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Implied volatilities, stochastic interest rates, and currency futures, options valuation : an empirical investigation

Bhargava, Vivek; Brooks, Robert; Malhotra, Davinder Kumar - In: The European journal of finance 7 (2001) 3, pp. 231-246

Persistent link: https://www.econbiz.de/10001603503

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

The relationship between futures trading activity and exchange rate volatility, revisited

Bhargava, Vivek; Malhotra, Davinder Kumar - In: Journal of multinational financial management 17 (2007) 2, pp. 95-111

Persistent link: https://www.econbiz.de/10003441938

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

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

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

Navigating market volatility : risk and return insights from Indian mutual funds

Malhotra, Davinder Kumar; Singh, Rahul; Ramani, L. - In: Cogent economics & finance 12 (2024) 1, pp. 1-21

This study evaluates Indian mutual funds using a variety of criteria, demonstrating a historical tendency of lower monthly returns and volatility when compared to benchmark indexes. This positive risk profile implies that it will appeal to investors who want stability. Despite COVID-19-induced...

Persistent link: https://www.econbiz.de/10015192483

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

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