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~person:"Bhargava, Vivek"
~subject:"Currency derivative"
~subject:"United Kingdom"
~type:"article"
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Currency derivative
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Zinsderivat
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Spillover effect
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Swap
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volatility spillover
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Bhargava, Vivek
Ap Gwilym, Owain
4
Malhotra, Davinder Kumar
4
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3
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3
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3
Moessner, Richhild
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International journal of bonds and derivatives
1
International journal of business
1
Review of Pacific Basin financial markets and policies
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ECONIS (ZBW)
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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
Determinants of treasury-LIBOR swap spreads
Malhotra, Davinder Kumar
;
Bhargava, Vivek
;
Chaudhry, Mukesh
- In:
Review of Pacific Basin financial markets and policies
8
(
2005
)
4
,
pp. 687-705
Persistent link: https://www.econbiz.de/10003280297
Saved in:
3
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
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