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 0 0 1
AN INVESTIGATION INTO THE CAUSALITY AMONG FIRMS' DIVIDEND, INVESTMENT, AND FINANCING DECISIONS 0 0 0 11 0 1 2 39
An empirical examination of the relation between futures spreads volatility, volume, and open interest 0 0 1 18 0 0 4 66
An empirical re-examination of the dividend-investment relation 0 0 1 68 0 0 1 143
An examination of linear and nonlinear causal relationships between price variability and volume in petroleum futures markets 0 0 0 2 1 1 1 20
Causality tests of the relationship between the twin deficits 0 0 0 222 0 0 2 508
Cointegration among Asian currencies: Evidence of the increasing influence of the Japanese yen 0 0 0 77 2 2 4 249
Cointegration among Southeast Asian and Japanese currencies: Preliminary evidence of a Yen bloc? 0 0 0 57 1 1 3 172
Common Stochastic Trends among Asian Currencies: Evidence for Japan, ASEANs, and the Asian Tigers 0 0 0 48 1 1 4 274
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 1 140 0 1 2 309
Credit ratings and social capital 0 0 4 20 2 4 15 54
Effects of diamond price volatility on stock returns: Evidence from a developing economy 1 3 4 23 3 12 17 64
Estimating and Predicting the General Random Effects Model 1 3 4 15 3 6 9 47
Financial Frictions and Macroeconomy During Financial Crises: A Bayesian DSGE Assessment 0 1 4 19 1 3 9 66
How Firms' Foreign Tax Credit Limitation Affects the Amount of Foreign Assets Deployed 0 0 0 1 0 1 2 36
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 2 2 161
Linear dependence, nonlinear dependence and petroleum futures market efficiency 0 0 1 6 0 1 3 24
Maturities, Nonlinearities, and the International Transmission of Short-Term Interest Rates 0 0 0 25 0 1 5 226
ON THE DYNAMIC RELATION BETWEEN STOCK PRICES AND EXCHANGE RATES 0 4 14 593 1 5 29 5,468
Return and volatility spillovers to African currencies markets 0 0 3 7 1 3 14 33
Return and volatility spillovers to African equity markets and their determinants 0 0 2 23 2 6 19 97
Stock returns and volatility: An empirical investigation of the German and French equity markets 0 0 0 15 0 1 2 51
THE TERM STRUCTURE OF INTEREST RATES AS A COINTEGRATED SYSTEM: EMPIRICAL EVIDENCE FROM THE EUROCURRENCY MARKET 0 0 0 2 0 0 2 14
Testing for heteroskedasticity and spatial correlation in a two way random effects model 0 1 1 35 1 3 5 138
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 2 2 5 55
The democracy income‐growth nexus in the southern African development community revisited 0 0 0 4 0 0 1 16
The pricing of foreign exchange risk: Evidence from ADRS 0 0 0 32 0 1 3 98
Trading volume and exchange rate volatility: Evidence for the sequential arrival of information hypothesis 0 1 1 61 1 5 8 287
Total Journal Articles 2 13 41 1,640 22 63 175 9,002


Statistics updated 2025-11-08