Taufiq Choudhry

发表

Asian currency crisis and the generalized PPP: Evidence from the Far East

Taufiq Choudhry, Taufiq Choudhry, 2005 .

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

Taufiq Choudhry, 1996 .

Management Working Papers School of Management Forecasting the weekly time-varying beta of UK firms : comparison between GARCH models vs Kalman filter method

Taufiq Choudhry, Hao Wu, 2008 .

Information Uncertainty and Momentum Phenomenon Amidst Market Swings: Evidence From the Chinese Class A Share Market

Taufiq Choudhry, Yuan Wu, 2018, Asia-Pacific Financial Markets.

Stock market volatility and business cycle: Evidence from linear and nonlinear causality tests

Taufiq Choudhry, Fotios I. Papadimitriou, Sarosh Shabi, 2016 .

Short‐run deviations and volatility in spot and futures stock returns: Evidence from Australia, Hong Kong, and Japan

Taufiq Choudhry, 1997 .

Forecasting ability of GARCH vs Kalman filter method: evidence from daily UK time‐varying beta

Taufiq Choudhry, Taufiq Choudhry, Hao Wu, 2008 .

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

Taufiq Choudhry, Taufiq Choudhry, 1996 .

Purchasing Power Parity and the Canadian Float in the 1950s

R. Mcnown, Taufiq Choudhry, Myles Wallace, 1991 .

Time-varying beta and the Asian financial crisis: Evidence from Malaysian and Taiwanese firms

Taufiq Choudhry, Taufiq Choudhry, 2005 .

Comparison of efficiency characteristics between the banking sectors of US and UK during the global financial crisis of 2007–2011

Taufiq Choudhry, Ranadeva Jayasekera, 2012 .

Relationship between gold and stock markets during the global financial crisis: Evidence from nonlinear causality tests

Taufiq Choudhry, Taufiq Choudhry, Sarosh Shabi, 2015 .

Forecasting the daily dynamic hedge ratios by GARCH models: evidence from the agricultural futures markets

Taufiq Choudhry, Yuanyuan Zhang, Yuanyuan Zhang, 2015 .

World War II events and the Dow Jones industrial index

Taufiq Choudhry, 2010 .

Changes in the fisher effect in the 1980s: Evidence from various models

Taufiq Choudhry, Myles Wallace, D. Placone, 1991 .

Economic Policy Uncertainty and House Prices: Evidence from Geographical Regions of England and Wales

Taufiq Choudhry, 2020 .

Level of efficiency in the UK equity market: empirical study of the effects of the global financial crisis

Taufiq Choudhry, Ranadeva Jayasekera, 2013, Review of Quantitative Finance and Accounting.

Does liquidity drive stock market returns? The role of investor risk aversion

Taufiq Choudhry, Qingjing Zhang, Xiaoquan Liu, 2021, Review of Quantitative Finance and Accounting.

Interdependence of stock markets: evidence from Europe during the 1920s and 1930s

Taufiq Choudhry, 1996 .

High inflation rates and the long-run money demand function: Evidence from cointegration tests

Taufiq Choudhry, 1995 .

Long-run money demand function in Argentina during 1935–1962: evidence from cointegration and error correction models

Taufiq Choudhry, 1995 .

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

Taufiq Choudhry, Myles Wallace, 1995 .

Stock prices' interdependence during the South Sea boom and bust

Taufiq Choudhry, 2018, International Journal of Finance & Economics.

Economic policy uncertainty and the UK demand for money: evidence from the inter-war period

Taufiq Choudhry, 2023, Journal of Economic Studies.

September 11 and time-varying beta of United States companies

Taufiq Choudhry, 2005 .

Female directors and managerial opportunism: Monitoring versus advisory female directors

Collins G. Ntim, Taufiq Choudhry, C. Ntim, 2019, The Leadership Quarterly.

U.S. economic uncertainty, EU business cycles, and the global financial crisis

Taufiq Choudhry, Sarosh Shabi, Syed S. Hassan, 2019, International Journal of Finance & Economics.

