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Information and volatility in futures and spot markets : the case of Japanese Yen

Song, Frank M.; Chatrath, Arjun - 1997

Persistent link: https://www.econbiz.de/10000977581

Information and volatility in futures and spot markets : the case of the Japanese yen

Chatrath, Arjun - In: The journal of futures markets 18 (1998) 2, pp. 201-223

Persistent link: https://www.econbiz.de/10001239192

Are market perceptions of corporate layoffs changing?

Chatrath, Arjun - In: Economics letters 47 (1995) 3, pp. 335-342

Persistent link: https://www.econbiz.de/10001178212

Currency jumps, cojumps and the role of macro news

Chatrath, Arjun; Miao, Hong; Ramchander, Sanjay; … - In: Journal of international money and finance 40 (2014), pp. 42-62

Persistent link: https://www.econbiz.de/10010240008

Does the price of crude oil respond to macroeconomic news?

Chatrath, Arjun; Miao, Hong; Ramchander, Sanjay - In: The journal of futures markets 32 (2012) 6, pp. 536-559

Persistent link: https://www.econbiz.de/10010218786

Corporate bonds, macroeconomic news, and investor flows

Chatrath, Arjun; Miao, Hong; Ramchander, Sanjay; … - In: The journal of fixed income 22 (2012) 1, pp. 25-40

Persistent link: https://www.econbiz.de/10009670749

The macroeconomic news cycle and uncertainty resolution

Chatrath, Arjun; Christie-David, Rohan; Moore, William … - In: The journal of business : B 79 (2006) 5, pp. 2633-2657

Persistent link: https://www.econbiz.de/10003406547

Public Information, REIT Responses, Size, Leverage, and Focus

Chatrath, Arjun - 2013

We evaluate real estate investment trust (REIT) responses to the release of REIT-specific and macroeconomic news over two periods with differing economic climates. More specifically, using high-frequency data, we track the response function over a period of 60 minutes following each...

Persistent link: https://www.econbiz.de/10013088200