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 0 2 6 10
An application of MGARCH-DCC analysis on selected currencies in terms of gold Price 0 0 2 16 0 0 4 52
An empirical investigation of causal linkages between domestic terrorism and macroeconomic variables: a case for Pakistan 0 0 1 36 1 2 12 79
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 0 6 65
Analyzing the impact of financial sector growth on female empowerment: A focus on the United States of America 0 0 0 32 0 1 5 62
Are Islamic Banks Truly Shariah Compliant? An Application of Time Series Multivariate Forecasting Techniques to Islamic Bank Financing 0 0 2 50 0 0 6 112
Are Islamic risk factors blessings or curse for stock return? evidence from Malaysia based on dynamic GMM and quantile regression approaches 1 1 6 30 2 5 18 50
Are The Profit Rates of the Islamic Investment Deposit Accounts Truly Performance Based? A Case Study of Malaysia 0 0 1 33 0 0 1 44
Are There Profit (Returns) in Shariah-Compliant Exchange Traded Funds? The Multiscale Propensity 0 0 1 15 1 2 5 47
Are diversification benefits obtainable within the same asset class? New evidence from Malaysian Islamic REITS 0 0 1 16 0 1 5 66
Are investments in islamic REITs susceptible to forex uncertainty: wavelet analysis 0 0 1 8 0 1 3 49
Are the Islamic and conventional money markets really highly correlated ? MGARCH-DCC and Wavelet approaches 1 2 3 36 1 4 11 36
Assessing the viability of Sukuk for portfolio diversification using MS-DCC-GARCH 1 3 7 30 1 7 21 53
Asymmetrical effects of macro variables on commercial bank deposits: evidence from Maldives based on NARDL 2 2 9 27 3 3 18 24
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 0 1 9 20 1 3 16 20
CO2 emissions and financial development: evidence from the United Arab Emirates based on an ARDL approach 0 0 8 39 0 0 17 37
Causality between Malaysian Islamic Stock Market and Macroeconomic Variables 0 0 3 34 0 0 4 81
Causality between Stock Market Index and Macroeconomic Variables: A Case Study for Malaysia 0 0 9 78 2 4 38 204
Causality between financial development and economic growth, and the Islamic finance imperative: A case study of Indonesia 0 0 2 41 0 1 10 70
Combining Momentum, Value, and Quality for the Islamic Equity Portfolio: Multi-style Rotation Strategies using Augmented Black Litterman Factor Model 0 1 1 53 1 2 9 148
Comovement and resiliency of Islamic equity market: Evidence from GCC Islamic equity index based on wavelet analysis 0 0 0 47 1 2 4 107
Comovement of East and West Stock Market Indexes 0 1 1 41 0 1 1 58
Comovement of Selected International Stock Market Indices:A Continuous Wavelet Transformation and Cross Wavelet Transformation Analysis 0 0 2 56 0 0 6 66
Contagion Effects of US Subprime Crisis on ASEAN-5 Stock Markets: Evidence from MGARCH-DCC Application 0 0 0 41 1 1 4 79
Correlation between Islamic stock and Commodity markets: An investigation into the impact of financial crisis and financialization of commodity markets 0 0 3 34 1 1 18 92
Determinants of capital structure - Evidence from Shari'ah compliant and non-compliant firms 0 1 12 12 2 3 13 13
Determinants of cost of equity: The case of Shariah-compliant Malaysian firms 0 1 17 72 3 14 131 393
Determinants of food price inflation: evidence from Malaysia based on linear and nonlinear ARDL 1 4 26 26 2 7 30 30
Determinants of profitability of takaful operators: new evidence from Malaysia based on dynamic GMM approach 0 1 5 46 1 3 18 50
Determining the relationship between financial development and economic growth: An application of ARDL technique to Singapore 0 0 3 56 0 0 9 86
Discerning Granger-causal chain between oil prices, exchange rates and inflation rates: Evidence from Turkey 0 0 5 76 1 1 16 52
Discerning causal relationship between operational cost and bank profit for commercial banks: Turkish evidence with ARDL approach 0 0 4 37 1 1 15 22
