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 1 308 2 3 17 1,527
A complementary test for ADF test with an application to the exchange rates returns 0 0 0 232 1 2 7 1,281
An Empirical Investigation of Purchasing Power Parity for a Transition Economy - Cambodia 0 0 1 37 0 0 12 127
An overview on various ways of bootstrap methods 0 0 2 4 1 2 15 31
Are Asian Real Exchange Rates Stationary? 0 0 0 412 1 2 8 1,040
Are Non-Linear Dynamics a Universal Occurrence? Further Evidence From Asian Stock Markets 0 0 0 193 0 0 6 602
CAUSAL RELATIONSHIPS BETWEEN EXCHANGE RATES AND STOCK PRICES IN MALAYSIA AND THAILAND DURING THE 1997 CURRENCY CRISIS TURMOIL 0 1 3 922 2 4 17 2,596
Calendar anomalies in the Malaysian stock market 0 0 1 358 7 13 21 1,130
Chinese stock market sectoral indices performance in the time of novel coronavirus pandemic 9 60 83 83 15 85 120 120
Day-of-the-week effects in selected East Asian stock markets 0 1 2 195 1 2 8 573
Does Fisher hypothesis hold for the East Asian Economies? an application of panel unit root tests 0 0 0 61 0 2 14 188
Does Hysteresis in Unemployment Occur in OECD Countries? Evidence from Parametric and Non-Parametric Panel Unit Roots Tests 0 1 1 103 7 8 17 336
Early warning indicator of economic vulnerability 0 0 0 142 0 0 6 250
Effects of ARCH Errors on Autoregressive Lag Length Selection Criteria 0 0 0 0 0 0 2 344
Effects of STAR and TAR types nonlinearities on order selection criteria 0 0 0 210 0 2 5 748
Exchange Rate and Trade Balance Relationship: The Experience of ASEAN Countries 1 4 17 2,309 3 28 91 7,753
Exchange Rate – Relative Price Relationship: Nonlinear Evidence from Malaysia 0 0 0 283 3 6 16 1,259
Exchange Rate – Relative Price Relationship: Nonlinear Evidence from Malaysia 0 0 0 305 3 5 14 1,632
Exchange Rates Forecasting Model: An Alternative Estimation Procedure 0 0 1 1,667 2 4 20 4,397
Export-led Growth Hypothesis in Malaysia: An Application of Two- Stage Least Square Technique 1 2 6 1,227 3 8 24 3,358
Financial Development and Economic Growth in Malaysia: The Stock Market Perspective 2 7 36 3,157 11 39 223 11,334
Fisher hypothesis: East Asian evidence from panel unit root tests 0 0 0 101 2 2 11 244
Forecasting Performance of Logistic STAR Exchange Rate Model: The Original and Reparameterised Versions 0 0 0 423 1 2 6 1,371
Forecasting malaysian business cycle movement: empirical evidence from composite leading indicator 0 0 9 252 5 16 85 1,272
Forecasting performance of Logistic STAR exchange rate model: The original and reparameterised versions 1 1 2 102 1 3 11 578
GARCH Diagnosis with Portmanteau Bicorrelation Test: An Application on the Malaysia's Stock Market 0 0 1 483 4 5 11 1,536
How Well the Ringgit-Yen Rate Fits the Non-linear Smooth Transition Autoregressive and Linear Autoregressive Models 0 0 0 184 1 2 10 917
Income convergence: fresh evidence from the Nordic countries 0 0 2 51 1 1 7 162
Income convergence? Evidence of non-linearity in the East Asian Economies: A comment 0 0 0 94 4 5 9 325
International Diversification Benefits in ASEAN Stock Markets: a Revisit 0 0 0 579 1 2 8 2,180
Is Money Neutral In Stock Market? The Case of Malaysia 0 0 0 87 0 0 4 247
Linear and nonlinear monetary approaches to the exchange rate of the Philippines peso-Japanese yen 0 0 0 78 1 1 8 256
Linearity and stationarity of G7 government bond returns 0 0 0 15 0 3 9 102
Linearity and stationarity of South Asian real exchange rates 0 0 0 100 0 0 4 283
Long-run validity of purchasing power parity and rank tests for cointegration for Central Asian Countries 0 0 0 86 1 2 4 257
Macroeconomic Determinants of Direct Investment Abroad of Singapore 0 0 1 53 0 1 12 257
Monetary Model of Exchange Rate for Thailand: Long-run Relationship and Monetary Restrictions 0 0 0 225 0 1 12 580
