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Intertemporal causality and on the prediction of future spot rates from forwarded currency rates
Ghosh, Asim K. - In: Advances in investment analysis and portfolio … 5 (1998), pp. 181-191
Persistent link: https://www.econbiz.de/10001404505
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Integration of world stock markets : an empirical evidence from nonlinear cointegration
Ghosh, Asim K. - In: Advances in investment analysis and portfolio … 5 (1998), pp. 207-215
Persistent link: https://www.econbiz.de/10001404513
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Cointegration and error correction models : intertemporal causality between index and futures prices
Ghosh, Asim K. - In: The journal of futures markets 13 (1993) 2, pp. 193-198
Persistent link: https://www.econbiz.de/10001141884
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Effective spreading of currency futures : using the error correction model with intra-day data
Ghosh, Asim K.; Krueger, Thomas M. - In: Journal of business and economic perspectives 25 (1999) 1, pp. 15-23
Persistent link: https://www.econbiz.de/10001495550
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The rolling spot futures contract : an error correction model analysis
Ghosh, Asim K. - In: The journal of futures markets 17 (1997) 1, pp. 117-128
Persistent link: https://www.econbiz.de/10001216339
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Market model corrected for generalized autoregressive conditional heteroscedasticity and the small firm effect
Ghosh, Asim K. - In: The journal of financial research 15 (1992) 3, pp. 277-283
Persistent link: https://www.econbiz.de/10001143840
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Stochastic dynamic relationship between stock price and EPS : forecasting evidence from an error correction model
Ghosh, Asim K.; Coyne, Christopher - In: Advances in quantitative analysis of finance and … 7 (1999), pp. 179-197
Persistent link: https://www.econbiz.de/10001409334
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Japanese yen and the S&P 500 stock index linkage : evidence in the spot and futures markets
Ghosh, Asim K.; Johnson, Keith H.; Boldin, Robert J. - In: Journal of business and economic perspectives 28 (2002) 2, pp. 16-24
Persistent link: https://www.econbiz.de/10001782425
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Debt and equity market reaction to employment reports
Ghosh, Asim K.; Clayton, Ronnie J. - In: Review of Pacific Basin financial markets and policies 9 (2006) 3, pp. 431-440
Persistent link: https://www.econbiz.de/10003380385
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Productivity differences and inter-state migration in the U.S. : a multilateral gravity approach
Chakrabarti, Anindya S.; Sengupta, Aparna - In: Economic modelling 61 (2017), pp. 156-168
Persistent link: https://www.econbiz.de/10011736822