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Spectral measures of risk for international futures markets : a comparison of extreme value and Lévy models

Mozumder, Sharif; Choudhry, Taufiq; Dempsey, Michael - In: Global finance journal 37 (2018), pp. 248-261

Persistent link: https://www.econbiz.de/10012125354

Female directors and managerial opportunism : monitoring versus advisory female directors

Zalata, Alaa Mansour; Ntim, Collins G.; Choudhry, Taufiq; … - In: The leadership quarterly : LQ ; an international … 30 (2019) 5, pp. 1-16

Persistent link: https://www.econbiz.de/10012125499

Option pricing model biases : Bayesian and Markov Chain Monte Carlo regression analysis

Mozumder, Sharif; Choudhry, Taufiq; Dempsey, Michael - In: Computational economics 57 (2021) 4, pp. 1287-1305

Persistent link: https://www.econbiz.de/10012543312

Human capital resource as cost or investment : a market-based analysis

Vithana, Krishanthi; Jayasekera, Ranadeva; Choudhry, Taufiq - In: International journal of human resource management 34 (2023) 6, pp. 1213-1245

Persistent link: https://www.econbiz.de/10014323004

Modelling credit card exposure at default using vine copula quantile regression

Wattanawongwan, Suttisak; Mues, Christophe; Okhrati, Ramin - In: European journal of operational research : EJOR 311 (2023) 1, pp. 387-399

Persistent link: https://www.econbiz.de/10014336533

A mixture model for credit card exposure at default using the GAMLSS framework

Wattanawongwan, Suttisak; Mues, Christophe; Okhrati, Ramin - In: International journal of forecasting 39 (2023) 1, pp. 503-518

Persistent link: https://www.econbiz.de/10014462794

Purchasing Power Parity in high-inflation Eastern European countries : evidence from fractional and Harris-Inder cointegration tests

Choudhry, Taufiq - In: Journal of macroeconomics 21 (1999) 2, pp. 293-308

Persistent link: https://www.econbiz.de/10001369049

Money-income relationships between three ERM countries

Choudhry, Taufiq - In: Journal of applied economics 5 (2002) 1, pp. 59-94

Persistent link: https://www.econbiz.de/10009925832

Short-Run Derivations and Optimal Hedge Ratio: Evidence from Stock Futures

Choudhry, T. - 2003

This paper investigates the effects of the long-run relationship between stock cash index and futures index on the hedging effectiveness of six stock futures markets. Effectiveness of five different hedging ratios depending on different estimation procedures is investigated. The unhedged, the...

Persistent link: https://www.econbiz.de/10009458036

Another visit to the Cagan model of money demand: the latest Russian experience

Choudhry, T. - In: Journal of International Money and Finance 17 (1998) 2, pp. 355-376

Persistent link: https://www.econbiz.de/10005332026

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