Access Statistics for Abul Mansur Mohammed Masih

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Working Paper File Downloads Abstract Views
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A study of long- run theoretical relationship between ASEAN stock market indices and developed stock market indices of US and Japan 0 0 0 21 1 3 4 8
An application of MGARCH-DCC analysis on selected currencies in terms of gold Price 0 0 2 16 0 1 4 52
An empirical investigation of causal linkages between domestic terrorism and macroeconomic variables: a case for Pakistan 0 1 1 36 0 5 10 77
An inquiry into the stability of Islamic Financial Services Institutions in terms of volatility, risk and correlations: A case study of Malaysia employing M-GARCH t-DCC and MODWT Wavelet approaches 0 0 1 36 0 1 8 65
Analyzing the impact of financial sector growth on female empowerment: A focus on the United States of America 0 0 0 32 2 2 5 61
Are Islamic Banks Truly Shariah Compliant? An Application of Time Series Multivariate Forecasting Techniques to Islamic Bank Financing 1 1 2 50 1 4 7 112
Are Islamic risk factors blessings or curse for stock return? evidence from Malaysia based on dynamic GMM and quantile regression approaches 0 1 5 29 1 5 13 45
Are The Profit Rates of the Islamic Investment Deposit Accounts Truly Performance Based? A Case Study of Malaysia 0 0 1 33 0 0 2 44
Are There Profit (Returns) in Shariah-Compliant Exchange Traded Funds? The Multiscale Propensity 0 0 1 15 0 2 3 45
Are diversification benefits obtainable within the same asset class? New evidence from Malaysian Islamic REITS 0 1 2 16 1 3 5 65
Are investments in islamic REITs susceptible to forex uncertainty: wavelet analysis 0 0 1 8 0 1 3 48
Are the Islamic and conventional money markets really highly correlated ? MGARCH-DCC and Wavelet approaches 0 0 2 34 1 1 8 32
Assessing the viability of Sukuk for portfolio diversification using MS-DCC-GARCH 0 2 6 27 1 5 19 46
Asymmetrical effects of macro variables on commercial bank deposits: evidence from Maldives based on NARDL 1 2 7 25 1 3 15 21
Brain drain or brain gain? investigating the diaspora’s effect on the economy and real estate bubble: new evidence from Kenya based on ARDL analysis 1 1 19 19 4 6 17 17
CO2 emissions and financial development: evidence from the United Arab Emirates based on an ARDL approach 0 1 8 39 1 2 17 37
Causality between Malaysian Islamic Stock Market and Macroeconomic Variables 0 1 3 34 0 2 9 81
Causality between Stock Market Index and Macroeconomic Variables: A Case Study for Malaysia 0 4 11 78 3 13 38 200
Causality between financial development and economic growth, and the Islamic finance imperative: A case study of Indonesia 0 1 2 41 0 2 10 69
Combining Momentum, Value, and Quality for the Islamic Equity Portfolio: Multi-style Rotation Strategies using Augmented Black Litterman Factor Model 0 0 3 52 3 6 12 146
Comovement and resiliency of Islamic equity market: Evidence from GCC Islamic equity index based on wavelet analysis 0 0 0 47 0 0 2 105
Comovement of East and West Stock Market Indexes 0 0 2 40 0 0 1 57
Comovement of Selected International Stock Market Indices:A Continuous Wavelet Transformation and Cross Wavelet Transformation Analysis 0 2 2 56 0 4 6 66
Contagion Effects of US Subprime Crisis on ASEAN-5 Stock Markets: Evidence from MGARCH-DCC Application 0 0 0 41 0 0 5 78
Correlation between Islamic stock and Commodity markets: An investigation into the impact of financial crisis and financialization of commodity markets 0 0 4 34 2 7 21 91
Determinants of capital structure - Evidence from Shari'ah compliant and non-compliant firms 0 1 11 11 0 6 10 10
Determinants of cost of equity: The case of Shariah-compliant Malaysian firms 2 7 16 71 17 41 132 379
Determinants of food price inflation: evidence from Malaysia based on linear and nonlinear ARDL 0 3 22 22 3 7 23 23
Determinants of profitability of takaful operators: new evidence from Malaysia based on dynamic GMM approach 0 1 5 45 2 6 17 47
Determining the relationship between financial development and economic growth: An application of ARDL technique to Singapore 0 0 4 56 0 2 10 86
Discerning Granger-causal chain between oil prices, exchange rates and inflation rates: Evidence from Turkey 0 1 6 76 1 3 18 51
Discerning causal relationship between operational cost and bank profit for commercial banks: Turkish evidence with ARDL approach 0 1 10 37 0 1 17 21
Discerning lead-lag between fear index and realized volatility 0 0 0 33 0 4 8 33
