Taufiq Choudhry

Bradford University School of Management

Emm Lane

Bradford, West Yorkshire Bd9 4JL

United Kingdom

SCHOLARLY PAPERS

8

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CITATIONS
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in Total Papers Citations

16

Scholarly Papers (8)

1.

Price-to-Earning Growth Ratio and Value Vs. Growth Based Strategies: Some European Evidences

Number of pages: 16 Posted: 04 Feb 2004
Salim Chahine and Taufiq Choudhry
American University of Beirut - Olayan School of Business and Bradford University School of Management
Downloads 640 (29,192)

Abstract:

2.

September 11 and Time-Varying Beta of United States Companies

EFMA 2003 Helsinki Meetings
Number of pages: 29 Posted: 23 May 2003
Taufiq Choudhry
Bradford University School of Management
Downloads 450 (49,627)
Citation 7

Abstract:

Time-Varying beta, September 11, MA-GARCH, CAPM

3.

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

EFMA 2000 Athens
Number of pages: 18 Posted: 18 Dec 2000
Taufiq Choudhry
Bradford University School of Management
Downloads 427 (54,524)
Citation 2

Abstract:

Hedge Ratio, Bivariate GARCH, Cash Index, Futures Index, Variance

4.

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

EFMA 2004 Basel Meetings Paper
Number of pages: 32 Posted: 14 May 2004
Taufiq Choudhry and Lu Lin
Bradford University School of Management and University of Bradford
Downloads 218 (114,028)
Citation 5

Abstract:

Financial Crisis, Cointegration, Johansen Method

5.

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

Number of pages: 33 Posted: 04 Feb 2004
Taufiq Choudhry, Edward Hon Khay Ng and Ke Peng
Bradford University School of Management, National University of Singapore (NUS) - NUS Business School and University of Bradford - School of Management
Downloads 110 (211,484)

Abstract:

Exchange Rate, Asian Financial Crisis, Johansen Cointegration, Band Regression

6.

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

The Manchester School, Vol. 70, pp. 768-791, 2002
Number of pages: 24 Posted: 23 Feb 2003
Taufiq Choudhry
Bradford University School of Management
Downloads 33 (390,824)
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Abstract:

7.

Money-Income Relationships between Three ERM Countries

Journal of Applied Economics, Vol. 5, No. 1, pp. 59-94, May 2002
Posted: 13 Jul 2004
Taufiq Choudhry
Bradford University School of Management

Abstract:

Monetary policy, cointegration, error correction, speed of adjustment, exchange rate

8.

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

EFMA 2000 Athens
Number of pages: 23 Posted: 31 Dec 2000
Taufiq Choudhry
Bradford University School of Management
Downloads 0
Citation 2

Abstract: