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 0 310 0 4 11 1,552
A complementary test for ADF test with an application to the exchange rates returns 0 1 1 234 0 8 15 1,313
Abnormal returns on tourism shares in the Chinese stock exchanges amid COVID-19 pandemic 0 0 0 12 1 3 11 42
An overview on various ways of bootstrap methods 0 0 0 6 1 8 26 83
Are Asian Real Exchange Rates Stationary? 0 0 0 414 0 0 15 1,069
Are Non-Linear Dynamics a Universal Occurrence? Further Evidence From Asian Stock Markets 0 0 0 193 0 4 15 634
CAUSAL RELATIONSHIPS BETWEEN EXCHANGE RATES AND STOCK PRICES IN MALAYSIA AND THAILAND DURING THE 1997 CURRENCY CRISIS TURMOIL 0 0 0 927 0 1 8 2,632
Calendar anomalies in the Malaysian stock market 0 0 2 378 2 6 21 1,274
Chinese stock market sectoral indices performance in the time of novel coronavirus pandemic 0 0 1 167 0 6 13 299
Daily New Covid-19 Cases, The Movement Control Order, and Malaysian Stock Market Returns 0 0 1 27 0 5 25 132
Day-of-the-week effects in selected East Asian stock markets 0 0 0 195 0 5 19 603
Does Fisher hypothesis hold for the East Asian Economies? an application of panel unit root tests 0 0 0 61 0 4 23 254
Does Hysteresis in Unemployment Occur in OECD Countries? Evidence from Parametric and Non-Parametric Panel Unit Roots Tests 0 0 0 106 1 3 26 385
Does Research and Development Expenditure Co-integrate with Gross National Income of ASEAN Countries? 0 0 0 1 1 4 10 20
Early warning indicator of economic vulnerability 0 0 2 155 0 6 18 303
Effects of ARCH Errors on Autoregressive Lag Length Selection Criteria 0 0 0 0 0 5 7 352
Effects of STAR and TAR types nonlinearities on order selection criteria 0 0 0 210 0 6 9 770
Exchange Rate and Trade Balance Relationship: The Experience of ASEAN Countries 0 0 1 2,366 0 6 32 8,035
Exchange Rate – Relative Price Relationship: Nonlinear Evidence from Malaysia 0 0 0 285 1 7 21 1,329
Exchange Rate – Relative Price Relationship: Nonlinear Evidence from Malaysia 0 0 0 307 0 6 15 1,682
Exchange Rates Forecasting Model: An Alternative Estimation Procedure 0 0 0 1,668 1 7 22 4,475
Export-led Growth Hypothesis in Malaysia: An Application of Two- Stage Least Square Technique 1 2 5 1,272 2 6 23 3,500
Financial Development and Economic Growth in Malaysia: The Stock Market Perspective 1 2 6 3,217 3 10 43 11,659
Fisher hypothesis: East Asian evidence from panel unit root tests 0 0 0 102 0 1 10 262
Forecasting Performance of Logistic STAR Exchange Rate Model: The Original and Reparameterised Versions 0 0 0 423 0 3 7 1,393
Forecasting malaysian business cycle movement: empirical evidence from composite leading indicator 0 0 0 271 1 4 18 1,399
Forecasting performance of Logistic STAR exchange rate model: The original and reparameterised versions 0 0 1 106 1 6 14 613
GARCH Diagnosis with Portmanteau Bicorrelation Test: An Application on the Malaysia's Stock Market 0 0 0 485 1 6 9 1,560
How Well the Ringgit-Yen Rate Fits the Non-linear Smooth Transition Autoregressive and Linear Autoregressive Models 0 0 0 185 0 0 10 937
IMPACT OF WUHAN LOCKDOWN IN EARLY STAGE OF COVID-19 OUTBREAK ON SECTOR RETURNS IN CHINESE STOCK MARKET 0 0 0 11 0 1 7 43
Impacts of Unusual Market Activity Announcement on Stock Return: Evidence from The Ace Market in Malaysia 0 1 2 12 1 9 22 55
Income convergence: fresh evidence from the Nordic countries 0 0 0 53 0 3 6 176
Income convergence? Evidence of non-linearity in the East Asian Economies: A comment 0 0 0 94 0 3 11 343
International Diversification Benefits in ASEAN Stock Markets: a Revisit 0 0 0 581 0 3 6 2,199
Is Money Neutral In Stock Market? The Case of Malaysia 0 0 0 88 0 3 11 273
Linear and nonlinear monetary approaches to the exchange rate of the Philippines peso-Japanese yen 0 0 0 79 0 2 11 277
Linearity and stationarity of G7 government bond returns 0 0 0 16 1 1 8 117
Linearity and stationarity of South Asian real exchange rates 0 0 0 101 1 6 13 305
Long-run validity of purchasing power parity and rank tests for cointegration for Central Asian Countries 0 0 0 87 0 3 16 284
Macroeconomic Determinants of Direct Investment Abroad of Singapore 0 0 0 70 1 3 16 314
