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H index
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i10 index
404
Citations
Mbodja MOUGOUE : Citation Profile
Wayne State University | RESEARCH PRODUCTION: 29 Articles RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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30 years (1991 - 2021). 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:
| Cites to:
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Main data
Where Mbodja MOUGOUE has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Financial Research | 3 |
| Journal of Futures Markets | 3 |
| Communications in Statistics - Theory and Methods | 2 |
| Empirical Economics | 2 |
Recent works citing Mbodja MOUGOUE (2025 and 2024)
Year  | Title of citing document |
|---|---|
| 2024 | Return volatility and trading volume of GameFi. (2024). Shen, Dehua ; Goodell, John W ; Shi, Guiqiang. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:43:y:2024:i:c:s2214635024000704. Full description at Econpapers || Download paper |
| 2024 | The volume-implied volatility relation in financial markets: A behavioral explanation. (2024). Padungsaksawasdi, Chaiyuth ; Cheuathonghua, Massaporn. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000238. Full description at Econpapers || Download paper |
| 2024 | RMB exchange rate volatility and the cross-section of Chinese A-share returns. (2024). Li, Donghui ; Han, Liyan ; Ding, Wenjie ; Qiao, Tongshuai. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:142:y:2024:i:c:s0261560624000111. Full description at Econpapers || Download paper |
| 2024 | The asymmetric relationships between the Bitcoin futures’ return, volatility, and trading volume. (2024). Ku, Yu-Cheng ; Chuang, Hwei-Lin ; Zhao, Kai ; Kao, Yu-Sheng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:524-542. Full description at Econpapers || Download paper |
| 2024 | An empirical analysis of the volume-volatility nexus in crude oil markets under structural breaks: Implications for forecasting. (2024). Patra, Saswat. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s105905602400426x. Full description at Econpapers || Download paper |
| 2024 | Comparative analysis of the exchange rates-stock returns nexus in commodity-exporters and -importers before and during the war in Ukraine. (2024). Hammoudeh, Shawkat ; Iftiolu, Serhan ; Sokhanvar, Amin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pb:s0275531923002787. Full description at Econpapers || Download paper |
| 2024 | Volatility spillover across spot and futures markets: Evidence from dual financial system. (2024). Elsayed, Ahmed ; Asutay, Mehmet ; Jusoh, Hashim Bin ; Elalaoui, Abdelkader O. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002666. Full description at Econpapers || Download paper |
| 2024 | Exploring the Spillover effects of tail risk fluctuations in the RMB exchange rate—The time-frequency and quantile connectivity perspective. (2024). Huang, Zhigang ; Zhang, Weilan. In: Research in International Business and Finance. RePEc:eee:riibaf:v:72:y:2024:i:pb:s0275531924003271. Full description at Econpapers || Download paper |
| 2024 | Realized higher moments and trading activity. (2024). Yuan, Shu-Fang. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:62:y:2024:i:3:d:10.1007_s11156-023-01227-3. Full description at Econpapers || Download paper |
| 2024 | Asymmetric Effect of Fiscal Deficit on Current Account Deficit: Evidence from India. (2024). Fatima, Sana ; Adil, Masudul Hasan ; Mittal, Ashok ; Sharma, Vishal. In: Vision. RePEc:sae:vision:v:28:y:2024:i:4:p:480-493. Full description at Econpapers || Download paper |
| 2025 | Dynamics of the relationship between stock markets and exchange rates during quantitative easing and tightening. (2025). Sokhanvar, Amin ; Ahmadian-Yazdi, Farzaneh ; Tiwari, Aviral Kumar ; Roudari, Soheil. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00694-4. Full description at Econpapers || Download paper |
Works by Mbodja MOUGOUE:
| 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 | 5 |
| 2003 | The Information Signaling Hypothesis of Dividends: Evidence from Cointegration and Causality Tests In: Journal of Business Finance & Accounting. [Full Text][Citation analysis] | article | 7 |
| 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 | 11 |
| 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 | 148 |
| 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 | 21 |
| 2010 | Is there a symmetric nonlinear causal relationship between large and small firms? In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 20 |
| 1996 | Stock returns and volatility: An empirical investigation of the German and French equity markets In: Global Finance Journal. [Full Text][Citation analysis] | article | 1 |
| 2021 | Return and volatility spillovers to African currencies markets In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 2 |
| 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 | 25 |
| 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 | 39 |
| 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 | 48 |
| 2021 | Return and volatility spillovers to African equity markets and their determinants In: Empirical Economics. [Full Text][Citation analysis] | article | 3 |
| 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 | 17 |
| 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 | 23 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team