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12 months |
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A Non-parametric Bootstrap Simulation Study in ESTAR (1) Model |
0 |
0 |
1 |
310 |
0 |
1 |
2 |
1,539 |
A complementary test for ADF test with an application to the exchange rates returns |
0 |
0 |
0 |
232 |
0 |
1 |
2 |
1,294 |
Abnormal returns on tourism shares in the Chinese stock exchanges amid COVID-19 pandemic |
0 |
0 |
1 |
11 |
0 |
1 |
3 |
29 |
An Empirical Investigation of Purchasing Power Parity for a Transition Economy - Cambodia |
0 |
0 |
0 |
37 |
0 |
0 |
2 |
133 |
An overview on various ways of bootstrap methods |
0 |
0 |
0 |
6 |
0 |
0 |
5 |
48 |
Are Asian Real Exchange Rates Stationary? |
0 |
0 |
1 |
414 |
0 |
0 |
2 |
1,053 |
Are Non-Linear Dynamics a Universal Occurrence? Further Evidence From Asian Stock Markets |
0 |
0 |
0 |
193 |
0 |
0 |
2 |
611 |
CAUSAL RELATIONSHIPS BETWEEN EXCHANGE RATES AND STOCK PRICES IN MALAYSIA AND THAILAND DURING THE 1997 CURRENCY CRISIS TURMOIL |
0 |
0 |
0 |
926 |
0 |
0 |
4 |
2,621 |
Calendar anomalies in the Malaysian stock market |
0 |
0 |
3 |
365 |
1 |
1 |
13 |
1,200 |
Chinese stock market sectoral indices performance in the time of novel coronavirus pandemic |
1 |
2 |
8 |
162 |
1 |
3 |
11 |
277 |
Daily New Covid-19 Cases, The Movement Control Order, and Malaysian Stock Market Returns |
0 |
0 |
2 |
18 |
3 |
5 |
12 |
88 |
Day-of-the-week effects in selected East Asian stock markets |
0 |
0 |
0 |
195 |
1 |
1 |
2 |
581 |
Does Fisher hypothesis hold for the East Asian Economies? an application of panel unit root tests |
0 |
0 |
0 |
61 |
0 |
0 |
16 |
228 |
Does Hysteresis in Unemployment Occur in OECD Countries? Evidence from Parametric and Non-Parametric Panel Unit Roots Tests |
0 |
0 |
0 |
106 |
0 |
0 |
0 |
349 |
Does Research and Development Expenditure Co-integrate with Gross National Income of ASEAN Countries? |
0 |
0 |
1 |
1 |
0 |
0 |
2 |
9 |
Early warning indicator of economic vulnerability |
0 |
0 |
2 |
153 |
0 |
0 |
4 |
277 |
Effects of ARCH Errors on Autoregressive Lag Length Selection Criteria |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
345 |
Effects of STAR and TAR types nonlinearities on order selection criteria |
0 |
0 |
0 |
210 |
0 |
1 |
3 |
759 |
Exchange Rate and Trade Balance Relationship: The Experience of ASEAN Countries |
5 |
6 |
12 |
2,354 |
8 |
12 |
35 |
7,950 |
Exchange Rate – Relative Price Relationship: Nonlinear Evidence from Malaysia |
0 |
0 |
1 |
307 |
0 |
0 |
6 |
1,665 |
Exchange Rate – Relative Price Relationship: Nonlinear Evidence from Malaysia |
0 |
0 |
1 |
285 |
2 |
3 |
19 |
1,307 |
Exchange Rates Forecasting Model: An Alternative Estimation Procedure |
0 |
0 |
1 |
1,668 |
0 |
0 |
14 |
4,450 |
Export-led Growth Hypothesis in Malaysia: An Application of Two- Stage Least Square Technique |
0 |
0 |
7 |
1,261 |
2 |
