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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

Futures trading activity and stock price volatility : some extensions

Chatrath, Arjun; Song, Frank M.; Adrangi, Bahram - In: Applied financial economics 13 (2003) 9, pp. 655-664

Persistent link: https://www.econbiz.de/10001776851

Price discovery in strategically-linked markets : the case of the gold-silver spread

Adrangi, Bahram; Chatrath, Arjun; Christie-David, Rohan - In: Applied financial economics 10 (2000) 3, pp. 227-234

Persistent link: https://www.econbiz.de/10001526274

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

Stock returns and volatility persistence : further examination

Adrangi, Bahram; Chatrath, Arjun; Raffiee, Kambiz - In: The southern business & economic journal 22 (1999) 2, pp. 107-123

Persistent link: https://www.econbiz.de/10001364048

Margin requirements and futures activity : evidence from the soybean and corn markets

Adrangi, Bahram; Chatrath, Arjun - In: The journal of futures markets 19 (1999) 4, pp. 433-455

Persistent link: https://www.econbiz.de/10001378224

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