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Margin requirements and futures activity : evidence from the soybean and corn markets

Adrangi, Bahram; Chatrath, Arjun - In: The journal of futures markets 19 (1999) 4, pp. 433-455

Persistent link: https://www.econbiz.de/10001378224

Stock returns and volatility persistence : further examination

Adrangi, Bahram; Chatrath, Arjun; Raffiee, Kambiz - In: The southern business & economic journal 22 (1999) 2, pp. 107-123

Persistent link: https://www.econbiz.de/10001364048

International linkages in bank lending and borrowing markets : evidence from six industrialized countries

Chatrath, Arjun - In: Applied financial economics 7 (1997) 4, pp. 403-411

Persistent link: https://www.econbiz.de/10001226977

Does options trading lead to greater cash market volatility?

Chatrath, Arjun - In: The journal of futures markets 15 (1995) 7, pp. 785-803

Persistent link: https://www.econbiz.de/10001190083

Speculative activity and stock market volatility

Chatrath, Arjun - In: Journal of economics & business 50 (1998) 4, pp. 323-337

Persistent link: https://www.econbiz.de/10001248858

Information and volatility in futures and spot markets : the case of the Japanese yen

Chatrath, Arjun - In: The journal of futures markets 18 (1998) 2, pp. 201-223

Persistent link: https://www.econbiz.de/10001239192

The US monetary base and major world equity markets : an empirical investigation

Adrangi, Bahram; Chatrath, Arjun; Macri, Joseph; … - In: Review of economics & finance 6 (2016) 3, pp. 49-64

Persistent link: https://www.econbiz.de/10011541619

U.S. diesel fuel price responses to the global crude oil supply and demand

Adrangi, Bahram; Chatrath, Arjun; Macri, Joseph; … - In: Annals of financial economics 13 (2018) 4, pp. 1-25

Persistent link: https://www.econbiz.de/10011984123

Dynamic responses of major equity markets to the US fear index

Adrangi, Bahram; Chatrath, Arjun; Macri, Joseph; … - In: Journal of risk and financial management : JRFM 12 (2019) 4/156, pp. 1-23

This study examines the reaction of four major equity markets of the world to the US equity market fear index, i.e., the Chicago Board of Trade Volatility Index (VIX). The VIX is designed to perform as a leading indicator of the volatility in equity markets. Our paper examines the daily data for...

Persistent link: https://www.econbiz.de/10012173007

Futures trading activity and stock price volatility : some extensions

Chatrath, Arjun; Song, Frank M.; Adrangi, Bahram - In: Applied financial economics 13 (2003) 9, pp. 655-664

Persistent link: https://www.econbiz.de/10001776851