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 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


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 1 2 83 0 1 3 265
Applied International Business Conference 2008 0 0 0 5 0 0 3 37
Are Asian real exchange rates stationary? 0 0 0 137 0 1 2 448
Are Sectoral Outputs in Pakistan Led by Energy Consumption? 0 1 5 131 0 1 8 407
Assessing the Forecastibility of ESTAR Model: Some Evidence from Ringgit/Yen Rate 0 0 0 0 0 0 1 312
Asymmetry dynamics in real exchange rates: New results on East Asian currencies 0 0 1 33 0 0 2 128
Autoregressive Lag Length Selection Criteria in the Presence of ARCH Errors 0 0 1 38 0 0 2 210
Day-of-the-week effects in Selected East Asian stock markets 1 2 3 39 1 2 5 160
Disaggregated Energy Consumption and Sectoral Outputs in Thailand: ARDL Bound Testing Approach 0 0 1 26 0 0 2 114
Does Electricity Consumption have Significant Impact towards the Sectoral Growth of Cambodia? Evidence from Wald Test Causality Relationship 0 0 0 10 0 2 2 56
Does Fisher Hypothesis Hold for the East Asian Economies? An Application of Panel Unit Root Tests 0 0 0 40 0 0 1 100
Does the US IT stock market dominate other IT stock markets: Evidence from multivariate GARCH model 0 1 1 8 0 1 1 94
Estimation of the Autoregressive Order in the Presence of Measurement Errors 0 0 0 12 2 3 3 51
Exchange Rate – Relative Price Nonlinear Cointegration Relationship in Malaysia 0 0 0 16 0 0 2 123
Forecasting Performance of Exponential Smooth Transition Autoregressive Exchange Rate Models 0 0 2 233 0 0 3 750
Impact of foreign direct investment volatility on economic growth of asean-5 countries 1 1 5 460 1 3 12 1,139
Income Divergence? Evidence of Non-linearity in the East Asian Economies 0 0 1 16 0 0 2 84
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 0 2 9 715
International Conference in Economics and Finance 2005 (ICEF 2005) 0 0 0 16 0 1 3 59
Is There Any International Diversification Benefits in ASEAN Stock Markets? 0 2 2 97 0 2 4 361
Is money neutral in stock market? The case of Malaysia 0 0 0 109 0 0 1 365
Is there a nonlinear long-run relation in the U.S. interest rate and inflation? 0 0 0 80 0 0 0 212
Linear and nonlinear monetary approaches to the exchange rate of the Philippines peso-Japanese yen 0 0 0 48 0 0 0 211
Linearity and Stationarity of South Asian Real Exchange Rates 0 0 0 0 0 0 0 126
Linearity and stationarity of G7 government bond returns 0 0 0 45 0 0 1 183
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 3 86
MONEY DEMAND IN MALAYSIA: FURTHER EMPIRICAL EVIDENCE 0 0 0 7 0 2 9 828
Macroeconomic Instability Index and Malaysia Economic Performance 0 0 0 30 1 1 2 92
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 0 0 1 300
New Zealand's Residential Price Dynamics: Do capability to consume and government policies matter? 0 2 3 14 0 2 6 56
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 1 74
Nonlinear Adjustment towards Purchasing Power Parity in ASEAN Exchange Rates 0 0 0 0 0 0 3 395
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 1 2 96 1 2 4 209
On the application of the rank tests for nonlinear cointegration to PPP: The case of Papua New Guinea 0 0 0 56 0 0 0 166
Panel Analysis of Monetary Model of ASEAN-5 Exchange Rates 1 1 2 15 1 2 5 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 0 0 0 1 1 1
Real Interest Rates Equalization: The Case of Malaysia and Singapore 0 0 0 4 0 0 2 353
Real interest rate parity in the ASEAN-5 countries: a nonlinear perspective 0 0 0 38 0 0 0 137
Rethinking and Moving Beyond GDP: A New Measure of Sarawak Economy Panorama 0 0 1 17 0 1 5 94
Revisiting Purchasing Power Parity for Central Asian Countries Using Threshold Cointegration Tests 0 0 0 120 1 1 1 306
Revisiting the Performance of MACD and RSI Oscillators 0 2 3 78 0 4 6 372
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 1 1 109
The Impact of Business Cycle on Pakistani Banks Capital Buffer and Portfolio Risk 2 2 3 18 3 4 9 216
The Purchasing Power Parity Puzzle in Indonesia: Insights from ESTAR Model 0 0 0 5 1 2 3 55
The inadequacy of linear autoregressive model for real exchange rates: empirical evidence from Asian economies 0 0 0 141 0 0 0 626
Time series test of nonlinear convergence and transitional dynamics 0 0 2 74 0 0 3 240
Which Lag Length Selection Criteria Should We Employ? 5 16 69 2,134 16 79 357 10,547
Total Journal Articles 10 32 110 4,846 28 121 495 23,029
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 1 6
The Impacts of Divisia Money on MYR/USD Exchange Rate Determination in Malaysia 0 2 2 2 1 4 4 4
Total Chapters 0 2 2 2 1 4 5 10
1 registered items for which data could not be found


Statistics updated 2023-12-04