| 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 | 233 | 2009 |
| Hidden Markov models: applications to financial economics R Bhar, S Hamori Springer Science & Business Media, 2004 | 166 | 2004 |
| Oil prices and equity returns in the BRIC countries R Bhar, B Nikolova World Economy 32 (7), 1036-1054, 2009 | 127 | 2009 |
| 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 | 120 | 2001 |
| Transformation of Heath? Jarrow? Morton models to Markovian systems R Bhar, C Chiarella The European Journal of Finance 3 (1), 1-26, 1997 | 116 | 1997 |
| Global oil prices, oil industry and equity returns: Russian experience R Bhar, B Nikolova Scottish Journal of Political Economy 57 (2), 169-186, 2010 | 115 | 2010 |
| Oil prices and the impact of the financial crisis of 2007–2009 R Bhar, AG Malliaris Energy Economics 33 (6), 1049-1054, 2011 | 104 | 2011 |
| 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 | 83 | 2011 |
| 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 | 82 | 2001 |
| 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 | 73 | 2007 |
| The link between inflation and inflation uncertainty: evidence from G7 countries R Bhar, S Hamori Empirical economics 29, 825-853, 2004 | 66 | 2004 |
| 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 | 65 | 2002 |
| Information content of commodity futures prices for monetary policy R Bhar, S Hamori Economic Modelling 25 (2), 274-283, 2008 | 64 | 2008 |
| Causality in variance and the type of traders in crude oil futures R Bhar, S Hamori Energy Economics 27 (3), 527-539, 2005 | 62 | 2005 |
| Modeling US monetary policy during the global financial crisis and lessons for Covid-19 R Bhar, AG Malliaris Journal of Policy Modeling 43 (1), 15-33, 2021 | 60 | 2021 |
| Empirical techniques in finance R Bhar, S Hamori Springer Science & Business Media, 2005 | 54 | 2005 |
| Volume and volatility in foreign currency futures markets R Bhar, A Malliaris Review of Quantitative Finance and Accounting 10, 285-302, 1998 | 49 | 1998 |
| 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 | 47 | 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), 45-56, 2004 | 44 | 2004 |
| Re-examining the dynamic causal oil–macroeconomy relationship S Hammoudeh, R Bhar, MA Thompson International Review of Financial Analysis 19 (4), 298-305, 2010 | 43 | 2010 |
