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~person:"Malhotra, Davinder Kumar"
~type_genre:"Article in journal"
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Search: subject_exact:"Interest rate derivative"
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Interest rate derivative
7
Zinsderivat
7
USA
4
United States
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Spillover effect
3
Spillover-Effekt
3
Swap
3
Volatility
3
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Malhotra, Davinder Kumar
Bhar, Ramaprasad
9
Chiarella, Carl
9
Ito, Takayasu
9
Chen, Ren-Raw
8
Rebonato, Riccardo
8
Chen, Son-nan
7
Fang, Victor
7
Gay, Gerald D.
7
Ritchken, Peter H.
7
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6
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6
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6
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6
Ap Gwilym, Owain
5
Arak, Marcelle V.
5
Bhargava, Vivek
5
Chance, Don M.
5
Eberlein, Ernst
5
Gupta, Anurag
5
Jarrow, Robert A.
5
Kolb, Robert W.
5
Li, Haitao
5
Poskitt, Russell
5
Ronn, Ehud I.
5
Tse, Yiuman
5
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4
Azad, A. S. M. Sohel
4
Batten, Jonathan A.
4
Bhattacharya, Anand K.
4
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Das, Sanjiv R.
4
Frino, Alex
4
Hein, Scott E.
4
Kawaller, Ira G.
4
Koch, Timothy W.
4
Kuprianov, Anatoli
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Lin, Shih-kuei
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International journal of bonds and derivatives
1
International journal of business
1
International journal of financial services management : IJFSM
1
Journal of business and economic perspectives
1
Journal of multinational financial management
1
Quarterly journal of business and economics : QJBE
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Review of Pacific Basin financial markets and policies
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ECONIS (ZBW)
7
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1
An empirical analysis of volatility spillover in global swap markets
Malhotra, Davinder Kumar
;
Bhargava, Vivek
- In:
Journal of business and economic perspectives
48
(
2021
)
1
,
pp. 92-126
Persistent link: https://www.econbiz.de/10012667177
Saved in:
2
Volatility spillovers across the swap markets : evidence from US, Australian, and Japanese swap markets
Bhargava, Vivek
;
Malhotra, Davinder Kumar
;
Tsetsekos, …
- In:
International journal of bonds and derivatives
2
(
2016
)
1
,
pp. 59-86
Persistent link: https://www.econbiz.de/10011585700
Saved in:
3
The effects of volatility spillover in the US basis swap markets
Bhargava, Vivek
;
Malhotra, Davinder Kumar
- In:
International journal of financial services management …
5
(
2011/11
)
3
,
pp. 216-238
Persistent link: https://www.econbiz.de/10009707033
Saved in:
4
Determinants of treasury-LIBOR swap spreads
Malhotra, Davinder Kumar
;
Bhargava, Vivek
;
Chaudhry, Mukesh
- In:
Review of Pacific Basin financial markets and policies
8
(
2005
)
4
,
pp. 687-705
Persistent link: https://www.econbiz.de/10003280297
Saved in:
5
An empirical analysis of yen-dollar currency swap market efficiency
Malhotra, Davinder Kumar
;
Martin, Rand
;
Bhargava, Vivek
- In:
International journal of business
9
(
2004
)
2
,
pp. 143-158
Persistent link: https://www.econbiz.de/10002082832
Saved in:
6
The impact of interest rate reset period on the bid-offer rates in an interest rate swap contract : an empirical investigation
Malhotra, Davinder Kumar
- In:
Journal of multinational financial management
8
(
1998
)
1
,
pp. 79-88
Persistent link: https://www.econbiz.de/10001256163
Saved in:
7
An empirical examination of the interest rate swap market
Malhotra, Davinder Kumar
- In:
Quarterly journal of business and economics : QJBE
36
(
1997
)
2
,
pp. 19-29
Persistent link: https://www.econbiz.de/10001223205
Saved in:
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