Stock Returns Under High Inflation and Interest Rates: Evidence from the Brazilian Market

Taufiq Choudhry, R. C. Pimentel, 2012 .

International Transmission of Stock Returns and Volatility : Empirical Comparison Between Friends and Foes

Taufiq Choudhry, 2004 .

Meltdown of 1987 and meteor showers among Pacific-Basin stock markets

Taufiq Choudhry, 2000 .

High-Frequency Exchange-Rate Prediction with an Artificial Neural Network

Shiyun Wang, Frank McGroarty, Ke Peng, 2012, Intell. Syst. Account. Finance Manag..

Dynamic Interaction Among Asian Exchange Rates: Evidence from Asian Financial Crisis

Taufiq Choudhry, K. Peng, E. Ng, 2004 .

The long run money demand function in the united kingdom: Stable or unstable?

Taufiq Choudhry, 1992 .

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

Taufiq Choudhry, 1998 .

Money-Income Relationships Between Three Erm Countries

Taufiq Choudhry, 2002 .

Exchange rate volatility and the United States exports: evidence from Canada and Japan

Taufiq Choudhry, 2005 .

Exchange rate volatility and United Kingdom trade: evidence from Canada, Japan and New Zealand

Taufiq Choudhry, 2008 .

Purchasing Power Parity in High-Inflation Eastern European Countries: Evidence from Fractional and Harris-Inder Cointegration Tests

Taufiq Choudhry, 1999 .

Short-run deviations and time-varying hedge ratios: Evidence from agricultural futures markets

Taufiq Choudhry, Taufiq Choudhry, 2009 .

1 Asymmetry , Uncertainty and International Trade

Taufiq Choudhry, Sarosh Shabi, Syed S. Hassan, 2018 .

Day of the week effect in emerging Asian stock markets: evidence from the GARCH model

Taufiq Choudhry, 2000 .

Level of efficiency in the UK equity market: empirical study of the effects of the global financial crisis

Taufiq Choudhry, Ranadeva Jayasekera, 2015 .

Market efficiency during the global financial crisis: Empirical evidence from European banks

Taufiq Choudhry, Ranadeva Jayasekera, 2014 .

Returns and volatility spillover in the European banking industry during global financial crisis: Flight to perceived quality or contagion?

Taufiq Choudhry, Ranadeva Jayasekera, 2014 .

Integrated-GARCH and non-stationary variances: Evidence from European stock markets during the 1920s and 1930s

Taufiq Choudhry, 1995 .

The hedging effectiveness of constant and time-varying hedge ratios using three Pacific Basin stock futures

Taufiq Choudhry, 2004 .

Short-run deviations and optimal hedge ratio: evidence from stock futures

Taufiq Choudhry, 2003 .

Time-Varying Distribution and Hedging Effectiveness of Three Pacific-Basin Stock Futures

Taufiq Choudhry, 2000 .

Month of the year effect and January effect in pre-WWI stock returns: evidence from a non-linear GARCH model

Taufiq Choudhry, 2001 .

Forecasting the daily time - varying beta of European Banks during the crisis period: comparison between GARCH models and the Kalman Filter.

Taufiq Choudhry, Yuanyuan Zhang, 2017 .

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

Taufiq Choudhry, K. Peng, Lin Lu, 2010 .

The Stochastic Structure of the Time-Varying Beta: Evidence from UK Companies

Taufiq Choudhry, 2002 .

Forecasting the weekly time-varying beta of UK firms:comparison between GARCH models vs Kalman filtermethod

Taufiq Choudhry, Hao Wu, 2007 .

Time-Varying Beta and Forecasting UK Company Stock Returns: Garch Models vs Kalman Filter Method

Taufiq Choudhry, Hao Wu, 2007 .

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

Taufiq Choudhry, 2001 .

Time-varying risk premium yield spread effect in term structure and global financial crisis: Evidence from Europe

Taufiq Choudhry, 2016 .

Loss sensitive investors and positively biased analysts in Hong Kong stock market

Taufiq Choudhry, Ranadeva Jayasekera, Matthias Nnadi, 2021, Review of Quantitative Finance and Accounting.

