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International interest rate mechanisms in bank lending and borrowing markets

Chatrath, Arjun - In: The global structure of financial markets : an overview, (pp. 274-286). 1997

Persistent link: https://www.econbiz.de/10001297696

International linkages in bank lending and borrowing markets : evidence from six industrialized countries

Chatrath, Arjun - In: Applied financial economics 7 (1997) 4, pp. 403-411

Persistent link: https://www.econbiz.de/10001226977

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

International linkage of interest rates evidence from the emerging economies of Asia

Anoruo, Emmanuel; Ramchander, Sanjay; Thiewes, Harold F. - In: Global finance journal 13 (2002) 2, pp. 217-235

Persistent link: https://www.econbiz.de/10001745930

Channels of influence among Eastern currencies : evidence from the post-Plaza Accord era

Chatrath, Arjun - In: Journal of business and economic perspectives 20 (1994) 2, pp. 119-127

Persistent link: https://www.econbiz.de/10001187886

The cointegration experience of Eastern currencies : evidence from the 1980s

Chaudhry, Mukesh - In: Finance India : the quarterly journal of Indian … 10 (1996) 1, pp. 49-59

Persistent link: https://www.econbiz.de/10001204975

Nonlinearities and chaos : evidence from exchange rates

Adrangi, Bahram; Allender, Mary Elizabeth; Chatrath, Arjun - In: Atlantic economic journal : AEJ 38 (2010) 2, pp. 247-248

Persistent link: https://www.econbiz.de/10008697883

Dynamic responses of major equity markets to the US fear index

Adrangi, Bahram; Chatrath, Arjun; Macri, Joseph; … - In: Journal of risk and financial management : JRFM 12 (2019) 4/156, pp. 1-23

This study examines the reaction of four major equity markets of the world to the US equity market fear index, i.e., the Chicago Board of Trade Volatility Index (VIX). The VIX is designed to perform as a leading indicator of the volatility in equity markets. Our paper examines the daily data for...

Persistent link: https://www.econbiz.de/10012173007

Dynamic responses of major Pacific Rim emerging equity markets to the US crude oil fear index (OVX)

Adrangi, Bahram; Chatrath, Arjun - In: Bulletin of applied economics 9 (2022) 1, pp. 51-84

Persistent link: https://www.econbiz.de/10013407338