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Bhar, Ramaprasad


 SSRN Author Rank: 6,469 by Downloads
 

University of New South Wales (UNSW) - School of Banking and Finance


 Sydney, NSW 2052
 Australia
 email address

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. Bhar, Ramaprasad's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
3,896
Total
Citations
31
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Construction of Zero-Coupon Yield Curve From Coupon Bond Yield Using Australian Data | Show Abstract | Download |
U. of Technology, Sydney Finance and Economics Working Paper No. 70
Working Paper Series
Bhar, Ramaprasad
University of New South Wales (UNSW) - School of Banking and Finance
Chiarella, Carl
University of Technology, Sydney - UTS Business School, Finance Discipline Group
Posted:
21 Feb 06
802
(15,511)
2

2.  
Component Structure of Credit Default Swap Spreads and Their Determinants | Show Abstract | Download |
21st Australasian Finance and Banking Conference 2008 Paper
Working Paper Series
Bhar, Ramaprasad
University of New South Wales (UNSW) - School of Banking and Finance
Colwell, David B.
University of New South Wales (UNSW) - School of Banking and Finance
Wang, Peipei
affiliation not provided to SSRN
Posted:
04 Sep 08
366
(44,491)
1

3.   Incl. Electronic Paper
Bhar, Ramaprasad
University of New South Wales (UNSW) - School of Banking and Finance
Handzic, Nedim
affiliation not provided to SSRN
Posted:
07 Jul 08
Last Revised:
04 Sep 08
326
(50,988)
1

4.  
Bhar, Ramaprasad
University of New South Wales (UNSW) - School of Banking and Finance
Pham, Toan M.
University of New South Wales (UNSW) - School of Banking and Finance
Kim, Suk-Joong
University of Sydney - School of Business
Posted:
20 Oct 03
301
(56,065)
3

5.  
Are There Rational Bubbles in the US Stock Market? Overview and a New Test | Show Abstract | Download |
ASSET PRICE BUBBLES: IMPLICATIONS FOR MONETARY AND REGULATORY POLICY, ELSEVIER SCIENCE, George Kaufman, ed., pp. 125-144, Elsevier Science, 2001
Accepted Paper Series
Bhar, Ramaprasad
University of New South Wales (UNSW) - School of Banking and Finance
Malliaris, A. (Tassos) G.
Quinlan School of Business
Posted:
17 Jan 08
292
(58,072)
1

6.  
Interest Rate Futures: Estimation of Volatility Parameters in an Arbitrage-Free Framework | Show Abstract | Download |
U. of Technology, Sydney Finance and Economics Working Paper No. 55
Working Paper Series
Bhar, Ramaprasad
University of New South Wales (UNSW) - School of Banking and Finance
Chiarella, Carl
University of Technology, Sydney - UTS Business School, Finance Discipline Group
Posted:
21 Feb 06
239
(72,235)
 

7.  
Approximating Heath-Jarrow-Morton Non-Markovian Term Structure of Interest Rate Models with Markovian Systems | Show Abstract | Download |
U. of Technology, Sydney Finance and Economics Working Paper No. 76
Working Paper Series
Bhar, Ramaprasad
University of New South Wales (UNSW) - School of Banking and Finance
Chiarella, Carl
University of Technology, Sydney - UTS Business School, Finance Discipline Group
Posted:
05 Feb 06
217
(79,928)
 

8.  
The Estimation of the Heath-Jarrow-Morton Model by Use of Kalman Filtering Techniques | Show Abstract | Download |
U. of Technology, Sydney Finance and Economics Working Paper No. 54
Working Paper Series
Bhar, Ramaprasad
University of New South Wales (UNSW) - School of Banking and Finance
Chiarella, Carl
University of Technology, Sydney - UTS Business School, Finance Discipline Group
Posted:
21 Feb 06
195
(89,071)
4

9.  
Transformation of Heath-Jarrow-Morton Models to Markovian Systems | Show Abstract | Download |
U. of Technology, Sydney Finance and Economics Working Paper No. 53
Working Paper Series
Bhar, Ramaprasad
University of New South Wales (UNSW) - School of Banking and Finance
Chiarella, Carl
University of Technology, Sydney - UTS Business School, Finance Discipline Group
Posted:
21 Feb 06
193
(89,978)
16

10.  
Bhar, Ramaprasad
University of New South Wales (UNSW) - School of Banking and Finance
Colwell, David B.
University of New South Wales (UNSW) - School of Banking and Finance
Wang, Peipei
affiliation not provided to SSRN
Posted:
13 May 09
163
(105,211)
 

11.  
Malliaris, A. (Tassos) G.
Quinlan School of Business
Bhar, Ramaprasad
University of New South Wales (UNSW) - School of Banking and Finance
Posted:
28 Mar 11
Last Revised:
02 Apr 11
155
(110,121)
 

12.  
Bhar, Ramaprasad
University of New South Wales (UNSW) - School of Banking and Finance
Lee, Damien
University of New South Wales (UNSW)
Posted:
16 Jul 08
Last Revised:
13 Nov 09
136
(123,204)
 

