Similar Search Results - EconBiz

The long-run behaviour of the real exchange rate: evidence from colonial Pennsylvania

Choudhry, Taufiq; Luintel, Kul B. - In: Economics Letters 74 (2001) 1, pp. 25-30

Persistent link: https://www.econbiz.de/10005355369

Asian Currency Crisis and the Generalized PPP: Evidence from the Far East

Choudhry, Taufiq - In: Asian Economic Journal 19 (2005) 2, pp. 137-157

The present paper investigates the effects of the Asian currency crisis of 1997-1998 on the generalized PPP between several real exchange rates of the Far East countries. Monthly log of real exchange rates of the currencies of Thailand, Malaysia, Indonesia, the Philippines and South Korea...

Persistent link: https://www.econbiz.de/10005143267

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. 689-706

Persistent link: https://www.econbiz.de/10007368824

The long memory of time-varying beta: examination of three emerging Asian stock markets

Choudhry, Taufiq - In: Managerial finance 27 (2001) 1-2, pp. 5-23

Persistent link: https://www.econbiz.de/10006564911

Real stock prices and the long-run money demand function: Evidence from Canada and the USA

Choudhry, Taufiq - In: Journal of international money and finance 15 (1996) 1, pp. 1-18

Persistent link: https://www.econbiz.de/10006928529

Stock market volatility and the crash of 1987: Evidence from six emerging markets

Choudhry, Taufiq - In: Journal of international money and finance 15 (1996) 6, pp. 969

Persistent link: https://www.econbiz.de/10006930949

The gold standard: Perfectly integrated world markets or slow adjustment of prices and interest rates?

Wallace, Myles S.; Choudhry, Taufiq - In: Journal of international money and finance 14 (1995) 3, pp. 349-372

Persistent link: https://www.econbiz.de/10006937609

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

Persistent link: https://www.econbiz.de/10008275562

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/10008146633

Time-varying beta and the Asian financial crisis: Evidence from the Asian industrial sectors

Choudhry, Taufiq; Lu, Lin; Peng, Ke - In: Japan and the world economy : international journal of … 22 (2010) 4, pp. 228-235

Persistent link: https://www.econbiz.de/10008732614

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