10
H index
10
i10 index
347
Citations
Wayne State University | 10 H index 10 i10 index 347 Citations RESEARCH PRODUCTION: 29 Articles RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Mbodja MOUGOUE. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
---|---|
Journal of Financial Research | 3 |
Journal of Futures Markets | 3 |
Empirical Economics | 2 |
Communications in Statistics - Theory and Methods | 2 |
Year | Title of citing document |
---|---|
2022 | Expectations, Economic Uncertainty, and Sentiment. (2022). de Medeiros, Douglas. In: RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration). RePEc:abg:anprac:v:26:y:2022:i:5:1524. Full description at Econpapers || Download paper |
2021 | A pragmatic evaluation of the interconnection between currency futures return volatility, open interest and volume. (2021). Johnson, Johney ; Devan, Karthika P. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(626):y:2021:i:1(626):p:289-296. Full description at Econpapers || Download paper |
2020 | Transmission of International Financial Shocks: A Cross Country Analysis. (2020). MALLICK, HRUSHIKESH ; Rout, Sanjay Kumar. In: Asian Development Policy Review. RePEc:asi:adprev:2020:p:236-259. Full description at Econpapers || Download paper |
2022 | Exchange Rate Volatility and Exports: The Nigerian Scenario. (2022). Chukwuka, Ekechi ; Ebenyi, Gabriel O ; Uzoechina, Benedict I ; Saleh, Abubakar Sadiq ; Eze, Millicent Adanne ; Duru, Innocent U. In: Asian Journal of Empirical Research. RePEc:asi:ajoerj:v:12:y:2022:i:1:p:11-28:id:4404. Full description at Econpapers || Download paper |
2020 | The role of uncertainty on agricultural futures markets momentum trading and volatility. (2020). Czudaj, Robert ; Robert, Czudaj. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:24:y:2020:i:3:p:39:n:3. Full description at Econpapers || Download paper |
2021 | The Role of Fiscal Policies for External Imbalances: Evidence from the European Union. (2021). Coelho, José Carlos ; Afonso, Antonio. In: EconPol Working Paper. RePEc:ces:econwp:_57. Full description at Econpapers || Download paper |
2021 | Exchange Rate and Stock Market Development in Bangladesh. (2021). Hossain, Md Sharif ; Sen, Kanon Kumar ; Mitra, Rajarshi ; Abedin, Md Thasinul. In: Economics Bulletin. RePEc:ebl:ecbull:eb-21-00131. Full description at Econpapers || Download paper |
2021 | The dynamic linkages between current account deficit and budget balance deficit in the South Asian region. (2021). Suardi, Sandy ; Rajakaruna, Iwanthika. In: Journal of Asian Economics. RePEc:eee:asieco:v:77:y:2021:i:c:s1049007821001226. Full description at Econpapers || Download paper |
2022 | New volatility evolution model after extreme events. (2022). Ren, Fei ; Yang, Ming-Yuan ; Zhang, Wei ; Xiong, Xiong ; Li, Sai-Ping ; Chen, Zhang-Hangjian ; Cai, Mei-Ling. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:154:y:2022:i:c:s0960077921009620. Full description at Econpapers || Download paper |
2020 | Forecasting stock market volatility: The role of technical variables. (2020). Liu, LI ; Pan, Zhiyuan. In: Economic Modelling. RePEc:eee:ecmode:v:84:y:2020:i:c:p:55-65. Full description at Econpapers || Download paper |
2021 | Returns and volume: Frequency connectedness in cryptocurrency markets. (2021). Tzaferi, Dimitra ; Fousekis, Panos. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:13-20. Full description at Econpapers || Download paper |
2020 | The empirical linkages among market returns, return volatility, and trading volume: Evidence from the S&P 500 VIX Futures. (2020). Ku, Yu-Cheng ; Chuang, Hwei-Lin ; Kao, Yu-Sheng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940818303358. Full description at Econpapers || Download paper |
2020 | On the relationship between the current account and the fiscal balance: The case of Canada. (2020). Janko, Zuzana. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301388. Full description at Econpapers || Download paper |
2021 | Cyclical fractional cointegration. (2021). Sibbertsen, Philipp ; Voges, Michelle. In: Econometrics and Statistics. RePEc:eee:ecosta:v:19:y:2021:i:c:p:114-129. Full description at Econpapers || Download paper |
