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The impact of large-scale asset purchases on the S & P 500 index, long-term interest rates and unemployment
Bhar, Ramaprasad; Malliaris, Anastasios G.; Malliaris, … - In: Applied economics 47 (2015) 55/57, pp. 6010-6018
Persistent link: https://www.econbiz.de/10011380957
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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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Approximating Heath-Jarrow-Morton non-Markovian term structure of interest rate models with Markovian systems
Bhar, Ramaprasad; Chiarella, Carl - 2000
Persistent link: https://www.econbiz.de/10001730596
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Estimation in models of the instantaneous short term interest rate by use of a dynamic Bayesian algorithm
Bhar, Ramaprasad; Chiarella, Carl; Runggaldier, Wolfgang J. - 2001
Persistent link: https://www.econbiz.de/10001732756
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Filtering equity risk premia from derivative prices
Bhar, Ramaprasad; Chiarella, Carl; Runggaldier, Wolfgang J. - 2001
Persistent link: https://www.econbiz.de/10001732811
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An international study of causality-in-variance : interest rate and financial sector returns
Alaganar, Vairamuththu T.; Bhar, Ramaprasad - In: Journal of economics and finance 27 (2003) 1, pp. 39-55
Persistent link: https://www.econbiz.de/10001771731
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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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Modelling the currency forward risk premium : a new perspective
Bhar, Ramaprasad; Chiarella, Carl; Pham, Toan M. - In: Asia-Pacific financial markets 8 (2001) 4, pp. 341-360
Persistent link: https://www.econbiz.de/10001712363
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Estimation in models of the instantaneous short term interest rate by use of a dynamic Bayesian algorithm
Bhar, Ramaprasad; Chiarella, Carl; Runggaldier, Wolfgang J. - In: Advances in finance and stochastics : essays in honour …, (pp. 177-195). 2002
Persistent link: https://www.econbiz.de/10001672233
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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