Monetary Model of Exchange Rate for Thailand: Long-run Relationship and Monetary Restrictions 0 0 0 234 0 4 9 617
Monetary exchange rate model: supportive evidence from nonlinear testing procedures 0 0 0 137 0 3 15 402
Nonlinear Mean Reversion in Real Exchange Rates: Evidence from the ASEAN-5 0 0 0 208 0 5 13 541
ON THE FORECASTABILITY OF ASEAN-5 STOCK MARKETS RETURNS USING TIME SERIES MODELS 0 0 2 492 0 4 11 1,143
On Autoregressive Order Selection Criteria 0 0 0 609 0 5 16 1,732
On Singaporean Dollar and Purchasing Power Parity 0 0 0 96 0 5 9 598
On Singaporean Dollar and Purchasing Power Parity 0 0 0 239 0 1 7 1,591
On Singaporean Dollar-U.S. Dollar and Purchasing Power Parity 0 0 0 272 0 5 13 1,902
On Singaporean Dollar-U.S. Dollar and Purchasing Power Parity 0 0 0 177 2 7 21 1,795
Purchasing power parity in Asian economies: further evidence from rank tests for cointegration 0 0 0 13 0 1 9 87
Real interest rate parity: evidence from East Asian economies relative to China 0 0 0 190 0 3 13 658
Real interest rates equalization: The case of Malaysia and Singapore 0 0 0 210 1 5 13 1,085
Revisiting the Performance of MACD and RSI Oscillators 0 0 6 75 2 19 121 426
Selected Macroeconomic Determinants of Foreign Direct Investment Outflow of Singapore 0 0 0 145 1 5 16 464
Selected Macroeconomic Determinants of Foreign Direct Investment Outflow of Singapore 0 0 1 133 0 8 23 509
THE EFFECTS OF ASEAN-CHINA FREE TRADE AGREEMENT ON BILATERAL TRADES 0 0 1 28 1 8 21 74
Testing for Non-Linearity in ASEAN Financial Markets 0 0 0 281 0 1 10 752
Testing nonlinear convergence in Malaysia,1965-2003 0 0 0 66 0 1 11 218
The Effects of ASEAN Economic Community (AEC) Blueprint Adoption on Intra-ASEAN Trade on Manufacturing Products 0 0 2 20 2 9 23 79
The Performance of AICC as an Order Selection Criterion in ARMA Time Series Models 0 0 2 423 0 5 13 1,644
The Predictability of ASEAN-5 Exchange Rates 0 0 0 367 0 6 10 1,084
The Validity of PPP Revisited: An Application of Non-linear Unit Root Test 0 0 0 302 0 2 8 831
The effect of Malaysia general election on stock market returns 0 0 1 9 2 5 13 82
The effect of novel coronavirus pandemic on tourism share prices 0 0 0 15 0 1 12 74
The real interest rate differential: international evidence based on nonlinear unit root tests 0 0 0 175 0 5 18 760
Time series modelling and forecasting of Sarawak black pepper price 0 0 0 175 0 3 7 931
Tracking Errors of Exchange Traded Funds in Bursa Malaysia 0 0 0 7 0 4 14 41
Value Creation and Long Term Performance of Hong Kong Spinoffs 0 0 0 0 0 1 6 265
Weak-form Efficient Market Hypothesis, Behavioural Finance and Episodic Transient Dependencies: The Case of the Kuala Lumpur Stock Exchange 0 0 1 1,652 5 12 30 7,826
Total Working Papers 2 6 38 22,025 36 320 1,128 81,158
2 registered items for which data could not be found


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 84 2 7 18 287
Applied International Business Conference 2008 0 0 0 6 0 4 5 52
Are Asian real exchange rates stationary? 0 0 0 137 0 3 5 454
Are Sectoral Outputs in Pakistan Led by Energy Consumption? 0 0 0 134 0 5 15 431
Asymmetry dynamics in real exchange rates: New results on East Asian currencies 0 0 0 33 0 6 14 142
Autoregressive Lag Length Selection Criteria in the Presence of ARCH Errors 0 0 0 39 3 10 18 232
Consumer purchase intention on Boba drinks in Kuching during Covid-19 0 1 3 5 0 5 21 28
Day-of-the-week effects in Selected East Asian stock markets 0 1 2 49 2 8 43 217
Disaggregated Energy Consumption and Sectoral Outputs in Thailand: ARDL Bound Testing Approach 0 0 0 28 0 3 10 129
Do non-pharmaceutical policies in response to COVID-19 affect stock performance? Evidence from Malaysia stock market return and volatility 0 0 0 0 0 4 13 13
Does Electricity Consumption have Significant Impact towards the Sectoral Growth of Cambodia? Evidence from Wald Test Causality Relationship 0 0 0 11 0 3 8 67
Does Fisher Hypothesis Hold for the East Asian Economies? An Application of Panel Unit Root Tests 0 0 0 42 0 0 4 107
Does the US IT stock market dominate other IT stock markets: Evidence from multivariate GARCH model 0 0 0 8 2 6 14 108
Estimation of the Autoregressive Order in the Presence of Measurement Errors 0 0 2 15 3 5 12 66