Discerning lead-lag between fear index and realized volatility 1 1 1 34 2 4 12 37
Diversification in Crude Oil and Other Commodities: A Comparative Analysis 0 0 0 33 0 0 4 80
Do Islamic banks lead or lag conventional banks? Evidence from Malaysia 0 0 1 35 1 2 11 36
Do Portfolio Diversification Opportunities exist across the Euro Zone Islamic Equity Markets? MGARCH-DCC and Wavelet Correlation Analysis 0 1 2 27 0 1 2 55
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 2 5 47
Do US policy uncertainty, leveraging costs and global risk aversion impact emerging market equities? An application of bounds testing approach to the BRICS 2 2 3 28 4 4 14 56
Do changes in shariah screening methodology make islamic indices substitutes or complements? an application of MGARCH-DCC and markov switching analysis 0 0 1 29 0 1 7 70
Do macroeconomic variables affect stock–sukuk correlation in the regional markets? evidence from the GCC countries based on DOLS and FM-OLS 0 4 5 35 0 8 17 42
Do profit and loss sharing (PLS) deposits also affect PLS financing? Evidence from Malaysia based on DOLS, FMOLS and system GMM techniques 2 2 3 34 3 5 9 79
Do spot and future palm oil prices influence the stock market prices of a major palm oil producer? the Malaysian experience 0 1 3 45 0 4 17 68
Do the macroeconomic variables have any impact on the Islamic bank deposits?An application of ARDL approach to the Malaysian market 0 1 4 51 0 1 11 103
Does Indian Stock Market Provide Diversification Benefits Against Oil Price Shocks? A Sectoral Analysis 0 0 0 38 6 9 12 67
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 1 1 4 51
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 2 30 0 2 11 32
Does a held-to-maturity strategy impede effective portfolio diversification for Islamic bond (sukuk) portfolios? A multi-scale continuous wavelet correlation analysis 0 1 1 47 0 4 7 120
Does asymmetry matter in the relationship between exchange rate and remittance? Evidence from a remittance recipient country based on ARDL and NARDL 1 4 11 11 1 5 17 17
Does consumer sentiment predict consumer spending in Malaysia? an autoregressive distributed lag (ARDL) approach 2 2 2 43 6 6 11 82
Does currency depreciation necessarily result in positive trade balance ? new evidence from Norway 0 0 6 11 0 1 14 27
Does economic freedom lead or lag economic growth? evidence from Bangladesh 0 0 3 37 1 3 11 45
Does environmental awareness determine GDP growth ? evidence from Singapore based on ARDL and NARDL approaches 1 16 16 16 4 10 10 10
Does income or house price lead in the public housing market? a case study of Singapore’s public housing sector 0 15 15 15 0 4 4 4
Does microfinance affect economic growth? Evidence from Bangladesh based on ARDL approach 0 0 5 70 0 2 13 108
Does oil impact Islamic stock markets ? evidence from MENA countries based on wavelet and markov switching approaches 0 0 0 0 1 1 1 1
Does shariah stock index lead or lag the exchange rate and macroeconomic variables? evidence from Japan based on ARDL 0 1 13 39 0 2 13 25
Does the conventional benchmark prop up non-performing loans in Islamic banks? A case study of Malaysia with ARDL Approach 1 1 1 38 1 2 5 70
Does the shariah index move together with the conventional equity indexes? 0 0 3 37 0 0 8 84
Dutch disease or Nigerian disease: a prima facie? New evidence from ARDL bound test analysis 1 4 7 60 14 22 34 121
Dynamic Integration of Domestic Equity Price, Foreign Equity Price and Macroeconomic Indicators: Evidence from Malaysia 0 0 1 23 1 1 6 64
Dynamic causal chain of money, output, interest rate, exchange rate and prices: Nigeria as a case study 0 1 4 33 0 2 9 68
Dynamics between islamic banking performance and CO2 emissions: evidence from the OIC countries 0 0 0 0 1 1 1 1
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 0 0 4 16 0 2 12 23
Economic growth, energy consumption and government expenditure:evidence from a nonlinear ARDL analysis 0 2 24 39 1 5 39 51
