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 7 8
AN INVESTIGATION INTO THE CAUSALITY AMONG FIRMS' DIVIDEND, INVESTMENT, AND FINANCING DECISIONS 0 0 0 11 1 4 10 48
An empirical examination of the relation between futures spreads volatility, volume, and open interest 0 0 0 18 0 1 9 75
An empirical re-examination of the dividend-investment relation 0 0 0 68 1 1 9 152
An examination of linear and nonlinear causal relationships between price variability and volume in petroleum futures markets 0 0 2 4 1 2 14 33
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 0 2 16 263
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 2 21 294
Conditional Score Tests for Heteroscedasticity in the Two-Way Error Components Model 0 0 0 0 0 0 2 3
Corporate dividend policy and the partial adjustment model 0 0 0 140 0 1 5 313
Credit ratings and social capital 0 0 1 21 2 4 20 70
Effects of diamond price volatility on stock returns: Evidence from a developing economy 0 0 8 28 0 3 43 95
Estimating and Predicting the General Random Effects Model 0 0 5 17 0 0 11 52
Financial Frictions and Macroeconomy During Financial Crises: A Bayesian DSGE Assessment 0 1 4 22 1 6 22 85
How Firms' Foreign Tax Credit Limitation Affects the Amount of Foreign Assets Deployed 0 0 1 2 0 0 10 45
International linkages between short-term real interest rates 0 0 0 26 0 0 6 91
Is there a symmetric nonlinear causal relationship between large and small firms? 0 0 0 47 0 2 12 171
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 0 8 233
ON THE DYNAMIC RELATION BETWEEN STOCK PRICES AND EXCHANGE RATES 0 0 7 596 0 1 27 5,490
Return and volatility spillovers to African currencies markets 0 1 2 9 0 3 16 46
Return and volatility spillovers to African equity markets and their determinants 0 0 1 24 0 1 31 122
Stock returns and volatility: An empirical investigation of the German and French equity markets 0 1 1 16 1 2 9 59
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 9 23
Testing for heteroskedasticity and spatial correlation in a two way random effects model 0 0 2 36 0 1 10 145
Testing for infrequent permanent shocks: is the US inflation rate stationary? 0 0 0 25 1 1 5 105
The Causality Effects of the Federal Reserve's Monetary Policy on U.S. and Eurodollar Interest Rates 0 0 0 0 1 1 8 108
The Information Signaling Hypothesis of Dividends: Evidence from Cointegration and Causality Tests 0 0 1 19 0 0 12 65
The democracy income‐growth nexus in the southern African development community revisited 0 0 0 4 1 1 4 20
The pricing of foreign exchange risk: Evidence from ADRS 0 0 0 32 1 1 9 106
Trading volume and exchange rate volatility: Evidence for the sequential arrival of information hypothesis 0 0 3 63 1 2 27 309
Total Journal Articles 0 3 38 1,665 13 43 406 9,345


Statistics updated 2026-08-07