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Determining the optimal hedge ratio : evidence from cotton and soybean markets

Bhargava, Vivek - In: The journal of business and economic studies 13 (2007) 1, pp. 38-57

Persistent link: https://www.econbiz.de/10003496985

The effects of volatility spillover in the US basis swap markets

Bhargava, Vivek; Malhotra, D.K. - In: International Journal of Financial Services Management 5 (2012) 3, pp. 216-238

This paper examines time series properties of the swap spreads in three segments of the US dollar interest rate swaps market. Specifically, the relationship between the swap spreads in US dollar fixed-for-floating Interest Rate Swaps (IRS), Treasury bill versus LIBOR basis swaps and commercial...

Persistent link: https://www.econbiz.de/10010668724

Determinants of euro-dollar exchange rate: an empirical analysis

Bhargava, Vivek; Konku, Daniel; Bhargava, Dheeraj - In: Afro-Asian Journal of Finance and Accounting 3 (2012) 2, pp. 121-135

This study investigates the determinants of euro-dollar exchange rate since the inception of euro in January 1999. Initial results show that relative changes in consumer confidence in the USA and the Eurozone (CCI), relative consumer price index (CPI), unemployment rate (UMP), and money supply...

Persistent link: https://www.econbiz.de/10010669819

Pricing U.S. dollar index futures options : an empirical investigation

Bhargava, Vivek; Clark, John M. - In: The financial review : the official publication of the … 38 (2003) 4, pp. 571-590

Persistent link: https://www.econbiz.de/10001813237

An empirical analysis of yen-dollar currency swap market efficiency

Malhotra, Davinder Kumar; Martin, Rand; Bhargava, Vivek - In: International journal of business 9 (2004) 2, pp. 143-158

Persistent link: https://www.econbiz.de/10002082832

Impact of exchange rate fluctuations on US stock market returns

Bhargava, Vivek; Konku, Daniel - In: Managerial finance 49 (2023) 10, pp. 1535-1557

Persistent link: https://www.econbiz.de/10014428700

Determinants of euro-dollar exchange rate : an empirical analysis

Bhargava, Vivek; Konku, Daniel; Bhargava, Dheeraj - In: Afro-Asian Journal of Finance and Accounting : AAJFA 3 (2012/13) 2, pp. 121-135

Persistent link: https://www.econbiz.de/10009619323

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

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

IPO underpricing and their determinants : penny stocks versus non-penny stocks

Konku, Daniel; Bhargava, Vivek - In: Afro-Asian Journal of Finance and Accounting : AAJFA 3 (2012/13) 1, pp. 69-88

Persistent link: https://www.econbiz.de/10009560664