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An empirical examination of volatility spillover between the Indian and US swap markets
Bhargava, Vivek; Malhotra, Davinder Kumar; Russel, Philip; … - In: International journal of emerging markets 7 (2012) 3, pp. 289-304
Persistent link: https://www.econbiz.de/10009619895
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The effects of volatility spillover in the US basis swap markets
Bhargava, Vivek; Malhotra, Davinder Kumar - In: International journal of financial services management … 5 (2011/11) 3, pp. 216-238
Persistent link: https://www.econbiz.de/10009707033
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Volatility spillovers across the swap markets : evidence from US, Australian, and Japanese swap markets
Bhargava, Vivek; Malhotra, Davinder Kumar; Tsetsekos, … - In: International journal of bonds and derivatives 2 (2016) 1, pp. 59-86
Persistent link: https://www.econbiz.de/10011585700
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An empirical analysis of volatility spillover in global swap markets
Malhotra, Davinder Kumar; Bhargava, Vivek - In: Journal of business and economic perspectives 48 (2021) 1, pp. 92-126
Persistent link: https://www.econbiz.de/10012667177
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Risk spillovers and optimal hedging in commodity ETFs : a TVP-VAR Approach
Hadad, Elroi; Malhotra, Davinder Kumar; Vasileiou, Evangelos - In: Finance research letters 70 (2024), pp. 1-13
Persistent link: https://www.econbiz.de/10015194202
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Return dynamics and global integration of BRICS stock markets
Dania, Akash; Malhotra, Davinder Kumar - In: International journal of business and emerging markets … 5 (2013) 3, pp. 217-233
Persistent link: https://www.econbiz.de/10009747266
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Volatility spillover between stocks and foreign exchange markets : Indian evidence
Mishra, Alok Kumar; Swain, Niranjan; Malhotra, Davinder … - In: International journal of business 12 (2007) 3, pp. 343-359
Persistent link: https://www.econbiz.de/10003522290
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Portfolio balance effect of the U.S. QE between commodities and financial assets in commodity-exporting countries
Pick Schen Yip; Wee, Yeap Lau; Brooks, Robert - In: The North American journal of economics and finance : a … 74 (2024), pp. 1-28
Persistent link: https://www.econbiz.de/10015134969
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Realized spill-over effects between stock and foreign exchange market : evidence from regional analysis
Do, Hung Xuan; Brooks, Robert; Sirimon Treepongkaruna - In: Global finance journal 28 (2015), pp. 24-37
Persistent link: https://www.econbiz.de/10011478085
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Rating spillover effects on the stock markets
Bissoondoyal-Bheenick, Emawtee; Brooks, Robert; Sirimon … - In: Journal of multinational financial management 25/26 (2014), pp. 51-63
Persistent link: https://www.econbiz.de/10010516824