8 |
21 |
3,446 |
Financial Development and Economic Growth in Malaysia: The Stock Market Perspective |
0 |
1 |
6 |
3,200 |
4 |
10 |
41 |
11,573 |
Fisher hypothesis: East Asian evidence from panel unit root tests |
0 |
0 |
0 |
102 |
0 |
0 |
0 |
249 |
Forecasting Performance of Logistic STAR Exchange Rate Model: The Original and Reparameterised Versions |
0 |
0 |
0 |
423 |
0 |
0 |
0 |
1,383 |
Forecasting malaysian business cycle movement: empirical evidence from composite leading indicator |
0 |
0 |
0 |
270 |
0 |
0 |
2 |
1,369 |
Forecasting performance of Logistic STAR exchange rate model: The original and reparameterised versions |
0 |
0 |
0 |
104 |
0 |
1 |
1 |
594 |
GARCH Diagnosis with Portmanteau Bicorrelation Test: An Application on the Malaysia's Stock Market |
0 |
0 |
0 |
484 |
0 |
0 |
1 |
1,548 |
How Well the Ringgit-Yen Rate Fits the Non-linear Smooth Transition Autoregressive and Linear Autoregressive Models |
0 |
0 |
0 |
185 |
0 |
1 |
1 |
926 |
IMPACT OF WUHAN LOCKDOWN IN EARLY STAGE OF COVID-19 OUTBREAK ON SECTOR RETURNS IN CHINESE STOCK MARKET |
0 |
0 |
1 |
9 |
0 |
0 |
4 |
32 |
Impacts of Unusual Market Activity Announcement on Stock Return: Evidence from The Ace Market in Malaysia |
0 |
1 |
2 |
9 |
1 |
3 |
6 |
30 |
Income convergence: fresh evidence from the Nordic countries |
0 |
0 |
0 |
53 |
0 |
0 |
0 |
167 |
Income convergence? Evidence of non-linearity in the East Asian Economies: A comment |
0 |
0 |
0 |
94 |
0 |
0 |
0 |
330 |
International Diversification Benefits in ASEAN Stock Markets: a Revisit |
0 |
0 |
1 |
581 |
0 |
1 |
3 |
2,190 |
Is Money Neutral In Stock Market? The Case of Malaysia |
0 |
0 |
0 |
88 |
0 |
0 |
0 |
256 |
Linear and nonlinear monetary approaches to the exchange rate of the Philippines peso-Japanese yen |
0 |
0 |
0 |
79 |
0 |
0 |
0 |
264 |
Linearity and stationarity of G7 government bond returns |
0 |
0 |
0 |
16 |
0 |
0 |
0 |
109 |
Linearity and stationarity of South Asian real exchange rates |
0 |
0 |
0 |
100 |
0 |
0 |
0 |
291 |
Long-run validity of purchasing power parity and rank tests for cointegration for Central Asian Countries |
0 |
0 |
0 |
87 |
0 |
0 |
0 |
268 |
Macroeconomic Determinants of Direct Investment Abroad of Singapore |
0 |
0 |
1 |
65 |
0 |
0 |
3 |
287 |
Monetary Model of Exchange Rate for Thailand: Long-run Relationship and Monetary Restrictions |
0 |
0 |
1 |
233 |
0 |
0 |
4 |
603 |
Monetary exchange rate model: supportive evidence from nonlinear testing procedures |
0 |
0 |
0 |
137 |
0 |
0 |
3 |
387 |
Nonlinear Mean Reversion in Real Exchange Rates: Evidence from the ASEAN-5 |
0 |
0 |
0 |
208 |
2 |
3 |
4 |
528 |
ON THE FORECASTABILITY OF ASEAN-5 STOCK MARKETS RETURNS USING TIME SERIES MODELS |
2 |
2 |
2 |
489 |
2 |
2 |
2 |
1,126 |
On Autoregressive Order Selection Criteria |
0 |
1 |
2 |
609 |
0 |
3 |
5 |
1,715 |
On Singaporean Dollar and Purchasing Power Parity |
