Başak, 2016. "Global Merger and Acquisition (M&A) activity: 1992–2011," Finance Research Letters, Elsevier, vol. 17(C), pages 110-117.
    6. Vissa, Siva Kameswari & Thenmozhi, M., 2022. "What determines mergers and acquisitions in BRICS countries: Liquidity, exchange rate or innovation?," Research in International Business and Finance, Elsevier, vol. 61(C).

  12. Serge Rey & Florent Deisting, 2012. "GDP per Capita among African Countries over the Period 1950-2008: Highlights of Convergence Clubs," Post-Print hal-01881912, HAL.

    Cited by:

    1. Gil-Alana, Luis A. & Mudida, Robert & Zerbo, Eleazar, 2021. "GDP per capita IN SUB-SAHARAN Africa: A time series approach using long memory," International Review of Economics & Finance, Elsevier, vol. 72(C), pages 175-190.
    2. Dukhabandhu Sahoo & Diptimayee Mishra & Auro Kumar Sahoo & Phendulwa Zikhona Makunga & Jayanti Behera, 2020. "Regional and subregional analyses of macroeconomic policy strategies for growth and equality in Southern Africa," WIDER Working Paper Series wp-2020-176, World Institute for Development Economic Research (UNU-WIDER).

  13. Sanjay Sehgal & Vidisha Garg & Florent Deisting, 2012. "Relationship between cross sectional volatility and stock returns: Evidence From India," Post-Print hal-01881918, HAL.

    Cited by:

    1. Sanjay Sehgal & Vidisha Garg, 2016. "Cross-sectional Volatility and Stock Returns: Evidence for Emerging Markets," Vikalpa: The Journal for Decision Makers, , vol. 41(3), pages 234-246, September.
    2. Thuy Thi Thu Truong & Jungmu Kim, 2019. "Premiums for Non-Sustainable and Sustainable Components of Market Volatility: Evidence from the Korean Stock Market," Sustainability, MDPI, vol. 11(18), pages 1-15, September.
    3. Tosin B. Fateye & Oluwaseun D. Ajay & Cyril A. Ajay, 2021. "Modelling of Daily Price Volatility of South Africa Property Stock Market Using GARCH Analysis," AfRES 2021-013, African Real Estate Society (AfRES).

Articles

  1. Selmi, Refk & Wohar, Mark & Deisting, Florent & Kasmaoui, Kamal, 2023. "Dynamic inflation hedging performance and downside risk: A comparison between Islamic and conventional stock indices," The Quarterly Review of Economics and Finance, Elsevier, vol. 91(C), pages 56-67.

    Cited by:

    1. Kong, Fanna & Gao, Zhuoqiong & Oprean-Stan, Camelia, 2023. "Green bond in China: An effective hedge against global supply chain pressure?," Energy Economics, Elsevier, vol. 128(C).

  2. Sakshi Saini & Sanjay Sehgal & Florent Deisting, 2020. "Monetary Policy, Risk Aversion and Uncertainty in an International Context," Multinational Finance Journal, Multinational Finance Journal, vol. 24(3-4), pages 211-266, September.
    See citations under working paper version above.
  3. Sanjay Sehgal & Sakshi Saini & Florent Deisting, 2019. "Examining Dynamic Interdependencies Among Major Global Financial Markets," Multinational Finance Journal, Multinational Finance Journal, vol. 23(1-2), pages 103-139, March - J.

    Cited by:

    1. Serrano, Pedro & Vaello-Sebastià, Antoni & Vich-Llompart, M. Magdalena, 2024. "The international linkages of market risk perception," Journal of Multinational Financial Management, Elsevier, vol. 72(C).
    2. Francisco Jareño & Ana Escribano & Monika W. Koczar, 2020. "Non-Linear Interdependencies between International Stock Markets: The Polish and Spanish Case," Mathematics, MDPI, vol. 9(1), pages 1-21, December.

  4. Sanjay Sehgal & Piyush Pandey & Florent Deisting, 2018. "Time varying integration amongst the South Asian equity markets: An empirical study," Cogent Economics & Finance, Taylor & Francis Journals, vol. 6(1), pages 1452328-145, January.
    See citations under working paper version above.
  5. Sanjay Sehgal & Piyush Pandey & Florent Deisting, 2018. "Stock Market Integration Dynamics and its Determinants in the East Asian Economic Community Region," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 16(2), pages 389-425, June.

