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 1 309 0 0 4 1,537
A complementary test for ADF test with an application to the exchange rates returns 0 0 0 232 0 0 7 1,291
Abnormal returns on tourism shares in the Chinese stock exchanges amid COVID-19 pandemic 0 0 2 10 0 4 9 25
An Empirical Investigation of Purchasing Power Parity for a Transition Economy - Cambodia 0 0 0 37 0 0 0 131
An overview on various ways of bootstrap methods 0 1 1 6 0 2 7 43
Are Asian Real Exchange Rates Stationary? 0 0 0 413 1 1 2 1,051
Are Non-Linear Dynamics a Universal Occurrence? Further Evidence From Asian Stock Markets 0 0 0 193 0 0 3 609
CAUSAL RELATIONSHIPS BETWEEN EXCHANGE RATES AND STOCK PRICES IN MALAYSIA AND THAILAND DURING THE 1997 CURRENCY CRISIS TURMOIL 0 0 1 926 0 0 3 2,616
Calendar anomalies in the Malaysian stock market 0 1 2 362 1 3 20 1,187
Chinese stock market sectoral indices performance in the time of novel coronavirus pandemic 0 2 6 152 0 2 18 264
Daily New Covid-19 Cases, The Movement Control Order, and Malaysian Stock Market Returns 0 0 6 15 2 11 47 74
Day-of-the-week effects in selected East Asian stock markets 0 0 0 195 0 0 1 579
Does Fisher hypothesis hold for the East Asian Economies? an application of panel unit root tests 0 0 0 61 0 1 9 209
Does Hysteresis in Unemployment Occur in OECD Countries? Evidence from Parametric and Non-Parametric Panel Unit Roots Tests 0 0 1 106 0 0 3 349
Does Research and Development Expenditure Co-integrate with Gross National Income of ASEAN Countries? 0 0 0 0 0 0 3 7
Early warning indicator of economic vulnerability 1 3 3 151 2 4 8 273
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 0 3 756
Exchange Rate and Trade Balance Relationship: The Experience of ASEAN Countries 1 3 16 2,341 6 13 68 7,909
Exchange Rate – Relative Price Relationship: Nonlinear Evidence from Malaysia 0 0 0 305 0 1 7 1,658
Exchange Rate – Relative Price Relationship: Nonlinear Evidence from Malaysia 0 0 0 283 0 4 10 1,286
Exchange Rates Forecasting Model: An Alternative Estimation Procedure 0 0 0 1,667 0 4 20 4,434
Export-led Growth Hypothesis in Malaysia: An Application of Two- Stage Least Square Technique 2 2 16 1,254 2 3 32 3,423
Financial Development and Economic Growth in Malaysia: The Stock Market Perspective 0 1 7 3,194 0 4 26 11,529
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 1 1,383
Forecasting malaysian business cycle movement: empirical evidence from composite leading indicator 0 3 5 270 0 3 13 1,367
Forecasting performance of Logistic STAR exchange rate model: The original and reparameterised versions 0 0 0 104 1 1 1 593
GARCH Diagnosis with Portmanteau Bicorrelation Test: An Application on the Malaysia's Stock Market 0 0 1 484 0 0 3 1,546
How Well the Ringgit-Yen Rate Fits the Non-linear Smooth Transition Autoregressive and Linear Autoregressive Models 0 0 1 185 0 0 4 925
IMPACT OF WUHAN LOCKDOWN IN EARLY STAGE OF COVID-19 OUTBREAK ON SECTOR RETURNS IN CHINESE STOCK MARKET 0 1 4 8 0 2 10 28
Impacts of Unusual Market Activity Announcement on Stock Return: Evidence from The Ace Market in Malaysia 0 0 1 7 0 1 7 23
Income convergence: fresh evidence from the Nordic countries 0 0 0 53 0 0 2 167
Income convergence? Evidence of non-linearity in the East Asian Economies: A comment 0 0 0 94 1 1 1 330
International Diversification Benefits in ASEAN Stock Markets: a Revisit 0 0 0 580 0 0 1 2,187
Is Money Neutral In Stock Market? The Case of Malaysia 0 0 0 88 0 0 3 256
Linear and nonlinear monetary approaches to the exchange rate of the Philippines peso-Japanese yen 0 0 1 79 0 0 2 264
Linearity and stationarity of G7 government bond returns 0 1 1 16 0 1 2 109
Linearity and stationarity of South Asian real exchange rates 0 0 0 100 0 0 1 291
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 0 64 2 2 4 284
Monetary Model of Exchange Rate for Thailand: Long-run Relationship and Monetary Restrictions 1 1 3 232 1 2 5 599