Exchange Rate – Relative Price Nonlinear Cointegration Relationship in Malaysia 0 0 0 16 1 4 15 141
Forecasting Performance of Exponential Smooth Transition Autoregressive Exchange Rate Models 0 0 1 234 0 8 27 778
Impact of foreign direct investment volatility on economic growth of asean-5 countries 0 2 3 470 0 7 26 1,181
Income Divergence? Evidence of Non-linearity in the East Asian Economies 0 0 0 19 0 6 15 105
Income convergence: fresh evidence from the Nordic countries 0 0 0 19 0 4 11 99
International Conference in Economics and Finance 2005 (ICEF 2005) 0 0 0 17 0 3 8 71
Is There Any International Diversification Benefits in ASEAN Stock Markets? 0 0 0 98 0 5 9 376
Is money neutral in stock market? The case of Malaysia 0 0 0 112 3 6 13 384
Is there a nonlinear long-run relation in the U.S. interest rate and inflation? 0 0 0 82 2 6 12 227
Linear and nonlinear monetary approaches to the exchange rate of the Philippines peso-Japanese yen 0 0 0 52 0 3 17 237
Linearity and stationarity of G7 government bond returns 0 0 0 47 0 7 14 201
Long-run validity of purchasing power parity and rank tests for cointegration for Central Asian countries 0 0 0 26 0 2 8 125
MEASURING BUSINESS CYCLE FLUCTUATIONS: AN ALTERNATIVE PRECURSOR TO ECONOMIC CRISES 0 0 0 24 0 6 12 99
Macroeconomic Instability Index and Malaysia Economic Performance 0 0 0 38 0 4 10 112
Monetary Model of Exchange Rate for Thailand: Long-run Relationship and Monetary Restrictions 0 0 0 76 1 3 11 211
New Zealand's Residential Price Dynamics: Do capability to consume and government policies matter? 0 0 3 17 0 3 14 73
Non-linearities in Real Interest Rate Parity: Evidence from OECD and Asian Developing Economies 0 0 0 28 1 1 3 144
Nonlinear Adjustment of ASEAN-5 Real Exchange Rates: Symmetrical or Asymmetrical? 0 0 0 15 1 5 11 86
Nonlinear mean reversion in stock prices: evidence from Asian markets 0 0 0 0 0 2 11 14
ON SINGAPORE DOLLAR–U.S. DOLLAR AND PURCHASING POWER PARITY 0 0 0 0 0 2 11 73
Oil Price Shocks and Sectoral Outputs: Empirical Evidence from Malaysia 0 0 5 108 1 5 22 248
On the application of the rank tests for nonlinear cointegration to PPP: The case of Papua New Guinea 0 0 0 57 2 4 11 179
Panel Analysis of Monetary Model of ASEAN-5 Exchange Rates 0 0 0 15 0 1 7 55
Purchasing power parity in Asian economies: further evidence from rank tests for cointegration 0 0 1 34 0 4 12 173
Reaction of US and Chinese Stock Markets to COVID-19 News 0 0 1 3 1 3 11 16
Real interest rate parity in the ASEAN-5 countries: a nonlinear perspective 0 0 0 40 0 4 8 147
Rethinking and Moving Beyond GDP: A New Measure of Sarawak Economy Panorama 0 0 0 19 0 3 8 105
Revisiting Purchasing Power Parity for Central Asian Countries Using Threshold Cointegration Tests 0 0 1 124 0 1 7 322
Revisiting the Performance of MACD and RSI Oscillators 0 0 2 85 2 12 29 416
Statistical Inadequacy of GARCH Models for Asian Stock Markets 0 0 0 5 0 2 20 52
THE REAL INTEREST RATE DIFFERENTIAL: INTERNATIONAL EVIDENCE BASED ON NON‐LINEAR UNIT ROOT TESTS 0 0 0 52 1 4 13 236
Testing rational expectations hypothesis in the manufacturing sector in Malaysia 0 0 0 40 1 3 14 125
The Impact of Business Cycle on Pakistani Banks Capital Buffer and Portfolio Risk 0 0 0 22 0 3 10 237
The Impact of Vertical Fiscal Imbalances and Local Government Tax Efforts on the Quality of Economic Development—A Study Based on Threshold Regression and Simultaneous Equation Models 0 0 1 2 1 3 12 19
The Purchasing Power Parity Puzzle in Indonesia: Insights from ESTAR Model 0 0 0 7 0 3 15 74
The inadequacy of linear autoregressive model for real exchange rates: empirical evidence from Asian economies 0 0 1 143 1 2 14 643
Time series test of nonlinear convergence and transitional dynamics 0 0 0 74 0 3 13 256
Which Lag Length Selection Criteria Should We Employ? 2 5 33 2,237 17 44 176 11,046
Total Journal Articles 2 9 59 5,048 48 260 860 21,419
8 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 1 6 13
The Impacts of Divisia Money on MYR/USD Exchange Rate Determination in Malaysia 0 0 2 7 0 0 8 21
Total Chapters 0 0 2 7 0 1 14 34
1 registered items for which data could not be found


Statistics updated 2026-06-04