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Australia
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Bhar, Ramaprasad
25
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16
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2
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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
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2
The estimation of the Heath-Jarrow-Morton model by use of Kalman filtering techniques
Bhar, Ramaprasad
;
Chiarella, Carl
-
1995
Persistent link: https://www.econbiz.de/10000951350
Saved in:
3
Interest rate futures : estimation of volatility parameters in an arbitrage-free framework
Bhar, Ramaprasad
;
Chiarella, Carl
-
1995
Persistent link: https://www.econbiz.de/10000951351
Saved in:
4
Interest rate futures : estimation of volatility parameters in an arbitrage-free framework
Bhar, Ramaprasad
- In:
Applied mathematical finance
4
(
1997
)
4
,
pp. 181-199
Persistent link: https://www.econbiz.de/10001238761
Saved in:
5
Estimating the term structure of volatility in bond prices by use of Kalman filter methodology
Bhar, Ramaprasad
- In:
Advances in Pacific Basin financial markets
3
(
1997
),
pp. 243-256
Persistent link: https://www.econbiz.de/10001243735
Saved in:
6
Estimating interest rate futures model in the Heath-Jarrow-Morton framework
Bhar, Ramaprasad
- In:
Advances in Pacific Basin financial markets
4
(
1998
),
pp. 211-226
Persistent link: https://www.econbiz.de/10001250661
Saved in:
7
Pricing of futures options by use of generalised binomial lattice model : an empirical study on the SFE
Bhar, Ramaprasad
- In:
Xiang gang jing ji xue hui hui kan : annual publ. of …
24
(
1996
),
pp. 41-54
Persistent link: https://www.econbiz.de/10001211581
Saved in:
8
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
Saved in:
9
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
Saved in:
10
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
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