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 1 4 12 12 4 12 15 15
Effects of Political Turmoil (Arab Spring) on Portfolio Diversification Benefits: Perspectives of the Moroccan Islamic Stock investors 0 1 1 17 0 1 3 79
Energy consumption, trade openness, economic growth, carbon dioxide emissions and electricity consumption: evidence from South Africa based on ARDL 2 5 16 81 2 7 38 114
Estimating and Forecasting Conditional Volatility and Correlations of the Dow Jones Islamic Stock Market Index Using Multivariate GARCH-DCC 0 0 1 35 0 0 2 60
Evidence of cross-country portfolio diversification benefits: The case of Saudi Arabia 0 1 3 21 0 5 20 48
Exchange rate and trade balance linkage: evidence from Malaysia based on ARDL and NARDL 2 3 24 24 4 7 25 25
Exchange rate and trade balance linkage: sectoral evidence from Thailand based on nonlinear ARDL 0 1 23 47 1 2 36 47
Expect the unexpected: housing price bubble on the horizon in Malaysia 0 0 2 25 0 0 14 28
Exploring portfolio diversification opportunities in Islamic capital markets through bitcoin: evidence from MGARCH-DCC and Wavelet approaches 0 0 7 57 3 8 31 104
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 0 3 50
Export orientation vs import substitution: which strategy should the government adopt? Evidence from Malaysia 0 2 7 13 7 43 128 141
External private debt and economic growth: Is there a lead-lag Granger-casual relationship? evidence from Turkey 0 2 8 30 1 9 24 51
Fast profits in a fasting month? A markov regime switching approach in search of ramadan effect on stock markets 0 0 2 36 0 0 6 29
Finance, growth and human development: An Islamic economic development perspective 0 1 4 53 0 3 11 92
Finance-growth nexus: insights from an application of threshold regression model to Malaysia’s dual financial system 0 1 2 34 0 1 4 34
Financial Integration of East Asian Economies: Evidence from Real Interest Parity 0 0 0 144 0 1 3 341
Gold price movements in selected currencies: wavelet approach 0 0 2 12 1 1 8 52
Home financing loans and their relationship to real estate bubble: An analysis of the U.S. mortgage market 0 0 2 47 0 3 13 84
Housing finance and financial stability: evidence from Malaysia, Thailand and Singapore 0 0 2 26 0 0 5 58
How do Macroeconomic Changes Impact Islamic and Conventional Equity Prices? Evidence from Developed and Emerging Countries 0 1 4 48 0 2 11 112
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 0 2 4 32
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 0 2 45
Impact of political instability on foreign direct investment and Economic Growth: Evidence from Malaysia 6 12 34 78 54 89 170 204
Increasing household debts and its relation to GDP, interest rate and house price: Malaysia’s perspective 0 0 2 65 0 2 10 150
Integration and Comovement of Developed and Emerging Islamic Stock Markets: A Case Study of Malaysia 0 2 3 44 0 6 10 107
Interest Rate, Exchange Rate, and Stock Prices of Islamic Banks: A Panel Data Analysis 1 2 4 79 2 3 7 98
Investigating International Portfolio Diversification Opportunities for the Asian Islamic Stock Market Investors 1 2 10 10 1 6 18 18
Investigating the causal relationship between exchange rate variability and palm oil export: evidence from Malaysia based on ARDL and nonlinear ARDL approaches 1 2 15 15 2 5 19 19
Is Islamic stock index secured against interest rate risk? Evidence from Wavelet analysis 0 0 2 31 1 1 4 47
Is There A Diversification “Cost” of Shari’ah Compliance? Empirical Evidence from Malaysian Equities 0 1 2 15 0 1 7 41
Is energy a stimulus for economic growth? A focused study on Malaysia using the auto regressive distributed lag technique 0 2 5 43 0 4 15 60
Is financial sector development an engine of economic growth? evidence from India 0 1 3 39 1 3 5 60
Is gold a hedge against equity risk? Malaysian experience based on NARDL approach 0 1 15 15 1 3 11 11
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 0 1 18 18 1 4 21 21
