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Rational repricing of risk during COVID‐19 : Evidence from Indian single stock options market
Agarwalla, Sobhesh Kumar
;
Varma, Jayanth Rama
;
Virmani, …
- In:
Journal of Futures Markets
41
(
2021
)
10
,
pp. 1498-1519
Persistent link: https://www.econbiz.de/10012632619
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Choice of margin period of risk and netting for computing margins in central counterparty clearinghouses : a Monte Carlo investigation
Varma, Jayanth Rama
;
Virmani, Vineet
- In:
The journal of financial market infrastructures
10
(
2021
)
2
,
pp. 1-20
Persistent link: https://www.econbiz.de/10013530785
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Harvesting the volatility smile in a large emerging market : a Dynamic Nelson-Siegel approach
Kumar, Sudarshan
;
Agarwalla, Sobhesh Kumar
;
Varma, …
- In:
The journal of futures markets
43
(
2023
)
11
,
pp. 1615-1644
Persistent link: https://www.econbiz.de/10014432920
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The impact of COVID-19 on tail risk : evidence from Nifty index options
Agarwalla, Sobhesh Kumar
;
Varma, Jayanth Rama
;
Virmani, …
- In:
Economics letters
204
(
2021
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012607446
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Shareholders' reaction to ethical image of sports teams : an event study in the Indian Premier League
Jaikumar, Saravana
;
Pingali, Viswanath
;
Virmani, Vineet
- In:
Decision
46
(
2019
)
4
,
pp. 283-300
Persistent link: https://www.econbiz.de/10012140282
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Term structure estimation with liquidity-adjusted Affine Nelson Siegel model : a nonlinear state space approach applied to the Indian bond market
Kumar, Sudarshan
;
Virmani, Vineet
- In:
Applied economics
54
(
2022
)
6
,
pp. 648-669
Persistent link: https://www.econbiz.de/10012874236
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Construction of hypothetical scenarios for central counterparty stress tests using vine copulas
Bhanu, Aniket
;
Virmani, Vineet
- In:
The journal of financial market infrastructures
10
(
2022
)
4
,
pp. 29-53
Persistent link: https://www.econbiz.de/10014538750
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8
Risk attitudes of forest dependent communities : evidence from Andhra Pradesh, India
Balakrishna, Sundar
;
Virmani, Vineet
- In:
International journal of decision sciences, risk and …
11
(
2023
)
1/4
,
pp. 1-22
Persistent link: https://www.econbiz.de/10015402711
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