Similar Search Results - EconBiz

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

Co-movement, causality and diversification benefits in international equity markets

Adrangi, Bahram; Shank, Todd M. - In: Journal of foreign exchange and international finance : … 11 (1998) 4, pp. 297-312

Persistent link: https://www.econbiz.de/10001400896

January barometer in international equity markets

Adrangi, Bahram; Shank, Todd M.; Adams, Brian - In: Journal of foreign exchange and international finance : … 12 (1998) 2, pp. 121-134

Persistent link: https://www.econbiz.de/10001400923

Budget deficits and stock prices : international evidence

Adrangi, Bahram - In: Journal of economics and finance 22 (1998) 2, pp. 57-66

Persistent link: https://www.econbiz.de/10001254470

An ex-post empirical investigation of the efficacy of central bank interventions in currency markets : bilateral exchange rate of the dollar

Adrangi, Bahram; Allender, Mary Elizabeth; Raffiee, Kambiz - In: Review of economics & finance (2011) 4, pp. 19-34

Persistent link: https://www.econbiz.de/10009615381

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

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

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

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