Access Statistics for Venus Khim-Sen Liew

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Non-parametric Bootstrap Simulation Study in ESTAR (1) Model 0 0 2 306 0 1 15 1,498
A complementary test for ADF test with an application to the exchange rates returns 0 1 3 229 0 1 9 1,260
An Empirical Investigation of Purchasing Power Parity for a Transition Economy - Cambodia 0 0 1 33 0 0 3 105
An overview on various ways of bootstrap methods 1 1 1 2 1 3 4 11
Are Asian Real Exchange Rates Stationary? 0 0 2 410 0 0 5 1,016
Are Non-Linear Dynamics a Universal Occurrence? Further Evidence From Asian Stock Markets 0 1 1 193 1 3 6 584
CAUSAL RELATIONSHIPS BETWEEN EXCHANGE RATES AND STOCK PRICES IN MALAYSIA AND THAILAND DURING THE 1997 CURRENCY CRISIS TURMOIL 1 1 7 910 1 5 25 2,563
Calendar anomalies in the Malaysian stock market 0 1 7 354 1 5 18 1,084
Day-of-the-week effects in selected East Asian stock markets 0 0 0 188 1 1 7 555
Does Fisher hypothesis hold for the East Asian Economies? an application of panel unit root tests 0 0 1 59 0 1 5 167
Does Hysteresis in Unemployment Occur in OECD Countries? Evidence from Parametric and Non-Parametric Panel Unit Roots Tests 0 1 2 97 1 3 9 306
Early warning indicator of economic vulnerability 2 2 7 126 4 7 19 214
Effects of ARCH Errors on Autoregressive Lag Length Selection Criteria 0 0 0 0 0 1 3 336
Effects of STAR and TAR types nonlinearities on order selection criteria 0 0 0 209 1 3 9 736
Exchange Rate and Trade Balance Relationship: The Experience of ASEAN Countries 6 12 35 2,266 16 34 110 7,561
Exchange Rate – Relative Price Relationship: Nonlinear Evidence from Malaysia 0 1 3 283 0 1 25 1,235
Exchange Rate – Relative Price Relationship: Nonlinear Evidence from Malaysia 0 0 0 305 0 1 3 1,609
Exchange Rates Forecasting Model: An Alternative Estimation Procedure 0 0 2 1,665 0 1 12 4,371
Export-led Growth Hypothesis in Malaysia: An Application of Two- Stage Least Square Technique 0 3 8 1,212 2 8 28 3,304
Financial Development and Economic Growth in Malaysia: The Stock Market Perspective 5 13 33 3,065 12 43 105 10,915
Fisher hypothesis: East Asian evidence from panel unit root tests 0 0 1 100 0 0 6 228
Forecasting Performance of Logistic STAR Exchange Rate Model: The Original and Reparameterised Versions 0 1 3 423 0 1 4 1,351
Forecasting malaysian business cycle movement: empirical evidence from composite leading indicator 2 4 16 230 8 20 71 1,111
Forecasting performance of Logistic STAR exchange rate model: The original and reparameterised versions 0 1 2 99 1 3 9 555
GARCH Diagnosis with Portmanteau Bicorrelation Test: An Application on the Malaysia's Stock Market 0 0 2 478 1 1 8 1,509
How Well the Ringgit-Yen Rate Fits the Non-linear Smooth Transition Autoregressive and Linear Autoregressive Models 0 0 0 184 1 1 5 899
Income convergence: fresh evidence from the Nordic countries 1 2 2 49 2 3 5 152
Income convergence? Evidence of non-linearity in the East Asian Economies: A comment 0 1 2 93 0 2 34 303
International Diversification Benefits in ASEAN Stock Markets: a Revisit 0 1 1 575 1 3 5 2,160
Is Money Neutral In Stock Market? The Case of Malaysia 0 0 3 80 0 1 10 216
Linear and nonlinear monetary approaches to the exchange rate of the Philippines peso-Japanese yen 0 0 0 77 0 9 19 231
Linearity and stationarity of G7 government bond returns 0 0 0 15 0 1 2 87
Linearity and stationarity of South Asian real exchange rates 0 0 2 100 0 0 7 277
Long-run validity of purchasing power parity and rank tests for cointegration for Central Asian Countries 0 0 0 85 0 2 8 243
Macroeconomic Determinants of Direct Investment Abroad of Singapore 0 1 6 42 1 4 25 223
