Access Statistics for Mbodja MOUGOUE

Author contact details at EconPapers.

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 4 4 4 5
AN INVESTIGATION INTO THE CAUSALITY AMONG FIRMS' DIVIDEND, INVESTMENT, AND FINANCING DECISIONS 0 0 0 11 3 4 5 43
An empirical examination of the relation between futures spreads volatility, volume, and open interest 0 0 0 18 4 5 7 71
An empirical re-examination of the dividend-investment relation 0 0 1 68 5 6 7 149
An examination of linear and nonlinear causal relationships between price variability and volume in petroleum futures markets 0 1 1 3 4 8 9 28
Causality tests of the relationship between the twin deficits 0 0 0 222 3 3 3 511
Cointegration among Asian currencies: Evidence of the increasing influence of the Japanese yen 0 0 0 77 4 10 13 259
Cointegration among Southeast Asian and Japanese currencies: Preliminary evidence of a Yen bloc? 0 0 0 57 3 4 5 176
Common Stochastic Trends among Asian Currencies: Evidence for Japan, ASEANs, and the Asian Tigers 0 0 0 48 6 11 14 285
Conditional Score Tests for Heteroscedasticity in the Two-Way Error Components Model 0 0 0 0 1 1 1 2
Corporate dividend policy and the partial adjustment model 0 0 0 140 2 2 3 311
Credit ratings and social capital 0 1 4 21 6 9 19 63
Effects of diamond price volatility on stock returns: Evidence from a developing economy 0 4 8 27 7 19 35 83
Estimating and Predicting the General Random Effects Model 0 2 6 17 0 3 12 50
Financial Frictions and Macroeconomy During Financial Crises: A Bayesian DSGE Assessment 0 2 4 21 3 9 16 75
How Firms' Foreign Tax Credit Limitation Affects the Amount of Foreign Assets Deployed 0 0 0 1 5 7 8 43
International linkages between short-term real interest rates 0 0 0 26 2 4 4 89
Is there a symmetric nonlinear causal relationship between large and small firms? 0 0 0 47 3 4 6 165
Linear dependence, nonlinear dependence and petroleum futures market efficiency 0 0 1 6 0 2 4 26
Maturities, Nonlinearities, and the International Transmission of Short-Term Interest Rates 0 0 0 25 4 5 10 231
ON THE DYNAMIC RELATION BETWEEN STOCK PRICES AND EXCHANGE RATES 0 1 10 594 4 15 33 5,483
Return and volatility spillovers to African currencies markets 0 1 4 8 5 7 18 40
Return and volatility spillovers to African equity markets and their determinants 0 1 3 24 7 11 28 108
Stock returns and volatility: An empirical investigation of the German and French equity markets 0 0 0 15 5 6 8 57
THE TERM STRUCTURE OF INTEREST RATES AS A COINTEGRATED SYSTEM: EMPIRICAL EVIDENCE FROM THE EUROCURRENCY MARKET 0 0 0 2 5 8 9 22
Testing for heteroskedasticity and spatial correlation in a two way random effects model 0 0 1 35 4 4 9 142
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 2 4 5 104
The Information Signaling Hypothesis of Dividends: Evidence from Cointegration and Causality Tests 0 0 0 18 3 6 10 61
The democracy income‐growth nexus in the southern African development community revisited 0 0 0 4 2 3 4 19
The pricing of foreign exchange risk: Evidence from ADRS 0 0 0 32 1 2 5 100
Trading volume and exchange rate volatility: Evidence for the sequential arrival of information hypothesis 0 0 1 61 4 9 16 296
Total Journal Articles 0 13 44 1,653 111 195 330 9,197


Statistics updated 2026-02-12