Monetary exchange rate model: supportive evidence from nonlinear testing procedures 0 0 1 134 2 4 23 364
Nonlinear Mean Reversion in Real Exchange Rates: Evidence from the ASEAN-5 0 0 1 208 1 1 5 521
ON THE FORECASTABILITY OF ASEAN-5 STOCK MARKETS RETURNS USING TIME SERIES MODELS 0 0 0 486 2 2 9 1,117
On Autoregressive Order Selection Criteria 0 0 0 602 0 2 4 1,684
On Singaporean Dollar and Purchasing Power Parity 0 0 0 96 2 2 4 562
On Singaporean Dollar and Purchasing Power Parity 0 0 0 238 1 1 4 1,572
On Singaporean Dollar-U.S. Dollar and Purchasing Power Parity 0 0 1 173 3 3 11 1,721
On Singaporean Dollar-U.S. Dollar and Purchasing Power Parity 0 0 0 270 1 1 3 1,876
Purchasing Power Parity (PPP) in a Transition Economy - Cambodia: Empirical Evidence from Bilateral Exchange Rates 1 2 3 67 1 4 8 233
Purchasing power parity in Asian economies: further evidence from rank tests for cointegration 0 0 0 13 1 1 7 69
Real interest rate parity: evidence from East Asian economies relative to China 0 0 2 188 0 3 11 626
Real interest rates equalization: The case of Malaysia and Singapore 0 0 1 208 1 2 8 1,052
Revisiting the Performance of MACD and RSI Oscillators 1 1 4 52 7 12 54 205
Selected Macroeconomic Determinants of Foreign Direct Investment Outflow of Singapore 0 2 3 133 3 5 14 401
Selected Macroeconomic Determinants of Foreign Direct Investment Outflow of Singapore 0 0 0 127 0 0 3 459
Testing for Non-Linearity in ASEAN Financial Markets 0 0 2 279 1 2 10 732
Testing nonlinear convergence in Malaysia,1965-2003 0 0 0 66 0 2 9 199
The Performance of AICC as an Order Selection Criterion in ARMA Time Series Models 0 0 2 413 1 9 72 1,540
The Predictability of ASEAN-5 Exchange Rates 0 1 1 365 0 2 5 1,061
The Validity of PPP Revisited: An Application of Non-linear Unit Root Test 0 1 1 301 3 7 14 802
The real interest rate differential: international evidence based on nonlinear unit root tests 0 1 2 173 0 2 8 724
Time series modelling and forecasting of Sarawak black pepper price 0 1 1 170 1 3 12 889
Value Creation and Long Term Performance of Hong Kong Spinoffs 0 0 0 0 1 1 6 245
Weak-form Efficient Market Hypothesis, Behavioural Finance and Episodic Transient Dependencies: The Case of the Kuala Lumpur Stock Exchange 0 0 3 1,628 4 4 34 7,653
Total Working Papers 16 86 197 21,511 120 336 1,212 77,500


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 80 1 1 8 251
Applied International Business Conference 2008 0 0 0 3 0 1 2 26
Are Asian real exchange rates stationary? 0 0 0 134 2 2 9 434
Are Sectoral Outputs in Pakistan Led by Energy Consumption? 1 4 10 114 2 10 33 315
Assessing the Forecastibility of ESTAR Model: Some Evidence from Ringgit/Yen Rate 0 0 0 0 0 0 1 301
Asymmetry dynamics in real exchange rates: New results on East Asian currencies 0 0 0 32 0 0 5 118
Autoregressive Lag Length Selection Criteria in the Presence of ARCH Errors 0 0 2 34 1 1 8 196
Day-of-the-week effects in Selected East Asian stock markets 1 2 3 31 4 6 17 126
Disaggregated Energy Consumption and Sectoral Outputs in Thailand: ARDL Bound Testing Approach 0 1 1 24 1 5 13 105
Does Electricity Consumption have Significant Impact towards the Sectoral Growth of Cambodia? Evidence from Wald Test Causality Relationship 0 0 0 10 0 1 4 41
Does Fisher Hypothesis Hold for the East Asian Economies? An Application of Panel Unit Root Tests 0 0 1 40 0 1 5 96
Does the US IT stock market dominate other IT stock markets: Evidence from multivariate GARCH model 0 0 1 6 0 2 6 81
Estimation of the Autoregressive Order in the Presence of Measurement Errors 0 0 0 12 0 1 3 42
Exchange Rate – Relative Price Nonlinear Cointegration Relationship in Malaysia 0 0 1 14 0 2 12 99
Forecasting Performance of Exponential Smooth Transition Autoregressive Exchange Rate Models 0 0 1 227 0 1 6 733
