Access Statistics for Venus Khim-Sen Liew

Author contact details at EconPapers.

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 0 310 0 1 3 1,541
A complementary test for ADF test with an application to the exchange rates returns 0 0 0 232 0 0 3 1,295
Abnormal returns on tourism shares in the Chinese stock exchanges amid COVID-19 pandemic 0 0 0 11 0 0 1 29
An Empirical Investigation of Purchasing Power Parity for a Transition Economy - Cambodia 0 0 0 37 0 0 2 134
An overview on various ways of bootstrap methods 0 0 0 6 2 3 6 53
Are Asian Real Exchange Rates Stationary? 0 0 0 414 0 0 0 1,053
Are Non-Linear Dynamics a Universal Occurrence? Further Evidence From Asian Stock Markets 0 0 0 193 0 3 5 614
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 9 9 10 374 32 40 44 1,240
Chinese stock market sectoral indices performance in the time of novel coronavirus pandemic 0 0 6 163 0 1 9 279
Daily New Covid-19 Cases, The Movement Control Order, and Malaysian Stock Market Returns 1 1 1 19 2 4 12 94
Day-of-the-week effects in selected East Asian stock markets 0 0 0 195 0 1 2 582
Does Fisher hypothesis hold for the East Asian Economies? an application of panel unit root tests 0 0 0 61 0 0 10 229
Does Hysteresis in Unemployment Occur in OECD Countries? Evidence from Parametric and Non-Parametric Panel Unit Roots Tests 0 0 0 106 0 0 7 356
Does Research and Development Expenditure Co-integrate with Gross National Income of ASEAN Countries? 0 0 0 1 0 0 0 9
Early warning indicator of economic vulnerability 0 0 1 153 0 1 5 280
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 1 1 2 760
Exchange Rate and Trade Balance Relationship: The Experience of ASEAN Countries 0 1 12 2,356 1 4 31 7,957
Exchange Rate – Relative Price Relationship: Nonlinear Evidence from Malaysia 0 0 0 285 0 0 11 1,307
Exchange Rate – Relative Price Relationship: Nonlinear Evidence from Malaysia 0 0 0 307 0 0 2 1,665
Exchange Rates Forecasting Model: An Alternative Estimation Procedure 0 0 0 1,668 0 1 5 4,451
Export-led Growth Hypothesis in Malaysia: An Application of Two- Stage Least Square Technique 0 0 3 1,262 4 6 20 3,456
Financial Development and Economic Growth in Malaysia: The Stock Market Perspective 3 3 8 3,203 5 8 45 11,586
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 1 1 4 1,371
Forecasting performance of Logistic STAR exchange rate model: The original and reparameterised versions 1 1 1 105 1 1 3 596
GARCH Diagnosis with Portmanteau Bicorrelation Test: An Application on the Malaysia's Stock Market 0 0 0 484 0 0 1 1,549
How Well the Ringgit-Yen Rate Fits the Non-linear Smooth Transition Autoregressive and Linear Autoregressive Models 0 0 0 185 0 0 1 926
IMPACT OF WUHAN LOCKDOWN IN EARLY STAGE OF COVID-19 OUTBREAK ON SECTOR RETURNS IN CHINESE STOCK MARKET 0 0 0 9 0 0 1 32
Impacts of Unusual Market Activity Announcement on Stock Return: Evidence from The Ace Market in Malaysia 0 0 1 9 0 0 4 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 0 581 0 0 2 2,190
Is Money Neutral In Stock Market? The Case of Malaysia 0 0 0 88 0 1 2 258
Linear and nonlinear monetary approaches to the exchange rate of the Philippines peso-Japanese yen 0 0 0 79 0 1 1 265
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 2 66 0 2 5 290
Monetary Model of Exchange Rate for Thailand: Long-run Relationship and Monetary Restrictions 0 0 1 234 0 0 3 604
Monetary exchange rate model: supportive evidence from nonlinear testing procedures 0 0 0 137 0 0 1 387
Nonlinear Mean Reversion in Real Exchange Rates: Evidence from the ASEAN-5 0 0 0 208 0 0 3 528
ON THE FORECASTABILITY OF ASEAN-5 STOCK MARKETS RETURNS USING TIME SERIES MODELS 0 1 3 490 0 1 3 1,127
On Autoregressive Order Selection Criteria 0 0 2 609 0 0 4 1,715
On Singaporean Dollar and Purchasing Power Parity 0 0 0 239 0 0 1 1,583
On Singaporean Dollar and Purchasing Power Parity 0 0 0 96 0 0 7 584
On Singaporean Dollar-U.S. Dollar and Purchasing Power Parity 0 0 0 272 0 0 2 1,886
On Singaporean Dollar-U.S. Dollar and Purchasing Power Parity 0 0 0 175 0 1 12 1,761
Purchasing Power Parity (PPP) in a Transition Economy - Cambodia: Empirical Evidence from Bilateral Exchange Rates 0 0 2 69 0 0 4 244
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 1 1 2 1,070
Revisiting the Performance of MACD and RSI Oscillators 0 0 2 63 1 3 11 283
Selected Macroeconomic Determinants of Foreign Direct Investment Outflow of Singapore 0 0 1 132 0 1 4 479
Selected Macroeconomic Determinants of Foreign Direct Investment Outflow of Singapore 0 0 1 145 0 0 3 445
THE EFFECTS OF ASEAN-CHINA FREE TRADE AGREEMENT ON BILATERAL TRADES 0 0 3 26 0 0 6 43
Testing for Non-Linearity in ASEAN Financial Markets 0 0 1 281 0 0 2 740
Testing nonlinear convergence in Malaysia,1965-2003 0 0 0 66 0 0 0 206
The Effects of ASEAN Economic Community (AEC) Blueprint Adoption on Intra-ASEAN Trade on Manufacturing Products 0 0 3 14 1 3 15 46
The Performance of AICC as an Order Selection Criterion in ARMA Time Series Models 0 0 0 419 0 0 10 1,626
The Predictability of ASEAN-5 Exchange Rates 0 0 1 367 0 1 2 1,071
The Validity of PPP Revisited: An Application of Non-linear Unit Root Test 0 0 0 302 0 0 2 821
The effect of Malaysia general election on stock market returns 0 0 3 6 2 3 18 63
The effect of novel coronavirus pandemic on tourism share prices 0 1 3 13 0 2 7 51
The real interest rate differential: international evidence based on nonlinear unit root tests 0 0 1 175 0 0 2 738
Time series modelling and forecasting of Sarawak black pepper price 0 0 0 174 2 2 9 923
Tracking Errors of Exchange Traded Funds in Bursa Malaysia 0 0 0 5 0 0 0 22
Value Creation and Long Term Performance of Hong Kong Spinoffs 0 0 0 0 0 1 2 259
Weak-form Efficient Market Hypothesis, Behavioural Finance and Episodic Transient Dependencies: The Case of the Kuala Lumpur Stock Exchange 0 0 3 1,648 0 0 11 7,783
Total Working Papers 14 17 76 22,021 56 99 400 80,049


