| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| 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 |
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