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Bhar, Ramaprasad


 SSRN Author Rank: 6,992 by Downloads
 

UNSW Australia Business School, 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
4,146
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 This Paper | Open PDF in Browser |
U. of Technology, Sydney Finance and Economics Working Paper No. 70
Number of Pages in PDF File: 23
Bhar, Ramaprasad
UNSW Australia Business School, School of Banking and Finance
Chiarella, Carl
University of Technology, Sydney - UTS Business School, Finance Discipline Group
Posted:
21 Feb 06
823
(17,471)
2

2.  
Component Structure of Credit Default Swap Spreads and Their Determinants | Show Abstract | Download This Paper | Open PDF in Browser |
21st Australasian Finance and Banking Conference 2008 Paper
Number of Pages in PDF File: 49
Bhar, Ramaprasad
UNSW Australia Business School, School of Banking and Finance
Colwell, David B.
UNSW Australia Business School, School of Banking and Finance
Wang, Peipei
affiliation not provided to SSRN
Posted:
04 Sep 08
379
(49,321)
1

3.   Incl. Electronic Paper
Bhar, Ramaprasad
UNSW Australia Business School, School of Banking and Finance
Handzic, Nedim
affiliation not provided to SSRN
Posted:
07 Jul 08
Last Revised:
04 Sep 08
338
(56,627)
1

4.  
Bhar, Ramaprasad
UNSW Australia Business School, School of Banking and Finance
Pham, Toan M.
UNSW Australia Business School, School of Banking and Finance
Kim, Suk-Joong
University of Sydney - School of Business
Posted:
20 Oct 03
315
(61,514)
3

5.  
Are There Rational Bubbles in the US Stock Market? Overview and a New Test | Show Abstract | Download This Paper | Open PDF in Browser |
ASSET PRICE BUBBLES: IMPLICATIONS FOR MONETARY AND REGULATORY POLICY, ELSEVIER SCIENCE, George Kaufman, ed., pp. 125-144, Elsevier Science, 2001
Number of Pages in PDF File: 27
Bhar, Ramaprasad
UNSW Australia Business School, School of Banking and Finance
Malliaris, A. (Tassos) G.
Loyola University of Chicago - Department of Economics
Posted:
17 Jan 08
301
(64,694)
1

6.  
Interest Rate Futures: Estimation of Volatility Parameters in an Arbitrage-Free Framework | Show Abstract | Download This Paper | Open PDF in Browser |
U. of Technology, Sydney Finance and Economics Working Paper No. 55
Number of Pages in PDF File: 14
Bhar, Ramaprasad
UNSW Australia Business School, School of Banking and Finance
Chiarella, Carl
University of Technology, Sydney - UTS Business School, Finance Discipline Group
Posted:
21 Feb 06
243
(81,598)
 

7.  
Bhar, Ramaprasad
UNSW Australia Business School, School of Banking and Finance
Chiarella, Carl
University of Technology, Sydney - UTS Business School, Finance Discipline Group
Posted:
05 Feb 06
220
(90,526)
 

8.  
Malliaris, A. (Tassos) G.
Loyola University of Chicago - Department of Economics
Bhar, Ramaprasad
UNSW Australia Business School, School of Banking and Finance
Posted:
28 Mar 11
Last Revised:
02 Apr 11
207
(96,252)
 

9.  
The Estimation of the Heath-Jarrow-Morton Model by Use of Kalman Filtering Techniques | Show Abstract | Download This Paper | Open PDF in Browser |
U. of Technology, Sydney Finance and Economics Working Paper No. 54
Number of Pages in PDF File: 23
Bhar, Ramaprasad
UNSW Australia Business School, School of Banking and Finance
Chiarella, Carl
University of Technology, Sydney - UTS Business School, Finance Discipline Group
Posted:
21 Feb 06
200
(99,506)
4

10.  
Transformation of Heath-Jarrow-Morton Models to Markovian Systems | Show Abstract | Download This Paper | Open PDF in Browser |
U. of Technology, Sydney Finance and Economics Working Paper No. 53
Number of Pages in PDF File: 36
Bhar, Ramaprasad
UNSW Australia Business School, School of Banking and Finance
Chiarella, Carl
University of Technology, Sydney - UTS Business School, Finance Discipline Group
Posted:
21 Feb 06
195
(101,883)
16

11.  
Bhar, Ramaprasad
UNSW Australia Business School, School of Banking and Finance
Colwell, David B.
UNSW Australia Business School, School of Banking and Finance
Wang, Peipei
affiliation not provided to SSRN
Posted:
13 May 09
176
(112,202)
 

12.  
Bhar, Ramaprasad
UNSW Australia Business School, School of Banking and Finance
Lee, Damien
University of New South Wales (UNSW)
Posted:
16 Jul 08
Last Revised:
13 Nov 09
140
(136,880)
 

13.  
Estimating the Term Structure of Volatility in Futures Yield - A Maximum Likelihood Approach | Show Abstract | Download This Paper | Open PDF in Browser |
U. of Technology, Sydney Finance and Economics Working Paper No. 56
Number of Pages in PDF File: 33
Bhar, Ramaprasad
UNSW Australia Business School, School of Banking and Finance
Chiarella, Carl
University of Technology, Sydney - UTS Business School, Finance Discipline Group
Posted:
21 Feb 06
111
(164,061)
 

