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Stock market volatility and business cycle : evidence from linear and nonlinear causality tests
Choudhry, Taufiq; Papadimitriou, Fotios I.; Shabi, Sarosh - In: Journal of banking & finance 66 (2016), pp. 89-101
Persistent link: https://www.econbiz.de/10011634560
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An improved framework for approximating option prices with application to option portfolio hedging
Mozumder, Sharif; Dempsey, Michael; Kabir, M. Humayun; … - In: Economic modelling 59 (2016), pp. 285-296
Persistent link: https://www.econbiz.de/10011647843
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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
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Forecasting the daily time‐varying beta of European banks during the crisis period : comparison between GARCH models and the Kalman filter
Zhang, Yuanyuan; Choudhry, Taufiq - In: Journal of forecasting 36 (2017) 8, pp. 956-973
Persistent link: https://www.econbiz.de/10011860929
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An econometric investigation of hedging performance of stock index futures in Korea : dynamic versus static hedging
Hasan, Mohammad S.; Choudhry, Taufiq; Zhang, Yuanyuan - In: International journal of banking, accounting and … 11 (2020) 2, pp. 227-253
Persistent link: https://www.econbiz.de/10012204571
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Risk management under time varying volatility and Pareto-stable distributions
Mozumder, Sharif; Kabir, M. Humayun; Dempsey, Michael; … - In: Applied economics letters 27 (2020) 3, pp. 161-167
Persistent link: https://www.econbiz.de/10012205404
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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
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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
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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
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HIGH‐FREQUENCY EXCHANGE‐RATE PREDICTION WITH AN ARTIFICIAL NEURAL NETWORK
Choudhry, Taufiq; McGroarty, Frank; Peng, Ke; Wang, Shiyun - In: Intelligent Systems in Accounting, Finance and Management 19 (2012) 3, pp. 170-178
Persistent link: https://www.econbiz.de/10011005833