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Month of the year effect and January effect in pre-WWI stock returns : evidence from a non-linear GARCH model

Choudhry, Taufiq - In: International journal of finance & economics : IJFE 6 (2001) 1, pp. 1-11

Persistent link: https://www.econbiz.de/10001550186

Short-run deviations and optimal hedge ratio : evidence from stock futures

Choudhry, Taufiq - In: Journal of multinational financial management 13 (2003) 2, pp. 171-192

Persistent link: https://www.econbiz.de/10001756471

Stock market volatility and the US consumer expenditure

Choudhry, Taufiq - In: Journal of macroeconomics 25 (2003) 3, pp. 367-385

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Time-varying beta and the Asian financial crisis : evidence from Malaysian and Taiwanese firms

Choudhry, Taufiq - In: Pacific-Basin finance journal 13 (2005) 1, pp. 93-118

Persistent link: https://www.econbiz.de/10002536515

The hedging effectiveness of constant and time-varying hedge ratios using three pacific basin stock futures

Choudhry, Taufiq - In: International review of economics & finance : IREF 13 (2004) 4, pp. 371-385

Persistent link: https://www.econbiz.de/10002222885

Day of the week effect in emerging Asian stock markets : evidence from the GARCH model

Choudhry, Taufiq - In: Applied financial economics 10 (2000) 3, pp. 235-242

Persistent link: https://www.econbiz.de/10001526275

Exchange rate volatility and United Kingdom trade : evidence from Canada, Japan and New Zealand

Choudhry, Taufiq - In: Empirical economics : a journal of the Institute for … 35 (2008) 3, pp. 607-619

Persistent link: https://www.econbiz.de/10003776785

Short-run deviations and time-varying hedge ratios : evidence from agricultural futures markets

Choudhry, Taufiq - In: International review of financial analysis 18 (2009) 1/2, pp. 58-65

Persistent link: https://www.econbiz.de/10003850310

Time-varying risk premium yield spread effect in term structure and global financial crisis : evidence from Europe

Choudhry, Taufiq - In: International review of financial analysis 48 (2016), pp. 303-311

Persistent link: https://www.econbiz.de/10011624526

The Intraday Dynamics of Bitcoin

Eross, Andrea - 2017

Bitcoin has received much investor attention in recent years, however, there remains a lot of scepticism and lack of understanding of this cryptocurrency. We contribute to the growing literature of Bitcoin by examining the intraday variables of the leading Bitcoin exchange with the highest...

Persistent link: https://www.econbiz.de/10012950478