Diversification in Crude Oil and Other Commodities: A Comparative Analysis 0 0 0 33 0 1 8 80
Do Islamic banks lead or lag conventional banks? Evidence from Malaysia 0 0 1 35 1 3 11 34
Do Portfolio Diversification Opportunities exist across the Euro Zone Islamic Equity Markets? MGARCH-DCC and Wavelet Correlation Analysis 0 0 1 26 0 0 1 54
Do Shariah (Islamic) Indices Provide a Safer Avenue in Crisis? Empirical Evidence from Dow Jones Indices using Multivariate GARCH-DCC 0 0 0 11 0 1 5 45
Do US policy uncertainty, leveraging costs and global risk aversion impact emerging market equities? An application of bounds testing approach to the BRICS 0 0 1 26 2 3 10 52
Do changes in shariah screening methodology make islamic indices substitutes or complements? an application of MGARCH-DCC and markov switching analysis 0 0 2 29 0 2 9 69
Do macroeconomic variables affect stock–sukuk correlation in the regional markets? evidence from the GCC countries based on DOLS and FM-OLS 0 0 2 31 0 2 11 34
Do profit and loss sharing (PLS) deposits also affect PLS financing? Evidence from Malaysia based on DOLS, FMOLS and system GMM techniques 0 0 1 32 0 0 4 74
Do spot and future palm oil prices influence the stock market prices of a major palm oil producer? the Malaysian experience 0 0 2 44 2 6 15 64
Do the macroeconomic variables have any impact on the Islamic bank deposits?An application of ARDL approach to the Malaysian market 0 0 3 50 0 2 11 102
Does Indian Stock Market Provide Diversification Benefits Against Oil Price Shocks? A Sectoral Analysis 0 0 0 38 0 0 3 58
Does Restricted Short Selling Bring Benefit to Stocks Listed in Islamic Capital Market? New Evidence from Malaysia based on Dynamic Panel Heterogeneous Techniques 0 0 0 22 0 0 4 50
Does a country’s external debt level affect its Islamic banking sector development? evidence from Malaysia based on quantile regression and markov regime switching 0 0 3 30 0 2 10 30
Does a held-to-maturity strategy impede effective portfolio diversification for Islamic bond (sukuk) portfolios? A multi-scale continuous wavelet correlation analysis 0 0 1 46 0 1 6 116
Does asymmetry matter in the relationship between exchange rate and remittance? Evidence from a remittance recipient country based on ARDL and NARDL 2 4 7 7 2 8 12 12
Does consumer sentiment predict consumer spending in Malaysia? an autoregressive distributed lag (ARDL) approach 0 0 0 41 0 2 5 76
Does currency depreciation necessarily result in positive trade balance ? new evidence from Norway 0 1 7 11 2 3 14 26
Does economic freedom lead or lag economic growth? evidence from Bangladesh 0 0 6 37 0 3 12 42
Does income or house price lead in the public housing market? a case study of Singapore’s public housing sector 0 0 0 0 0 0 0 0
Does microfinance affect economic growth? Evidence from Bangladesh based on ARDL approach 0 1 6 70 0 2 14 106
Does shariah stock index lead or lag the exchange rate and macroeconomic variables? evidence from Japan based on ARDL 1 2 18 38 1 3 17 23
Does the conventional benchmark prop up non-performing loans in Islamic banks? A case study of Malaysia with ARDL Approach 0 0 1 37 1 2 4 68
Does the shariah index move together with the conventional equity indexes? 1 1 4 37 2 2 9 84
Dutch disease or Nigerian disease: a prima facie? New evidence from ARDL bound test analysis 0 1 3 56 2 6 14 99
Dynamic Integration of Domestic Equity Price, Foreign Equity Price and Macroeconomic Indicators: Evidence from Malaysia 0 0 1 23 1 1 5 63
Dynamic causal chain of money, output, interest rate, exchange rate and prices: Nigeria as a case study 0 0 3 32 1 2 8 66
Dynamics of islamic stock market returns and exchange rate movements in the ASEAN Countries in a regime-switching environment: Implications for the islamic investors and risk hedgers 1 1 5 16 0 2 12 21
Economic growth, energy consumption and government expenditure:evidence from a nonlinear ARDL analysis 0 2 37 37 3 8 46 46
Effect of dividend policy on stock price volatility in the Dow Jones U.S. index and the Dow Jones islamic U.S. index: evidences from GMM and quantile regression 8 8 8 8 3 3 3 3
Effects of Political Turmoil (Arab Spring) on Portfolio Diversification Benefits: Perspectives of the Moroccan Islamic Stock investors 0 0 0 16 0 1 2 78
Energy consumption, trade openness, economic growth, carbon dioxide emissions and electricity consumption: evidence from South Africa based on ARDL 1 1 11 76 4 7 38 107
Estimating and Forecasting Conditional Volatility and Correlations of the Dow Jones Islamic Stock Market Index Using Multivariate GARCH-DCC 0 1 1 35 0 1 2 60
