Mbodja MOUGOUE : Citation Profile

Are you Mbodja MOUGOUE?

Wayne State University

10

H index

10

i10 index

353

Citations

RESEARCH PRODUCTION:

29

Articles

RESEARCH ACTIVITY:

   30 years (1991 - 2021). See details.
   Cites by year: 11
   Journals where Mbodja MOUGOUE has often published
   Relations with other researchers
   Recent citing documents: 36.    Total self citations: 3 (0.84 %)

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   Permalink: http://citec.repec.org/pmo1366
   Updated: 2022-08-06    RAS profile: 2021-11-10    
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Relations with other researchers

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:

Lee, Chin (6)

Aggarwal, Raj (6)

Tiwari, Aviral (6)

Azali, M. (6)

Abd. Majid, M. Shabri (4)

Royfaizal, R. C. (4)

Min, Hong-Ghi (4)

Tang, Bo (4)

JAWADI, Fredj (3)

Kozicki, Sharon (3)

Phiri, Andrew (3)

Cites to:

Engle, Robert (15)

Diebold, Francis (13)

Granger, Clive (12)

Yilmaz, Kamil (11)

Meese, Richard (11)

Eichengreen, Barry (9)

Bollerslev, Tim (9)

Mishkin, Frederic (9)

Campbell, John (8)

Dickey, David (8)

Bayoumi, Tamim (8)

Main data

Where Mbodja MOUGOUE has published?

Journals with more than one article published# docs
Journal of Futures Markets3
Journal of Financial Research3
Empirical Economics2
Communications in Statistics - Theory and Methods2

Recent works citing Mbodja MOUGOUE (2022 and 2021)

YearTitle of citing document
2022Expectations, 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.

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2021A 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.

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2022Exchange 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.

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2021The 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.

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2021Exchange 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.

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2021The 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.

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2022New 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.

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2021Returns 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.

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2021Cyclical fractional cointegration. (2021). Sibbertsen, Philipp ; Voges, Michelle. In: Econometrics and Statistics. RePEc:eee:ecosta:v:19:y:2021:i:c:p:114-129.

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2021Asymmetric 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.

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2021Measuring 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.

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2021Sovereign 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.

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2021The 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.

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2021The 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.

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2021Uncovering 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.

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2022Modeling twin deficit hypothesis with oil price volatility in African oil-producing countries. (2022). Eregha, Perekunah ; Vo, Xuan Vinh ; Aworinde, Olalekan B. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721005195.

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2021On 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.

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2021Conditional 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.

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2021Volatility 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.

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2021Information 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.

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2021The 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.

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2021Nonlinear 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.

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2021Firm, 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.

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2021Market 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.

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2021The 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.

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2021The 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.

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2021Fiscal 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.

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2021Fiscal 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.

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2021Does 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.

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2021Hypothesis 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.

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2021Target 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.

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2021The 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.

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2021Dynamic 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.

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2021Analysis 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.

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2021Does 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.

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2022Do 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.

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Works by Mbodja MOUGOUE:

YearTitleTypeCited
2008Maturities, Nonlinearities, and the International Transmission of Short-Term Interest Rates In: Review of Applied Economics.
[Full Text][Citation analysis]		article0
1997The Causality Effects of the Federal Reserves Monetary Policy on U.S. and Eurodollar Interest Rates. In: The Financial Review.
[Citation analysis]		article5
2003The Information Signaling Hypothesis of Dividends: Evidence from Cointegration and Causality Tests In: Journal of Business Finance & Accounting.
[Full Text][Citation analysis]		article6
1992THE TERM STRUCTURE OF INTEREST RATES AS A COINTEGRATED SYSTEM: EMPIRICAL EVIDENCE FROM THE EUROCURRENCY MARKET In: Journal of Financial Research.
[Full Text][Citation analysis]		article11
1994AN INVESTIGATION INTO THE CAUSALITY AMONG FIRMS DIVIDEND, INVESTMENT, AND FINANCING DECISIONS In: Journal of Financial Research.
[Full Text][Citation analysis]		article1
1996ON THE DYNAMIC RELATION BETWEEN STOCK PRICES AND EXCHANGE RATES In: Journal of Financial Research.
[Full Text][Citation analysis]		article135
2014Testing for heteroskedasticity and spatial correlation in a two way random effects model In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article0
1993Cointegration among Southeast Asian and Japanese currencies: Preliminary evidence of a Yen bloc? In: Economics Letters.
[Full Text][Citation analysis]		article12
2010Is there a symmetric nonlinear causal relationship between large and small firms? In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article18
1996Stock returns and volatility: An empirical investigation of the German and French equity markets In: Global Finance Journal.
[Full Text][Citation analysis]		article0
2021Return and volatility spillovers to African currencies markets In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article0
1996Cointegration among Asian currencies: Evidence of the increasing influence of the Japanese yen In: Japan and the World Economy.
[Full Text][Citation analysis]		article24
2011Trading volume and exchange rate volatility: Evidence for the sequential arrival of information hypothesis In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article34
1991Corporate dividend policy and the partial adjustment model In: Journal of Economics and Business.
[Full Text][Citation analysis]		article1
1996International linkages between short-term real interest rates In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article7
1996The pricing of foreign exchange risk: Evidence from ADRS In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article15
1998Common Stochastic Trends among Asian Currencies: Evidence for Japan, ASEANs, and the Asian Tigers. In: Review of Quantitative Finance and Accounting.
[Full Text][Citation analysis]		article4
2009How Firms Foreign Tax Credit Limitation Affects the Amount of Foreign Assets Deployed In: Public Finance Review.
[Full Text][Citation analysis]		article0
2004Causality tests of the relationship between the twin deficits In: Empirical Economics.
[Full Text][Citation analysis]		article44
2021Return and volatility spillovers to African equity markets and their determinants In: Empirical Economics.
[Full Text][Citation analysis]		article0
2007Testing for infrequent permanent shocks: is the US inflation rate stationary? In: Applied Financial Economics.
[Full Text][Citation analysis]		article0
2014A Joint Score Test for Heteroscedasticity in the Two Way Error Components Model In: Communications in Statistics - Theory and Methods.
[Full Text][Citation analysis]		article0
2014Conditional Score Tests for Heteroscedasticity in the Two-Way Error Components Model In: Communications in Statistics - Theory and Methods.
[Full Text][Citation analysis]		article0
2008An empirical re-examination of the dividend-investment relation In: Quantitative Finance.
[Full Text][Citation analysis]		article2
2021The democracy income?growth nexus in the southern African development community revisited In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article0
2014Estimating and Predicting the General Random Effects Model In: Journal of Forecasting.
[Full Text][Citation analysis]		article0
1997Linear dependence, nonlinear dependence and petroleum futures market efficiency In: Journal of Futures Markets.
[Full Text][Citation analysis]		article4
1997An 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]		article10
2002An empirical examination of the relation between futures spreads volatility, volume, and open interest In: Journal of Futures Markets.
[Full Text][Citation analysis]		article20

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