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Ramaprasad Bhar · Study

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Ramaprasad Bhar

12 works· latest 2020· 1 institutionscluster: provisional

h-index12

i1012

Citations794

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Most cited in this library

Return, volatility spillovers and dynamic correlation in the BRIC equity markets: An analysis using a bivariate EGARCH framework2008 · 175 citations
Hidden Markov Models: Applications to Financial Economics2004 · 91 citations
Advances in finance and stochastics : essays in honour of Dieter Sondermann2002 · 85 citations
Oil Prices and Equity Returns in the BRIC Countries2009 · 82 citations
Modeling U.S. Monetary Policy during the Global Financial Crisis and Lessons for COVID-192020 · 72 citations

Works

12 shown

Modeling U.S. Monetary Policy during the Global Financial Crisis and Lessons for COVID-19

Journal of Policy Modeling·2020·2 authors·Open access

72citations

Oil Prices and Equity Returns in the BRIC Countries

World Economy·2009·2 authors

82citations

Return, volatility spillovers and dynamic correlation in the BRIC equity markets: An analysis using a bivariate EGARCH framework

Global Finance Journal·2008·2 authors

175citations

Analysis of Mean and Volatility Spillovers Using BRIC Countries, Regional and World Equity Index Returns

Journal of Economic Integration·2007·2 authors

52citations

The link between inflation and inflation uncertainty: Evidence from G7 countries

Empirical Economics·2004·2 authors

40citations

Hidden Markov Models: Applications to Financial Economics

·2004·2 authors·book

91citations

Alternative characterization of the volatility in the growth rate of real GDP

Japan and the World Economy·2003·2 authors

26citations

An international study of causality-in-variance: Interest rate and financial sector returns

Journal of Economics and Finance·2003·2 authors

34citations

Advances in finance and stochastics : essays in honour of Dieter Sondermann

·2002·3 authors

85citations

Information and volatility linkage under external shocks

International Review of Financial Analysis·2002·2 authors

35citations

Return and Volatility Dynamics in the Spot and Futures Markets in Australia: An Intervention Analysis in a Bivariate EGARCH‐X Framework

Journal of Futures Markets·2001·1 author

54citations

Diversification gains from American depositary receipts and foreign equities: evidence from Australian stocks

Journal of International Financial Markets Institutions and Money·2001·2 authors

48citations