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Volume and Volatility in Forei...
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1
Modelling yen futures return using daily data from IMM and SIMEX
Bhar, Ramaprasad
-
1994
Persistent link: https://www.econbiz.de/10000970841
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2
Testing uncovered interest rate parity : the Australian experience
Bhar, Ramaprasad
- In:
Advances in Pacific Basin financial markets
2
(
1996
),
pp. 195-206
Persistent link: https://www.econbiz.de/10001208736
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3
Cointegration in interest rate futures trading on the Sydney future exchange
Bhar, Ramaprasad
- In:
Applied financial economics
6
(
1996
)
3
,
pp. 251-257
Persistent link: https://www.econbiz.de/10001202672
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4
Return and volatility dynamics in the spot and futures markets in Australia : an intervention analysis in a bivariate EGARCH-X framework
Bhar, Ramaprasad
- In:
The journal of futures markets
21
(
2001
)
9
,
pp. 833-850
Persistent link: https://www.econbiz.de/10001595309
Saved in:
5
A multifactor model of credit spreads
Bhar, Ramaprasad
;
Handzic, Nedim
- In:
Asia-Pacific financial markets
18
(
2011
)
1
,
pp. 105-127
Persistent link: https://www.econbiz.de/10009237746
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6
Stochastic filtering with applications in finance
Bhar, Ramaprasad
-
2010
Persistent link: https://www.econbiz.de/10014277065
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7
The reduction of forward rate dependent volatility HJM models to Markovian form : pricing European bond options
Bhar, Ramaprasad
(
contributor
)
- In:
The journal of computational finance
3
(
2000
)
3
,
pp. 47-72
Persistent link: https://www.econbiz.de/10001517426
Saved in:
8
Expectations of monetary policy in Australia implied by the probability distribution of interest rate derivatives
Bhar, Ramaprasad
;
Chiarella, Carl
- In:
The European journal of finance
6
(
2000
)
2
,
pp. 113-125
Persistent link: https://www.econbiz.de/10001519354
Saved in:
9
Diversification gains from American depositary receipts and foreign equities : evidence from Australian stocks
Alaganar, Vairamuththu T.
;
Bhar, Ramaprasad
- In:
Journal of international financial markets, …
11
(
2001
)
1
,
pp. 97-113
Persistent link: https://www.econbiz.de/10001536910
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10
The information on inflation in the Australian term structure
Alles, Lakshman
-
1995
Persistent link: https://www.econbiz.de/10000919237
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