0 |
0 |
0 |
239 |
0 |
1 |
2 |
1,583 |
On Singaporean Dollar and Purchasing Power Parity |
0 |
0 |
0 |
96 |
1 |
4 |
12 |
583 |
On Singaporean Dollar-U.S. Dollar and Purchasing Power Parity |
0 |
0 |
2 |
272 |
0 |
1 |
3 |
1,885 |
On Singaporean Dollar-U.S. Dollar and Purchasing Power Parity |
0 |
0 |
1 |
175 |
2 |
3 |
17 |
1,759 |
Purchasing Power Parity (PPP) in a Transition Economy - Cambodia: Empirical Evidence from Bilateral Exchange Rates |
1 |
1 |
2 |
69 |
1 |
1 |
5 |
243 |
Purchasing power parity in Asian economies: further evidence from rank tests for cointegration |
0 |
0 |
0 |
13 |
0 |
0 |
0 |
77 |
Real interest rate parity: evidence from East Asian economies relative to China |
0 |
0 |
1 |
190 |
0 |
0 |
1 |
644 |
Real interest rates equalization: The case of Malaysia and Singapore |
0 |
0 |
0 |
210 |
0 |
0 |
3 |
1,068 |
Revisiting the Performance of MACD and RSI Oscillators |
0 |
1 |
2 |
63 |
0 |
5 |
15 |
280 |
Selected Macroeconomic Determinants of Foreign Direct Investment Outflow of Singapore |
1 |
1 |
2 |
132 |
2 |
2 |
4 |
478 |
Selected Macroeconomic Determinants of Foreign Direct Investment Outflow of Singapore |
0 |
0 |
0 |
144 |
0 |
1 |
3 |
444 |
THE EFFECTS OF ASEAN-CHINA FREE TRADE AGREEMENT ON BILATERAL TRADES |
0 |
2 |
3 |
25 |
0 |
3 |
7 |
41 |
Testing for Non-Linearity in ASEAN Financial Markets |
0 |
1 |
1 |
281 |
0 |
1 |
2 |
740 |
Testing nonlinear convergence in Malaysia,1965-2003 |
0 |
0 |
0 |
66 |
0 |
0 |
1 |
206 |
The Effects of ASEAN Economic Community (AEC) Blueprint Adoption on Intra-ASEAN Trade on Manufacturing Products |
1 |
1 |
3 |
14 |
2 |
5 |
13 |
41 |
The Performance of AICC as an Order Selection Criterion in ARMA Time Series Models |
0 |
0 |
2 |
419 |
0 |
2 |
37 |
1,624 |
The Predictability of ASEAN-5 Exchange Rates |
0 |
0 |
2 |
367 |
0 |
0 |
2 |
1,070 |
The Validity of PPP Revisited: An Application of Non-linear Unit Root Test |
0 |
0 |
1 |
302 |
0 |
0 |
2 |
820 |
The effect of Malaysia general election on stock market returns |
1 |
2 |
3 |
6 |
3 |
6 |
15 |
56 |
The effect of novel coronavirus pandemic on tourism share prices |
2 |
2 |
2 |
12 |
3 |
3 |
5 |
48 |
The real interest rate differential: international evidence based on nonlinear unit root tests |
1 |
1 |
1 |
175 |
1 |
1 |
2 |
738 |
Time series modelling and forecasting of Sarawak black pepper price |
0 |
0 |
1 |
174 |
1 |
4 |
10 |
920 |
Tracking Errors of Exchange Traded Funds in Bursa Malaysia |
0 |
0 |
0 |
5 |
0 |
0 |
3 |
22 |
Value Creation and Long Term Performance of Hong Kong Spinoffs |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
258 |
Weak-form Efficient Market Hypothesis, Behavioural Finance and Episodic Transient Dependencies: The Case of the Kuala Lumpur Stock Exchange |
0 |
0 |
3 |
1,647 |
0 |
3 |
18 |
7,781 |
Total Working Papers |
15 |
25 |
89 |
21,996 |
43 |
108 |
443 |
79,893 |