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Wasim Ahmad

Department of Economic Sciences, Indian Institute of Technology Kanpur, Kanpur India

Assistant Professor

IIT Kanpur

IIT Kanpur

Kanpur, 208016

India

  • Department of Economic Sciences, Indian Institute of Technology Kanpur, Kanpur India

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    • Tel: 919634725126
SCHOLARLY PAPERS

10

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250

TOTAL CITATIONS

1

Scholarly Papers (10)

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1.

The Active and Passive Fiscal-Monetary Policy Regimes and India’s Government Expenditure Shocks: Which Stand Matters the Most?

Number of pages: 80 Posted: 02 Aug 2023
Paras Sachdeva and Wasim Ahmad
Department of Economic Sciences, Indian Institute of Technology Kanpur and Department of Economic Sciences, Indian Institute of Technology Kanpur, Kanpur India
Downloads 155 (480,208)
Citation 1

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Fiscal Multiplier, Fiscal-Monetary Mix, Fiscal Dominance, DSGE, Indian Economy

2.

Macroeconomic Dynamics of Bank Risk in India

Number of pages: 33 Posted: 04 Oct 2022
Mohammad Azeem Khan and Wasim Ahmad
Indian Institute of Technology (IIT), Kanpur and Department of Economic Sciences, Indian Institute of Technology Kanpur, Kanpur India
Downloads 73 (852,604)

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G20, G21, E44

3.

Greenhouse Gas Emissions and Idiosyncratic Volatility: Evidence from Indian Firms

Number of pages: 1 Posted: 20 Apr 2026
Ushmeet Kaur and Wasim Ahmad
Indian Institute of Technology (IIT), Kanpur and Department of Economic Sciences, Indian Institute of Technology Kanpur, Kanpur India
Downloads 22 (1,424,331)

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Climate Finance, Idiosyncratic Volatility, Greenhouse Gas Emissions, Emerging Markets, India

4.

Credit Creation, Credit Destruction, and Credit Reallocation: Firm-level Evidence from India

Posted: 09 Jun 2022
Seema Saini and Wasim Ahmad
Indian Institute of Technology, Jodhpur and Department of Economic Sciences, Indian Institute of Technology Kanpur, Kanpur India

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Credit reallocation, Credit growth, Heterogenous firm’s behavior, India

5.

Political Connections and Debt Benefits of Firms in India

Posted: 03 Oct 2018
Rishman Chahal and Wasim Ahmad
Indian Institute of Technology (IIT), Kanpur and Department of Economic Sciences, Indian Institute of Technology Kanpur, Kanpur India

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Political Connections, Long-term debt, Large-cap, Mid-cap, India

6.

The Investigation of Destabilization Effect in India's Commodity Futures Market: An Alternative Viewpoint

Forthcoming in the Journal of Financial Economic Policy (JFEP)
Posted: 22 Oct 2014
Wasim Ahmad and Sanjay Sehgal
Department of Economic Sciences, Indian Institute of Technology Kanpur, Kanpur India and University of Delhi - Department of Financial Studies

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Destabilization hypothesis, futures market, unexpected liquidity, band-pass filters, spot market volatility, nonlinear causality

7.

An Empirical Examination of the Process of Information Transmission in India's Agriculture Futures Markets

Forthcoming in Journal of Quantitative Economics (New Series)
Posted: 13 Jun 2014
Sanjay Sehgal, Wasim Ahmad and Florent Deisting
University of Delhi - Department of Financial Studies, Department of Economic Sciences, Indian Institute of Technology Kanpur, Kanpur India and ESC PAU

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Commodity futures market; Price discovery; Volatility spillovers, Spillover index, Information transmission

8.

On the Possible Impact of Commodity Transaction Tax on India's Commodity Derivatives: An Empirical Study

Posted: 29 Mar 2014
Sanjay Sehgal and Wasim Ahmad
University of Delhi - Department of Financial Studies and Department of Economic Sciences, Indian Institute of Technology Kanpur, Kanpur India

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Commodity transaction tax, liquidity, volatility, futures market, bid-ask spread

9.

An Investigation of Price Discovery and Volatility Spillovers in India's Foreign Exchange Market

Forthcoming in Journal of Economic Studies
Posted: 28 Mar 2014
Sanjay Sehgal, Wasim Ahmad and Florent Deisting
University of Delhi - Department of Financial Studies, Department of Economic Sciences, Indian Institute of Technology Kanpur, Kanpur India and ESC PAU

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Currency futures market, Price discovery, BEKK-GARCH, DCC-GARCH, Directional spillovers, volatility spillovers

10.

Regime Shifts and Volatility in BRIICKS Stock Markets: An Asset Allocation Perspective

Forthcoming in International Journal of Emerging Markets
Posted: 28 Mar 2014
Wasim Ahmad and Sanjay Sehgal
Department of Economic Sciences, Indian Institute of Technology Kanpur, Kanpur India and University of Delhi - Department of Financial Studies

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Markov switching model; emerging markets; regime shifts; synchronization; asset allocation

Other Papers (1)

Total Downloads: 49
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1.

Public Expenditure Multiplier Across Business Cycle Phases in an Emerging Market Economy: New Evidences

Number of pages: 43 Posted: 09 Nov 2022 Last Revised: 14 Dec 2022
Paras Sachdeva and Wasim Ahmad
Department of Economic Sciences, Indian Institute of Technology Kanpur and Department of Economic Sciences, Indian Institute of Technology Kanpur, Kanpur India
Downloads 49 (930,656)

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Indian Economy, Countercyclical Fiscal Multipliers, Business Cycle, Fiscal Policy