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 1 83 0 0 4 267
Applied International Business Conference 2008 0 0 0 5 0 2 4 39
Are Asian real exchange rates stationary? 0 0 0 137 0 0 2 449
Are Sectoral Outputs in Pakistan Led by Energy Consumption? 0 0 2 132 0 2 5 410
Assessing the Forecastibility of ESTAR Model: Some Evidence from Ringgit/Yen Rate 0 0 0 0 1 1 1 313
Asymmetry dynamics in real exchange rates: New results on East Asian currencies 0 0 0 33 0 0 0 128
Autoregressive Lag Length Selection Criteria in the Presence of ARCH Errors 0 0 0 38 0 1 3 212
Day-of-the-week effects in Selected East Asian stock markets 0 0 2 39 0 0 3 160
Disaggregated Energy Consumption and Sectoral Outputs in Thailand: ARDL Bound Testing Approach 1 1 1 27 1 2 3 116
Does Electricity Consumption have Significant Impact towards the Sectoral Growth of Cambodia? Evidence from Wald Test Causality Relationship 1 1 1 11 1 1 4 58
Does Fisher Hypothesis Hold for the East Asian Economies? An Application of Panel Unit Root Tests 0 1 1 41 0 1 2 101
Does the US IT stock market dominate other IT stock markets: Evidence from multivariate GARCH model 0 0 1 8 0 0 1 94
Estimation of the Autoregressive Order in the Presence of Measurement Errors 0 0 0 12 0 0 3 51
Exchange Rate – Relative Price Nonlinear Cointegration Relationship in Malaysia 0 0 0 16 0 0 1 123
Forecasting Performance of Exponential Smooth Transition Autoregressive Exchange Rate Models 0 0 0 233 0 0 0 750
Impact of foreign direct investment volatility on economic growth of asean-5 countries 0 2 5 462 2 4 11 1,143
Income Divergence? Evidence of Non-linearity in the East Asian Economies 0 1 2 18 0 1 3 86
Income convergence: fresh evidence from the Nordic countries 0 0 0 19 0 0 0 88
India-ASEAN-5 Economic Integration: Impact of Liberalization 0 0 0 0 1 1 6 716
International Conference in Economics and Finance 2005 (ICEF 2005) 0 0 0 16 0 1 3 60
Is There Any International Diversification Benefits in ASEAN Stock Markets? 0 0 2 97 0 0 3 361
Is money neutral in stock market? The case of Malaysia 0 0 0 109 0 1 2 367
Is there a nonlinear long-run relation in the U.S. interest rate and inflation? 1 1 2 82 1 1 2 214
Linear and nonlinear monetary approaches to the exchange rate of the Philippines peso-Japanese yen 0 0 1 49 0 1 3 214
Linearity and Stationarity of South Asian Real Exchange Rates 0 0 0 0 1 1 1 127
Linearity and stationarity of G7 government bond returns 0 0 1 46 0 0 1 184
Long-run validity of purchasing power parity and rank tests for cointegration for Central Asian countries 0 0 0 26 0 0 0 116
MEASURING BUSINESS CYCLE FLUCTUATIONS: AN ALTERNATIVE PRECURSOR TO ECONOMIC CRISES 0 0 1 24 0 0 2 87
MONEY DEMAND IN MALAYSIA: FURTHER EMPIRICAL EVIDENCE 0 0 0 7 1 1 6 830
Macroeconomic Instability Index and Malaysia Economic Performance 0 1 1 31 0 1 3 93