14.  
Malliaris, A. (Tassos) G.
Loyola University of Chicago - Department of Economics
Bhar, Ramaprasad
UNSW Australia Business School, School of Banking and Finance
Posted:
28 Mar 11
Last Revised:
02 Apr 11
101
(175,448)
1

15.  
Speculative Components in Mature Stock Markets: Do They Exist and are They Related? | Show Abstract | Download This Paper | Open PDF in Browser |
Advances in Quantitative Analysis of Finance and Accounting, Vol. 3, pp. 217-246, 2006
Number of Pages in PDF File: 39
Bhar, Ramaprasad
UNSW Australia Business School, School of Banking and Finance
Malliaris, A. (Tassos) G.
Loyola University of Chicago - Department of Economics
Posted:
19 Oct 07
Last Revised:
09 Apr 08
95
(182,985)
 

16.  
Bhar, Ramaprasad
UNSW Australia Business School, School of Banking and Finance
Handzic, Nedim
University of New South Wales (UNSW)
Posted:
22 Jan 13
86
(195,058)
 

17.  
Bootstrap Results from the State Space from Representation of the Heath-Jarrow-Morton Model | Show Abstract | Download This Paper | Open PDF in Browser |
U. of Technology, Sydney Finance and Economics Working Paper No. 66
Number of Pages in PDF File: 12
Bhar, Ramaprasad
UNSW Australia Business School, School of Banking and Finance
Chiarella, Carl
University of Technology, Sydney - UTS Business School, Finance Discipline Group
Posted:
21 Feb 06
66
(227,616)
 

18.  
Bhar, Ramaprasad
UNSW Australia Business School, School of Banking and Finance
Malliaris, A. (Tassos) G.
Loyola University of Chicago - Department of Economics
Posted:
19 Nov 13
41
(283,217)
 

19.  
Hammoudeh, Shawkat M.
Drexel University - Lebow College of Business
Bhar, Ramaprasad
UNSW Australia Business School, School of Banking and Finance
Liu, Tengdong
Drexel University - Bennett S. LeBow College of Business
Posted:
08 Sep 11
41
(283,217)
 

20.  
Bhar, Ramaprasad
UNSW Australia Business School, School of Banking and Finance
Malliaris, A. (Tassos) G.
Loyola University of Chicago - Department of Economics
Posted:
02 Nov 13
25
(335,326)
 

21.  
Bhar, Ramaprasad
UNSW Australia Business School, School of Banking and Finance
Malliaris, A. (Tassos) G.
Loyola University of Chicago - Department of Economics
Malliaris, Mary
Loyola University of Chicago
Posted:
09 Jun 15
20
(357,059)
 

22.  
Bhar, Ramaprasad
UNSW Australia Business School, School of Banking and Finance
Malliaris, A. (Tassos) G.
Loyola University of Chicago - Department of Economics
Posted:
09 Mar 08
14
(384,384)
 

23.  
Bhar, Ramaprasad
UNSW Australia Business School, School of Banking and Finance
Malliaris, A. (Tassos) G.
Loyola University of Chicago - Department of Economics
Posted:
20 Aug 07
6
(420,145)
 

24.  
Global Oil Prices, Oil Industry and Equity Returns: Russian Experience | Show Abstract | Add to Cart |
Scottish Journal of Political Economy, Vol. 57, No. 2, pp. 169-186, May 2010
Number of Pages in PDF File: 18
Bhar, Ramaprasad
UNSW Australia Business School, School of Banking and Finance
Nikolova, Biljana
affiliation not provided to SSRN
Posted:
09 Mar 10
2
(439,844)
 

25.  
Oil Prices and Equity Returns in the BRIC Countries | Show Abstract | Add to Cart |
World Economy, Vol. 32, Issue 7, pp. 1036-1054, July 2009
Number of Pages in PDF File: 19
Bhar, Ramaprasad
UNSW Australia Business School, School of Banking and Finance
Nikolova, Biljana
affiliation not provided to SSRN
Posted:
09 Jul 09
1
(449,137)
2

26.  
Bhar, Ramaprasad
UNSW Australia Business School, School of Banking and Finance
Nikolova, Biljana
Independent
Posted:
26 Feb 15
 

27.  
Stochastic Filtering with Applications in Finance | Show Abstract |
STOCHASTIC FILTERING WITH APPLICATIONS IN FINANCE, 2010
Bhar, Ramaprasad
UNSW Australia Business School, School of Banking and Finance
Posted:
29 Jul 10
Last Revised:
19 Sep 10
 

28.  
Bhar, Ramaprasad
UNSW Australia Business School, School of Banking and Finance
Hamori, Shigeyuki
Kobe University - Faculty of Economics
Posted:
11 Sep 07
 

29.  
Bhar, Ramaprasad
UNSW Australia Business School, School of Banking and Finance
Hamori, Shigeyuki
Kobe University - Faculty of Economics
Posted:
06 Jun 03
 


Records 1 - 29 of 29 matches
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