Evidence of cross-country portfolio diversification benefits: The case of Saudi Arabia 1 1 2 20 4 5 15 43
Exchange rate and trade balance linkage: evidence from Malaysia based on ARDL and NARDL 1 5 21 21 3 8 18 18
Exchange rate and trade balance linkage: sectoral evidence from Thailand based on nonlinear ARDL 1 5 46 46 3 8 45 45
Expect the unexpected: housing price bubble on the horizon in Malaysia 0 0 2 25 2 3 15 28
Exploring portfolio diversification opportunities in Islamic capital markets through bitcoin: evidence from MGARCH-DCC and Wavelet approaches 0 4 10 57 0 7 30 96
Exploring portfolio diversification opportunities through venture capital financing 0 0 0 7 0 0 3 25
Exploring the nexus between income inequality and financial indicators: endemic to the Indian economy? 0 0 0 25 0 1 7 50
Export orientation vs import substitution: which strategy should the government adopt? Evidence from Malaysia 1 4 5 11 17 44 86 98
External private debt and economic growth: Is there a lead-lag Granger-casual relationship? evidence from Turkey 0 2 6 28 1 3 15 42
Fast profits in a fasting month? A markov regime switching approach in search of ramadan effect on stock markets 0 2 2 36 1 3 6 29
Finance, growth and human development: An Islamic economic development perspective 0 0 4 52 0 0 11 89
Finance-growth nexus: insights from an application of threshold regression model to Malaysia’s dual financial system 0 0 1 33 1 1 4 33
Financial Integration of East Asian Economies: Evidence from Real Interest Parity 0 0 1 144 0 1 6 340
Gold price movements in selected currencies: wavelet approach 0 0 2 12 1 4 7 51
Home financing loans and their relationship to real estate bubble: An analysis of the U.S. mortgage market 0 0 3 47 0 0 13 81
Housing finance and financial stability: evidence from Malaysia, Thailand and Singapore 0 1 2 26 0 2 6 58
How do Macroeconomic Changes Impact Islamic and Conventional Equity Prices? Evidence from Developed and Emerging Countries 0 0 3 47 1 3 11 110
How is the European debt crisis affecting islamic equity? challenges in portfolio diversification within the eurozone: A markov switching and continuous wavelet transform analysis 0 0 0 41 1 2 2 30
Impact of Arab uprising on Portfolio diversification benefits at different investment horizons for the Turkish investors in relation to the regional stock markets: Multivariate GARCH-DCC and Wavelet coherence approaches 0 0 0 25 0 1 3 45
Impact of political instability on foreign direct investment and Economic Growth: Evidence from Malaysia 1 11 24 66 14 50 87 115
Increasing household debts and its relation to GDP, interest rate and house price: Malaysia’s perspective 0 0 2 65 0 1 10 148
Integration and Comovement of Developed and Emerging Islamic Stock Markets: A Case Study of Malaysia 0 0 2 42 0 2 6 101
Interest Rate, Exchange Rate, and Stock Prices of Islamic Banks: A Panel Data Analysis 0 0 4 77 1 1 8 95
Investigating International Portfolio Diversification Opportunities for the Asian Islamic Stock Market Investors 0 1 8 8 2 4 12 12
Investigating the causal relationship between exchange rate variability and palm oil export: evidence from Malaysia based on ARDL and nonlinear ARDL approaches 1 3 13 13 5 12 14 14
Is Islamic stock index secured against interest rate risk? Evidence from Wavelet analysis 0 0 2 31 0 0 4 46
Is There A Diversification “Cost” of Shari’ah Compliance? Empirical Evidence from Malaysian Equities 0 0 1 14 1 4 8 40
Is energy a stimulus for economic growth? A focused study on Malaysia using the auto regressive distributed lag technique 0 0 3 41 0 3 15 56
Is financial sector development an engine of economic growth? evidence from India 0 0 2 38 0 0 2 57
Is gold a hedge against equity risk? Malaysian experience based on NARDL approach 1 2 14 14 1 3 8 8
Is gold good for hedging? lessons from the Malaysian sectoral stock indices 0 0 1 32 0 0 2 55
Is inflation targeting compatible with economic growth ? Korean experience based on ARDL and NARDL 1 4 17 17 2 10 17 17
Is inflation targeting the proper monetary policy regime in a dual banking system? new evidence from ARDL bounds test 0 1 6 50 0 2 12 41
Is interest rate still the right tool for stimulating economic growth ? evidence from Japan 0 0 15 47 2 8 33 39
Is residential property the ultimate hedge against inflation ? new evidence from Malaysia based on ARDL and nonlinear ARDL 1 9 26 26 4 18 29 29
Is the global leadership of the US financial market over other financial markets shaken by 2007-2009 financial crisis? Evidence from Wavelet Analysis 0 1 1 19 0 1 8 59
