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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

International evidence on purchasing power parity theory : a partial equilibrium empirical investigation

Adrangi, Bahram; Allender, Mary Elizabeth; Raffiee, Kambiz - In: International business and economics research journal 7 (2008) 5, pp. 1-14

Persistent link: https://www.econbiz.de/10003713354

The exchange value of the dollar and the U.S. trade balance : a partial equilibrium empirical investigation

Adrangi, Bahram; Allender, Mary Elizabeth; Raffiee, Kambiz - In: International business and economics research journal 6 (2007) 1, pp. 19-28

Persistent link: https://www.econbiz.de/10003447011

An ex-post investigation of interest rate parity in Asian emerging markets

Adrangi, Bahram; Raffiee, Kambiz; Shank, Todd M. - In: International business and economics research journal 6 (2007) 2, pp. 29-47

Persistent link: https://www.econbiz.de/10003448292

Dynamic interdependence in jet fuel prices and air carrier revenues

Adrangi, Bahram; Gritta, Richard D.; Raffiee, Kambiz - In: Atlantic economic journal : AEJ 42 (2014) 4, pp. 473-474

Persistent link: https://www.econbiz.de/10010517379

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

Exchange rates and inflation rates : exploring nonlinear relationships

Adrangi, Bahram; Allender, Mary Elizabeth; Raffiee, Kambiz - In: Review of economics & finance (2011) 2, pp. 1-16

Persistent link: https://www.econbiz.de/10009614832

An ex-post empirical investigation of the efficacy of central bank interventions in currency markets : bilateral exchange rate of the dollar

Adrangi, Bahram; Allender, Mary Elizabeth; Raffiee, Kambiz - In: Review of economics & finance (2011) 4, pp. 19-34

Persistent link: https://www.econbiz.de/10009615381

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