13.  
Estimating the Term Structure of Volatility in Futures Yield - A Maximum Likelihood Approach | Show Abstract | Download |
U. of Technology, Sydney Finance and Economics Working Paper No. 56
Working Paper Series
Bhar, Ramaprasad
University of New South Wales (UNSW) - School of Banking and Finance
Chiarella, Carl
University of Technology, Sydney - UTS Business School, Finance Discipline Group
Posted:
21 Feb 06
110
(145,325)
 

14.  
Malliaris, A. (Tassos) G.
Quinlan School of Business
Bhar, Ramaprasad
University of New South Wales (UNSW) - School of Banking and Finance
Posted:
28 Mar 11
Last Revised:
02 Apr 11
91
(165,812)
1

15.  
Speculative Components in Mature Stock Markets: Do They Exist and are They Related? | Show Abstract | Download |
Advances in Quantitative Analysis of Finance and Accounting, Vol. 3, pp. 217-246, 2006
Accepted Paper Series
Bhar, Ramaprasad
University of New South Wales (UNSW) - School of Banking and Finance
Malliaris, A. (Tassos) G.
Quinlan School of Business
Posted:
19 Oct 07
Last Revised:
09 Apr 08
91
(165,812)
 

16.  
Bhar, Ramaprasad
University of New South Wales (UNSW) - School of Banking and Finance
Handzic, Nedim
University of New South Wales (UNSW)
Posted:
22 Jan 13
64
(204,012)
 

17.  
Bootstrap Results from the State Space from Representation of the Heath-Jarrow-Morton Model | Show Abstract | Download |
U. of Technology, Sydney Finance and Economics Working Paper No. 66
Working Paper Series
Bhar, Ramaprasad
University of New South Wales (UNSW) - School of Banking and Finance
Chiarella, Carl
University of Technology, Sydney - UTS Business School, Finance Discipline Group
Posted:
21 Feb 06
64
(204,012)
 

18.  
Hammoudeh, Shawkat M.
Drexel University - Lebow College of Business
Bhar, Ramaprasad
University of New South Wales (UNSW) - School of Banking and Finance
Liu, Tengdong
Drexel University - Bennett S. LeBow College of Business
Posted:
08 Sep 11
39
(254,216)
 

19.  
Bhar, Ramaprasad
University of New South Wales (UNSW) - School of Banking and Finance
Malliaris, A. (Tassos) G.
Quinlan School of Business
Posted:
19 Nov 13
23
(303,018)
 

20.  
Bhar, Ramaprasad
University of New South Wales (UNSW) - School of Banking and Finance
Malliaris, A. (Tassos) G.
Quinlan School of Business
Posted:
02 Nov 13
15
(335,462)
 

21.  
Bhar, Ramaprasad
University of New South Wales (UNSW) - School of Banking and Finance
Malliaris, A. (Tassos) G.
Quinlan School of Business
Posted:
09 Mar 08
8
(364,202)
 

22.  
Bhar, Ramaprasad
University of New South Wales (UNSW) - School of Banking and Finance
Malliaris, A. (Tassos) G.
Quinlan School of Business
Posted:
20 Aug 07
3
(384,131)
 

23.  
Global Oil Prices, Oil Industry and Equity Returns: Russian Experience | Show Abstract | Download |
Scottish Journal of Political Economy, Vol. 57, No. 2, pp. 169-186, May 2010
Accepted Paper Series
Bhar, Ramaprasad
University of New South Wales (UNSW) - School of Banking and Finance
Nikolova, Biljana
affiliation not provided to SSRN
Posted:
09 Mar 10
2
(390,165)
 

24.  
Oil Prices and Equity Returns in the BRIC Countries | Show Abstract | Download |
World Economy, Vol. 32, Issue 7, pp. 1036-1054, July 2009
Accepted Paper Series
Bhar, Ramaprasad
University of New South Wales (UNSW) - School of Banking and Finance
Nikolova, Biljana
affiliation not provided to SSRN
Posted:
09 Jul 09
1
(398,887)
2

25.  
Stochastic Filtering with Applications in Finance | Show Abstract |
STOCHASTIC FILTERING WITH APPLICATIONS IN FINANCE, 2010
Accepted Paper Series
Bhar, Ramaprasad
University of New South Wales (UNSW) - School of Banking and Finance
Posted:
29 Jul 10
Last Revised:
19 Sep 10
 

26.  
Co-Movement in the Price of Risk of Aggregate Equity Markets | Show Abstract |
Economic Systems, Vol. 31, No. 3, 2007
Accepted Paper Series
Bhar, Ramaprasad
University of New South Wales (UNSW) - School of Banking and Finance
Hamori, Shigeyuki
Kobe University - Faculty of Economics
Posted:
11 Sep 07
 

27.  
New Evidence of Linkages Among G7 Stock Markets | Show Abstract |
Finance Letters, Vol. 1, No. 1, 2003
Accepted Paper Series
Bhar, Ramaprasad
University of New South Wales (UNSW) - School of Banking and Finance
Hamori, Shigeyuki
Kobe University - Faculty of Economics
Posted:
06 Jun 03
 


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