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~person:"Bhargava, Vivek"
~person:"Chiarella, Carl"
~person:"Fabozzi, Frank J."
~person:"Gupta, Anurag"
~person:"Najand, Mohammad"
~subject:"USA"
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USA
Interest rate derivative
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Bhargava, Vivek
Chiarella, Carl
Fabozzi, Frank J.
Gupta, Anurag
Najand, Mohammad
Hess, Dieter
8
Gay, Gerald D.
6
Hegde, Shantaram P.
6
Kambhu, John
6
Arak, Marcelle V.
5
Hautsch, Nikolaus
5
Malhotra, Davinder Kumar
5
Ronn, Ehud I.
5
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4
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4
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4
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4
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4
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4
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3
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3
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3
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3
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3
Hein, Scott E.
3
Jermann, Urban J.
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Lee, Jae-ha
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3
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Advances in futures and options research : a research annual
1
Advances in investment analysis and portfolio management : a research annual
1
Financial markets and instruments
1
International journal of bonds and derivatives
1
International journal of business
1
International journal of financial services management : IJFSM
1
Review of futures markets
1
The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
9
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1
Volatility spillovers across the swap markets : evidence from US, Australian, and Japanese swap markets
Bhargava, Vivek
;
Malhotra, Davinder Kumar
;
Tsetsekos, …
- In:
International journal of bonds and derivatives
2
(
2016
)
1
,
pp. 59-86
Persistent link: https://www.econbiz.de/10011585700
Saved in:
2
The effects of volatility spillover in the US basis swap markets
Bhargava, Vivek
;
Malhotra, Davinder Kumar
- In:
International journal of financial services management …
5
(
2011/11
)
3
,
pp. 216-238
Persistent link: https://www.econbiz.de/10009707033
Saved in:
3
US treasury securities
Fabozzi, Frank J.
-
2008
Persistent link: https://www.econbiz.de/10003763526
Saved in:
4
An empirical analysis of yen-dollar currency swap market efficiency
Malhotra, Davinder Kumar
;
Martin, Rand
;
Bhargava, Vivek
- In:
International journal of business
9
(
2004
)
2
,
pp. 143-158
Persistent link: https://www.econbiz.de/10002082832
Saved in:
5
Hedging in the possible presence of unspanned stochastic volatility : evidence from swaption markets
Fan, Rong
;
Gupta, Anurag
;
Ritchken, Peter H.
- In:
The journal of finance : the journal of the American …
58
(
2003
)
5
,
pp. 2219-2248
Persistent link: https://www.econbiz.de/10001797838
Saved in:
6
Price dynamics among exchange rates, stock index, and treasury bonds in futures markets
Najand, Mohammad
- In:
Advances in investment analysis and portfolio …
4
(
1997
),
pp. 65-76
Persistent link: https://www.econbiz.de/10001229803
Saved in:
7
The weekly pattern in Treasury bond futures and GARCH effects
Najand, Mohammad
- In:
Review of futures markets
12
(
1994
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10001183637
Saved in:
8
A GARCH examination of the relationship between volume and price variability in futures markets
Najand, Mohammad
- In:
The journal of futures markets
11
(
1991
)
5
,
pp. 613-621
Persistent link: https://www.econbiz.de/10001110863
Saved in:
9
Real interest rates and CPI-W futures
Petzel, Todd E.
- In:
Advances in futures and options research : a research annual
1
(
1986
),
pp. 255-270
Persistent link: https://www.econbiz.de/10001339374
Saved in:
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