Is the lead-lag relationship between financial development and economic growth symmetric ? new evidence from Bangladesh based on ARDL ad NARDL 0 0 47 47 0 1 59 59
Is the oil price pass-through to domestic inflation symmetric or asymmetric? new evidence from India based on NARDL 1 2 30 30 4 8 39 39
Is the relation between lending interest rate and non-performing loans symmetric or asymmetric ? evidence from ARDL and NARDL 1 5 27 27 2 10 24 24
Is the relationship between financial development and income inequality symmetric or asymmetric ? new evidence from South Africa based on NARDL 2 6 48 48 3 14 53 53
Is there any causality between inflation and FDI in an ‘inflation targeting’ regime? Evidence from South Africa 0 0 2 56 0 3 10 98
Islamic Banks’ Capital Buffers: Unique Risk Exposures and the Disciplining Effects of Charter Values 0 1 5 45 0 3 16 124
Islamic REIT response to macroeconomic factors: a markov regime switching auto regressive approach 0 0 0 17 0 1 3 45
Islamic banking: 40 years later, still interest-based? Evidence from Malaysia 0 0 2 63 0 1 24 124
Islamic equity as an alternative investment from the perspective of the Southeast Asian investors: evidence from MGARCH-DCC and Wavelet Coherence 13 13 13 13 3 3 3 3
Islamic versus conventional stock market and its co-movement with crude oil: a wavelet analysis 0 2 3 42 3 11 25 118
Leverage versus volatility: Evidence from the Capital Structure of European Firms 1 1 2 58 2 3 11 94
Leverage, Sensitivity to Market Risk and Contagion: A Multi-Country Analysis for Shari’ah(Islamic) Stock Screening 0 0 2 30 0 2 10 65
Leverage, return, volatility and contagion: Evidence from the portfolio framework 0 0 0 17 0 1 5 48
Macroeconomic and bank-specific determinants of different categories of non-performing financing in Islamic banks: Evidence from Malaysia 1 2 9 46 4 7 29 53
Multi-scale Lead-Lag Relationship between the Stock and Futures Markets: Malaysia as a Case Study 0 0 3 24 1 2 17 116
Oil price and the global conventional and islamic stock markets: Is the relationship symmetric or asymmetric ? evidence from nonlinear ARDL 0 3 15 15 0 8 15 15
Oil price shocks and GCC capital markets: who drives whom? 0 0 0 38 0 2 8 98
Portfolio Diversification Benefits of Islamic Stocks and Malaysia’s Major Trading Partners:MGARCH-DCC and Wavelet Correlation Approaches 0 0 1 25 0 3 6 79
Portfolio diversification strategy for Malaysia: International and sectoral perspectives 0 0 1 26 0 1 3 48
Regime switching behavior of volatilities of Islamic equities: evidence from Markov- Switching GARCH models for some selected broad based indices 1 3 5 11 0 3 6 20
Relationship between macroeconomic variables and stock market index: evidence from India 1 11 47 183 13 64 249 677
Relationship between regional Shariah stock markets: The cointegration and causality 0 0 3 7 1 2 8 17
Religiosity and threshold effect in social and financial performance of microfinance institutions: System GMM and non-linear threshold approaches 0 1 7 42 2 4 12 86
Remittances and economic growth nexus: Do financial development and investment act as transmission channels? An ARDL bounds approach 1 2 5 71 2 4 11 107
Revisit Feldstein-Horioka puzzle: evidence from Malaysia (1960-2015) 0 0 3 50 0 0 7 49
Revisiting effectiveness of interest rate as a tool to control inflation: evidence from Malaysia based on ARDL and NARDL 1 5 60 60 1 7 43 43
Revisiting the Phillips curve trade-off: evidence from Tanzania using nonlinear ARDL approach 2 9 20 20 2 9 26 26
Risk Taking Behavior and Capital Adequacy in a Mixed Banking System: New Evidence from Malaysia using Dynamic OLS and Two-step Dynamic System GMM Estimators 0 0 5 64 1 8 30 160
Risk sharing financing of Islamic banks: interest free or interest based? 0 0 3 28 1 2 8 73
Risk-Sharing Financing of Islamic Banks: Better Shielded Against Interest Rate Risk? 1 1 3 12 0 1 12 25
Risk-sharing deposits in islamic banks: do interest rates have any influence on them? 1 1 3 28 0 2 14 48
Role of instability in affecting capital flight magnitude: An ARDL bounds testing approach 0 1 1 57 1 3 9 79
Shariah stocks as an inflation hedge in Malaysia 1 1 4 34 1 2 8 63
Should Shariah-compliant investors include commodities in their portfolios? New evidence 2 3 4 26 2 3 6 59
Should investors diversify their portfolios with stocks from major trading countries? A comparative multivariate GARCH-DCC and wavelet correlation analysis 0 0 2 33 1 2 6 63
