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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

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

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

Sarwar, Ghulam - In: Emerging markets, finance and trade : EMFT 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

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

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

Is VIX an investor fear gauge in BRIC equity markets?

Sarwar, Ghulam - In: Journal of Multinational Financial Management 22 (2012) 3, pp. 55-65

This study examines the intertemporal relationships between CBOE market volatility index (VIX) and stock market returns in Brazil, Russia, India, and China (BRIC), and between VIX and U.S. stock market returns, to uncover if VIX serves as an investor fear gauge in BRIC and U.S. markets. We...

Persistent link: https://www.econbiz.de/10010576579

Uncertainty and the Stability of Money Demand Functions for the U.S. Agricultural Sector

Sarwar, Ghulam; Dhaliwal, Naginder S.; Yanagida, John F. - In: Canadian Journal of Agricultural Economics/Revue … 37 (1989) 2, pp. 279-289

Persistent link: https://www.econbiz.de/10010580097