Monetary Model of Exchange Rate for Thailand: Long-run Relationship and Monetary Restrictions 0 2 10 216 0 2 16 548
Monetary exchange rate model: supportive evidence from nonlinear testing procedures 0 0 3 130 0 3 14 330
Nonlinear Mean Reversion in Real Exchange Rates: Evidence from the ASEAN-5 0 0 1 204 1 2 6 504
ON THE FORECASTABILITY OF ASEAN-5 STOCK MARKETS RETURNS USING TIME SERIES MODELS 0 0 2 486 0 0 7 1,102
On Autoregressive Order Selection Criteria 0 1 2 601 0 1 5 1,666
On Singaporean Dollar and Purchasing Power Parity 0 0 0 238 0 2 7 1,555
On Singaporean Dollar and Purchasing Power Parity 0 0 1 96 0 1 7 552
On Singaporean Dollar-U.S. Dollar and Purchasing Power Parity 0 1 3 171 1 4 15 1,695
On Singaporean Dollar-U.S. Dollar and Purchasing Power Parity 0 0 0 270 0 1 1 1,865
Purchasing Power Parity (PPP) in a Transition Economy - Cambodia: Empirical Evidence from Bilateral Exchange Rates 0 0 2 59 0 1 9 207
Purchasing power parity in Asian economies: further evidence from rank tests for cointegration 0 0 0 12 0 0 4 60
Real interest rate parity: evidence from East Asian economies relative to China 0 0 1 185 1 1 11 608
Real interest rates equalization: The case of Malaysia and Singapore 0 0 0 206 1 1 11 1,038
Revisiting the Performance of MACD and RSI Oscillators 1 2 8 41 3 8 28 116
Selected Macroeconomic Determinants of Foreign Direct Investment Outflow of Singapore 0 1 9 120 0 5 22 356
Selected Macroeconomic Determinants of Foreign Direct Investment Outflow of Singapore 0 0 5 122 0 0 13 436
Testing for Non-Linearity in ASEAN Financial Markets 0 0 1 276 0 1 2 715
Testing nonlinear convergence in Malaysia,1965-2003 0 0 2 66 1 4 17 184
The Performance of AICC as an Order Selection Criterion in ARMA Time Series Models 0 0 0 406 1 2 8 1,440
The Predictability of ASEAN-5 Exchange Rates 0 0 2 364 0 0 11 1,045
The Validity of PPP Revisited: An Application of Non-linear Unit Root Test 0 1 1 300 1 3 5 781
The real interest rate differential: international evidence based on nonlinear unit root tests 0 0 2 171 0 2 15 706
Time series modelling and forecasting of Sarawak black pepper price 0 0 2 167 0 0 11 840
Value Creation and Long Term Performance of Hong Kong Spinoffs 0 0 0 0 1 3 8 237
Weak-form Efficient Market Hypothesis, Behavioural Finance and Episodic Transient Dependencies: The Case of the Kuala Lumpur Stock Exchange 1 6 14 1,612 2 10 41 7,555
Total Working Papers 20 62 226 21,061 69 230 932 75,116


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An empirical investigation of purchasing power parity for a transition economy - Cambodia 0 0 2 75 0 1 8 229
Applied International Business Conference 2008 0 1 2 2 0 1 6 21
Are Asian real exchange rates stationary? 0 0 4 132 0 0 10 420
Are Sectoral Outputs in Pakistan Led by Energy Consumption? 0 1 10 92 2 4 29 234
Assessing the Forecastibility of ESTAR Model: Some Evidence from Ringgit/Yen Rate 0 0 0 0 1 5 9 293
Asymmetry dynamics in real exchange rates: New results on East Asian currencies 0 0 2 31 1 2 10 102
Autoregressive Lag Length Selection Criteria in the Presence of ARCH Errors 1 3 8 32 3 6 17 184
Day-of-the-week effects in Selected East Asian stock markets 0 0 5 24 0 3 11 86
Disaggregated Energy Consumption and Sectoral Outputs in Thailand: ARDL Bound Testing Approach 0 2 8 20 0 4 25 64
Does Electricity Consumption have Significant Impact towards the Sectoral Growth of Cambodia? Evidence from Wald Test Causality Relationship 0 2 5 9 0 3 13 34
Does Fisher Hypothesis Hold for the East Asian Economies? An Application of Panel Unit Root Tests 0 0 3 37 1 1 5 84
Does the US IT stock market dominate other IT stock markets: Evidence from multivariate GARCH model 0 0 1 4 0 1 7 71