Is inflation targeting the proper monetary policy regime in a dual banking system? new evidence from ARDL bounds test 0 0 4 50 1 2 11 43
Is interest rate still the right tool for stimulating economic growth ? evidence from Japan 1 2 13 49 3 5 36 44
Is liberalizing finance the game in town for Nigeria ? 0 0 0 0 0 0 0 0
Is residential property the ultimate hedge against inflation ? new evidence from Malaysia based on ARDL and nonlinear ARDL 0 3 29 29 3 13 42 42
Is the global leadership of the US financial market over other financial markets shaken by 2007-2009 financial crisis? Evidence from Wavelet Analysis 0 0 1 19 0 2 7 61
Is the lead-lag relationship between financial development and economic growth symmetric ? new evidence from Bangladesh based on ARDL ad NARDL 1 3 32 50 1 5 41 64
Is the oil price pass-through to domestic inflation symmetric or asymmetric? new evidence from India based on NARDL 1 2 14 32 2 6 34 45
Is the relation between lending interest rate and non-performing loans symmetric or asymmetric ? evidence from ARDL and NARDL 0 0 27 27 2 6 30 30
Is the relationship between financial development and income inequality symmetric or asymmetric ? new evidence from South Africa based on NARDL 0 3 25 51 1 6 43 59
Is the relationship between housing price and banking debt symmetric or non-symmetric? evidence from Malaysia based on NARDL 1 9 9 9 3 7 7 7
Is the relationship between inflation and financial development symmetric or asymmetric? new evidence from Sudan based on NARDL 8 18 18 18 10 19 19 19
Is the relationship between infrastructure and economic growth symmetric or asymmetric? evidence from Indonesia based on linear and non-linear ARDL 4 17 17 17 4 8 8 8
Is there any causality between inflation and FDI in an ‘inflation targeting’ regime? Evidence from South Africa 0 0 2 56 0 5 15 103
Islamic Banks’ Capital Buffers: Unique Risk Exposures and the Disciplining Effects of Charter Values 0 1 5 46 0 3 13 127
Islamic REIT response to macroeconomic factors: a markov regime switching auto regressive approach 0 0 0 17 1 1 3 46
Islamic banking: 40 years later, still interest-based? Evidence from Malaysia 0 2 4 65 0 5 24 129
Islamic equity as an alternative investment from the perspective of the Southeast Asian investors: evidence from MGARCH-DCC and Wavelet Coherence 0 1 14 14 2 5 8 8
Islamic versus conventional stock market and its co-movement with crude oil: a wavelet analysis 0 2 5 44 1 7 26 125
Leverage versus volatility: Evidence from the Capital Structure of European Firms 0 2 4 60 0 2 11 96
Leverage, Sensitivity to Market Risk and Contagion: A Multi-Country Analysis for Shari’ah(Islamic) Stock Screening 0 2 4 32 0 2 8 67
Leverage, return, volatility and contagion: Evidence from the portfolio framework 0 0 0 17 1 1 3 49
Macroeconomic and bank-specific determinants of different categories of non-performing financing in Islamic banks: Evidence from Malaysia 0 0 9 46 0 0 25 53
Multi-scale Lead-Lag Relationship between the Stock and Futures Markets: Malaysia as a Case Study 0 0 3 24 1 2 14 118
Oil price and the global conventional and islamic stock markets: Is the relationship symmetric or asymmetric ? evidence from nonlinear ARDL 0 1 16 16 0 6 21 21
Oil price shocks and GCC capital markets: who drives whom? 1 1 1 39 1 2 6 100
Portfolio Diversification Benefits of Islamic Stocks and Malaysia’s Major Trading Partners:MGARCH-DCC and Wavelet Correlation Approaches 0 0 1 25 1 3 8 82
Portfolio diversification strategy for Malaysia: International and sectoral perspectives 0 1 2 27 1 3 6 51
Regime switching behavior of volatilities of Islamic equities: evidence from Markov- Switching GARCH models for some selected broad based indices 0 0 4 11 0 0 5 20
Relationship between macroeconomic variables and stock market index: evidence from India 4 16 52 199 34 89 292 766
