Ibrahim Chowdhury

University of Oxford

Oxford

United Kingdom

SCHOLARLY PAPERS

3

DOWNLOADS

80

SSRN RANKINGS

Top 14,938

in Total Papers Citations

24

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Scholarly Papers (3)

1.

The Behaviour of the Real Exchange Rate: Evidence from an Alternative Price Index

Economic Notes, Vol. 32, pp. 295-333, November 2003
Number of pages: 39 Posted: 13 Nov 2003
Ibrahim Chowdhury and Lucio Sarno
University of Oxford and City University London - Sir John Cass Business School
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2.

Non-Linear Dynamics in Deviations from the Law of One Price: A Broad-Based Empirical Study

CEPR Discussion Paper No. 3377
Number of pages: 41 Posted: 21 Jun 2002
Lucio Sarno, Mark P. Taylor and Ibrahim Chowdhury
City University London - Sir John Cass Business School, Washington University in St. Louis - John M. Olin Business School and University of Oxford
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Law of one price, purchasing power parity, real exchange rate, threshold non-linearity, mean reversion

3.

Time-Varying Volatility in the Foreign Exchange Market: New Evidence on its Persistence and on Currency Spillovers

Journal of Business Finance & Accounting, Vol. 31, No. 5-6, pp. 759-793, June 2004
Number of pages: 35 Posted: 12 Jul 2004
Ibrahim Chowdhury and Lucio Sarno
University of Oxford and City University London - Sir John Cass Business School
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