| 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 |
1 |
2 |
5 |
66 |
| An empirical re-examination of the dividend-investment relation |
0 |
1 |
1 |
68 |
0 |
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 |
0 |
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 |
0 |
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 |
0 |
1 |
1 |
12 |
0 |
1 |
4 |
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 |
0 |
1 |
6 |
0 |
0 |
2 |
23 |
| Maturities, Nonlinearities, and the International Transmission of Short-Term Interest Rates |
0 |
0 |
0 |
25 |
0 |
1 |
4 |
225 |
| ON THE DYNAMIC RELATION BETWEEN STOCK PRICES AND EXCHANGE RATES |
0 |
2 |
17 |
588 |
0 |
7 |
31 |
5,461 |
| Return and volatility spillovers to African currencies markets |
0 |
0 |
4 |
7 |
3 |
4 |
12 |
30 |
| Return and volatility spillovers to African equity markets and their determinants |
0 |
0 |
2 |
23 |
1 |
3 |
15 |
88 |
| Stock returns and volatility: An empirical investigation of the German and French equity markets |
0 |
0 |
0 |
15 |
1 |
1 |
1 |
50 |
| THE TERM STRUCTURE OF INTEREST RATES AS A COINTEGRATED SYSTEM: EMPIRICAL EVIDENCE FROM THE EUROCURRENCY MARKET |
0 |
0 |
0 |
2 |
1 |
1 |
3 |
14 |
| Testing for heteroskedasticity and spatial correlation in a two way random effects model |
0 |
0 |
0 |
34 |
0 |
0 |
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 |
0 |
1 |
100 |
| The Information Signaling Hypothesis of Dividends: Evidence from Cointegration and Causality Tests |
0 |
0 |
0 |
18 |
1 |
2 |
3 |
53 |
| The democracy income‐growth nexus in the southern African development community revisited |
0 |
0 |
1 |
4 |
0 |
0 |
2 |
16 |
| The pricing of foreign exchange risk: Evidence from ADRS |
0 |
0 |
0 |
32 |
0 |
1 |
3 |
97 |
| Trading volume and exchange rate volatility: Evidence for the sequential arrival of information hypothesis |
0 |
0 |
2 |
60 |
1 |
1 |
7 |
282 |
| Total Journal Articles |
0 |
4 |
32 |
1,568 |
9 |
25 |
117 |
8,767 |
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