Estimation of the Autoregressive Order in the Presence of Measurement Errors 0 0 3 10 0 0 4 37
Exchange Rate – Relative Price Nonlinear Cointegration Relationship in Malaysia 1 1 3 11 1 3 10 74
Forecasting Performance of Exponential Smooth Transition Autoregressive Exchange Rate Models 0 2 5 225 0 2 9 723
Impact of foreign direct investment volatility on economic growth of asean-5 countries 2 7 42 389 13 27 102 947
Income Divergence? Evidence of Non-linearity in the East Asian Economies 0 2 4 12 0 4 15 55
Income convergence: fresh evidence from the Nordic countries 0 1 3 18 0 1 7 78
India-ASEAN-5 Economic Integration: Impact of Liberalization 0 0 0 0 0 2 23 579
International Conference in Economics and Finance 2005 (ICEF 2005) 0 3 7 9 0 3 14 34
Is There Any International Diversification Benefits in ASEAN Stock Markets? 0 1 5 88 1 6 15 319
Is money neutral in stock market? The case of Malaysia 0 0 7 104 3 6 28 328
Is there a nonlinear long-run relation in the U.S. interest rate and inflation? 1 1 5 74 1 3 15 170
Linear and nonlinear monetary approaches to the exchange rate of the Philippines peso-Japanese yen 1 1 4 45 3 5 17 176
Linearity and Stationarity of South Asian Real Exchange Rates 0 0 0 0 0 0 3 114
Linearity and stationarity of G7 government bond returns 0 1 2 44 0 1 7 143
Long-run validity of purchasing power parity and rank tests for cointegration for Central Asian countries 0 0 2 26 1 1 6 99
MEASURING BUSINESS CYCLE FLUCTUATIONS: AN ALTERNATIVE PRECURSOR TO ECONOMIC CRISES 0 1 5 5 1 4 19 19
MONEY DEMAND IN MALAYSIA: FURTHER EMPIRICAL EVIDENCE 0 0 0 7 2 3 16 691
Monetary Model of Exchange Rate for Thailand: Long-run Relationship and Monetary Restrictions 0 0 4 68 0 0 7 157
NEW EVIDENCE ON THE OUTPUT-INFLATION TRADE-OFF FROM ASEAN-5 ECONOMIES 0 0 0 0 0 2 13 267
Non-linearities in Real Interest Rate Parity: Evidence from OECD and Asian Developing Economies 0 0 2 23 1 1 28 118
Nonlinear Adjustment of ASEAN-5 Real Exchange Rates: Symmetrical or Asymmetrical? 0 1 3 11 0 2 9 54
Nonlinear Adjustment towards Purchasing Power Parity in ASEAN Exchange Rates 0 0 0 0 2 6 11 352
Nonlinear mean reversion in stock prices: evidence from Asian markets 0 0 2 88 0 0 9 317
Oil Price Shocks and Sectoral Outputs: Empirical Evidence from Malaysia 2 7 37 37 2 10 69 69
On the application of the rank tests for nonlinear cointegration to PPP: The case of Papua New Guinea 0 0 4 48 1 2 11 135
Purchasing power parity in Asian economies: further evidence from rank tests for cointegration 0 0 1 32 0 0 3 151
Real Interest Rates Equalization: The Case of Malaysia and Singapore 0 0 0 4 1 1 8 339
Real interest rate parity in the ASEAN-5 countries: a nonlinear perspective 0 0 4 37 1 3 8 126
Revisiting Purchasing Power Parity for Central Asian Countries Using Threshold Cointegration Tests 1 2 7 115 1 2 9 283
Revisiting the Performance of MACD and RSI Oscillators 0 1 7 65 3 16 71 264
Statistical Inadequacy of GARCH Models for Asian Stock Markets 0 0 3 4 0 0 4 17
THE REAL INTEREST RATE DIFFERENTIAL: INTERNATIONAL EVIDENCE BASED ON NON-LINEAR UNIT ROOT TESTS 0 0 1 52 0 0 5 212
Testing rational expectations hypothesis in the manufacturing sector in Malaysia 2 3 13 35 3 4 19 85
The Purchasing Power Parity Puzzle in Indonesia: Insights from ESTAR Model 0 1 3 3 1 6 11 11
The inadequacy of linear autoregressive model for real exchange rates: empirical evidence from Asian economies 0 0 3 138 0 0 4 605
Time series test of nonlinear convergence and transitional dynamics 0 0 4 61 0 0 8 184
Which Lag Length Selection Criteria Should We Employ? 40 105 390 970 176 420 1,567 4,065
Total Journal Articles 51 150 635 3,316 226 577 2,334 14,219


Statistics updated 2017-12-03