Should the Malaysian Islamic stock market investors invest in regional and international equity market to gain portfolio diversification benefits ? 0 0 1 33 0 1 5 23
Should the Malaysian islamic stock market investors invest in regional and international equity markets to gain portfolio diversification benefits? 0 0 3 11 1 2 12 22
Size and Volatility: new evidence from an application of wavelet approach to the emerging Islamic mutual funds’ industry 0 0 0 13 0 1 3 32
Socially responsible investment and Shariah-compliant investment compared: Can investors benefit from diversification? An ARDL approach 0 2 5 58 1 3 10 108
Socioeconomic Development and Its Effect on Performance of Islamic Banks: Dynamic Panel Approaches 0 0 3 42 1 1 8 67
Stock Market Co-movement and Shock Transmission: Islamic versus Conventional Equity Indices 0 0 1 52 1 4 18 99
Stock Price and Industrial Production in Developing Countries: A Dynamic Heterogeneous Panel Analysis 0 1 3 30 0 1 6 68
Stock market and crude oil relationship: A wavelet analysis 0 0 2 47 0 2 7 78
Stock market volatility and exchange rates: MGARCH-DCC and wavelet approaches 0 0 3 51 1 8 19 322
Sukuk pricing dynamics - factors influencing yield curve of the Malaysian Sukuk 0 2 3 38 3 6 25 73
Testing Sukuk And Conventional Bond Offers Based On Corporate Financing Theories Using Partial Adjustment Models: Evidence From Malaysian Listed Firms 1 1 6 44 1 2 13 108
Testing the Conventional and Islamic Financial Market Contagion: Evidence from Wavelet Analysis 0 2 3 34 0 2 10 94
The Co-movement of Selective Conventional and Islamic Stock Markets in East Asia: Is there any Impact on Shariah Compliant Equity Investment in China? 0 0 0 39 2 2 4 77
The Dynamic Linkages between Islamic Index and the Major Stock Markets: New Evidence from Wavelet time-scale decomposition Analysis 0 0 0 29 0 2 6 79
The Effect of Recent Financial Crisis over Global Portfolio Diversification Opportunities – Empirical Evidence A Comparative Multivariate GARCH-DCC, MODWT and Wavelet Correlation Analysis 0 0 3 42 0 1 5 94
The Impact of Crude Oil Price on Islamic Stock Indices of Gulf Cooperation Council (GCC) Countries: A Comparative Analysis 0 0 0 40 0 3 12 99
The Impact of Crude Oil Price on Islamic Stock Indices of South East Asian (SEA) Countries: A Comparative Analysis 0 0 0 62 0 3 11 80
The Impact of Crude Oil Price on Macroeconomic Variables: New Evidence from Malaysia 0 0 2 44 0 0 6 74
The Impact of Debt on Economic Growth: A Case Study of Indonesia 0 1 5 73 4 7 21 112
The Relationship between Exchange Rates and Islamic Indices in Malaysia FTSE Market: A Wavelet Based Approach 0 0 0 36 0 0 2 121
The Role of Gold as a Hedge and Safe Haven in Shariah-Compliant Portfolios 0 0 1 23 0 1 5 54
The Role of Islamic Asset Classes in the Diversified Portfolios: Mean Variance Spanning Test 0 0 2 24 0 1 12 73
The Volatility and Correlations of Stock Returns of Some Crisis-Hit Countries: US, Greece, Thailand and Malaysia: Evidence from MGARCH-DCC applications 0 0 0 22 0 1 2 35
The different impact of conventional interest rates on Islamic stock market, Islamic banking and Islamic insurance: evidence from Malaysia 0 1 3 36 0 1 6 94
The impact of real estate, inequality and current account imbalances on excessive credit: A cross country analysis 0 0 3 48 0 0 6 38
The lead lag relationship between oil prices and exchange rate in an oil importing country: evidence fromThailand using ARDL 0 0 0 0 0 0 0 0
The links between crude palm oil, conventional and Islamic stock markets: evidence from Malaysia based on continuous and discrete wavelet analysis 1 1 4 38 2 4 11 39
The nexus of private sector foreign debt, unemployment, trade openness: evidence from Australia 0 0 1 23 0 1 3 20
The relationship between energy consumption and economic growth: evidence from Thailand based on NARDL and causality approaches 0 2 26 32 1 4 25 32
The relationship between energy consumption, financial development and economic growth: an evidence from Malaysia based on ARDL 0 0 15 35 0 2 13 17
The response of monetary policy shocks on Islamic bank deposits: evidence from Malaysia based on ARDL approach 1 2 8 42 1 3 16 52
Uncertainty and Volatility in MENA Stock Markets During the Arab Spring 0 0 2 29 0 0 3 75
War and peace: why is political stability pivotal for economic growth of OIC countries? 0 0 0 55 0 1 4 54
What Drives Profitability of Banks: Do Interest rate, and Fee and Commissions impact the profitability of Banks? Evidence from the European Countries 0 0 1 57 1 3 5 102
What causes economic growth in Malaysia: exports or imports ? 6 23 43 177 22 72 239 858
