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Nonlinear dependence in palladium and platinum futures : some tests for chaos

Adrangi, Bahram; Chatrath, Arjun - In: Finance India : the quarterly journal of Indian … 15 (2001) 3, pp. 865-883

Persistent link: https://www.econbiz.de/10001656339

Chatrath, Arjun; Adrangi, Bahram; Dhanda, Kanwalroop Kathy - In: Agricultural economics : the journal of the … 27 (2002) 2, pp. 123-137

Persistent link: https://www.econbiz.de/10001688339

Non-linear dynamics in futures prices : evidence from the coffee, sugar and cocoa exchange

Adrangi, Bahram; Chatrath, Arjun - In: Applied financial economics 13 (2003) 4, pp. 245-256

Persistent link: https://www.econbiz.de/10001748447

The impact of margins in futures markets : evidence from the gold and silver markets

Chatrath, Arjun; Adrangi, Bahram; Allender, Mary Elizabeth - In: The quarterly review of economics and finance : journal … 41 (2001) 2, pp. 279-294

Persistent link: https://www.econbiz.de/10001579686

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

Inflation, output, and stock prices: evidence from Brazil

Adrangi, Bahram; Chatrath, Arjun; Pamplin, Robert B. - In: The journal of applied business research 18 (2002) 1, pp. 61-76

Persistent link: https://www.econbiz.de/10001680392

Dynamic responses of major Pacific Rim emerging equity markets to the US crude oil fear index (OVX)

Adrangi, Bahram; Chatrath, Arjun - In: Bulletin of applied economics 9 (2022) 1, pp. 51-84

Persistent link: https://www.econbiz.de/10013407338

Dynamics of crude oil price shocks and major Latin American Equity Markets : A study in time and frequency domains

Adrangi, Bahram; Chatrath, Arjun; Macri, Joseph; … - In: Bulletin of Economic Research 73 (2020) 3, pp. 432-455

Persistent link: https://www.econbiz.de/10012281252

Dynamic responses of major equity markets to the US fear index

Adrangi, Bahram; Chatrath, Arjun; Macri, Joseph; … - In: Journal of Risk and Financial Management 12 (2019) 4, 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/10012611227

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 14 (2021) 3, 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/10012611671