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Economics and Finance

D-Index
33
Citations
3693
World Ranking
3321
National Ranking
381

Overview

Taufiq Choudhry is affiliated with the University of Southampton in the United Kingdom and has a research focus primarily within the fields of Economics, Econometrics, and Finance.

The scientist's work covers multiple subfields including Finance, Economics and Econometrics, Accounting, General Economics, Econometrics and Finance, and Strategy and Management.

The research topics Taufiq Choudhry engages with include:

  • Market Dynamics and Volatility
  • Financial Risk and Volatility Modeling
  • Monetary Policy and Economic Impact
  • Financial Markets and Investment Strategies
  • Corporate Finance and Governance
  • Energy, Environment, Economic Growth
  • Credit Risk and Financial Regulations

Recent scholarly articles include:

  • What drives US consumer confidence? The asymmetric effects of economic uncertainty, 2023, International Journal of Finance & Economics
  • Modelling credit card exposure at default using vine copula quantile regression, 2023, European Journal of Operational Research
  • Human Capital resource as cost or investment: A market-based analysis, 2021, The International Journal of Human Resource Management
  • Does liquidity drive stock market returns? The role of investor risk aversion, 2021, Review of Quantitative Finance and Accounting
  • Multiday expected shortfall under generalized t distributions: evidence from global stock market, 2020, Review of Quantitative Finance and Accounting

Publications have appeared most frequently in the following venues:

  • Review of Quantitative Finance and Accounting
  • International Journal of Finance & Economics
  • International Journal of Banking Accounting and Finance
  • The International Journal of Human Resource Management
  • European Journal of Operational Research

Taufiq Choudhry has also contributed to book publications, including a title called Global Market and Trade released in 2022 under the category of Business, management and economics.

Frequent collaborators in research include the following co-authors:

  • Sarosh Shabi
  • Ranadeva Jayasekera
  • Suttisak Wattanawongwan
  • Christophe Mues
  • Ramin Okhrati

Best Publications

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

    Taufiq Choudhry;Syed S. Hassan;Sarosh Shabi

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

    Taufiq Choudhry

  • Female directors and managerial opportunism: Monitoring versus advisory female directors

    Alaa Mansour Zalata;Alaa Mansour Zalata;Collins G. Ntim;Taufiq Choudhry;Ahmed Hassanein;Ahmed Hassanein

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

    Unknown

  • Stochastic Trends in Stock Prices: Evidence from Latin American Markets

    Unknown

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

    Taufiq Choudhry

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

    Taufiq Choudhry;Fotios I. Papadimitriou;Sarosh Shabi

  • World War II events and the Dow Jones industrial index

    Taufiq Choudhry

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

    Taufiq Choudhry

  • Common stochastic trends among far east stock prices: effects of the asian financial crisis

    Taufiq Choudhry;Lin Lu;Ke Peng

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

    Unknown

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

    Taufiq Choudhry

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

    Taufiq Choudhry

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

    Taufiq Choudhry

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

    Taufiq Choudhry;Hao Wu

  • Purchasing Power Parity and the Canadian Float in the 1950s

    Taufiq Choudhry;Robert McNown;Myles Wallace

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

    Taufiq Choudhry

  • September 11 and time-varying beta of United States companies

    Taufiq Choudhry

  • Stochastic trends and stock prices: an international inquiry

    Unknown

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

    Taufiq Choudhry

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

    Taufiq Choudhry

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

    Taufiq Choudhry;Syed S. Hassan

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

    Taufiq Choudhry;Ranadeva Jayasekera

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

    Taufiq Choudhry

Frequent Co-Authors

Collins G. Ntim
Collins G. Ntim University of Southampton

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