Access Statistics for Mbodja MOUGOUE

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Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Joint Score Test for Heteroscedasticity in the Two Way Error Components Model 0 0 0 0 0 0 0 1
AN INVESTIGATION INTO THE CAUSALITY AMONG FIRMS' DIVIDEND, INVESTMENT, AND FINANCING DECISIONS 0 0 0 11 0 0 3 38
An empirical examination of the relation between futures spreads volatility, volume, and open interest 0 0 1 18 0 0 3 64
An empirical re-examination of the dividend-investment relation 1 1 1 68 1 1 1 143
An examination of linear and nonlinear causal relationships between price variability and volume in petroleum futures markets 0 0 0 2 0 0 2 19
Causality tests of the relationship between the twin deficits 0 0 0 222 0 0 3 508
Cointegration among Asian currencies: Evidence of the increasing influence of the Japanese yen 0 0 0 77 0 1 4 247
Cointegration among Southeast Asian and Japanese currencies: Preliminary evidence of a Yen bloc? 0 0 0 57 0 0 2 171
Common Stochastic Trends among Asian Currencies: Evidence for Japan, ASEANs, and the Asian Tigers 0 0 0 48 0 1 2 272
Conditional Score Tests for Heteroscedasticity in the Two-Way Error Components Model 0 0 0 0 0 0 0 1
Corporate dividend policy and the partial adjustment model 0 0 2 140 0 0 2 308
Estimating and Predicting the General Random Effects Model 1 1 2 12 1 2 5 40
How Firms' Foreign Tax Credit Limitation Affects the Amount of Foreign Assets Deployed 0 0 0 1 0 0 1 35
International linkages between short-term real interest rates 0 0 0 26 0 0 1 85
Is there a symmetric nonlinear causal relationship between large and small firms? 0 0 0 47 0 0 1 159
Linear dependence, nonlinear dependence and petroleum futures market efficiency 0 1 1 6 0 1 2 23
Maturities, Nonlinearities, and the International Transmission of Short-Term Interest Rates 0 0 0 25 1 4 4 225
ON THE DYNAMIC RELATION BETWEEN STOCK PRICES AND EXCHANGE RATES 0 2 17 586 1 5 29 5,455
Return and volatility spillovers to African currencies markets 0 3 4 7 1 5 9 27
Return and volatility spillovers to African equity markets and their determinants 0 2 2 23 0 5 12 85
Stock returns and volatility: An empirical investigation of the German and French equity markets 0 0 0 15 0 0 0 49
THE TERM STRUCTURE OF INTEREST RATES AS A COINTEGRATED SYSTEM: EMPIRICAL EVIDENCE FROM THE EUROCURRENCY MARKET 0 0 0 2 0 0 2 13
Testing for heteroskedasticity and spatial correlation in a two way random effects model 0 0 0 34 0 2 2 135
Testing for infrequent permanent shocks: is the US inflation rate stationary? 0 0 0 25 0 0 0 100
The Causality Effects of the Federal Reserve's Monetary Policy on U.S. and Eurodollar Interest Rates 0 0 0 0 0 1 1 100
The Information Signaling Hypothesis of Dividends: Evidence from Cointegration and Causality Tests 0 0 0 18 0 0 2 51
The democracy income‐growth nexus in the southern African development community revisited 0 0 2 4 0 1 3 16
The pricing of foreign exchange risk: Evidence from ADRS 0 0 0 32 1 2 3 97
Trading volume and exchange rate volatility: Evidence for the sequential arrival of information hypothesis 0 0 2 60 0 1 6 281
Total Journal Articles 2 10 34 1,566 6 32 105 8,748


Statistics updated 2025-05-12