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Cointegration in interest rate futures trading on the Sydney future exchange
Bhar, Ramaprasad - In: Applied financial economics 6 (1996) 3, pp. 251-257
Persistent link: https://www.econbiz.de/10001202672
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Interest rate futures options : an empirical test of the Ho and Lee model in the Australian context
Bhar, Ramaprasad - 1993
Persistent link: https://www.econbiz.de/10000874995
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Interest rate futures : estimation of volatility parameters in an arbitrage-free framework
Bhar, Ramaprasad; Chiarella, Carl - 1995
Persistent link: https://www.econbiz.de/10000951351
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Martingale property in bond futures return including volatility spillover effect from bank bill futures
Bhar, Ramaprasad - In: Asia Pacific journal of management : APJM ; a … 12 (1995) 1, pp. 37-48
Persistent link: https://www.econbiz.de/10001179462
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Interest rate futures options : an empirical test of the Ho and Lee model in the Australian context
Bhar, Ramaprasad - In: Review of futures markets 12 (1994) 3, pp. 661-683
Persistent link: https://www.econbiz.de/10001186259
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Predicting the short term forward interest rate structure using a parsimonious model
Bhar, Ramaprasad - In: Review of futures markets 12 (1994) 3, pp. 577-590
Persistent link: https://www.econbiz.de/10001186279
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Estimating the term structure of volatility in bond prices by use of Kalman filter methodology
Bhar, Ramaprasad - In: Advances in Pacific Basin financial markets 3 (1997), pp. 243-256
Persistent link: https://www.econbiz.de/10001243735
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Estimating interest rate futures model in the Heath-Jarrow-Morton framework
Bhar, Ramaprasad - In: Advances in Pacific Basin financial markets 4 (1998), pp. 211-226
Persistent link: https://www.econbiz.de/10001250661
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Exploiting volatility movements in the Sydney Futures Exchange's bank bill contract
Hunt, Benjamin F. - In: International review of economics & finance : IREF 2 (1993) 4, pp. 403-415
Persistent link: https://www.econbiz.de/10001166303
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Interest rate futures : estimation of volatility parameters in an arbitrage-free framework
Bhar, Ramaprasad - In: Applied mathematical finance 4 (1997) 4, pp. 181-199
Persistent link: https://www.econbiz.de/10001238761