Monetary exchange rate model: supportive evidence from nonlinear testing procedures 0 0 0 137 0 0 2 384
Nonlinear Mean Reversion in Real Exchange Rates: Evidence from the ASEAN-5 0 0 0 208 0 0 0 524
ON THE FORECASTABILITY OF ASEAN-5 STOCK MARKETS RETURNS USING TIME SERIES MODELS 0 1 1 487 0 1 1 1,124
On Autoregressive Order Selection Criteria 0 1 2 607 0 2 12 1,710
On Singaporean Dollar and Purchasing Power Parity 0 0 0 96 0 1 4 569
On Singaporean Dollar and Purchasing Power Parity 0 0 0 239 0 0 2 1,581
On Singaporean Dollar-U.S. Dollar and Purchasing Power Parity 0 0 1 174 0 1 8 1,741
On Singaporean Dollar-U.S. Dollar and Purchasing Power Parity 0 0 0 270 0 1 1 1,882
Purchasing Power Parity (PPP) in a Transition Economy - Cambodia: Empirical Evidence from Bilateral Exchange Rates 0 0 0 67 0 1 1 238
Purchasing power parity in Asian economies: further evidence from rank tests for cointegration 0 0 0 13 0 0 2 77
Real interest rate parity: evidence from East Asian economies relative to China 0 0 0 189 0 0 1 640
Real interest rates equalization: The case of Malaysia and Singapore 0 0 1 210 0 2 6 1,065
Revisiting the Performance of MACD and RSI Oscillators 0 2 4 61 2 7 28 264
Selected Macroeconomic Determinants of Foreign Direct Investment Outflow of Singapore 0 0 2 144 0 1 7 441
Selected Macroeconomic Determinants of Foreign Direct Investment Outflow of Singapore 0 0 2 130 0 2 7 474
THE EFFECTS OF ASEAN-CHINA FREE TRADE AGREEMENT ON BILATERAL TRADES 1 2 5 21 1 2 12 32
Testing for Non-Linearity in ASEAN Financial Markets 0 0 0 280 0 1 2 738
Testing nonlinear convergence in Malaysia,1965-2003 0 0 0 66 0 1 2 205
The Effects of ASEAN Economic Community (AEC) Blueprint Adoption on Intra-ASEAN Trade on Manufacturing Products 0 0 2 11 3 4 8 28
The Performance of AICC as an Order Selection Criterion in ARMA Time Series Models 1 1 1 416 5 7 23 1,583
The Predictability of ASEAN-5 Exchange Rates 0 0 0 365 0 0 1 1,068
The Validity of PPP Revisited: An Application of Non-linear Unit Root Test 0 0 0 301 0 0 3 818
The effect of Malaysia general election on stock market returns 0 0 2 3 8 9 27 32
The effect of novel coronavirus pandemic on tourism share prices 0 0 0 9 3 5 16 42
The real interest rate differential: international evidence based on nonlinear unit root tests 0 0 0 174 0 0 2 735
Time series modelling and forecasting of Sarawak black pepper price 0 0 0 173 1 1 2 910
Tracking Errors of Exchange Traded Funds in Bursa Malaysia 0 2 3 5 0 3 13 19
Value Creation and Long Term Performance of Hong Kong Spinoffs 0 0 0 0 0 1 2 257
Weak-form Efficient Market Hypothesis, Behavioural Finance and Episodic Transient Dependencies: The Case of the Kuala Lumpur Stock Exchange 0 0 6 1,643 3 8 32 7,762
Total Working Papers 7 28 111 21,897 45 131 597 79,397


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 0 81 0 0 2 261
Applied International Business Conference 2008 0 0 2 5 0 0 2 34
Are Asian real exchange rates stationary? 0 0 1 137 0 0 4 446
Are Sectoral Outputs in Pakistan Led by Energy Consumption? 0 1 7 126 14 21 34 397
Assessing the Forecastibility of ESTAR Model: Some Evidence from Ringgit/Yen Rate 0 0 0 0 0 0 1 311
Asymmetry dynamics in real exchange rates: New results on East Asian currencies 0 0 0 32 0 0 1 126
Autoregressive Lag Length Selection Criteria in the Presence of ARCH Errors 0 0 0 36 0 0 3 207
Day-of-the-week effects in Selected East Asian stock markets 0 0 2 36 0 0 10 155
Disaggregated Energy Consumption and Sectoral Outputs in Thailand: ARDL Bound Testing Approach 0 0 1 25 0 1 3 112
Does Electricity Consumption have Significant Impact towards the Sectoral Growth of Cambodia? Evidence from Wald Test Causality Relationship 0 0 0 10 0 0 2 53
Does Fisher Hypothesis Hold for the East Asian Economies? An Application of Panel Unit Root Tests 0 0 0 40 0 0 0 99
Does the US IT stock market dominate other IT stock markets: Evidence from multivariate GARCH model 0 0 0 6 0 0 1 89
