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Testing uncovered interest rate parity : the Australian experience

Bhar, Ramaprasad - In: Advances in Pacific Basin financial markets 2 (1996), pp. 195-206

Persistent link: https://www.econbiz.de/10001208736

Return and volatility dynamics in the spot and futures markets in Australia : an intervention analysis in a bivariate EGARCH-X framework

Bhar, Ramaprasad - In: The journal of futures markets 21 (2001) 9, pp. 833-850

Persistent link: https://www.econbiz.de/10001595309

Cointegration in interest rate futures trading on the Sydney future exchange

Bhar, Ramaprasad - In: Applied financial economics 6 (1996) 3, pp. 251-257

Persistent link: https://www.econbiz.de/10001202672

Yield curve as a cointegrated system : evidence from Australian treasury securities

Bhar, Ramaprasad - 1993

Persistent link: https://www.econbiz.de/10000876743

Modelling Australian bank bill rates : a Kalman filter approach

Bhar, Ramaprasad - 1993

Persistent link: https://www.econbiz.de/10000878038

Vector autoregressions to test uncovered interest rate parity in Australian FX market before and after deregulation

Bhar, Ramaprasad - 1993

Persistent link: https://www.econbiz.de/10000878041

Regime-shifts & post-float inflation dynamics in Australia

Karunaratne, Neil Dias; Bhar, Ramaprasad - 2010

Australia's inflation rate and inflation uncertainty during the post-float era 1983Q3-2006Q4 have acted as important barometers of Australia's macroeconomic performance. The conceptualisation and measurement of the nexus between inflation and inflation uncertainty is subject to complex dynamics....

Persistent link: https://www.econbiz.de/10008668233

Components of inflation uncertainty and interest rates : evidence from Australia and New Zealand

Bhar, Ramaprasad; Mallik, Girijasankar - In: Economic analysis and policy 42 (2012) 1, pp. 39-49

Persistent link: https://www.econbiz.de/10009554326

Pricing of futures options by use of generalised binomial lattice model : an empirical study on the SFE

Bhar, Ramaprasad - In: Xiang gang jing ji xue hui hui kan : annual publ. of … 24 (1996), pp. 41-54

Persistent link: https://www.econbiz.de/10001211581

Information and volatility linkage under external shocks evidence from dually listed Australian stocks

Alaganar, Vairamuththu T.; Bhar, Ramaprasad - In: International review of financial analysis 11 (2002) 1, pp. 59-71

Persistent link: https://www.econbiz.de/10001745211