2021 | Asymmetric oil price and Asian economies: A nonlinear ARDL approach. (2021). Olson, Dennis ; Nusair, Salah A. In: Energy. RePEc:eee:energy:v:219:y:2021:i:c:s0360544220327018. Full description at Econpapers || Download paper |
2021 | Measuring Trump: The Volfefe Index and its impact on European financial markets. (2021). Koser, Christoph ; Klaus, Jurgen. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319313674. Full description at Econpapers || Download paper |
2021 | Sovereign credit ratings: Discovering unorthodox factors and variables. (2021). Teo, Wing Leong ; Chit, Myint Moe ; Choy, Swee Yew. In: Global Finance Journal. RePEc:eee:glofin:v:48:y:2021:i:c:s1044028320300120. Full description at Econpapers || Download paper |
2020 | Do investors follow the herd in option markets?. (2020). Voukelatos, Nikolaos ; Verousis, Thanos ; Bernales, Alejandro. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:119:y:2020:i:c:s0378426616000406. Full description at Econpapers || Download paper |
2021 | The impact of US monetary policy on managed exchange rates and currency peg regimes. (2021). Roevekamp, Ingmar . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:110:y:2021:i:c:s0261560620302229. Full description at Econpapers || Download paper |
2021 | The impact of speculation on commodity prices: A Meta-Granger analysis. (2021). Rathgeber, Andreas ; Schmid, Florian ; Hutter, Marie ; Geyer-Klingeberg, Jerome ; Wimmer, Thomas. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:22:y:2021:i:c:s2405851320300258. Full description at Econpapers || Download paper |
2020 | Persistence in silver prices and the influence of solar energy. (2020). Gil-Alana, Luis ; Apergis, Nicholas ; Carmona-Gonzalez, Nieves. In: Resources Policy. RePEc:eee:jrpoli:v:69:y:2020:i:c:s0301420720308886. Full description at Econpapers || Download paper |
2021 | Uncovering the complex asymmetric relationship between trading activity and commodity futures price: Evidenced from QNARDL study. (2021). Tiwari, Aviral ; Roubaud, David ; Lahiani, Amine ; Jena, Sangram Keshari. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721002889. Full description at Econpapers || Download paper |
2020 | Pricing and hedging foreign equity options under Hawkes jump–diffusion processes. (2020). Xu, Weidong ; Shrestha, Keshab ; Pan, Dongtao ; Ma, Yong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:537:y:2020:i:c:s0378437119315110. Full description at Econpapers || Download paper |
2021 | On the link between current account and fiscal imbalances in the presence of structural breaks: Empirical evidence from Egypt. (2021). Dissou, Yazid ; Nafie, Yousra. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:79:y:2021:i:c:p:15-27. Full description at Econpapers || Download paper |
2021 | Conditional correlation between exchange rates and stock prices. (2021). Ding, Liang. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:452-463. Full description at Econpapers || Download paper |
2021 | Volatility spillover between exchange rate and stock returns under volatility shifts. (2021). Malik, Farooq. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:605-613. Full description at Econpapers || Download paper |
2020 | The foreign exchange and stock market nexus: New international evidence. (2020). Chen, Shyh-Wei ; Xie, Zixiong ; Wu, An-Chi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:67:y:2020:i:c:p:240-266. Full description at Econpapers || Download paper |
2021 | Information dissemination across global markets during the spread of COVID-19 pandemic. (2021). Pandey, Ashish ; Tripathi, Abhinava. In: International Review of Economics & Finance. RePEc:eee:reveco:v:74:y:2021:i:c:p:103-115. Full description at Econpapers || Download paper |
2020 | How does economic policy uncertainty affect the bitcoin market?. (2020). Li, Xiao ; Wang, Pengfei ; Zhang, Wei ; Shen, Dehua. In: Research in International Business and Finance. RePEc:eee:riibaf:v:53:y:2020:i:c:s0275531919308037. Full description at Econpapers || Download paper |