What drives banks’ willingness to lend to SMEs? An ARDL approach 1 1 6 85 4 10 28 103
What is the link between financial development and income inequality? evidence from Malaysia 2 3 5 66 3 8 23 82
Which type of government revenue leads government expenditure? 0 0 5 41 22 42 95 235
Total Working Papers 70 226 1,098 6,587 260 847 2,896 13,094


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Fractional Cointegration Approach to Testing Mean Reversion Between Spot and Forward Exchange Rates: A Case of High Frequency Data with Low Frequency Dynamics 0 0 0 1 0 1 4 208
A Reassessment of Long-Run Elasticities of Japanese Import Demand 0 0 2 34 1 4 12 117
A comparative analysis of the propagation of stock market fluctuations in alternative models of dynamic causal linkages 0 1 5 83 0 4 11 256
A fractional cointegration analysis of the long-run relationship between black and official foreign exchange rates: the case of the Brazilian cruzeiro 0 0 0 10 0 0 0 92
A multivariate cointegrated modelling approach in testing temporal causality between energy consumption, real income and prices with an application to two Asian LDCs 0 0 1 66 0 2 7 218
An Analysis of the Dynamic Linkages between the Cash Rate and the Government Yield Curve: A Case Study - Un’analisi della relazione dinamica tra cash rate e curva dei rendimenti dei titoli pubblici: studio di un caso 0 0 0 3 0 2 3 285
An Econometric Model of the Role of Financial Institutions in Financing Private Investment in Pakistan 0 0 0 21 0 0 2 51
An analysis of option pricing under systematic consumption risk using GARCH 0 0 2 38 0 0 5 117
An analysis of stock market efficiency: Developed vs Islamic stock markets using MF-DFA 0 1 6 47 1 8 23 148
Are Asian stock market fluctuations due mainly to intra-regional contagion effects? Evidence based on Asian emerging stock markets 0 1 12 210 1 4 36 561
Are there profit (returns) in Shariah-compliant exchange traded funds? The multiscale propensity 0 0 1 2 1 1 3 21
Bivariate and Multivariate Tests of Money-Price Causality: Robust Evidence from a Small Developing Country 0 0 0 0 0 0 2 65
CES Production Function: Estimates of Elasticity of Substitution, Returns to Scale and Technical Progress in Australian Manufacturing Industries 0 0 0 55 0 0 1 183
Can family-planning programs "cause" a significant fertility decline in countries characterized by very low levels of socioeconomic development? New evidence from Bangladesh based on dynamic multivariate and cointegrated time-series techniques, 1965-1991 0 0 0 13 0 0 1 196
Causality between financial development and economic growth: an application of vector error correction and variance decomposition methods to Saudi Arabia 0 0 0 111 0 0 7 259
Combining momentum, value, and quality for the Islamic equity portfolio: Multi-style rotation strategies using augmented Black Litterman factor model 0 1 2 14 0 1 8 58
Common stochastic trends and the dynamic linkages driving european stock markets: evidence from pre- and post-october 1987 crash eras 1 1 1 61 1 1 2 237
Contagion and interdependence across Asia-Pacific equity markets: An analysis based on multi-horizon discrete and continuous wavelet transformations 0 0 2 12 0 1 11 50
Current account, exchange rate dynamics and the predictability: the experience of Malaysia and Singapore 0 0 0 101 0 0 2 259
Daily Traders’ and Instituitional Investors’ Wealth Effect upon Sukuk and Conventional Bond Announcements: A Case Study of Malaysian Firms Using Event-Study Methodology and Wavelet Analysis 0 0 0 1 0 1 3 9
Determinants of capital structure: evidence from Shari'ah compliant and non-compliant firms 0 2 4 4 0 10 24 24
Developing trading strategies based on fractal finance: An application of MF-DFA in the context of Islamic equities 0 0 4 20 1 1 13 77
Diversification in Crude Oil and Other Commodities: A Comparative Analysis 0 1 2 4 0 4 15 33
Do Islamic Stock Returns Hedge Against Inflation? A Wavelet Approach 0 0 2 2 0 1 5 5
Do Stock Prices Play a Significant Role in Formulating Monetary Policy? A Case Study 0 0 0 4 0 1 3 190
Do ‘Sin Stocks’ Deprive Islamic Stock Portfolios of Diversification? Some Insights from the Use of MGARCH-DCC 0 0 0 4 0 3 13 26
Does Heterogeneity in Investment Horizons Affect Portfolio Diversification? Some Insights Using M-GARCH-DCC and Wavelet Correlation Analysis 0 0 1 1 0 0 3 3
Does Only Unanticipated Mone¬tary Growth Matter? An Econometric Investigation of Ten Asian Countries 0 0 0 0 0 2 6 93