Estimation of the Autoregressive Order in the Presence of Measurement Errors 0 0 0 12 0 0 1 48
Exchange Rate – Relative Price Nonlinear Cointegration Relationship in Malaysia 0 0 1 16 0 1 7 121
Forecasting Performance of Exponential Smooth Transition Autoregressive Exchange Rate Models 0 1 2 231 0 2 6 747
Impact of foreign direct investment volatility on economic growth of asean-5 countries 0 1 7 455 1 2 13 1,126
Income Divergence? Evidence of Non-linearity in the East Asian Economies 0 0 0 15 0 0 2 82
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 1 18 704
International Conference in Economics and Finance 2005 (ICEF 2005) 0 0 1 16 0 0 5 56
Is There Any International Diversification Benefits in ASEAN Stock Markets? 0 0 2 95 0 1 7 357
Is money neutral in stock market? The case of Malaysia 0 0 0 109 1 1 2 364
Is there a nonlinear long-run relation in the U.S. interest rate and inflation? 0 0 2 80 0 0 2 211
Linear and nonlinear monetary approaches to the exchange rate of the Philippines peso-Japanese yen 0 0 0 48 0 1 2 211
Linearity and Stationarity of South Asian Real Exchange Rates 0 0 0 0 0 0 1 126
Linearity and stationarity of G7 government bond returns 0 0 1 45 0 1 5 182
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 0 23 0 0 1 83
MONEY DEMAND IN MALAYSIA: FURTHER EMPIRICAL EVIDENCE 0 0 0 7 1 5 21 817
Macroeconomic Instability Index and Malaysia Economic Performance 0 0 3 30 0 3 22 90
Monetary Model of Exchange Rate for Thailand: Long-run Relationship and Monetary Restrictions 0 0 0 76 0 1 6 197
NEW EVIDENCE ON THE OUTPUT-INFLATION TRADE-OFF FROM ASEAN-5 ECONOMIES 0 0 0 0 1 1 4 299
New Zealand's Residential Price Dynamics: Do capability to consume and government policies matter? 0 1 3 11 0 3 10 50
Non-linearities in Real Interest Rate Parity: Evidence from OECD and Asian Developing Economies 0 0 0 27 0 0 3 137
Nonlinear Adjustment of ASEAN-5 Real Exchange Rates: Symmetrical or Asymmetrical? 0 1 1 15 0 1 1 73
Nonlinear Adjustment towards Purchasing Power Parity in ASEAN Exchange Rates 0 0 0 0 0 0 1 392
Nonlinear mean reversion in stock prices: evidence from Asian markets 0 0 0 88 0 0 0 330
ON SINGAPORE DOLLAR–U.S. DOLLAR AND PURCHASING POWER PARITY 0 0 0 0 1 2 7 59
Oil Price Shocks and Sectoral Outputs: Empirical Evidence from Malaysia 0 0 1 94 0 0 4 205
On the application of the rank tests for nonlinear cointegration to PPP: The case of Papua New Guinea 0 0 2 56 1 1 3 166
Panel Analysis of Monetary Model of ASEAN-5 Exchange Rates 0 0 0 13 0 0 1 41
Purchasing power parity in Asian economies: further evidence from rank tests for cointegration 0 0 0 33 0 0 0 160
Real Interest Rates Equalization: The Case of Malaysia and Singapore 0 0 0 4 0 0 0 351
Real interest rate parity in the ASEAN-5 countries: a nonlinear perspective 0 0 0 38 0 0 1 137
Rethinking and Moving Beyond GDP: A New Measure of Sarawak Economy Panorama 0 0 1 16 0 0 2 89
Revisiting Purchasing Power Parity for Central Asian Countries Using Threshold Cointegration Tests 0 0 0 120 0 0 1 305
Revisiting the Performance of MACD and RSI Oscillators 1 2 3 75 2 3 7 366
Statistical Inadequacy of GARCH Models for Asian Stock Markets 0 0 0 4 0 0 0 29
THE REAL INTEREST RATE DIFFERENTIAL: INTERNATIONAL EVIDENCE BASED ON NON‐LINEAR UNIT ROOT TESTS 0 0 0 52 0 0 1 223
Testing rational expectations hypothesis in the manufacturing sector in Malaysia 0 0 0 40 0 0 2 108
The Impact of Business Cycle on Pakistani Banks Capital Buffer and Portfolio Risk 0 0 1 15 0 2 7 207
The Purchasing Power Parity Puzzle in Indonesia: Insights from ESTAR Model 0 0 0 4 0 1 4 51
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 2 3 72 0 3 15 236
Which Lag Length Selection Criteria Should We Employ? 6 20 84 2,059 28 97 503 10,160
Total Journal Articles 7 29 131 4,814 50 155 761 22,816


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 1 2 5
Total Chapters 0 0 0 0 0 1 2 5


Statistics updated 2022-11-05