J
Jahangir Sultan
Researcher at Bentley University
Publications - 31
Citations - 1593
Jahangir Sultan is an academic researcher from Bentley University. The author has contributed to research in topics: Futures contract & Volatility (finance). The author has an hindex of 11, co-authored 27 publications receiving 1354 citations.
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Journal ArticleDOI
Time-varying distributions and dynamic hedging with foreign currency futures
TL;DR: In this article, a bivariate error correction model with a GARCH error structure was proposed to estimate the risk-minimizing futures hedge ratios for several currencies and a dynamic hedging strategy was proposed in which the potential risk reduction is more than enough to offset the transactions costs for most investors.
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South African political unrest, oil prices, and the time varying risk premium in the gold futures market
Michael Melvin,Jahangir Sultan +1 more
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Ethical reasoning and the use of insider information in stock trading
TL;DR: In this article, the authors trained a sample of accounting and finance students in performing competitive stock trading in our state-of-the-art trading room, and the subjects then performed trading of stocks under two experimental conditions: insider information, and no-insider information where significant performance-based financial awards were at stake.
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The link between monetary policy and stock and bond markets: evidence from the federal funds futures contract
O. David Gulley,Jahangir Sultan +1 more
TL;DR: In this article, the simultaneous response of both stock and bond market returns to changes in the CBOT 30-day federal funds futures rate was examined, and it was found that positive and negative changes in FFR had symmetric effects on the bond market, but somewhat asymmetric effect on the stock market.
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The impact of the listing of options in the foreign exchange market
TL;DR: In this paper, the impact of the introduction of foreign currency options and options on foreign currency futures on the underlying securities is examined and the authors find that the volatility of exchange rates decreases following the listing of options for a majority of the currencies under consideration.