Relationship between regional Shariah stock markets: The cointegration and causality 0 1 2 8 0 2 8 19
Religiosity and threshold effect in social and financial performance of microfinance institutions: System GMM and non-linear threshold approaches 0 1 6 43 0 5 14 91
Remittances and economic growth nexus: Do financial development and investment act as transmission channels? An ARDL bounds approach 0 0 5 71 0 1 10 108
Revisit Feldstein-Horioka puzzle: evidence from Malaysia (1960-2015) 0 0 2 50 0 2 5 51
Revisiting effectiveness of interest rate as a tool to control inflation: evidence from Malaysia based on ARDL and NARDL 1 1 16 61 2 3 29 46
Revisiting the Phillips curve trade-off: evidence from Tanzania using nonlinear ARDL approach 0 0 20 20 0 3 29 29
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 1 6 65 1 5 32 165
Risk sharing financing of Islamic banks: interest free or interest based? 0 1 3 29 0 2 8 75
Risk-Sharing Financing of Islamic Banks: Better Shielded Against Interest Rate Risk? 0 1 3 13 0 2 11 27
Risk-sharing deposits in islamic banks: do interest rates have any influence on them? 0 0 2 28 0 1 9 49
Role of instability in affecting capital flight magnitude: An ARDL bounds testing approach 0 0 1 57 0 1 7 80
Shariah stocks as an inflation hedge in Malaysia 0 1 4 35 0 2 9 65
Should Shariah-compliant investors include commodities in their portfolios? New evidence 0 1 5 27 0 1 7 60
Should investors diversify their portfolios with stocks from major trading countries? A comparative multivariate GARCH-DCC and wavelet correlation analysis 0 0 2 33 2 4 10 67
Should the Malaysian Islamic stock market investors invest in regional and international equity market to gain portfolio diversification benefits ? 0 0 1 33 0 2 5 25
Should the Malaysian islamic stock market investors invest in regional and international equity markets to gain portfolio diversification benefits? 0 1 4 12 2 5 15 27
Size and Volatility: new evidence from an application of wavelet approach to the emerging Islamic mutual funds’ industry 0 0 0 13 1 4 6 36
Socially responsible investment and Shariah-compliant investment compared: Can investors benefit from diversification? An ARDL approach 0 1 5 59 3 6 15 114
Socioeconomic Development and Its Effect on Performance of Islamic Banks: Dynamic Panel Approaches 1 1 3 43 1 1 8 68
Stock Market Co-movement and Shock Transmission: Islamic versus Conventional Equity Indices 0 0 1 52 2 4 19 103
Stock Price and Industrial Production in Developing Countries: A Dynamic Heterogeneous Panel Analysis 0 0 2 30 0 0 4 68
Stock market and crude oil relationship: A wavelet analysis 0 1 1 48 0 1 5 79
Stock market volatility and exchange rates: MGARCH-DCC and wavelet approaches 0 4 7 55 2 14 32 336
Sukuk pricing dynamics - factors influencing yield curve of the Malaysian Sukuk 0 0 3 38 0 1 13 74
Testing Sukuk And Conventional Bond Offers Based On Corporate Financing Theories Using Partial Adjustment Models: Evidence From Malaysian Listed Firms 1 1 7 45 1 4 13 112
Testing the Conventional and Islamic Financial Market Contagion: Evidence from Wavelet Analysis 0 1 4 35 0 2 10 96
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 0 1 5 78
The Dynamic Linkages between Islamic Index and the Major Stock Markets: New Evidence from Wavelet time-scale decomposition Analysis 0 0 0 29 0 1 7 80
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 2 42 0 0 3 94
The Impact of Brexit on Islamic Stock Markets Employing MGARCH-DCC and Wavelet Correlation Analysis 0 0 0 0 0 0 0 0
The Impact of Crude Oil Price on Islamic Stock Indices of Gulf Cooperation Council (GCC) Countries: A Comparative Analysis 1 1 1 41 1 2 9 101
The Impact of Crude Oil Price on Islamic Stock Indices of South East Asian (SEA) Countries: A Comparative Analysis 0 1 1 63 0 1 6 81
The Impact of Crude Oil Price on Macroeconomic Variables: New Evidence from Malaysia 0 0 1 44 1 1 4 75
The Impact of Debt on Economic Growth: A Case Study of Indonesia 1 1 4 74 1 1 18 113
