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Consumption risk and the cross-section of government bond returns
Abhyankar, Abhay; Klinkowska, Olga; Lee, Soyeon - In: Journal of empirical finance 32 (2015), pp. 180-200
Persistent link: https://www.econbiz.de/10011556815
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Trading-round-the clock : return, volatility and volume spillovers in the Eurodollar futures markets
Abhyankar, Abhay - In: Pacific-Basin finance journal 3 (1995) 1, pp. 75-92
Persistent link: https://www.econbiz.de/10001184050
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Return and volatility dynamics in the FT-SE 100 stock index and stock index futures markets
Abhyankar, Abhay - In: The journal of futures markets 15 (1995) 4, pp. 457-488
Persistent link: https://www.econbiz.de/10001185355
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Linear and nonlinear granger causality : evidence from the UK stock index futures market
Abhyankar, Abhay - In: The journal of futures markets 18 (1998) 5, pp. 519-540
Persistent link: https://www.econbiz.de/10001247306
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LIFFE cycles : intraday evidence from the FTSE-100 Stock Index futures market
Abhyankar, Abhay; Copeland, Laurence S.; Wong, W. - In: The European journal of finance 5 (1999) 2, pp. 123-139
Persistent link: https://www.econbiz.de/10001439629
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Wealth effects on convertible bond and convertible preference share issues : an empirical analysis of the UK market
Abhyankar, Abhay; Dunning, Alison - In: Journal of banking & finance 23 (1999) 7, pp. 1043-1065
Persistent link: https://www.econbiz.de/10001387704
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Nonlinear dynamics in real-time equity market indices : evidence from the United Kingdom
Abhyankar, Abhay - In: The economic journal : the journal of the Royal … 105 (1995) 431, pp. 864-880
Persistent link: https://www.econbiz.de/10001184713
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Does the gold market reveal real interest rates?
Levin, Eric J. - In: The Manchester School of Economic and Social Studies 62 (1994), pp. 93-103
Persistent link: https://www.econbiz.de/10001160971
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Uncovering nonlinear structure in real-time stock-market indexes : the S&P 500, the DAX, the Nikkei 225, and the FTSE-100
Abhyankar, Abhay - In: Journal of business & economic statistics : JBES ; a … 15 (1997) 1, pp. 1-14
Persistent link: https://www.econbiz.de/10001214331
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Exchange rates and fundamentals : evidence on the economic value of predictability
Abhyankar, Abhay; Sarno, Lucio; Valente, Giorgio - In: Journal of international economics 66 (2005) 2, pp. 325-348
Persistent link: https://www.econbiz.de/10002961971