2021 | The historic oil price fluctuation during the Covid-19 pandemic: What are the causes?. (2021). LE, Thai-Ha ; Tu, Anh. In: Research in International Business and Finance. RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921001100. Full description at Econpapers || Download paper |
2020 | The Effect of Macroeconomics on Stock Price Index in the Republic of China. (2020). Mahpudin, Endang. In: International Journal of Economics & Business Administration (IJEBA). RePEc:ers:ijebaa:v:viii:y:2020:i:3:p:228-236. Full description at Econpapers || Download paper |
2020 | Are Emerging Markets Efficient? Evidence from Informational Content of Dividend Changes in Polish Stock Market. (2020). Wisniewski, Tomasz K ; Snarska, Magorzata ; Zygula, Andrzej. In: European Research Studies Journal. RePEc:ers:journl:v:xxiii:y:2020:i:4:p:687-717. Full description at Econpapers || Download paper |
2021 | Nonlinear Causality between Crude Oil Prices and Exchange Rates: Evidence and Forecasting. (2021). Orzeszko, Witold. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:19:p:6043-:d:640970. Full description at Econpapers || Download paper |
2021 | Firm, Industry and Macroeconomics Dynamics of Stock Returns: A Case of Pakistan Non-Financial Sector. (2021). Naseer, Mirza Muhammad ; Olah, Judit ; Popp, Jozsef ; Khan, Muhammad Asif. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:5:p:190-:d:540877. Full description at Econpapers || Download paper |
2021 | Market Openness and Its Relationship to Connecting Markets Due to COVID-19. (2021). de la Fuente-Mella, Hanns ; Rubilar-Torrealba, Rolando ; Chahuan-Jimenez, Karime. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:19:p:10964-:d:648893. Full description at Econpapers || Download paper |
2020 | Commodity Price Volatility, Fiscal Balance and Real Interest Rate. (2020). Vespignani, Joaquin ; Raghavan, Mala ; Majumder, Monoj Kumar. In: Working Papers. RePEc:hal:wpaper:hal-03078952. Full description at Econpapers || Download paper |
2020 | The relationship between budget deficit and external deficit: the case of Portugal. (2020). Coelho, Jose Carlos. In: Working Papers REM. RePEc:ise:remwps:wp01162020. Full description at Econpapers || Download paper |
2021 | The Role of Fiscal Policies for External Imbalances: Evidence from the European Union. (2021). Coelho, José Carlos ; Afonso, Antonio. In: Working Papers REM. RePEc:ise:remwps:wp01622021. Full description at Econpapers || Download paper |
2020 | Structural changes in exchange rate-stock returns dynamics in South Africa: examining the role of crisis and new trading platform. (2020). Phiri, Andrew. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:53:y:2020:i:1:d:10.1007_s10644-019-09246-8. Full description at Econpapers || Download paper |
2021 | The dynamic relationship between greenfield investments, cross-border M&As, domestic investment and economic growth in Vietnam. (2021). Ha, Ngoc ; Luu, Hiep Ngoc ; Nguyen, Hieu Thanh. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:54:y:2021:i:4:d:10.1007_s10644-020-09292-7. Full description at Econpapers || Download paper |
2021 | Fiscal and External Deficits Nexus in GIIPS Countries: Evidence from Parametric and Nonparametric Causality Tests. (2021). Aworinde, Olalekan Bashir ; Ahmad, Ahmad Hassan. In: International Advances in Economic Research. RePEc:kap:iaecre:v:27:y:2021:i:3:d:10.1007_s11294-021-09829-0. Full description at Econpapers || Download paper |
2021 | Fiscal Policy Approaches: An Inquiring Look From The Modern Monetary Theory. (2021). Hidalgo, Esteban Cruz ; Garcia, Bibiana Medialdea ; Espinosa, Eduardo Garzon. In: Journal of Economic Issues. RePEc:mes:jeciss:v:55:y:2021:i:4:p:999-1022. Full description at Econpapers || Download paper |
2021 | Does the Twin-Deficits doctrine apply to the Gulf Cooperation Council? A dynamic panel VAR-X model approach. (2021). AL-JAHWARI, SALIM ; Said, Salim Ahmed. In: MPRA Paper. RePEc:pra:mprapa:111232. Full description at Econpapers || Download paper |
2020 | Assessing the extent of exchange rate risk pricing in equity markets: emerging versus developed economies. (2020). Bonga-Bonga, Lumengo ; Mpoha, Salifya. In: MPRA Paper. RePEc:pra:mprapa:99597. Full description at Econpapers || Download paper |
