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Interrelations in market fears of U.S. and European equity markets

Sarwar, Ghulam - In: The North American journal of economics and finance : a … 52 (2020), pp. 1-13

Persistent link: https://www.econbiz.de/10012656989

Examining the flight-to-safety with the implied volatilities

Sarwar, Ghulam - In: Finance research letters 20 (2017), pp. 118-124

Persistent link: https://www.econbiz.de/10011806824

Transmission of risk between U.S. and emerging equity markets

Sarwar, Ghulam - In: Emerging markets, finance & trade : a journal of the … 55 (2019) 5, pp. 1171-1183

Persistent link: https://www.econbiz.de/10012210687

Market risks that change domestic diversification benefits

Sarwar, Ghulam - In: The North American journal of economics and finance : a … 63 (2022), pp. 1-10

Persistent link: https://www.econbiz.de/10014225809

Market risks that change US-European equity correlations

Sarwar, Ghulam - In: Journal of international financial markets, … 83 (2023), pp. 1-14

Persistent link: https://www.econbiz.de/10014306348

The effect of US stock market uncertainty on emerging market returns

Sarwar, Ghulam; Khan, Walayet - In: Emerging markets finance & trade : a journal of the … 53 (2017) 7/8/9, pp. 1796-1811

Persistent link: https://www.econbiz.de/10011824764

Interrelations of U.S. market fears and emerging markets returns: Global evidence

Sarwar, Ghulam; Khan, Walayet - In: International Journal of Finance & Economics 24 (2018) 1, pp. 527-539

Persistent link: https://www.econbiz.de/10012082680

Intertemporal relations between the market volatility index and stock index returns

Sarwar, Ghulam - In: Applied Financial Economics 22 (2012) 11, pp. 899-909

We examine the intertemporal relationships between Chicago Board Options Exchange (CBOE) market volatility index (VIX) and returns of the S&P 100, 500 and 600 indexes among three subperiods during 1992--2011 to account for structural shifts in VIX and to investigate if the role of VIX as an...

Persistent link: https://www.econbiz.de/10010549231

An empirical investigation of the premium for volatility risk in currency options for the British pound

Sarwar, Ghulam - In: Applied Financial Economics 12 (2002) 12, pp. 913-921

This article estimates the premium for volatility risk using option prices for the British pound from 1993 to 1995. The risk premium is estimated as the difference between a hedge portfolio return and risk-free return. The annualized premium for volatility risk is statistically non-zero....

Persistent link: https://www.econbiz.de/10009206920

Efficiency of black markets in foreign currencies in Southeast Asia

Sarwar, Ghulam - In: Journal of Multinational Financial Management 7 (1997) 4, pp. 333-344

Persistent link: https://www.econbiz.de/10005108687