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Tail comovements of implied volatility indices and global index futures returns predictability
Lee, Hsiu-chuan, (2023)
Intertemporal relations between the market volatility index and stock index returns
Sarwar, Ghulam, (2012)
Energy prices and their impact on US stock indices : a wavelet- based quantile-on-quantile regression approach
Ahmad Monir Abdullah, (2024)
Efficiency of black markets in foreign currencies in Southeast Asia
Sarwar, Ghulam, (1997)
The interrelation of price volatility and trading volume of currency options
Sarwar, Ghulam, (2003)
An empirical investigation of the premium for volatility risk in currency options for the British pound
Sarwar, Ghulam, (2002)