Ramaprasad Bhar

1.6k total citations
79 papers, 1.2k citations indexed

About

Ramaprasad Bhar is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Ramaprasad Bhar has authored 79 papers receiving a total of 1.2k indexed citations (citations by other indexed papers that have themselves been cited), including 55 papers in Finance, 50 papers in Economics and Econometrics and 43 papers in General Economics, Econometrics and Finance. Recurrent topics in Ramaprasad Bhar's work include Monetary Policy and Economic Impact (42 papers), Market Dynamics and Volatility (34 papers) and Financial Risk and Volatility Modeling (20 papers). Ramaprasad Bhar is often cited by papers focused on Monetary Policy and Economic Impact (42 papers), Market Dynamics and Volatility (34 papers) and Financial Risk and Volatility Modeling (20 papers). Ramaprasad Bhar collaborates with scholars based in Australia, United States and Japan. Ramaprasad Bhar's co-authors include Shigeyuki Hamori, A. G. Malliaris, Shawkat Hammoudeh, Klaus Sandmann, Philipp Schönbucher, Carl Chiarella, Peipei Wang, Mark A. Thompson, Mary Malliaris and Wolfgang J. Runggaldier and has published in prestigious journals such as Automatica, Energy Economics and Physica A Statistical Mechanics and its Applications.

In The Last Decade

Ramaprasad Bhar

73 papers receiving 1.0k citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Ramaprasad Bhar Australia 20 929 644 501 143 121 79 1.2k
Fabio Spagnolo United Kingdom 19 822 0.9× 492 0.8× 492 1.0× 109 0.8× 70 0.6× 68 1.1k
Robert Engle United States 11 1.3k 1.4× 1.4k 2.1× 526 1.0× 43 0.3× 155 1.3× 13 1.7k
Amélie Charles France 15 853 0.9× 561 0.9× 292 0.6× 102 0.7× 135 1.1× 43 1.0k
Michèle Lenza Germany 20 1.2k 1.3× 960 1.5× 1.3k 2.7× 64 0.4× 171 1.4× 48 1.9k
Martín Solà United Kingdom 20 1.1k 1.2× 858 1.3× 903 1.8× 72 0.5× 67 0.6× 68 1.4k
Laurent Ferrara France 21 819 0.9× 378 0.6× 711 1.4× 56 0.4× 102 0.8× 73 1.1k
Zacharias Psaradakis United Kingdom 18 894 1.0× 638 1.0× 678 1.4× 86 0.6× 73 0.6× 63 1.2k
Yiu‐Kuen Tse Singapore 13 1.1k 1.2× 1.1k 1.6× 429 0.9× 32 0.2× 107 0.9× 32 1.4k
John M. Maheu Canada 19 980 1.1× 1.1k 1.7× 421 0.8× 83 0.6× 162 1.3× 49 1.4k
Thomas H. McCurdy Canada 15 872 0.9× 917 1.4× 422 0.8× 45 0.3× 120 1.0× 38 1.2k

Countries citing papers authored by Ramaprasad Bhar

Since Specialization
Citations

This map shows the geographic impact of Ramaprasad Bhar's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Ramaprasad Bhar with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Ramaprasad Bhar more than expected).

Fields of papers citing papers by Ramaprasad Bhar

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Ramaprasad Bhar. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Ramaprasad Bhar. The network helps show where Ramaprasad Bhar may publish in the future.