Impact of foreign direct investment volatility on economic growth of asean-5 countries 1 2 8 434 2 4 31 1,057
Income Divergence? Evidence of Non-linearity in the East Asian Economies 0 0 0 15 0 0 8 74
Income convergence: fresh evidence from the Nordic countries 0 0 0 18 0 1 1 81
India-ASEAN-5 Economic Integration: Impact of Liberalization 0 0 0 0 3 7 33 653
International Conference in Economics and Finance 2005 (ICEF 2005) 1 1 2 14 1 1 3 44
Is There Any International Diversification Benefits in ASEAN Stock Markets? 0 0 0 92 0 2 9 343
Is money neutral in stock market? The case of Malaysia 0 0 0 108 0 2 6 351
Is there a nonlinear long-run relation in the U.S. interest rate and inflation? 0 0 0 77 0 1 3 189
Linear and nonlinear monetary approaches to the exchange rate of the Philippines peso-Japanese yen 0 0 1 47 0 0 11 195
Linearity and Stationarity of South Asian Real Exchange Rates 0 0 0 0 0 0 2 119
Linearity and stationarity of G7 government bond returns 0 0 0 44 0 3 10 167
Long-run validity of purchasing power parity and rank tests for cointegration for Central Asian countries 0 0 0 26 0 1 4 112
MEASURING BUSINESS CYCLE FLUCTUATIONS: AN ALTERNATIVE PRECURSOR TO ECONOMIC CRISES 0 0 5 17 0 1 15 57
MONEY DEMAND IN MALAYSIA: FURTHER EMPIRICAL EVIDENCE 0 0 0 7 1 19 52 760
Macroeconomic Instability Index and Malaysia Economic Performance 0 0 4 18 0 0 9 36
Monetary Model of Exchange Rate for Thailand: Long-run Relationship and Monetary Restrictions 0 0 1 72 0 1 9 177
NEW EVIDENCE ON THE OUTPUT-INFLATION TRADE-OFF FROM ASEAN-5 ECONOMIES 0 0 0 0 0 0 6 282
Non-linearities in Real Interest Rate Parity: Evidence from OECD and Asian Developing Economies 0 0 2 26 0 1 6 132
Nonlinear Adjustment of ASEAN-5 Real Exchange Rates: Symmetrical or Asymmetrical? 1 1 1 13 1 2 6 65
Nonlinear Adjustment towards Purchasing Power Parity in ASEAN Exchange Rates 0 0 0 0 1 3 14 385
Nonlinear mean reversion in stock prices: evidence from Asian markets 0 0 0 88 0 0 3 326
ON SINGAPORE DOLLAR–U.S. DOLLAR AND PURCHASING POWER PARITY 0 0 0 0 2 4 15 23
Oil Price Shocks and Sectoral Outputs: Empirical Evidence from Malaysia 3 8 18 82 5 12 39 164
On the application of the rank tests for nonlinear cointegration to PPP: The case of Papua New Guinea 0 0 0 53 1 2 7 156
Panel Analysis of Monetary Model of ASEAN-5 Exchange Rates 0 0 2 12 1 1 22 35
Purchasing power parity in Asian economies: further evidence from rank tests for cointegration 0 0 0 33 0 1 3 159
Real Interest Rates Equalization: The Case of Malaysia and Singapore 0 0 0 4 0 0 3 349
Real interest rate parity in the ASEAN-5 countries: a nonlinear perspective 0 0 0 38 1 2 4 133
Rethinking and Moving Beyond GDP: A New Measure of Sarawak Economy Panorama 1 1 2 9 1 4 32 66
Revisiting Purchasing Power Parity for Central Asian Countries Using Threshold Cointegration Tests 0 0 0 118 0 0 2 298
Revisiting the Performance of MACD and RSI Oscillators 0 1 2 69 1 8 24 323
Statistical Inadequacy of GARCH Models for Asian Stock Markets 0 0 0 4 0 0 3 23
THE REAL INTEREST RATE DIFFERENTIAL: INTERNATIONAL EVIDENCE BASED ON NON‐LINEAR UNIT ROOT TESTS 0 0 0 52 0 0 2 215
Testing rational expectations hypothesis in the manufacturing sector in Malaysia 0 0 0 38 0 0 3 98
The Impact of Business Cycle on Pakistani Banks Capital Buffer and Portfolio Risk 1 4 6 10 4 14 131 162
The Purchasing Power Parity Puzzle in Indonesia: Insights from ESTAR Model 0 0 0 4 2 2 12 35
The inadequacy of linear autoregressive model for real exchange rates: empirical evidence from Asian economies 0 0 1 141 0 2 10 621
Time series test of nonlinear convergence and transitional dynamics 0 2 3 67 0 3 11 204
Which Lag Length Selection Criteria Should We Employ? 20 70 234 1,800 93 289 1,402 8,622
Total Journal Articles 30 97 314 4,411 131 427 2,098 20,255


Statistics updated 2020-09-04