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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

The demand for US air transport service : a chaos and nonlinearity investigation

Adrangi, Bahram; Chatrath, Arjun; Raffiee, Kambiz - In: Transportation research / E : an international journal 37 (2001) 5, pp. 337-353

Persistent link: https://www.econbiz.de/10001603636

Nonlinear dependencies and chaos in the bilateral exchange rate of the dollar

Adrangi, Bahram; Allender, Mary Elizabeth; Chatrath, Arjun - In: International business and economics research journal 9 (2010) 3, pp. 85-95

Persistent link: https://www.econbiz.de/10008858748

Volatility spillovers across major equity markets of Americas

Adrangi, Bahram; Chatrath, Arjun; Raffiee, Kambiz - In: International journal of business 19 (2014) 3, pp. 255-274

Persistent link: https://www.econbiz.de/10010402088

Non-linear dynamics in futures prices : evidence from the coffee, sugar and cocoa exchange

Adrangi, Bahram; Chatrath, Arjun - In: Applied financial economics 13 (2003) 4, pp. 245-256

Persistent link: https://www.econbiz.de/10001748447

Emerging market equity prices and chaos : evidence from Indonesia and Malaysia

Adrangi, Bahram; Chatrath, Arjun; Kamath, Ravindra R.; … - In: International journal of business 13 (2008) 3, pp. 237-250

Persistent link: https://www.econbiz.de/10003755622

Crude oil price volatility spillovers and agricultural commodities : a study in time and frequency domains

Adrangi, Bahram; Chatrath, Arjun; Macri, Joseph; … - In: Review of economics & finance 9 (2017) 3, pp. 42-56

Persistent link: https://www.econbiz.de/10011718732

S&P 500 volatility, volatility regimes, and economic uncertainty

Adrangi, Bahram; Chatrath, Arjun; Raffiee, Kambiz - In: Bulletin of economic research 75 (2023) 4, pp. 1362-1387

Persistent link: https://www.econbiz.de/10014436045

Dynamic responses of major Pacific Rim emerging equity markets to the US crude oil fear index (OVX)

Adrangi, Bahram; Chatrath, Arjun - In: Bulletin of applied economics 9 (2022) 1, pp. 51-84

Persistent link: https://www.econbiz.de/10013407338

Chaos in oil prices? : Evidence from futures markets

Adrangi, Bahram (contributor) - In: Energy economics 23 (2001) 4, pp. 405-425

Persistent link: https://www.econbiz.de/10001588901