2021 | Hypothesis of Twin Deficits in Cote d’Ivoire: The Nonlinear Effect Analysis with a Smooth Transition Autoregression Model (STAR). (2021). Lopez, Grekou Gahie. In: Applied Economics and Finance. RePEc:rfa:aefjnl:v:8:y:2021:i:1:p:59-73. Full description at Econpapers || Download paper |
2021 | Target Price Achievement and Target Price Accuracy Models: An Analysis of Advisory Firms’ Recommendation for the Indian Banking Stocks. (2021). Patel, Hiren. In: Global Business Review. RePEc:sae:globus:v:22:y:2021:i:2:p:459-473. Full description at Econpapers || Download paper |
2021 | The twin deficits in the ASEAN countries. (2021). Magazzino, Cosimo. In: Evolutionary and Institutional Economics Review. RePEc:spr:eaiere:v:18:y:2021:i:1:d:10.1007_s40844-020-00173-2. Full description at Econpapers || Download paper |
2020 | Trading stocks following sharp movements in the USDX, GBP/USD, and USD/CNY. (2020). Huang, Paoyu ; Day, Min-Yuh ; Ni, Yensen. In: Financial Innovation. RePEc:spr:fininn:v:6:y:2020:i:1:d:10.1186_s40854-020-00190-5. Full description at Econpapers || Download paper |
2020 | Twin Deficits: Evidence From Portugal, Italy, Spain and Greece. (2020). Koukouritakis, Minoas ; Panousis, Konstantinos P. In: Intereconomics: Review of European Economic Policy. RePEc:spr:intere:v:55:y:2020:i:5:d:10.1007_s10272-020-0924-y. Full description at Econpapers || Download paper |
2021 | Dynamic linkages between US and Eurodollar interest rates: new evidence from causality in quantiles. (2021). Ngene, Geoffrey ; Tah, Kenneth A. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:45:y:2021:i:1:d:10.1007_s12197-020-09533-5. Full description at Econpapers || Download paper |
2021 | Analysis of the dynamic relationship between liquidity proxies and returns on the French CAC 40 index. (2021). Sadefo-Kamdem, Jules ; Assoil, Ayad. In: SN Business & Economics. RePEc:spr:snbeco:v:1:y:2021:i:10:d:10.1007_s43546-021-00129-7. Full description at Econpapers || Download paper |
2020 | Commodity price volatility, fiscal balance and real interest rate. (2020). Vespignani, Joaquin ; Raghavan, Mala ; Majumder, Monoj Kumar . In: Working Papers. RePEc:tas:wpaper:34484. Full description at Econpapers || Download paper |
2020 | Relationship between Macroeconomic Indicators and Capital Markets Performance in Selected Southeastern European Countries. (2020). Dodig, Ante. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:9323. Full description at Econpapers || Download paper |
2021 | Does volume really matter? A risk management perspective using cross?country evidence. (2021). Bhattacharyya, Malay ; Patra, Saswat. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:1:p:118-135. Full description at Econpapers || Download paper |
2022 | Do the Renminbi and Hong Kong dollar bubbles interact?. (2022). Deng, Chao ; Lv, Zhike ; Peng, Cheng ; Su, Xiaojian. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:1:p:312-319. Full description at Econpapers || Download paper |
2020 | Relationship between Macroeconomic Indicators and Capital Markets Performance in Selected Southeastern European Countries. (2020). Dodig, Ante. In: Zagreb International Review of Economics and Business. RePEc:zag:zirebs:v:23:y:2020:i:2:p:55-88. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
---|---|---|---|
2008 | Maturities, Nonlinearities, and the International Transmission of Short-Term Interest Rates In: Review of Applied Economics. [Full Text][Citation analysis] | article | 0 |
1997 | The Causality Effects of the Federal Reserves Monetary Policy on U.S. and Eurodollar Interest Rates. In: The Financial Review. [Citation analysis] | article | 4 |
2003 | The Information Signaling Hypothesis of Dividends: Evidence from Cointegration and Causality Tests In: Journal of Business Finance & Accounting. [Full Text][Citation analysis] | article | 6 |
1992 | THE TERM STRUCTURE OF INTEREST RATES AS A COINTEGRATED SYSTEM: EMPIRICAL EVIDENCE FROM THE EUROCURRENCY MARKET In: Journal of Financial Research. [Full Text][Citation analysis] | article | 10 |
