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The top documents of taufiq-choudhry

Stock Return Volatility and World War II: Evidence From Garch and Garch-X Models
Stock Return Volatility and World War II: Evidence From Garch and Garch-X Models
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Forecasting ability of GARCH vs Kalman filter method: evidence from daily UK time-varying beta
Forecasting ability of GARCH vs Kalman filter method: evidence from daily UK time-varying beta
218 views
Month of the year effect and January effect in pre-WWI stock returns: evidence from a non-linear GARCH model
Month of the year effect and January effect in pre-WWI stock returns: evidence from a non-linear GARCH model
215 views
Exchange rate volatility and United Kingdom trade: evidence from Canada, Japan and New Zealand
Exchange rate volatility and United Kingdom trade: evidence from Canada, Japan and New Zealand
218 views
Exchange Rate Regime and Demand for Reserves: Evidence from Kenya, Mexico and Philippines
Exchange Rate Regime and Demand for Reserves: Evidence from Kenya, Mexico and Philippines
212 views
Asian Currency Crisis and the Generalized PPP: Evidence from the Far East
Asian Currency Crisis and the Generalized PPP: Evidence from the Far East
215 views
Financial Crises, Contagion, and the Lender of Last Resort, Charles Goodhart and Gerhard Illing (eds)
Financial Crises, Contagion, and the Lender of Last Resort, Charles Goodhart and Gerhard Illing (eds)
213 views
High inflation rates and the long-run money demand function: Evidence from cointegration tests
High inflation rates and the long-run money demand function: Evidence from cointegration tests
217 views
The hedging effectiveness of constant and time-varying hedge ratios using three Pacific Basin stock futures
The hedging effectiveness of constant and time-varying hedge ratios using three Pacific Basin stock futures
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Time-varying beta and the Asian financial crisis: Evidence from the Asian industrial sectors
Time-varying beta and the Asian financial crisis: Evidence from the Asian industrial sectors
217 views
Stochastic Trends in Stock Prices: Evidence from Latin American Markets
Stochastic Trends in Stock Prices: Evidence from Latin American Markets
213 views
Purchasing power parity in high-inflation eastern european countries: Evidence from fractional and harris-inder cointegration tests
Purchasing power parity in high-inflation eastern european countries: Evidence from fractional and harris-inder cointegration tests
217 views
Stock market volatility and the US consumer expenditure
Stock market volatility and the US consumer expenditure
212 views
The Monetary Model of Exchange Rates: Evidence from the Canadian Float of the 1950s
The Monetary Model of Exchange Rates: Evidence from the Canadian Float of the 1950s
212 views
Short-run deviations and optimal hedge ratio: evidence from stock futures
Short-run deviations and optimal hedge ratio: evidence from stock futures
213 views
Re-examining forward market efficiency Evidence from fractional and Harris-Inder cointegration tests
Re-examining forward market efficiency Evidence from fractional and Harris-Inder cointegration tests
214 views
HIGH-FREQUENCY EXCHANGE-RATE PREDICTION WITH AN ARTIFICIAL NEURAL NETWORK
HIGH-FREQUENCY EXCHANGE-RATE PREDICTION WITH AN ARTIFICIAL NEURAL NETWORK
217 views
Short-run deviations and time-varying hedge ratios: Evidence from agricultural futures markets
Short-run deviations and time-varying hedge ratios: Evidence from agricultural futures markets
212 views
Exchange rate volatility and the United States exports: evidence from Canada and Japan
Exchange rate volatility and the United States exports: evidence from Canada and Japan
212 views
Comparison of efficiency characteristics between the banking sectors of US and UK during the global financial crisis of 2007–2011
Comparison of efficiency characteristics between the banking sectors of US and UK during the global financial crisis of 2007–2011
217 views