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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
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Short-run deviations and volatility in spot and futures stock returns : evidence from Australia, Hong Kong, and Japan
Choudhry, Taufiq - In: The journal of futures markets 17 (1997) 6, pp. 689-705
Persistent link: https://www.econbiz.de/10001228026
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Meltdown of 1987 and meteor showers among Pacific-Basin stock markets
Choudhry, Taufiq - In: Applied financial economics 10 (2000) 1, pp. 71-80
Persistent link: https://www.econbiz.de/10001525808
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International transmission of stock returns and volatility : empirical comparison between friends and foes
Choudhry, Taufiq - In: Emerging markets finance & trade : a journal of the … 40 (2004) 4, pp. 33-52
Persistent link: https://www.econbiz.de/10002162905
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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
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Stock returns under high inflation and interest rates : evidence from the Brazilian market
Pimentel, Renê Coppe; Choudhry, Taufiq - In: Emerging markets finance & trade : a journal of the … 50 (2014) 1, pp. 71-92
Persistent link: https://www.econbiz.de/10010402599
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Forecasting ability of GARCH vs Kalman filter method : evidence from daily UK time-varying beta
Choudhry, Taufiq; Wu, Hao - In: Journal of forecasting 27 (2008) 8, pp. 670-689
Persistent link: https://www.econbiz.de/10003799954
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Forecasting the weekly time-varying beta of UK firms : GARCH models vs. Kalman filter method
Choudhry, Taufiq; Wu, Hao - In: The European journal of finance 15 (2009) 3/4, pp. 437-444
Persistent link: https://www.econbiz.de/10003875496
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Relationship between gold and stock markets during the global financial crisis : evidence from nonlinear causality tests
Choudhry, Taufiq; Ul Hassan, Syed Shabi; Shabi, Sarosh - In: International review of financial analysis 41 (2015), pp. 247-256
Persistent link: https://www.econbiz.de/10011508942
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Returns and volatility spillover in the European banking industry during global financial crisis : flight to perceived quality or contagion?
Choudhry, Taufiq; Jayasekera, Ranadeva - In: International review of financial analysis 36 (2014), pp. 36-45
Persistent link: https://www.econbiz.de/10010530222