    Cited by:

    1. Lukanima, Benedicto Kulwizira & Sanchez-Barrios, Luis Javier & Gómez-Bravo, Yuli Paola, 2024. "Towards understanding MILA stock markets integration beyond MILA: New evidence between the pre-Global financial crisis and the COVID19 periods," International Review of Economics & Finance, Elsevier, vol. 89(PA), pages 478-497.
    2. Rahman, Molla Ramizur & Misra, Arun Kumar & Lucey, Brian M. & Mohapatra, Sabyasachi & Kumar, Satish, 2023. "Network structure and risk-adjusted return approach to stock indices integration: A study on Asia-Pacific countries," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 87(C).
    3. Sehgal, Sanjay & Rakhyani, Sarika & Deisting, Florent, 2022. "Does betting against beta strategy work in major Asian Markets?," Pacific-Basin Finance Journal, Elsevier, vol. 75(C).
    4. J. Vineesh Prakash & D. K. Nauriyal, 2021. "Integration and Interdependence Among Equity Markets in South Asia: Measuring Through ARDL Bounds Approach," Millennial Asia, , vol. 12(2), pages 229-251, August.
    5. Sahabuddin, Mohammad & Muhammad, Junaina & Yahya, Mohamed Hisham & Mohammed Shah, Sabarina, 2020. "Co-movements between Islamic and Conventional Stock Markets: An Empirical Evidence," Jurnal Ekonomi Malaysia, Faculty of Economics and Business, Universiti Kebangsaan Malaysia, vol. 54(3), pages 27-40.
    6. Priyanshi Gupta & Sanjay Sehgal, 2020. "Convergence of retail banking interest rates to households in euro area: time-varying measurement and determinants," International Economics and Economic Policy, Springer, vol. 17(1), pages 25-65, February.
    7. Gaurav Raizada & Vartika Srivastava & S. V. D. Nageswara Rao, 2020. "Shall One Sit “Longer” for a Free Lunch? Impact of Trading Durations on the Realized Variances and Volatility Spillovers," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 18(1), pages 1-28, March.
    8. José Clemente Jacinto Ferreira & Ana Paula Matias Gama & Luiz Paulo Fávero & Ricardo Goulart Serra & Patrícia Belfiore & Igor Pinheiro de Araújo Costa & Marcos dos Santos, 2022. "Economic Performance and Stock Market Integration in BRICS and G7 Countries: An Application with Quantile Panel Data and Random Coefficients Modeling," Mathematics, MDPI, vol. 10(21), pages 1-35, October.
    9. Sanjay Sehgal & Payal Jain & Florent Deisting, 2018. "Information Transmission between Mature and Emerging Equity Markets During Normal and Crisis Periods: An Empirical Examination," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 16(1), pages 185-225, March.

  6. Sanjay Sehgal & Priyanshi Gupta & Florent Deisting, 2017. "Assessing time-varying stock market integration in Economic and Monetary Union for normal and crisis periods," The European Journal of Finance, Taylor & Francis Journals, vol. 23(11), pages 1025-1058, September.

    Cited by:

    1. Nikolaos Stoupos & Apostolos Kiohos, 2022. "Euro Area: Towards a European Common Bond? – Empirical Evidence from the Sovereign Debt Markets," Journal of Common Market Studies, Wiley Blackwell, vol. 60(4), pages 1019-1046, July.
    2. Lukanima, Benedicto Kulwizira & Sanchez-Barrios, Luis Javier & Gómez-Bravo, Yuli Paola, 2024. "Towards understanding MILA stock markets integration beyond MILA: New evidence between the pre-Global financial crisis and the COVID19 periods," International Review of Economics & Finance, Elsevier, vol. 89(PA), pages 478-497.
    3. Stoupos, Nikolaos & Kiohos, Apostolos, 2022. "Euro area stock markets integration: Empirical evidence after the end of 2010 debt crisis," Finance Research Letters, Elsevier, vol. 46(PB).
    4. Gagan Sharma & Parthajit Kayal & Piyush Pandey, 2019. "Information Linkages Among BRICS Countries: Empirical Evidence from Implied Volatility Indices," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 18(3), pages 263-289, December.
    5. Nguyen, Duc Khuong & Sensoy, Ahmet & Sousa, Ricardo M. & Salah Uddin, Gazi, 2020. "U.S. equity and commodity futures markets: Hedging or financialization?," Energy Economics, Elsevier, vol. 86(C).
    6. Ly, Kim Cuong & Shimizu, Katsutoshi, 2021. "Did Basel regulation cause a significant procyclicality?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 73(C).
    7. Muhammad Owais Qarni & Saqib Gulzar, 2020. "Intra-EMU and non-EMU, EU stock markets’ return spillover: evidence from ESDC," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 47(3), pages 543-577, August.
    8. Patel, Ritesh & Goodell, John W. & Oriani, Marco Ercole & Paltrinieri, Andrea & Yarovaya, Larisa, 2022. "A bibliometric review of financial market integration literature," International Review of Financial Analysis, Elsevier, vol. 80(C).
    9. Stoupos, Nikolaos & Kiohos, Apostolos, 2022. "Bond markets integration in the EU: New empirical evidence from the Eastern non-euro member-states," The North American Journal of Economics and Finance, Elsevier, vol. 63(C).
    10. Sanjay Sehgal & Piyush Pandey & Florent Deisting, 2018. "Stock Market Integration Dynamics and its Determinants in the East Asian Economic Community Region," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 16(2), pages 389-425, June.