Monetary Model of Exchange Rate for Thailand: Long-run Relationship and Monetary Restrictions 0 0 0 76 0 0 0 197
NEW EVIDENCE ON THE OUTPUT-INFLATION TRADE-OFF FROM ASEAN-5 ECONOMIES 0 0 0 0 1 1 3 302
New Zealand's Residential Price Dynamics: Do capability to consume and government policies matter? 0 0 2 14 1 1 3 57
Non-linearities in Real Interest Rate Parity: Evidence from OECD and Asian Developing Economies 0 0 0 27 0 0 1 138
Nonlinear Adjustment of ASEAN-5 Real Exchange Rates: Symmetrical or Asymmetrical? 0 0 0 15 0 0 0 74
Nonlinear Adjustment towards Purchasing Power Parity in ASEAN Exchange Rates 0 0 0 0 2 2 4 397
ON SINGAPORE DOLLAR–U.S. DOLLAR AND PURCHASING POWER PARITY 0 0 0 0 0 0 0 59
Oil Price Shocks and Sectoral Outputs: Empirical Evidence from Malaysia 0 0 2 97 0 1 6 213
On the application of the rank tests for nonlinear cointegration to PPP: The case of Papua New Guinea 0 0 0 56 0 1 1 167
Panel Analysis of Monetary Model of ASEAN-5 Exchange Rates 0 0 1 15 0 0 3 46
Purchasing power parity in Asian economies: further evidence from rank tests for cointegration 0 0 0 33 0 0 0 160
Reaction of US and Chinese Stock Markets to COVID-19 News 0 0 1 1 0 0 2 2
Real Interest Rates Equalization: The Case of Malaysia and Singapore 0 0 0 4 0 0 1 353
Real interest rate parity in the ASEAN-5 countries: a nonlinear perspective 0 0 1 39 0 0 1 138
Rethinking and Moving Beyond GDP: A New Measure of Sarawak Economy Panorama 0 1 1 18 0 1 4 95
Revisiting Purchasing Power Parity for Central Asian Countries Using Threshold Cointegration Tests 0 0 1 121 1 2 4 309
Revisiting the Performance of MACD and RSI Oscillators 0 2 5 81 1 5 11 379
Statistical Inadequacy of GARCH Models for Asian Stock Markets 0 0 0 5 0 0 0 30
THE REAL INTEREST RATE DIFFERENTIAL: INTERNATIONAL EVIDENCE BASED ON NON‐LINEAR UNIT ROOT TESTS 0 0 0 52 0 0 0 223
Testing rational expectations hypothesis in the manufacturing sector in Malaysia 0 0 0 40 0 0 1 109
The Impact of Business Cycle on Pakistani Banks Capital Buffer and Portfolio Risk 0 1 4 20 0 1 10 219
The Purchasing Power Parity Puzzle in Indonesia: Insights from ESTAR Model 0 1 2 7 0 1 4 57
The inadequacy of linear autoregressive model for real exchange rates: empirical evidence from Asian economies 0 0 1 142 0 0 1 627
Time series test of nonlinear convergence and transitional dynamics 0 0 1 74 0 0 3 241
Which Lag Length Selection Criteria Should We Employ? 3 15 58 2,156 28 69 303 10,652
Total Journal Articles 6 28 104 4,894 43 108 448 23,201
1 registered items for which data could not be found


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Forecasting Malaysian Business Cycle Movement 0 0 0 0 0 0 0 6
The Impacts of Divisia Money on MYR/USD Exchange Rate Determination in Malaysia 0 1 3 3 0 2 7 7
Total Chapters 0 1 3 3 0 2 7 13
1 registered items for which data could not be found


Statistics updated 2024-05-04