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Capital income
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Choudhry, Taufiq
11
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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International journal of banking, accounting and finance
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ECONIS (ZBW)
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1
International transmission of stock returns and volatility : empirical comparison between friends and foes
Choudhry, Taufiq
- In:
Emerging markets finance & trade : a journal of the …
40
(
2004
)
4
,
pp. 33-52
Persistent link: https://www.econbiz.de/10002162905
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2
Meltdown of 1987 and meteor showers among Pacific-Basin stock markets
Choudhry, Taufiq
- In:
Applied financial economics
10
(
2000
)
1
,
pp. 71-80
Persistent link: https://www.econbiz.de/10001525808
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3
Short-run deviations and volatility in spot and futures stock returns : evidence from Australia, Hong Kong, and Japan
Choudhry, Taufiq
- In:
The journal of futures markets
17
(
1997
)
6
,
pp. 689-705
Persistent link: https://www.econbiz.de/10001228026
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4
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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5
Returns and volatility spillover in the European banking industry during global financial crisis : flight to perceived quality or contagion?
Choudhry, Taufiq
;
Jayasekera, Ranadeva
- In:
International review of financial analysis
36
(
2014
),
pp. 36-45
Persistent link: https://www.econbiz.de/10010530222
Saved in:
6
Relationship between gold and stock markets during the global financial crisis : evidence from nonlinear causality tests
Choudhry, Taufiq
;
Ul Hassan, Syed Shabi
;
Shabi, Sarosh
- In:
International review of financial analysis
41
(
2015
),
pp. 247-256
Persistent link: https://www.econbiz.de/10011508942
Saved in:
7
Forecasting ability of GARCH vs Kalman filter method : evidence from daily UK time-varying beta
Choudhry, Taufiq
;
Wu, Hao
- In:
Journal of forecasting
27
(
2008
)
8
,
pp. 670-689
Persistent link: https://www.econbiz.de/10003799954
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8
Forecasting the daily dynamic hedge ratios in emerging European stock futures markets : evidence from GARCH models
Choudhry, Taufiq
;
Hasan, Mohammad S.
;
Zhang, Yuanyuan
- In:
International journal of banking, accounting and finance
10
(
2019
)
1
,
pp. 67-100
Persistent link: https://www.econbiz.de/10012051118
Saved in:
9
Information uncertainty and momentum phenomenon amidst market swings : evidence from the Chinese class a share market
Wu, Yuan
;
Choudhry, Taufiq
- In:
Asia-Pacific financial markets
25
(
2018
)
2
,
pp. 111-136
Persistent link: https://www.econbiz.de/10012032999
Saved in:
10
Does liquidity drive stock market returns? : the role of investor risk aversion
Zhang, Qingjing
;
Choudhry, Taufiq
;
Kuo, Jing-Ming
;
Liu, …
- In:
Review of quantitative finance and accounting
57
(
2021
)
3
,
pp. 929-958
Persistent link: https://www.econbiz.de/10012620025
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