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 1 1 24 0 1 4 55
The Role of Islamic Asset Classes in the Diversified Portfolios: Mean Variance Spanning Test 1 1 1 25 1 1 7 74
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 0 2 35
The causal relationship between islamic bank financing and macroeconomic variables: evidence from Malaysia based on ARDL approach 0 0 0 0 0 0 0 0
The different impact of conventional interest rates on Islamic stock market, Islamic banking and Islamic insurance: evidence from Malaysia 0 0 3 36 0 1 5 95
The impact of real estate, inequality and current account imbalances on excessive credit: A cross country analysis 0 0 2 48 0 0 4 38
The lead lag relationship between oil prices and exchange rate in an oil importing country: evidence fromThailand using ARDL 0 11 11 11 2 3 3 3
The lead-lag relationship between the rubber price and inflation rate: an evidence from Malaysia 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 0 2 5 40 1 5 13 44
The nexus of private sector foreign debt, unemployment, trade openness: evidence from Australia 0 1 1 24 0 1 3 21
The relationship between energy consumption and economic growth: evidence from Thailand based on NARDL and causality approaches 1 1 12 33 3 3 20 35
The relationship between energy consumption, financial development and economic growth: an evidence from Malaysia based on ARDL 0 1 6 36 1 2 12 19
The response of monetary policy shocks on Islamic bank deposits: evidence from Malaysia based on ARDL approach 0 1 8 43 2 5 20 57
Uncertainty and Volatility in MENA Stock Markets During the Arab Spring 0 0 2 29 1 3 6 78
War and peace: why is political stability pivotal for economic growth of OIC countries? 0 0 0 55 0 3 7 57
What Drives Profitability of Banks: Do Interest rate, and Fee and Commissions impact the profitability of Banks? Evidence from the European Countries 0 1 2 58 0 3 8 105
What causes economic growth in Malaysia: exports or imports ? 1 7 46 184 23 56 251 914
What drives banks’ willingness to lend to SMEs? An ARDL approach 1 3 8 88 3 8 30 111
What is the link between financial development and income inequality? evidence from Malaysia 0 1 6 67 2 6 26 88
Which type of government revenue leads government expenditure? 0 1 4 42 8 44 126 279
Total Working Papers 61 264 1,079 6,851 300 868 3,239 13,962


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 0 4 208
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 0 1 1 1 1
A Reassessment of Long-Run Elasticities of Japanese Import Demand 0 0 2 34 0 2 14 119
A comparative analysis of the propagation of stock market fluctuations in alternative models of dynamic causal linkages 1 1 6 84 1 3 13 259
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 0 5 218
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 1 5 8 290
An Econometric Model of the Role of Financial Institutions in Financing Private Investment in Pakistan 0 1 1 22 0 1 3 52
An analysis of option pricing under systematic consumption risk using GARCH 0 0 2 38 0 0 4 117
An analysis of stock market efficiency: Developed vs Islamic stock markets using MF-DFA 1 1 6 48 2 4 21 152
Are Asian stock market fluctuations due mainly to intra-regional contagion effects? Evidence based on Asian emerging stock markets 0 3 11 213 1 6 33 567
Are there profit (returns) in Shariah-compliant exchange traded funds? The multiscale propensity 0 0 0 2 0 1 3 22
Bivariate and Multivariate Tests of Money-Price Causality: Robust Evidence from a Small Developing Country 0 0 0 0 1 1 2 66
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 1 2 3 198
Causality between financial development and economic growth: an application of vector error correction and variance decomposition methods to Saudi Arabia 1 1 1 112 4 4 5 263
Combining momentum, value, and quality for the Islamic equity portfolio: Multi-style rotation strategies using augmented Black Litterman factor model 0 0 2 14 0 0 4 58
