Narrow search
Showing 161 - 170 of 224
Cover Image
Return, volatility spillovers and dynamic correlation in the BRIC equity markets: An analysis using a bivariate EGARCH framework
Bhar, Ramaprasad; Nikolova, Biljana - In: Global finance journal 19 (2008) 3, pp. 203-218
Persistent link: https://www.econbiz.de/10008241875
Cover Image
Analysis of Mean Volatility Spillovers Using BRIC Countries, Regional and World Equity Index Returns
Bhar, Ramaprasad; Nikolova, Biljana - In: Journal of economic integration 22 (2007) 2, pp. 369-381
Persistent link: https://www.econbiz.de/10007752000
Cover Image
Information content of commodity futures prices for monetary policy
Bhar, Ramaprasad; Hamori, Shigeyuki - In: Economic modelling 25 (2008) 2, pp. 274-283
Persistent link: https://www.econbiz.de/10007905992
Cover Image
Empirical properties of currency risk in country index portfolios
Alaganar, V.T.; Bhar, Ramaprasad - In: The quarterly review of economics and finance : journal … 47 (2007) 1, pp. 159-174
Persistent link: https://www.econbiz.de/10007616743
Cover Image
Co-movement in the price of risk of aggregate equity markets
Bhar, Ramaprasad; Hamori, Shigeyuki - In: Economic systems 31 (2007) 3, pp. 256-271
Persistent link: https://www.econbiz.de/10007866743
Cover Image
Causality in variance and the type of traders in crude oil futures
Bhar, Ramaprasad; Hamori, Shigeyuki - In: Energy economics 27 (2005) 3, pp. 527-540
Persistent link: https://www.econbiz.de/10007642094
Cover Image
Alternative characterization of the volatility in the growth rate of real GDP
Bhar, Ramaprasad; Hamori, Shigeyuki - In: Japan and the world economy : international journal of … 15 (2003) 2, pp. 223-232
Persistent link: https://www.econbiz.de/10007657749
Cover Image
Inferring the forward looking equity risk premium from derivative price
Bhar, Ramaprasad; Chiarella, Carl; Runggaldier, Wolfgang J. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 8 (2004) 1
Persistent link: https://www.econbiz.de/10009949803
Cover Image
Components of inflation uncertainty and interest rates : evidence from Australia and New Zealand
Bhar, Ramaprasad; Mallik, Girijasankar - In: Economic analysis and policy 42 (2012) 1, pp. 39-49
Persistent link: https://www.econbiz.de/10010006289
Cover Image
Measuring the interconnectedness of financial institutions
Bhar, Ramaprasad; Nikolova, Biljana - In: Economic systems 37 (2013) 1, pp. 17-29
Persistent link: https://www.econbiz.de/10010104225