Does a Held-to-Maturity Strategy Impede Effective Portfolio Diversification for Islamic Bond () Portfolios? A Multi-Scale Continuous Wavelet Correlation Analysis 0 0 0 0 1 1 7 11
Does low leverage minimise the impact of financial shocks? New optimisation strategies using Islamic stock screening for European portfolios 0 1 1 1 1 2 5 5
Does the ‘Environmental Kuznets Curve’ Exist? An Application of Long-run Structural Modelling to Saudi Arabia - La Curva di Kuznets esiste? Un’applicazione LRSM al caso dell’Arabia Saudita 0 0 3 4 0 3 11 148
Dynamic Modeling of Stock Market Interdependencies: An Empirical Investigation of Australia and the Asian NICs 0 0 0 2 0 0 0 3
Dynamic linkages and the propagation mechanism driving major international stock markets: An analysis of the pre- and post-crash eras 1 1 2 114 4 4 11 284
Empirical tests to discern the dynamic causal chain in macroeconomic activity: new evidence from Thailand and Malaysia based on a multivariate cointegration/vector error-correction modeling approach 1 1 1 81 2 3 7 234
Energy consumption, real income and temporal causality: results from a multi-country study based on cointegration and error-correction modelling techniques 9 19 47 308 15 37 107 718
Estimation of Long-run Demand for Money: An Application of Long-run Structural Modelling to Saudi Arabia 0 0 0 10 0 1 2 185
Exploring Portfolio Diversification Opportunities Through Venture Capital Financing: Evidence from MGARCH-DCC, Markov Switching, and Wavelet Approaches 0 0 1 1 0 0 2 2
Finance-growth nexus: Insights from an application of threshold regression model to Malaysia's dual financial system 0 0 4 10 1 3 12 36
Financial integration of East Asian economies: evidence from real interest parity 0 0 1 39 0 0 6 148
Fractional cointegration, low frequency dynamics and long-run purchasing power parity: an analysis of the Australian dollar over its recent float 0 0 0 47 0 0 0 229
Futures trading volume as a determinant of prices in different momentum phases 1 1 1 48 2 2 4 204
Heads we win, tails you lose: Is there equity in Islamic equity funds? 2 2 3 21 2 5 15 80
Is a significant socio-economic structural change a pre-requisite for `initial' fertility decline in the LDCs? Evidence from Thailand based on a multivariate cointegration/vector error correction modelling approach 0 0 0 114 0 1 3 743
Is domestic stock price cointegrated with exchange rate and foreign stock price? evidence from Malaysia 0 0 1 16 0 1 4 70
Islamic Finance and Banking 0 0 0 1 0 2 5 9
Issues in Islamic Equities: A Literature Survey 0 0 0 0 0 2 4 4
Leverage versus volatility: Evidence from the capital structure of European firms 0 0 0 7 2 5 8 29
Linear and non-linear Granger causality between oil spot and futures prices: A wavelet based test 0 0 3 34 1 3 12 138
Linkages and co-movement between international stock market returns: Case of Dow Jones Islamic Dubai Financial Market index 0 2 8 51 4 9 26 173
Long and short term dynamic causal transmission amongst international stock markets 2 5 9 208 6 11 33 560
Macroeconomic activity dynamics and Granger causality: New evidence from a small developing economy based on a vector error-correction modelling analysis 0 0 2 116 0 1 6 251
Macroeconomic announcements, volatility, and interrelationships: An examination of the UK interest rate and equity markets 0 0 0 58 0 0 2 155
Model uncertainty and asset return predictability: an application of Bayesian model averaging 0 0 1 33 0 1 7 119
On the Robustness of Cointegration Tests of the Market Efficiency Hypothesis: Evidence from Six European Foreign Exchange Markets 0 0 0 0 1 2 19 389
On the temporal causal relationship between energy consumption, real income, and prices: Some new evidence from Asian-energy dependent NICs Based on a multivariate cointegration/vector error-correction approach 0 5 16 213 1 9 39 528
Performance and Trading Characteristics of Exchange Traded Funds: Developed vs Emerging Markets 1 1 1 1 3 5 23 31
Political stability and growth: An application of dynamic GMM and quantile regression 0 5 16 35 3 15 64 113
Portfolio Diversification Benefits at Different Investment Horizons During the Arab Uprisings: Turkish Perspectives Based on MGARCH–DCC and Wavelet Approaches 0 1 1 1 0 2 3 3
Portfolio diversification benefits of Islamic investors with their major trading partners: Evidence from Malaysia based on MGARCH-DCC and wavelet approaches 1 1 2 14 2 2 11 63
Price Discovery Between Informationally Linked Markets During Different Trading Phases 0 0 1 6 0 0 1 36
Price dynamics of crude oil and the regional ethylene markets 0 0 2 106 0 1 10 429
