Wasim Ahmad

PhD (Delhi University)

Email: wasimad[AT]iitk.ac.in

Office Phone: 0512-259-6838

Assistant Professor, Economics Group, Department of Economic Sciences

Research Interest: Macroeconomics, Financial Economics and Applied Econometrics

Current Areas of Research: Emerging Market Finance, Risk Spillover Analysis and Clean Energy Finance

Education

PhD, Delhi University, 2014
MA Economics, University of Hyderabad, 2007
BA Economics (H), Aligarh Muslim University, Aligarh, 2004

Website(s)

Homepage

CV

+ - Teaching Area Click to collapse

Macroeconomics, Financial Economics, Financial Econometrics, Time-Series Analysis

+ - Selected Publications Click to collapse

"Modelling the directional spillovers from DJIM Index to conventional benchmarks: Different this time?" *The Quarterly Review of Economics and Finance, *In Press, Elsevier.
"Business Cycle and Financial Cycle Interdependence and the Rising Role of China in SAARC", *Journal of Quantitative Economics*, In Press, Springer
"Economic growth, energy consumption and CO2 emissions in India: A Disaggregated Causal Analysis" (with Md. Zulquar Nain), *International Journal of Sustainable Energy*, Volume 36, Issue 8, pp. 807–824, Taylor and Francis.
"Regime dependent dynamics and European stock markets: Is asset allocation really possible?" *Empirica, *Volume 42, Issue 1, 2015*,* pp. 77-107, Springer.
"An investigation of price discovery and volatility spillovers in India's foreign exchange markets" (with Sanjay Sehgal), *Journal of Economic Studies**, *Volume 42, Issue 2, 2015, pp. 261-284, Emerald.
Eurozone crisis and BRIICKS stock markets: Contagion or market interdependence? *Economic Modelling,* Volume 33, July 2013, pp. 209-225, Elsevier.

+ - Research Group Click to collapse

International Trade and Finance, Emerging Markets Finance and Energy Economics.

+ - Professional Experience Click to collapse

Oct. 2014 – June 2015 Assistant Professor, Vinod Gupta School of Management, Indian Institute of Technology Kharagpur, West Bengal, India 721302
Aug. 2009-Feb. 2011 Research Associate, International Crops Research Institute for Semi-Arid Tropics (ICRISAT), Hyderabad, India.
May 2007-Aug. 2009 Economic Analyst, Roulac Global Places, LLC, (Hyderabad, India Office).

+ - Professional Affiliations Click to collapse

Life-time Member: The Indian Econometric Society (TIES), India (www.tiesindia.net)
The Econometric Society, New York University, USA (www.econometricsociety.org/)

+ - Awards & Fellowships Click to collapse

2016, M J Manohar Rao Young Economist Award by The Indian Econometrics Society (TIES), India
2014, Sir Ratan Tata Post-Doctoral Fellowship by Institute of Economic Growth (IEG), New Delhi (Declined).
2013, Travel Grant, Dean of Research, University of Delhi.
2011-2013, Junior Research Fellowship (JRF), Maulana Azad National Fellowship for PhD.
2008, Best Research Innovation Award at Roulac Global Places.

+ - Contact Information Click to collapse

Office

Room No. 223
KD Building
IIT Kanpur-208016, Uttar Pradesh, India

Office Phone: 0512-259-6838 (O)

Email: wasimad[AT]iitk.ac.in

+ - Keywords Click to collapse