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Volatility spillovers and nonlinear dynamics between jet fuel prices and air carrier revenue passenger miles in the US

Adrangi, Bahram; Gritta, Richard D.; Raffiee, Kambiz - In: Review of economics & finance (2013) 3, pp. 1-18

Persistent link: https://www.econbiz.de/10010244116

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

Regional financial crises and equity market reactions : the case of East Asia

Adrangi, Bahram; Raffiee, Kambiz; Shank, Todd M. - In: International journal of business 8 (2003) 1, pp. 41-62

Persistent link: https://www.econbiz.de/10001767427

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

Government budget deficits and equity market volatility : international evidence

Adrangi, Bahram; Allender, Mary Elizabeth; Raffiee, Kambiz - In: Journal of foreign exchange and international finance : … 13 (1999) 3, pp. 219-232

Persistent link: https://www.econbiz.de/10001533332

Dynamic responses of Standard and Poor's Regional Bank Index to the U.S. fear index, VIX

Adrangi, Bahram; Chatrath, Arjun; Kolay, Madhuparna; … - In: Journal of risk and financial management : JRFM 14 (2021) 3/114, pp. 1-18

This study examines the reaction of the Standard and Poor's Regional Bank Index (SPRB) to the U.S. 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. However, practitioners...

Persistent link: https://www.econbiz.de/10012485236

Crude oil price volatility spillovers and agricultural commodities : a study in time and frequency domains

Adrangi, Bahram; Chatrath, Arjun; Macri, Joseph; … - In: Review of economics & finance 9 (2017) 3, pp. 42-56

Persistent link: https://www.econbiz.de/10011718732

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

S&P 500 volatility, volatility regimes, and economic uncertainty

Adrangi, Bahram; Chatrath, Arjun; Raffiee, Kambiz - In: Bulletin of economic research 75 (2023) 4, pp. 1362-1387

Persistent link: https://www.econbiz.de/10014436045

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