Co-authorship network of co-authors of Ramaprasad Bhar

This figure shows the co-authorship network connecting the top 25 collaborators of Ramaprasad Bhar. A scholar is included among the top collaborators of Ramaprasad Bhar based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Ramaprasad Bhar. Ramaprasad Bhar is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Bhar, Ramaprasad, et al.. (2024). Five themes of U.S. home price cycles: a dynamic modelling approach. Annals of Operations Research. 1 indexed citations
2.
Bhar, Ramaprasad & A. G. Malliaris. (2016). Asset price momentum and monetary policy: time-varying parameter estimation of Taylor Rules. Applied Economics. 48(55). 5329–5339. 2 indexed citations
3.
Bhar, Ramaprasad, A. G. Malliaris, & Mary Malliaris. (2015). The impact of large-scale asset purchases on the S&P 500 index, long-term interest rates and unemployment. Applied Economics. 47(55). 6010–6018. 7 indexed citations
4.
Malliaris, Mary, et al.. (2015). Quantitative Easing and the U.S. Stock Market: A Decision Tree Analysis. Loyola eCommons (Loyola University Chicago). 3 indexed citations
5.
Bhar, Ramaprasad, et al.. (2014). Risk Premium in Electricity Prices: Evidence from the PJM Market. Journal of Futures Markets. 35(8). 776–793. 21 indexed citations
6.
Pham, Toan M., et al.. (2014). Foreign Direct Investment and Economic Growth during Financial Liberalization Episodes. International Journal of Economics and Finance. 6(8). 2 indexed citations
7.
Hammoudeh, Shawkat, et al.. (2011). Relationships between Financial Sectors’ CDS Spreads and Other Gauges of Risk: Did the Great Recession Change Them?. SSRN Electronic Journal. 1 indexed citations
8.
Malliaris, A. G. & Ramaprasad Bhar. (2010). Oil Prices and the Impact of the Financial Crisis of 2007-2009. Loyola eCommons (Loyola University Chicago). 5 indexed citations
9.
Hammoudeh, Shawkat, Ramaprasad Bhar, & Mark A. Thompson. (2010). Re-examining the dynamic causal oil–macroeconomy relationship. International Review of Financial Analysis. 19(4). 298–305. 27 indexed citations
10.
Bhar, Ramaprasad, et al.. (2009). Characteristic of Implied Volatility of CDSwaptions in ITraxx Market and its Relationship to Stock Market. SSRN Electronic Journal. 4 indexed citations
11.
Bhar, Ramaprasad & A. G. Malliaris. (2007). Speculative Components in Mature Stock Markets: Do They Exist and are They Related?. SSRN Electronic Journal. 1 indexed citations
12.
Bhar, Ramaprasad, et al.. (2006). Empirical properties of currency risk in country index portfolios. The Quarterly Review of Economics and Finance. 47(1). 159–174. 5 indexed citations
13.
Bhar, Ramaprasad & Shigeyuki Hamori. (2005). Causality in variance and the type of traders in crude oil futures. Energy Economics. 27(3). 527–539. 35 indexed citations
14.
Bhar, Ramaprasad & Shigeyuki Hamori. (2005). Empirical Techniques in Finance. CERN Document Server (European Organization for Nuclear Research). 19 indexed citations
15.
Bhar, Ramaprasad & Shigeyuki Hamori. (2004). Information Flow between Price Change and Trading Volume in Gold Futures Contracts. International journal of business and economics. 3(1). 45–56. 19 indexed citations
16.
Bhar, Ramaprasad & Shigeyuki Hamori. (2003). New Evidence of Linkages Among G7 Stock Markets. SSRN Electronic Journal. 4 indexed citations
17.
Sandmann, Klaus, Philipp Schönbucher, & Ramaprasad Bhar. (2002). Advances in finance and stochastics : essays in honour of Dieter Sondermann. Springer eBooks. 69 indexed citations
18.
Bhar, Ramaprasad, et al.. (2002). Information and volatility linkage under external shocks. International Review of Financial Analysis. 11(1). 59–71. 27 indexed citations
19.
Bhar, Ramaprasad, Carl Chiarella, & Toan M. Pham. (2001). Modelling the Currency Forward Risk Premium: A New Perspective. Asia-Pacific Financial Markets. 8(4). 341–360. 4 indexed citations
20.
Bhar, Ramaprasad & Carl Chiarella. (1995). Transformation of Heath-Jarrow-Morton Models to Markovian Systems. SSRN Electronic Journal. 12 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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