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Evaluating Stock Price Behavior after Events: An Application of the Self-Exciting Threshold Autoregressive Model
Bharati, Rakesh; Crain, Susan J.; Nanisetty, Prasad - In: Quarterly journal of finance & accounting : QJFA 48 (2009) 2, pp. 23-44
Persistent link: https://www.econbiz.de/10008352253
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Time-Varying Risk and Return in the Bond Market: A Test of a New Equilibrium Pricing Model
Campbell, Cynthia J.; Kazemi, Hossein B.; Nanisetty, Prasad - In: The review of financial studies 12 (1999) 3, pp. 631-642
Persistent link: https://www.econbiz.de/10007374872
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Dynamic gap transformations: Are banks asset – transformers or brokers? or both?
Bharati, Rakesh; Nanisetty, Prasad; So, Jacky - In: The quarterly review of economics and finance : journal … 46 (2006) 1, pp. 36-52
Persistent link: https://www.econbiz.de/10007634832
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The Effect of Time-Varying Covariances on Asset Risk Premia: A Test of an Intertemporal CAPM
Nanisetty, Prasad; Bharati, Rakesh; Gupta, Manoj - In: Review of quantitative finance and accounting 7 (1996) 2, pp. 205
Persistent link: https://www.econbiz.de/10007205453