Similar Search Results - EconBiz

Commodities and financial variables : analyzing relationships in a changing regime environment

Bhar, Ramaprasad; Hammoudeh, Shawkat - In: International review of economics & finance : IREF 20 (2011) 4, pp. 469-484

Persistent link: https://www.econbiz.de/10009304009

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

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

The impact of large-scale asset purchases on the S & P 500 index, long-term interest rates and unemployment

Bhar, Ramaprasad; Malliaris, Anastasios G.; Malliaris, … - In: Applied economics 47 (2015) 55/57, pp. 6010-6018

Persistent link: https://www.econbiz.de/10011380957

Are there rational bubbles in the US stock market? : Overview and a new test

Bhar, Ramaprasad; Malliaris, Anastasios G. - 2001

Persistent link: https://www.econbiz.de/10001817960

Interest rate futures : estimation of volatility parameters in an arbitrage-free framework

Bhar, Ramaprasad - In: Applied mathematical finance 4 (1997) 4, pp. 181-199

Persistent link: https://www.econbiz.de/10001238761

The information on inflation in the Australian term structure

Alles, Lakshman - In: Applied financial economics 7 (1997) 6, pp. 721-730

Persistent link: https://www.econbiz.de/10001240744

Estimating the term structure of volatility in bond prices by use of Kalman filter methodology

Bhar, Ramaprasad - In: Advances in Pacific Basin financial markets 3 (1997), pp. 243-256

Persistent link: https://www.econbiz.de/10001243735

The estimation of the Heath-Jarrow-Morton model by use of Kalman filtering techniques

Bhar, Ramaprasad; Chiarella, Carl - 1995

Persistent link: https://www.econbiz.de/10000951350

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