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The relationship between futures trading activity and exchange rate volatility, revisited
Bhargava, Vivek; Malhotra, Davinder Kumar - In: Journal of multinational financial management 17 (2007) 2, pp. 95-111
Persistent link: https://www.econbiz.de/10003441938
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Volatility spillover between stocks and foreign exchange markets : Indian evidence
Mishra, Alok Kumar; Swain, Niranjan; Malhotra, Davinder … - In: International journal of business 12 (2007) 3, pp. 343-359
Persistent link: https://www.econbiz.de/10003522290
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Return dynamics and global integration of BRICS stock markets
Dania, Akash; Malhotra, Davinder Kumar - In: International journal of business and emerging markets … 5 (2013) 3, pp. 217-233
Persistent link: https://www.econbiz.de/10009747266
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An empirical examination of volatility spillover between the Indian and US swap markets
Bhargava, Vivek; Malhotra, Davinder Kumar; Russel, Philip; … - In: International journal of emerging markets 7 (2012) 3, pp. 289-304
Persistent link: https://www.econbiz.de/10009619895
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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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Transmission of US stock market implied volatility to equity markets of emerging countries
Dania, Akash; Malhotra, Davinder Kumar - In: The journal of wealth management 17 (2014/15) 2, pp. 45-54
Persistent link: https://www.econbiz.de/10010401010
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Implied volatilities, stochastic interest rates, and currency futures, options valuation : an empirical investigation
Bhargava, Vivek; Brooks, Robert; Malhotra, Davinder Kumar - In: The European journal of finance 7 (2001) 3, pp. 231-246
Persistent link: https://www.econbiz.de/10001603503
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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
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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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Impact of TED spread, bond spread, and implied volatility on stock market returns, oil prices, home prices and exchange rates
Dania, Akash; Malhotra, Davinder Kumar - In: International journal of bonds and derivatives 2 (2016) 4, pp. 329-343
Persistent link: https://www.econbiz.de/10011807737