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~person:"Bhar, Ramaprasad"
~person:"Gay, Gerald D."
~person:"Herwartz, Helmut"
~person:"Pelsser, Antoon André Jean"
~subject:"Australien"
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Bhar, Ramaprasad
Gay, Gerald D.
Herwartz, Helmut
Pelsser, Antoon André Jean
Smales, Lee A.
6
Chiarella, Carl
5
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3
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ECONIS (ZBW)
9
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1
Expectations of monetary policy in Australia implied by the probability distribution of interest rate derivatives
Bhar, Ramaprasad
;
Chiarella, Carl
- In:
The European journal of finance
6
(
2000
)
2
,
pp. 113-125
Persistent link: https://www.econbiz.de/10001519354
Saved in:
2
Estimating interest rate futures model in the Heath-Jarrow-Morton framework
Bhar, Ramaprasad
- In:
Advances in Pacific Basin financial markets
4
(
1998
),
pp. 211-226
Persistent link: https://www.econbiz.de/10001250661
Saved in:
3
Interest rate futures : estimation of volatility parameters in an arbitrage-free framework
Bhar, Ramaprasad
- In:
Applied mathematical finance
4
(
1997
)
4
,
pp. 181-199
Persistent link: https://www.econbiz.de/10001238761
Saved in:
4
Estimating the term structure of volatility in bond prices by use of Kalman filter methodology
Bhar, Ramaprasad
- In:
Advances in Pacific Basin financial markets
3
(
1997
),
pp. 243-256
Persistent link: https://www.econbiz.de/10001243735
Saved in:
5
Cointegration in interest rate futures trading on the Sydney future exchange
Bhar, Ramaprasad
- In:
Applied financial economics
6
(
1996
)
3
,
pp. 251-257
Persistent link: https://www.econbiz.de/10001202672
Saved in:
6
Martingale property in bond futures return including volatility spillover effect from bank bill futures
Bhar, Ramaprasad
- In:
Asia Pacific journal of management : APJM ; a …
12
(
1995
)
1
,
pp. 37-48
Persistent link: https://www.econbiz.de/10001179462
Saved in:
7
Interest rate futures : estimation of volatility parameters in an arbitrage-free framework
Bhar, Ramaprasad
;
Chiarella, Carl
-
1995
Persistent link: https://www.econbiz.de/10000951351
Saved in:
8
Predicting the short term forward interest rate structure using a parsimonious model
Bhar, Ramaprasad
- In:
Review of futures markets
12
(
1994
)
3
,
pp. 577-590
Persistent link: https://www.econbiz.de/10001186279
Saved in:
9
Exploiting volatility movements in the Sydney Futures Exchange's bank bill contract
Hunt, Benjamin F.
- In:
International review of economics & finance : IREF
2
(
1993
)
4
,
pp. 403-415
Persistent link: https://www.econbiz.de/10001166303
Saved in:
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