Ramaprasad Bhar
Ramaprasad Bhar
Associate Professor, Risk and Actuarial Studies
Подтвержден адрес электронной почты в домене unsw.edu.au - Главная страница
Return, volatility spillovers and dynamic correlation in the BRIC equity markets: An analysis using a bivariate EGARCH framework
R Bhar, B Nikolova
Global Finance Journal 19 (3), 203-218, 2009
Hidden Markov models: applications to financial economics
R Bhar, S Hamori
Springer Science & Business Media, 2004
Return and volatility dynamics in the spot and futures markets in Australia: An intervention analysis in a bivariate EGARCH‐X framework
R Bhar
Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2001
Oil prices and equity returns in the BRIC countries
R Bhar, B Nikolova
World Economy 32 (7), 1036-1054, 2009
Global oil prices, oil industry and equity returns: Russian experience
R Bhar, B Nikolova
Scottish Journal of Political Economy 57 (2), 169-186, 2010
Diversification gains from American depositary receipts and foreign equities: evidence from Australian stocks
VT Alaganar, R Bhar
Journal of International Financial Markets, Institutions and Money 11 (1 …, 2001
Oil prices and the impact of the financial crisis of 2007–2009
R Bhar, AG Malliaris
Energy Economics 33 (6), 1049-1054, 2011
Information and volatility linkage under external shocks: Evidence from dually listed Australian stocks
VT Alaganar, R Bhar
International review of financial analysis 11 (1), 59-71, 2002
Commodities and financial variables: Analyzing relationships in a changing regime environment
R Bhar, S Hammoudeh
International Review of Economics & Finance 20 (4), 469-484, 2011
The link between inflation and inflation uncertainty: evidence from G7 countries
R Bhar, S Hamori
Empirical Economics 29 (4), 825-853, 2004
Causality in variance and the type of traders in crude oil futures
R Bhar, S Hamori
Energy Economics 27 (3), 527-539, 2005
Information content of commodity futures prices for monetary policy
R Bhar, S Hamori
Economic Modelling 25 (2), 274-283, 2008
Analysis of mean and volatility spillovers using BRIC countries, regional and world equity index returns
R Bhar, B Nikolova
Journal of Economic Integration, 369-381, 2007
Empirical techniques in finance
R Bhar, S Hamori
Springer Science & Business Media, 2006
Volume and volatility in foreign currency futures markets
R Bhar, A Malliaris
Review of Quantitative Finance and Accounting 10 (3), 285-302, 1998
Alternative characterization of the volatility in the growth rate of real GDP
R Bhar, S Hamori
Japan and the World Economy 15 (2), 223-231, 2003
An international study of causality-in-variance: interest rate and financial sector returns
VT Alaganar, R Bhar
Journal of economics and finance 27 (1), 39-55, 2003
Information flow between price change and trading volume in gold futures contracts
R Bhar, S Hamori
International Journal of Business and Economics 3 (1), 45, 2004
Stochastic filtering with applications in finance
R Bhar
World Scientific, 2010
Re-examining the dynamic causal oil–macroeconomy relationship
S Hammoudeh, R Bhar, MA Thompson
International Review of Financial Analysis 19 (4), 298-305, 2010
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