1994 | AN INVESTIGATION INTO THE CAUSALITY AMONG FIRMS DIVIDEND, INVESTMENT, AND FINANCING DECISIONS In: Journal of Financial Research. [Full Text][Citation analysis] | article | 1 |
1996 | ON THE DYNAMIC RELATION BETWEEN STOCK PRICES AND EXCHANGE RATES In: Journal of Financial Research. [Full Text][Citation analysis] | article | 134 |
2014 | Testing for heteroskedasticity and spatial correlation in a two way random effects model In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 0 |
1993 | Cointegration among Southeast Asian and Japanese currencies: Preliminary evidence of a Yen bloc? In: Economics Letters. [Full Text][Citation analysis] | article | 11 |
2010 | Is there a symmetric nonlinear causal relationship between large and small firms? In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 18 |
1996 | Stock returns and volatility: An empirical investigation of the German and French equity markets In: Global Finance Journal. [Full Text][Citation analysis] | article | 0 |
2021 | Return and volatility spillovers to African currencies markets In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 0 |
1996 | Cointegration among Asian currencies: Evidence of the increasing influence of the Japanese yen In: Japan and the World Economy. [Full Text][Citation analysis] | article | 24 |
2011 | Trading volume and exchange rate volatility: Evidence for the sequential arrival of information hypothesis In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 33 |
1991 | Corporate dividend policy and the partial adjustment model In: Journal of Economics and Business. [Full Text][Citation analysis] | article | 1 |
1996 | International linkages between short-term real interest rates In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 7 |
1996 | The pricing of foreign exchange risk: Evidence from ADRS In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 15 |
1998 | Common Stochastic Trends among Asian Currencies: Evidence for Japan, ASEANs, and the Asian Tigers. In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 4 |
2009 | How Firms Foreign Tax Credit Limitation Affects the Amount of Foreign Assets Deployed In: Public Finance Review. [Full Text][Citation analysis] | article | 0 |
2004 | Causality tests of the relationship between the twin deficits In: Empirical Economics. [Full Text][Citation analysis] | article | 43 |
2021 | Return and volatility spillovers to African equity markets and their determinants In: Empirical Economics. [Full Text][Citation analysis] | article | 0 |
2007 | Testing for infrequent permanent shocks: is the US inflation rate stationary? In: Applied Financial Economics. [Full Text][Citation analysis] | article | 0 |
2014 | A Joint Score Test for Heteroscedasticity in the Two Way Error Components Model In: Communications in Statistics - Theory and Methods. [Full Text][Citation analysis] | article | 0 |
2014 | Conditional Score Tests for Heteroscedasticity in the Two-Way Error Components Model In: Communications in Statistics - Theory and Methods. [Full Text][Citation analysis] | article | 0 |
2008 | An empirical re-examination of the dividend-investment relation In: Quantitative Finance. [Full Text][Citation analysis] | article | 2 |
2021 | The democracy income?growth nexus in the southern African development community revisited In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 0 |
2014 | Estimating and Predicting the General Random Effects Model In: Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
1997 | Linear dependence, nonlinear dependence and petroleum futures market efficiency In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 4 |
1997 | An examination of linear and nonlinear causal relationships between price variability and volume in petroleum futures markets In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 10 |
2002 | An empirical examination of the relation between futures spreads volatility, volume, and open interest In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 20 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 30 2022. Contact: CitEc Team