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Information and volatility linkage under external shocks evidence from dually listed Australian stocks
Alaganar, Vairamuththu T.; Bhar, Ramaprasad - In: International review of financial analysis 11 (2002) 1, pp. 59-71
Persistent link: https://www.econbiz.de/10001745211
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Are there rational bubbles in the US stock market? : Overview and a new test
Bhar, Ramaprasad; Malliaris, Anastasios G. - 2001
Persistent link: https://www.econbiz.de/10001817960
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A maximum likelihood approach to estimation of Heath-Jarrow-Morton models
Bhar, Ramaprasad; Chiarella, Carl; Tô, Thuy-duong - 2002
Persistent link: https://www.econbiz.de/10001867285
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Impact of international listing on return distribution : an intervention analysis with Australian stocks
Alaganar, Vairamuththu T.; Bhar, Ramaprasad - In: Journal of the Asia Pacific economy 9 (2004) 1, pp. 101-117
Persistent link: https://www.econbiz.de/10001908169
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Diversification gains from American depositary receipts and foreign equities : evidence from Australian stocks
Alaganar, Vairamuththu T.; Bhar, Ramaprasad - In: Journal of international financial markets, … 11 (2001) 1, pp. 97-113
Persistent link: https://www.econbiz.de/10001536910
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The reduction of forward rate dependent volatility HJM models to Markovian form : pricing European bond options
Bhar, Ramaprasad (contributor) - In: The journal of computational finance 3 (2000) 3, pp. 47-72
Persistent link: https://www.econbiz.de/10001517426
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Expectations of monetary policy in Australia implied by the probability distribution of interest rate derivatives
Bhar, Ramaprasad; Chiarella, Carl - In: The European journal of finance 6 (2000) 2, pp. 113-125
Persistent link: https://www.econbiz.de/10001519354
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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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Transformation of Heath-Jarrow-Morton models to Markovian systems
Bhar, Ramaprasad - In: The European journal of finance 3 (1997) 1, pp. 1-26
Persistent link: https://www.econbiz.de/10001219148
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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