Exchange rate volatility and UK imports from developing countries: The effect of the global financial crisis

Taufiq Choudhry, Syed S. Hassan, 2015 .

UK imports, third country effect and the global financial crisis: Evidence from the asymmetric ARDL method

Taufiq Choudhry, Fotios I. Papadimitriou, Syed S. Hassan, 2014 .

The global financial crisis and the European single market: the end of integration?

Taufiq Choudhry, Ranadeva Jayasekera, Gerhard Kling, 2014 .

Nonlinear Interdependence Between the US and Emerging Markets' Industrial Stock Sectors

Taufiq Choudhry, Bashir Nur Osoble, 2015 .

Asymmetry, Uncertainty and International Trade

Taufiq Choudhry, Sarosh Shabi, Syed S. Hassan, 2018 .

An improved framework for approximating option prices with application to option portfolio hedging

Taufiq Choudhry, S. Mozumder, M. Dempsey, 2016 .

Inflation and rates of return on stocks: evidence from high inflation countries

Taufiq Choudhry, 2001 .

UK House Prices – Connectedness or Ripple Effect?

Taufiq Choudhry, Sarosh Shabi, Syed S. Hassan, 2019, Sustainable Housing [Working Title].

Common Stochastic Trends Among Far East Stock Prices: Effects of the Asian Financial Crisis

Taufiq Choudhry, L. Lin, 2004 .

Risk management under time varying volatility and Pareto-stable distributions

Taufiq Choudhry, S. Mozumder, M. Dempsey, 2019, Applied Economics Letters.

Stochastic Trends in Stock Prices: Evidence from Latin American Markets

Taufiq Choudhry, 1997 .

Forecasting the daily dynamic hedge ratios in emerging European stock futures markets: evidence from GARCH models

Taufiq Choudhry, Mohammad Hasan, Yuanyuan Zhang, 2019, International Journal of Banking, Accounting and Finance.

What drives US consumer confidence? The asymmetric effects of economic uncertainty

M. Wohar, Taufiq Choudhry, 2023, International Journal of Finance & Economics.

The extreme value in crude oil and US dollar markets

Taufiq Choudhry, Wei-peng Chen, Chih-Chiang Wu, 2013 .

The long memory of the forward premium during the 1920s’ float: evidence from the European foreign exchange market

Taufiq Choudhry, 2013 .

Multiday expected shortfall under generalized t distributions: evidence from global stock market

R. Baker, Taufiq Choudhry, G. Sorwar, 2020, Review of Quantitative Finance and Accounting.

Does Interest Rate Volatility Affect the US Demand for Housing? Evidence from the Autoregressive Distributed Lag Method

Taufiq Choudhry, 2010 .

Re-examining forward market efficiency Evidence from fractional and Harris-Inder cointegration tests

Taufiq Choudhry, 1999 .

Stock market volatility and the US consumer expenditure

Taufiq Choudhry, 2003 .

Option Pricing Model Biases: Bayesian and Markov Chain Monte Carlo Regression Analysis

Taufiq Choudhry, S. Mozumder, M. Dempsey, 2020 .

Option Pricing Model Biases: Bayesian and Markov Chain Monte Carlo Regression Analysis

Taufiq Choudhry, S. Mozumder, M. Dempsey, 2020, Computational Economics.

Forecasting the daily dynamic hedge ratios in emerging stock futures markets: evidence from the GARCH models

Taufiq Choudhry, Mohammad Hasan, 2011 .

Human Capital resource as cost or investment: A market-based analysis

Y. Baruch, Taufiq Choudhry, Ranadeva Jayasekera, 2021, The International Journal of Human Resource Management.

Forecasting the weekly time-varying beta of UK firms: GARCH models vs. Kalman filter method

Taufiq Choudhry, Hao Wu, 2009 .

Exchange Rate Regime and Demand for Reserves: Evidence from Kenya, Mexico and Philippines

Taufiq Choudhry, Mohammad Hasan, 2008 .