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GLOBAL OIL PRICES, OIL INDUSTR...
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ECONIS (ZBW)
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111
Inference on forward exchange rate risk premium : reviewing signal extraction methods
Bhar, Ramaprasad
;
Chiarella, Carl
- In:
International journal of monetary economics and finance
2
(
2009
)
2
,
pp. 115-125
Persistent link: https://www.econbiz.de/10009925178
Saved in:
112
Commodities and financial variables: Analyzing relationships in a changing regime environment
Bhar, Ramaprasad
;
Hammoudeh, Shawkat
- In:
International review of economics & finance : IREF
20
(
2011
)
4
,
pp. 469-485
Persistent link: https://www.econbiz.de/10009030748
Saved in:
113
Time‐varying market price of risk in the crude oil futures market
Bhar, Ramaprasad
;
Lee, Damien
- In:
The journal of futures markets
31
(
2011
)
8
,
pp. 779-808
Persistent link: https://www.econbiz.de/10009134886
Saved in:
114
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
Saved in:
115
Component structure for nonstationary time series: Application to benchmark oil prices
Bhar, Ramaprasad
;
Hammoudeh, Shawkat
;
Thompson, Mark A.
- In:
International review of financial analysis
17
(
2008
)
5
,
pp. 971-984
Persistent link: https://www.econbiz.de/10008899418
Saved in:
116
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
Saved in:
117
Information content of commodity futures prices for monetary policy
Bhar, Ramaprasad
;
Hamori, Shigeyuki
- In:
Economic modelling
25
(
2008
)
2
,
pp. 274-284
Persistent link: https://www.econbiz.de/10008886516
Saved in:
118
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
Saved in:
119
Filtering equity risk premia from derivative prices
Bhar, Ramaprasad
;
Chiarella, Carl
;
Runggaldier, Wolfgang J.
-
2001
Persistent link: https://www.econbiz.de/10001732811
Saved in:
120
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. 223-231
Persistent link: https://www.econbiz.de/10001745131
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