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Volatility characteristics and persistence in Latin Amrican emerging markets

Adrangi, Bahram; Chatrath, Arjun; Raffiee, Kambiz - In: International journal of business 4 (1999) 1, pp. 19-37

Persistent link: https://www.econbiz.de/10001355165

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

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

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

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

Co-movement, causality and diversification benefits in international equity markets

Adrangi, Bahram; Shank, Todd M. - In: Journal of foreign exchange and international finance : … 11 (1998) 4, pp. 297-312

Persistent link: https://www.econbiz.de/10001400896

Budget deficits and stock prices : international evidence

Adrangi, Bahram - In: Journal of economics and finance 22 (1998) 2, pp. 57-66

Persistent link: https://www.econbiz.de/10001254470

U.S. interest rates and the exchange value of the dollar : a test of causality

Adrangi, Bahram; Allender, Mary Elizabeth - In: Journal of economics and finance 19 (1995) 1, pp. 51-61

Persistent link: https://www.econbiz.de/10001683788

The dynamic response of U.S. stock prices to the foreign flow of capital

Adrangi, Bahram; Allender, Mary Elizabeth; Raffiee, Kambiz - In: The southern business & economic journal 25 (2002) 3/4, pp. 182-206

Persistent link: https://www.econbiz.de/10002008008

Volatility, market capitalization, and exchange rates

Adrangi, Bahram; Higgins, Neal; Raffiee, Kambiz - In: The southern business & economic journal 23 (1999) 1, pp. 43-71

Persistent link: https://www.econbiz.de/10001493073