  7. Fabien Candau & Florent Deisting & Julie Schlick, 2017. "How Income and Crowding Effects Influence the World Market for French Wines," The World Economy, Wiley Blackwell, vol. 40(5), pages 963-977, May.
    See citations under working paper version above.
  8. Muneesh Kumar & Neetika Batra & Florent Deisting, 2016. "Determinants Of Priority Sector Lending: Evidence From Bank Lending Patterns In India," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 10(2), pages 55-80.

    Cited by:

    1. Santhosh Kumar Venugopal, 2024. "Loan Portfolio Management and Bank Efficiency: A Comparative Analysis of Public, Old Private, and New Private Sector Banks in India," Economies, MDPI, vol. 12(4), pages 1-17, March.

  9. Sehgal, Sanjay & Gupta, Priyanshi & Deisting, Florent, 2016. "Integration from Retail Banking to Non-Financial Corporations in EMU," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 31(3), pages 674-735.

    Cited by:

    1. Priyanshi Gupta & Sanjay Sehgal, 2020. "Convergence of retail banking interest rates to households in euro area: time-varying measurement and determinants," International Economics and Economic Policy, Springer, vol. 17(1), pages 25-65, February.

  10. Florent DEISTING & Serge REY, 2015. "Determinants Of Tourism In French Overseas Departments And Collectivities," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, vol. 42, pages 215-230.
    See citations under working paper version above.
  11. Gupta, Priyanshi & Sehgal, Sanjay & Deisting, Florent, 2015. "Time-Varying Bond Market Integration in EMU," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 30(4), pages 708-760.

    Cited by:

    1. Sanjay Sehgal & Piyush Pandey & Florent Deisting, 2017. "Time Varying Integration amongst the South Asian Equity Markets: An Empirical Study," Working papers of CATT hal-01885142, HAL.
    2. Priyanshi Gupta & Sanjay Sehgal, 2020. "Convergence of retail banking interest rates to households in euro area: time-varying measurement and determinants," International Economics and Economic Policy, Springer, vol. 17(1), pages 25-65, February.
    3. Sanjay Sehgal & Piyush Pandey & Florent Deisting, 2018. "Stock Market Integration Dynamics and its Determinants in the East Asian Economic Community Region," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 16(2), pages 389-425, June.

  12. Sanjay Sehgal & Wasim Ahmad & Florent Deisting, 2015. "An investigation of price discovery and volatility spillovers in India’s foreign exchange market," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 42(2), pages 261-284, May.

    Cited by:

    1. Pavlova, Ivelina & de Boyrie, Maria E. & Parhizgari, Ali M., 2018. "A dynamic spillover analysis of crude oil effects on the sovereign credit risk of exporting countries," The Quarterly Review of Economics and Finance, Elsevier, vol. 68(C), pages 10-22.
    2. Bhabani Sankar Rout & Nupur Moni Das & K. Chandrasekhara Rao, 2019. "Volatility Spillover Effect in Commodity Derivatives Market: Empirical Evidence Through Generalized Impulse Response Function," Vision, , vol. 23(4), pages 374-396, December.
    3. Singh, Jitendra & Ahmad, Wasim & Mishra, Anil, 2019. "Coherence, connectedness and dynamic hedging effectiveness between emerging markets equities and commodity index funds," Resources Policy, Elsevier, vol. 61(C), pages 441-460.
    4. Ahmad, Wasim & Mishra, Anil V. & Daly, Kevin J., 2018. "Financial connectedness of BRICS and global sovereign bond markets," Emerging Markets Review, Elsevier, vol. 37(C), pages 1-16.
    5. Sanjay Sehgal & Mala Dutt, 2018. "Domestic and International Information Linkages for the US Dollar/Indian Rupee Contracts: An Empirical Study," Management and Labour Studies, XLRI Jamshedpur, School of Business Management & Human Resources, vol. 43(4), pages 205-233, November.
    6. Mansi Jain & Gagan Deep Sharma & Mrinalini Srivastava, 2019. "Can Sustainable Investment Yield Better Financial Returns: A Comparative Study of ESG Indices and MSCI Indices," Risks, MDPI, vol. 7(1), pages 1-18, February.
    7. Ramiz ur Rehman & Muhammad Zain ul Abidin & Rizwan Ali & Safwan Mohd Nor & Muhammad Akram Naseem & Mudassar Hasan & Muhammad Ishfaq Ahmad, 2021. "The Integration of Conventional Equity Indices with Environmental, Social, and Governance Indices: Evidence from Emerging Economies," Sustainability, MDPI, vol. 13(2), pages 1-27, January.
    8. Ahmad, Wasim, 2017. "On the dynamic dependence and investment performance of crude oil and clean energy stocks," Research in International Business and Finance, Elsevier, vol. 42(C), pages 376-389.
    9. Guntur Anjana Raju & Sanjeeta Shirodkar, 2020. "The Lead Lag Relationship between Spot and Futures Markets in the Energy Sector: Empirical Evidence from Indian Markets," International Journal of Energy Economics and Policy, Econjournals, vol. 10(5), pages 409-414.
    10. P. Sakthivel & Krishna Reddy Chittedi & Daniel Sakyi, 2017. "Price Discovery and Volatility Transmission in Currency Spot and Futures Markets in India: An Empirical Analysis," Global Business Review, International Management Institute, vol. 20(4), pages 931-945, August.
    11. Corbet, Shaen & Hou, Yang (Greg) & Hu, Yang & Oxley, Les, 2021. "An analysis of investor behaviour and information flows surrounding the negative WTI oil price futures event," Energy Economics, Elsevier, vol. 104(C).
    12. Ahmad, Wasim & Mishra, Anil V. & Daly, Kevin, 2018. "Heterogeneous dependence and dynamic hedging between sectors of BRIC and global markets," International Review of Financial Analysis, Elsevier, vol. 59(C), pages 117-133.
    13. Amanjot Singh & Parneet Kaur, 2017. "A Short Note on Information Transmissions Across US-BRIC Equity Markets: Evidence from Volatility Spillover Index," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 15(1), pages 197-208, March.
    14. Panda, Ajaya Kumar & Panda, Pradiptarathi & Nanda, Swagatika & Parad, Atul, 2021. "Information bias and its spillover effect on return volatility: A study on stock markets in the Asia-Pacific region," Pacific-Basin Finance Journal, Elsevier, vol. 69(C).
    15. Wasim Ahmad & Sanjay Sehgal, 2018. "Business Cycle and Financial Cycle Interdependence and the Rising Role of China in SAARC," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 16(2), pages 337-362, June.
    16. Ahmad, Wasim & Sharma, Sumit Kumar, 2018. "Testing output gap and economic uncertainty as an explicator of stock market returns," Research in International Business and Finance, Elsevier, vol. 45(C), pages 293-306.
    17. Ahmad, Wasim & Rais, Shirin & Shaik, Abdul Rahman, 2018. "Modelling the directional spillovers from DJIM Index to conventional benchmarks: Different this time?," The Quarterly Review of Economics and Finance, Elsevier, vol. 67(C), pages 14-27.
    18. Kumar, Satish, 2018. "Price discovery in emerging currency markets," Research in International Business and Finance, Elsevier, vol. 46(C), pages 528-536.
    19. Abdul Wahid & Muhammad Zubair Mumtaz, 2018. "The Paradigm Shift in the Pakistan Stock Exchange’s Financial Integration Post-FTA and CPEC," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 23(1), pages 21-50, Jan-June.
    20. Agrawal, Tarunika & Sehgal, Sanjay & Kumar, Muneesh, 2020. "Market development and policy issues for agri-derivatives in India: a study of cotton and mentha," Agricultural Economics Research Review, Agricultural Economics Research Association (India), vol. 33(1), June.

  13. Sanjay Sehgal & Srividya Subramaniam & Florent Deisting, 2014. "Tests of Equity Market Anomalies for Select Emerging Markets," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 8(3), pages 27-46.
    See citations under working paper version above.
  14. Sanjay Sehgal & Namita Rajput & Florent Deisting, 2013. "Price Discovery and Volatility Spillover: Evidence from Indian Commodity Markets," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 7(3), pages 57-75.
    See citations under working paper version above.
  15. Serge Rey & Florent Deisting, 2012. "GDP per Capita among African Countries over the Period 1950–2008: Highlights of Convergence Clubs," Economics Bulletin, AccessEcon, vol. 32(4), pages 2779-2800.
    See citations under working paper version above.

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 4 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-CIS: Confederation of Independent States (2) 2015-04-19 2018-10-29
  2. NEP-ARA: MENA - Middle East and North Africa (1) 2018-10-29
  3. NEP-EEC: European Economics (1) 2015-05-09
  4. NEP-FDG: Financial Development and Growth (1) 2018-10-29

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