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The VIX market volatility index and US stock index returns
Sarwar, Ghulam - In: Journal of international business and economics : JIBE 11 (2011) 4, pp. 167-179
Persistent link: https://www.econbiz.de/10009380073
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Is VIX an investor fear gauge in BRIC equity markets?
Sarwar, Ghulam - In: Journal of multinational financial management 22 (2012) 3, pp. 55-65
Persistent link: https://www.econbiz.de/10009629157
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US stock market uncertainty and cross-market European stock returns
Sarwar, Ghulam - In: Journal of multinational financial management 28 (2014), pp. 1-14
Persistent link: https://www.econbiz.de/10011297727
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The informational role of option trading volume in equity index options markets
Sarwar, Ghulam - In: Review of quantitative finance and accounting 24 (2005) 2, pp. 159-176
Persistent link: https://www.econbiz.de/10002851822
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An empirical investigation of the premium for volatility risk in currency options for the British pound
Sarwar, Ghulam - In: Applied financial economics 12 (2002) 12, pp. 913-921
Persistent link: https://www.econbiz.de/10001724754
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The interrelation of price volatility and trading volume of currency options
Sarwar, Ghulam - In: The journal of futures markets 23 (2002) 7, pp. 681-700
Persistent link: https://www.econbiz.de/10001769722
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Interrelations in market fears of U.S. and European equity markets
Sarwar, Ghulam - In: The North American journal of economics and finance : a … 52 (2020), pp. 1-13
Persistent link: https://www.econbiz.de/10012656989
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Examining the flight-to-safety with the implied volatilities
Sarwar, Ghulam - In: Finance research letters 20 (2017), pp. 118-124
Persistent link: https://www.econbiz.de/10011806824
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Transmission of risk between U.S. and emerging equity markets
Sarwar, Ghulam - In: Emerging markets, finance & trade : a journal of the … 55 (2019) 5, pp. 1171-1183
Persistent link: https://www.econbiz.de/10012210687
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Market risks that change domestic diversification benefits
Sarwar, Ghulam - In: The North American journal of economics and finance : a … 63 (2022), pp. 1-10
Persistent link: https://www.econbiz.de/10014225809