Price dynamics of natural gas and the regional methanol markets 0 0 5 187 2 10 30 851
Propagative causal price transmission among international stock markets: evidence from the pre- and postglobalization period 2 3 3 72 4 5 11 219
Re-Examining the Determinants of Islamic Bank Performance: New Evidence from Dynamic GMM, Quantile Regression, and Wavelet Coherence Approaches 0 0 5 6 0 0 11 18
Regional spillovers across transitioning emerging and frontier equity markets: A multi-time scale wavelet analysis 0 0 2 3 0 1 5 12
Religion of Islam and Microfinance: Does It Make Any Difference? 0 0 3 6 1 1 6 16
Risk-Taking Behavior and Capital Adequacy in a Mixed Banking System: New Evidence from Malaysia Using Dynamic OLS and Two-Step Dynamic System GMM Estimators 0 0 4 5 1 1 11 18
Risk-return characteristics of Islamic equity indices: Multi-timescales analysis 0 1 5 28 2 6 16 86
Risk–Return Profiles of Islamic Equities and Commodity Portfolios in Different Market Conditions 0 0 1 1 0 1 5 10
Shari’ah screening, market risk and contagion: A multi-country analysis 0 0 1 4 0 1 4 17
Stock market co-movements: Islamic versus conventional equity indices with multi-timescales analysis 0 0 0 26 0 2 10 99
Stock-Watson dynamic OLS (DOLS) and error-correction modelling approaches to estimating long- and short-run elasticities in a demand function: new evidence and methodological implications from an application to the demand for coal in mainland China 3 9 26 1,866 8 18 59 4,103
Systematic risk and time scales: New evidence from an application of wavelet approach to the emerging Gulf stock markets 1 1 3 82 1 1 10 306
Temporal Causality Between Money and Prices in LDCs and the Error-Correction Approach: New Evidence from India 0 0 0 1 0 0 2 353
Testing the Conventional and Islamic Financial Market Contagion: Evidence from Wavelet Analysis 0 0 2 2 0 0 7 10
Tests of the different variants of the monetary model in a developing economy: Malaysian experience in the pre- and post-crisis periods 0 0 0 31 0 0 1 79
The Co-movement of Selective Conventional and Islamic Stock Indices: Is there any Impact on Shariah Compliant Equity Investment in China? 0 2 6 17 0 3 8 37
The Impact of Charter Values on Bank Capital in Asia: A Threshold Regression Analysis 1 1 1 1 1 1 1 1
The diversification benefits from Islamic investment during the financial turmoil: The case for the US-based equity investors 0 1 2 14 0 4 12 79
The dynamics of fertility, family planning and female education in a developing economy 0 1 2 36 1 2 4 141
The impact of crude oil price on Islamic stock indices of South East Asian countries: Evidence from MGARCH-DCC and wavelet approaches 0 0 1 11 0 2 9 30
The role of Islamic asset classes in the diversified portfolios: Mean variance spanning test 0 0 0 4 1 2 9 27
The stability of money demand in China: Evidence from the ARDL model 0 2 13 181 1 4 23 433
The stock market and the ringgit exchange rate: a note 0 0 2 147 1 1 4 611
The term structure of interest rates in Australia: an application of long run structural modelling 0 0 0 104 0 0 0 566
The unique risk exposures of Islamic banks’ capital buffers: A dynamic panel data analysis 0 3 10 62 4 9 39 210
Time Varying Correlation Between Islamic Equity and Commodity Returns: Implications for Portfolio Diversification 0 0 3 9 1 1 9 41
Unraveling the Financial Contagion in European Stock Markets During Financial Crises: Multi-Timescale Analysis 0 0 0 0 0 1 11 11
What can wavelets unveil about the vulnerabilities of monetary integration? A tale of Eurozone stock markets 0 0 1 13 0 1 7 51
What factors explain stock market retardation in Islamic Countries 0 0 0 29 0 0 8 94
Who Leads the Australian Interest Rates in the Short and Long Run? An Application of Long Run Structural Modelling 0 0 0 2 0 2 2 6
Why do issuers issue Sukuk or conventional bond? Evidence from Malaysian listed firms using partial adjustment models 1 1 2 28 3 5 16 94
Why is no financial crisis a dress rehearsal for the next? Exploring contagious heterogeneities across major Asian stock markets 0 0 1 16 0 1 4 66
Total Journal Articles 27 78 278 5,616 89 271 1,048 18,666


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A wavelet approach to timescale relationships among the Islamic and conventional stock markets and LIBOR 0 1 3 10 1 2 7 25
Malaysian investors’ perspectives on the integration and co- movement of Islamic stock markets in developed and developing countries 0 0 4 24 0 1 5 56
Total Chapters 0 1 7 34 1 3 12 81


Statistics updated 2019-06-03