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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

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

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

The roles of news and volatility in stock market correlations during the global financial crisis

Mun, Melissa; Brooks, Robert - In: Emerging Markets Review 13 (2012) 1, pp. 1-7

The global financial crisis has again brought the interdependencies of international financial markets to the fore, particularly during times of financial crises. This paper explores the relative roles of news and volatility in explaining the changes in correlations between national stock...

Persistent link: https://www.econbiz.de/10010574579

The impact of exchange rate volatility on German-US trade flows

McKenzie, Michael D. - In: Journal of international financial markets, … 7 (1997) 1, pp. 73-87

Persistent link: https://www.econbiz.de/10001230294

An examination of the effects of major political change on stock market volatility : the South African experience

Brooks, Robert - In: Journal of international financial markets, … 7 (1997) 3, pp. 255-275

Persistent link: https://www.econbiz.de/10001238418