Details about Mbodja MOUGOUE

Access statistics for papers by Mbodja MOUGOUE.

Last updated 2021-11-10. Update your information in the RePEc Author Service.

Short-id: pmo1366

Journal Articles

2021

1. Return and volatility spillovers to African currencies markets
   Journal of International Financial Markets, Institutions and Money, 2021, 73, (C) View citations (2)
2. Return and volatility spillovers to African equity markets and their determinants
   Empirical Economics, 2021, 61, (2), 883-918 View citations (3)
3. The democracy income‐growth nexus in the southern African development community revisited
   International Journal of Finance & Economics, 2021, 26, (2), 1835-1854

2014

4. A Joint Score Test for Heteroscedasticity in the Two Way Error Components Model
   Communications in Statistics - Theory and Methods, 2014, 43, (13), 2734-2751
5. Conditional Score Tests for Heteroscedasticity in the Two-Way Error Components Model
   Communications in Statistics - Theory and Methods, 2014, 43, (18), 3812-3835
6. Estimating and Predicting the General Random Effects Model
   Journal of Forecasting, 2014, 33, (4), 270-283
7. Testing for heteroskedasticity and spatial correlation in a two way random effects model
   Computational Statistics & Data Analysis, 2014, 70, (C), 153-171

2011

8. Trading volume and exchange rate volatility: Evidence for the sequential arrival of information hypothesis
   Journal of Banking & Finance, 2011, 35, (10), 2690-2703 View citations (39)

2010

9. Is there a symmetric nonlinear causal relationship between large and small firms?
   Journal of Empirical Finance, 2010, 17, (1), 23-38 View citations (20)

2009

10. How Firms' Foreign Tax Credit Limitation Affects the Amount of Foreign Assets Deployed
    Public Finance Review, 2009, 37, (2), 170-197

2008

11. An empirical re-examination of the dividend-investment relation
    Quantitative Finance, 2008, 8, (5), 533-546 View citations (2)
12. Maturities, Nonlinearities, and the International Transmission of Short-Term Interest Rates
    Review of Applied Economics, 2008, 04, (01-2), 20

2007

13. Testing for infrequent permanent shocks: is the US inflation rate stationary?
    Applied Financial Economics, 2007, 17, (12), 951-960

2004

14. Causality tests of the relationship between the twin deficits
    Empirical Economics, 2004, 29, (3), 503-525 View citations (48)

2003

15. The Information Signaling Hypothesis of Dividends: Evidence from Cointegration and Causality Tests
    Journal of Business Finance & Accounting, 2003, 30, (3‐4), 441-478 View citations (7)

2002

16. An empirical examination of the relation between futures spreads volatility, volume, and open interest
    Journal of Futures Markets, 2002, 22, (11), 1083-1102 View citations (23)

1998

17. Common Stochastic Trends among Asian Currencies: Evidence for Japan, ASEANs, and the Asian Tigers
    Review of Quantitative Finance and Accounting, 1998, 10, (2), 193-206 View citations (4)

1997

18. An examination of linear and nonlinear causal relationships between price variability and volume in petroleum futures markets
    Journal of Futures Markets, 1997, 17, (4), 385-416 View citations (18)
19. Linear dependence, nonlinear dependence and petroleum futures market efficiency
    Journal of Futures Markets, 1997, 17, (1), 75-99 View citations (4)
20. The Causality Effects of the Federal Reserve's Monetary Policy on U.S. and Eurodollar Interest Rates
    The Financial Review, 1997, 32, (4), 821-44 View citations (6)

1996

21. Cointegration among Asian currencies: Evidence of the increasing influence of the Japanese yen
    Japan and the World Economy, 1996, 8, (3), 291-308 View citations (25)
22. International linkages between short-term real interest rates
    The Quarterly Review of Economics and Finance, 1996, 36, (4), 451-473 View citations (7)
23. ON THE DYNAMIC RELATION BETWEEN STOCK PRICES AND EXCHANGE RATES
    Journal of Financial Research, 1996, 19, (2), 193-207 View citations (148)
24. Stock returns and volatility: An empirical investigation of the German and French equity markets
    Global Finance Journal, 1996, 7, (2), 253-263 View citations (1)
25. The pricing of foreign exchange risk: Evidence from ADRS
    International Review of Economics & Finance, 1996, 5, (4), 377-385 View citations (15)

1994

26. AN INVESTIGATION INTO THE CAUSALITY AMONG FIRMS' DIVIDEND, INVESTMENT, AND FINANCING DECISIONS
    Journal of Financial Research, 1994, 17, (4), 517-530 View citations (1)

1993

27. Cointegration among Southeast Asian and Japanese currencies: Preliminary evidence of a Yen bloc?
    Economics Letters, 1993, 41, (2), 161-166 View citations (22)

1992

28. THE TERM STRUCTURE OF INTEREST RATES AS A COINTEGRATED SYSTEM: EMPIRICAL EVIDENCE FROM THE EUROCURRENCY MARKET
    Journal of Financial Research, 1992, 15, (3), 285-296 View citations (11)

1991

29. Corporate dividend policy and the partial adjustment model
    Journal of Economics and Business, 1991, 43, (2), 165-178 View citations (1)