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 0 1 6 7
AN INVESTIGATION INTO THE CAUSALITY AMONG FIRMS' DIVIDEND, INVESTMENT, AND FINANCING DECISIONS 0 0 0 11 3 4 9 47
An empirical examination of the relation between futures spreads volatility, volume, and open interest 0 0 0 18 0 3 9 74
An empirical re-examination of the dividend-investment relation 0 0 0 68 0 1 8 151
An examination of linear and nonlinear causal relationships between price variability and volume in petroleum futures markets 0 1 2 4 1 2 13 32
Causality tests of the relationship between the twin deficits 0 0 0 222 0 0 5 513
Cointegration among Asian currencies: Evidence of the increasing influence of the Japanese yen 0 0 0 77 1 2 15 262
Cointegration among Southeast Asian and Japanese currencies: Preliminary evidence of a Yen bloc? 0 0 0 57 0 0 5 176
Common Stochastic Trends among Asian Currencies: Evidence for Japan, ASEANs, and the Asian Tigers 0 0 0 48 1 6 21 293
Conditional Score Tests for Heteroscedasticity in the Two-Way Error Components Model 0 0 0 0 0 1 2 3
Corporate dividend policy and the partial adjustment model 0 0 0 140 1 2 5 313
Credit ratings and social capital 0 0 1 21 1 4 18 67
Effects of diamond price volatility on stock returns: Evidence from a developing economy 0 1 8 28 3 9 44 95
Estimating and Predicting the General Random Effects Model 0 0 5 17 0 0 12 52
Financial Frictions and Macroeconomy During Financial Crises: A Bayesian DSGE Assessment 0 0 3 21 3 6 19 82
How Firms' Foreign Tax Credit Limitation Affects the Amount of Foreign Assets Deployed 0 1 1 2 0 1 10 45
International linkages between short-term real interest rates 0 0 0 26 0 1 6 91
Is there a symmetric nonlinear causal relationship between large and small firms? 0 0 0 47 1 4 11 170
Linear dependence, nonlinear dependence and petroleum futures market efficiency 0 0 0 6 0 0 4 27
Maturities, Nonlinearities, and the International Transmission of Short-Term Interest Rates 0 0 0 25 0 2 8 233
ON THE DYNAMIC RELATION BETWEEN STOCK PRICES AND EXCHANGE RATES 0 2 8 596 0 5 28 5,489
Return and volatility spillovers to African currencies markets 0 0 1 8 1 4 17 44
Return and volatility spillovers to African equity markets and their determinants 0 0 1 24 1 12 35 122
Stock returns and volatility: An empirical investigation of the German and French equity markets 0 0 0 15 0 0 8 57
THE EXPECTATIONS HYPOTHESIS OF THE TERM STRUCTURE IN EUROCURRENCY MARKETS 0 0 0 0 0 0 0 0
THE TERM STRUCTURE OF INTEREST RATES AS A COINTEGRATED SYSTEM: EMPIRICAL EVIDENCE FROM THE EUROCURRENCY MARKET 0 0 0 2 0 0 10 23
Testing for heteroskedasticity and spatial correlation in a two way random effects model 0 0 2 36 1 2 10 145
Testing for infrequent permanent shocks: is the US inflation rate stationary? 0 0 0 25 0 3 4 104
The Causality Effects of the Federal Reserve's Monetary Policy on U.S. and Eurodollar Interest Rates 0 0 0 0 0 3 7 107
The Information Signaling Hypothesis of Dividends: Evidence from Cointegration and Causality Tests 0 1 1 19 0 2 13 65
The democracy income‐growth nexus in the southern African development community revisited 0 0 0 4 0 0 3 19
The pricing of foreign exchange risk: Evidence from ADRS 0 0 0 32 0 5 8 105
Trading volume and exchange rate volatility: Evidence for the sequential arrival of information hypothesis 0 2 3 63 1 7 27 308
Total Journal Articles 0 8 36 1,662 19 92 400 9,321


Statistics updated 2026-06-04