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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

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

U.S. diesel fuel price responses to the global crude oil supply and demand

Adrangi, Bahram; Chatrath, Arjun; Macri, Joseph; … - In: Annals of financial economics 13 (2018) 4, pp. 1-25

Persistent link: https://www.econbiz.de/10011984123

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