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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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Economic policy uncertainty and the UK demand for money : evidence from the inter-war period
Choudhry, Taufiq - In: Journal of economic studies 50 (2023) 7, pp. 1485-1500
Persistent link: https://www.econbiz.de/10014428610
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High inflation rates and the long-run money demand function : evidence from cointegration tests
Choudhry, Taufiq - In: Journal of macroeconomics 17 (1995) 1, pp. 77-91
Persistent link: https://www.econbiz.de/10015153253
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The long memory of the forward premium during the 1920s’ float : evidence from the European foreign exchange market
Choudhry, Taufiq - In: The European journal of finance 19 (2013) 9/10, pp. 964-977
Persistent link: https://www.econbiz.de/10010245643
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Cointegration and the long-run money demand function in high inflation countries
Choudhry, Taufiq - 1992
Persistent link: https://www.econbiz.de/10000863230
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The monetary model of exchange rates : evidence from the Canadian float of the 1950s
Choudhry, Taufiq - In: Journal of macroeconomics 19 (1997) 2, pp. 349-362
Persistent link: https://www.econbiz.de/10001218200
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The stochastic structure of the time-varying beta : evidence from UK companies
Choudhry, Taufiq - In: The Manchester School 70 (2002) 6, pp. 768-791
Persistent link: https://www.econbiz.de/10001720415
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Modelling credit card exposure at default using vine copula quantile regression
Wattanawongwan, Suttisak; Mues, Christophe; Okhrati, Ramin - In: European journal of operational research : EJOR 311 (2023) 1, pp. 387-399
Persistent link: https://www.econbiz.de/10014336533
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High-frequency exchange-rate prediction with an artificial neural network
Choudhry, Taufiq; McGroarty, Frank; Peng, Ke; Shiyun, Wang - In: Intelligent systems in accounting finance and … 19 (2012) 3, pp. 170-178
Persistent link: https://www.econbiz.de/10009667075
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Forecasting the daily dynamic hedge ratios by GARCH models : evidence from the agricultural futures markets
Zhang, Yuanyuan; Choudhry, Taufiq - In: The European journal of finance 21 (2015) 4/6, pp. 376-399
Persistent link: https://www.econbiz.de/10010528976