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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

Determinants of Treasury-LIBOR Swap Spreads

Malhotra, D. K.; Bhargava, Vivek; Chaudhry, Mukesh - In: Review of Pacific Basin Financial Markets and Policies … 08 (2005) 04, pp. 687-705

Using data from the Treasury versus London Interbank Offer Swap Rates (LIBOR) for October 1987 to June 1998, this paper examines the determinants of swap spreads in the Treasury-LIBOR interest rate swap market. This study hypothesizes Treasury-LIBOR swap spreads as a function of the Treasury...

Persistent link: https://www.econbiz.de/10005047232

Covered interest rate parity among BRIC nations

Bhargava, Vivek; Dania, Akash; Malhotra, D. K. - In: Journal of business and economic studies 17 (2011) 1, pp. 37-47

Persistent link: https://www.econbiz.de/10009895298

Long-run performance of Penny Stock IPOs

Konku, Daniel; Bhargava, Vivek; Malhotra, D. K. - In: The journal of wealth management 15 (2012/13) 1, pp. 104-121

Persistent link: https://www.econbiz.de/10010004913

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

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

Industry effects and volatility transmission in Portfolio diversification

Bhargava, Vivek; Dania, Akash; Malhotra, Davinder Kumar - In: The journal of asset management 13 (2012) 1, pp. 22-33

Persistent link: https://www.econbiz.de/10009550673

Long-run performance of Penny Stock IPOs

Konku, Daniel; Bhargava, Vivek; Malhotra, Davinder Kumar - In: The journal of wealth management 15 (2012/13) 1, pp. 104-121

Persistent link: https://www.econbiz.de/10009551715

The relationship between price-earnings ratios, dividend yield, and stock prices : evidence from BRIC countries

Bhargava, Vivek; Dania, Akash; Malhotra, Davinder Kumar - In: Journal of emerging markets 16 (2011) 1, pp. 31-43

Persistent link: https://www.econbiz.de/10009412788