10
H index
10
i10 index
398
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 Futures Markets | 3 |
| Journal of Financial Research | 3 |
| Communications in Statistics - Theory and Methods | 2 |
| Empirical Economics | 2 |
Recent works citing Mbodja MOUGOUE (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Regional sentiment of Central European currencies in the global context. (2023). Polak, Petr ; Benecka, Sona. In: Occasional Publications - Chapters in Edited Volumes. RePEc:cnb:ocpubc:geo2023/3. 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 |
| 2023 | Uniform and Lp convergences for nonparametric continuous time regressions with semiparametric applications. (2023). Wang, Bin ; Kim, Jihyun ; Bu, Ruijun. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1934-1954. Full description at Econpapers || Download paper |
| 2023 | The asymmetric effects of oil price shocks on the world food prices: Fresh evidence from quantile-on-quantile regression approach. (2023). Sharif, Arshian ; Shah, Nida ; Raza, Syed Ali ; Gao, Pengpeng ; Sun, Yunpeng. In: Energy. RePEc:eee:energy:v:270:y:2023:i:c:s0360544223002062. Full description at Econpapers || Download paper |
| 2023 | The nonlinear and negative tail dependence and risk spillovers between foreign exchange and stock markets in emerging economies. (2023). Alshater, Muneer M ; el Khoury, Rim ; Tian, Maoxi. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:82:y:2023:i:c:s1042443122001846. 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 |
| 2023 | What impacts foreign capital flows to Chinas stock markets? Evidence from financial risk spillover networks. (2023). Li, Songsong ; Xu, Hao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:559-577. 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 |
| 2023 | Return–volume nexus in financial markets: A survey of research. (2023). Yamani, Ehab. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000363. Full description at Econpapers || Download paper |
| 2023 | A bibliometric review of dividend policy literature. (2023). Iqbal, Najaf ; Patel, Ritesh ; Ed-Dafali, Slimane. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923001137. 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 |
| 2023 | Neural network predictions of the high-frequency CSI300 first distant futures trading volume. (2023). Zhang, Yun ; Xu, Xiaojie. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:37:y:2023:i:2:d:10.1007_s11408-022-00421-y. 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 |
| 2023 | Exchange rate shocks and equity prices: the role of currency denomination. (2023). Oktay, Alex ; Baeriswyl, Romain ; Ramelet, Marc-Antoine. In: Working Papers. RePEc:snb:snbwpa:2023-05. Full description at Econpapers || Download paper |
| 2023 | The level of African forex markets integration and Eurobond issue. (2023). Kuttu, Saint ; Boachie-Yiadom, Eric ; Andoh, Charles ; Mensah, Lord. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:47:y:2023:i:1:d:10.1007_s12197-022-09596-6. Full description at Econpapers || Download paper |
| 2023 | Linear and Nonlinear Causal Linkages Between Exports and Growth in Next Eleven Economies. (2023). el Montasser, Ghassen ; Abid, Abir ; Ben-Salha, Ousama. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:14:y:2023:i:2:d:10.1007_s13132-022-00958-3. Full description at Econpapers || Download paper |
| 2023 | Coking coal futures price index forecasting with the neural network. (2023). Zhang, Yun ; Xu, Xiaojie. In: Mineral Economics. RePEc:spr:minecn:v:36:y:2023:i:2:d:10.1007_s13563-022-00311-9. Full description at Econpapers || Download paper |
| 2023 | Relevance of twin deficit hypothesis in the presence of structural breaks: an evidence from Pakistan. (2023). Afridi, Muhammad Asim ; Jadoon, Sarmad ; Ali, Syed Sadaqat. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:57:y:2023:i:4:d:10.1007_s11135-022-01511-9. Full description at Econpapers || Download paper |
| 2023 | Co?movement of foreign exchange rate returns and stock market returns in an emerging market: Evidence from the wavelet coherence approach. (2023). Kirikkaleli, Dervis ; Abbas, Syed Kumail ; Gokmenoglu, Korhan K ; He, Xingxing. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:2:p:1994-2005. Full description at Econpapers || Download paper |
| 2023 | The ability of U.S. macroeconomic variables to predict Asian financial market returns. (2023). Tzeng, Kaeyih. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:4:p:3529-3551. Full description at Econpapers || Download paper |
| 2023 | Impact of capital account liberalization on stock market crashes. (2023). Shehzad, Choudhry Tanveer ; Khalid, Rizwan ; Naqvi, Bushra. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:4:p:3700-3726. 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. [Citation analysis] | article | 147 |
| 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 | 37 |
| 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 | 47 |
| 2021 | Return and volatility spillovers to African equity markets and their determinants In: Empirical Economics. [Full Text][Citation analysis] | article | 2 |
| 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 | 16 |
| 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 November, 3 2024. Contact: CitEc Team