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Bhar, Ramaprasad
44
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16
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7
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3
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Strategic withholding of firm-specific skills in wage bargaining
Mumcu, Ayse̦
;
Nikolova, Biljana
- In:
Scottish journal of political economy : the journal of …
57
(
2010
)
2
,
pp. 187-211
Persistent link: https://www.econbiz.de/10003949377
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2
A multifactor model of credit spreads
Bhar, Ramaprasad
;
Handzic, Nedim
- In:
Asia-Pacific financial markets
18
(
2011
)
1
,
pp. 105-127
Persistent link: https://www.econbiz.de/10009237746
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3
Stochastic filtering with applications in finance
Bhar, Ramaprasad
-
2010
Persistent link: https://www.econbiz.de/10014277065
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4
The reduction of forward rate dependent volatility HJM models to Markovian form : pricing European bond options
Bhar, Ramaprasad
(
contributor
)
- In:
The journal of computational finance
3
(
2000
)
3
,
pp. 47-72
Persistent link: https://www.econbiz.de/10001517426
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5
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
Saved in:
6
The information on inflation in the Australian term structure
Alles, Lakshman
-
1995
Persistent link: https://www.econbiz.de/10000919237
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7
Transformation of Heath-Jarrow-Morton models to Markovian systems
Bhar, Ramaprasad
;
Chiarella, Carl
-
1995
Persistent link: https://www.econbiz.de/10000951349
Saved in:
8
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:
9
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:
10
Estimating the term structure of volatility in futures yield : a maximum likelihood approach
Bhar, Ramaprasad
;
Chiarella, Carl
-
1995
Persistent link: https://www.econbiz.de/10000951352
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