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The impact of interest rate reset period on the bid-offer rates in an interest rate swap contract : an empirical investigation
Malhotra, Davinder Kumar - In: Journal of multinational financial management 8 (1998) 1, pp. 79-88
Persistent link: https://www.econbiz.de/10001256163
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An empirical examination of the interest rate swap market
Malhotra, Davinder Kumar - In: Quarterly journal of business and economics : QJBE 36 (1997) 2, pp. 19-29
Persistent link: https://www.econbiz.de/10001223205
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Pricing interest rate swaps : an empirical analysis
Malhotra, Davinder Kumar - 1993
Persistent link: https://www.econbiz.de/10000982058
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Volatility spillovers across the swap markets : evidence from US, Australian, and Japanese swap markets
Bhargava, Vivek; Malhotra, Davinder Kumar; Tsetsekos, … - In: International journal of bonds and derivatives 2 (2016) 1, pp. 59-86
Persistent link: https://www.econbiz.de/10011585700
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An empirical analysis of yen-dollar currency swap market efficiency
Malhotra, Davinder Kumar; Martin, Rand; Bhargava, Vivek - In: International journal of business 9 (2004) 2, pp. 143-158
Persistent link: https://www.econbiz.de/10002082832
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The effects of volatility spillover in the US basis swap markets
Bhargava, Vivek; Malhotra, Davinder Kumar - In: International journal of financial services management … 5 (2011/11) 3, pp. 216-238
Persistent link: https://www.econbiz.de/10009707033
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Determinants of treasury-LIBOR swap spreads
Malhotra, Davinder Kumar; Bhargava, Vivek; Chaudhry, Mukesh - In: Review of Pacific Basin financial markets and policies 8 (2005) 4, pp. 687-705
Persistent link: https://www.econbiz.de/10003280297
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An empirical analysis of volatility spillover in global swap markets
Malhotra, Davinder Kumar; Bhargava, Vivek - In: Journal of business and economic perspectives 48 (2021) 1, pp. 92-126
Persistent link: https://www.econbiz.de/10012667177