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DOES INTEREST RATE VOLATILITY...
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ARCH model
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Choudhry, Taufiq
17
Zhang, Yuanyuan
4
Hasan, Mohammad S.
2
Wu, Hao
2
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Kabir, M. Humayun
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International review of financial analysis
3
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2
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2
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1
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1
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1
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1
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ECONIS (ZBW)
17
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1
Exchange rate volatility and United Kingdom trade : evidence from Canada, Japan and New Zealand
Choudhry, Taufiq
- In:
Empirical economics : a journal of the Institute for …
35
(
2008
)
3
,
pp. 607-619
Persistent link: https://www.econbiz.de/10003776785
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2
Short-run deviations and time-varying hedge ratios : evidence from agricultural futures markets
Choudhry, Taufiq
- In:
International review of financial analysis
18
(
2009
)
1/2
,
pp. 58-65
Persistent link: https://www.econbiz.de/10003850310
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3
The hedging effectiveness of constant and time-varying hedge ratios using three pacific basin stock futures
Choudhry, Taufiq
- In:
International review of economics & finance : IREF
13
(
2004
)
4
,
pp. 371-385
Persistent link: https://www.econbiz.de/10002222885
Saved in:
4
Time-varying beta and the Asian financial crisis : evidence from Malaysian and Taiwanese firms
Choudhry, Taufiq
- In:
Pacific-Basin finance journal
13
(
2005
)
1
,
pp. 93-118
Persistent link: https://www.econbiz.de/10002536515
Saved in:
5
Stock market volatility and the US consumer expenditure
Choudhry, Taufiq
- In:
Journal of macroeconomics
25
(
2003
)
3
,
pp. 367-385
Persistent link: https://www.econbiz.de/10001790675
Saved in:
6
Month of the year effect and January effect in pre-WWI stock returns : evidence from a non-linear GARCH model
Choudhry, Taufiq
- In:
International journal of finance & economics : IJFE
6
(
2001
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10001550186
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7
Day of the week effect in emerging Asian stock markets : evidence from the GARCH model
Choudhry, Taufiq
- In:
Applied financial economics
10
(
2000
)
3
,
pp. 235-242
Persistent link: https://www.econbiz.de/10001526275
Saved in:
8
Short-run deviations and optimal hedge ratio : evidence from stock futures
Choudhry, Taufiq
- In:
Journal of multinational financial management
13
(
2003
)
2
,
pp. 171-192
Persistent link: https://www.econbiz.de/10001756471
Saved in:
9
Time-varying risk premium yield spread effect in term structure and global financial crisis : evidence from Europe
Choudhry, Taufiq
- In:
International review of financial analysis
48
(
2016
),
pp. 303-311
Persistent link: https://www.econbiz.de/10011624526
Saved in:
10
Forecasting the weekly time-varying beta of UK firms : GARCH models vs. Kalman filter method
Choudhry, Taufiq
;
Wu, Hao
- In:
The European journal of finance
15
(
2009
)
3/4
,
pp. 437-444
Persistent link: https://www.econbiz.de/10003875496
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