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~person:"Bhar, Ramaprasad"
~subject:"Australien"
~subject:"Geldpolitik"
~subject:"Optionspreistheorie"
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Australien
Geldpolitik
Optionspreistheorie
Interest rate derivative
11
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4
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Bhar, Ramaprasad
Schoenmakers, John
12
Joshi, Mark S.
9
Akram, Tanweer
8
Mamun, Khawaja Abdullah al
8
Moessner, Richhild
8
Rebonato, Riccardo
8
Söderlind, Paul
8
Schlögl, Erik
7
Chiarella, Carl
6
Grbac, Zorana
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Smales, Lee A.
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Subrahmanyam, Marti G.
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Tirelli, Patrizio
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Trecroci, Carmine
6
Almeida, Caio
5
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5
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Papapantoleon, Antonis
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4
Bernoth, Kerstin
4
Björk, Tomas
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Ito, Takayasu
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Advances in Pacific Basin financial markets
2
Review of futures markets
2
Applied financial economics
1
Applied mathematical finance
1
Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
1
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ECONIS (ZBW)
11
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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
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:
4
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:
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
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:
7
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:
8
Interest rate futures options : an empirical test of the Ho and Lee model in the Australian context
Bhar, Ramaprasad
- In:
Review of futures markets
12
(
1994
)
3
,
pp. 661-683
Persistent link: https://www.econbiz.de/10001186259
Saved in:
9
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:
10
Interest rate futures options : an empirical test of the Ho and Lee model in the Australian context
Bhar, Ramaprasad
-
1993
Persistent link: https://www.econbiz.de/10000874995
Saved in:
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