Common stochastic trends and the dynamic linkages driving european stock markets: evidence from pre- and post-october 1987 crash eras 0 0 1 61 0 0 2 237
Contagion and interdependence across Asia-Pacific equity markets: An analysis based on multi-horizon discrete and continuous wavelet transformations 1 1 3 13 1 1 12 51
Current account, exchange rate dynamics and the predictability: the experience of Malaysia and Singapore 0 0 0 101 0 1 3 260
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 1 1 4 10
Determinants of capital structure: evidence from Shari'ah compliant and non-compliant firms 0 0 4 4 2 6 30 30
Developing trading strategies based on fractal finance: An application of MF-DFA in the context of Islamic equities 0 0 4 20 1 4 14 81
Diversification in Crude Oil and Other Commodities: A Comparative Analysis 0 0 2 4 0 0 11 33
Do Islamic Stock Returns Hedge Against Inflation? A Wavelet Approach 0 0 2 2 0 0 5 5
Do Stock Prices Play a Significant Role in Formulating Monetary Policy? A Case Study 0 0 0 4 0 0 3 190
Do ‘Sin Stocks’ Deprive Islamic Stock Portfolios of Diversification? Some Insights from the Use of MGARCH-DCC 0 0 0 4 3 3 11 29
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 0 6 93
Does a Held-to-Maturity Strategy Impede Effective Portfolio Diversification for Islamic Bond () Portfolios? A Multi-Scale Continuous Wavelet Correlation Analysis 1 1 1 1 2 2 7 13
Does low leverage minimise the impact of financial shocks? New optimisation strategies using Islamic stock screening for European portfolios 1 2 3 3 1 7 12 12
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 2 4 6 0 5 14 153
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 0 0 2 114 1 1 10 285
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 0 0 1 81 0 0 7 234
Energy consumption, real income and temporal causality: results from a multi-country study based on cointegration and error-correction modelling techniques 1 3 45 311 4 13 102 731
Estimation of Long-run Demand for Money: An Application of Long-run Structural Modelling to Saudi Arabia 1 2 2 12 1 3 5 188
Exploring Portfolio Diversification Opportunities Through Venture Capital Financing: Evidence from MGARCH-DCC, Markov Switching, and Wavelet Approaches 0 1 2 2 0 1 3 3
Finance-growth nexus: Insights from an application of threshold regression model to Malaysia's dual financial system 0 0 3 10 0 0 9 36
Financial integration of East Asian economies: evidence from real interest parity 0 0 0 39 1 1 3 149
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 0 0 1 48 0 0 3 204
Heads we win, tails you lose: Is there equity in Islamic equity funds? 0 0 3 21 1 3 13 83
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 0 3 743
Is domestic stock price cointegrated with exchange rate and foreign stock price? evidence from Malaysia 0 0 0 16 0 0 3 70
Islamic Finance and Banking 0 0 0 1 0 0 4 9
Issues in Islamic Equities: A Literature Survey 0 1 1 1 0 1 4 5
Leverage versus volatility: Evidence from the capital structure of European firms 0 0 0 7 0 2 9 31
Linear and non-linear Granger causality between oil spot and futures prices: A wavelet based test 0 0 2 34 1 2 12 140
Linkages and co-movement between international stock market returns: Case of Dow Jones Islamic Dubai Financial Market index 0 0 8 51 2 4 28 177
Long and short term dynamic causal transmission amongst international stock markets 0 1 8 209 1 3 28 563
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 1 2 8 253
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 0 3 119
On the Robustness of Cointegration Tests of the Market Efficiency Hypothesis: Evidence from Six European Foreign Exchange Markets 0 0 0 0 1 3 17 392
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 2 13 215 3 10 36 538
Performance and Trading Characteristics of Exchange Traded Funds: Developed vs Emerging Markets 0 0 1 1 5 8 28 39
Political stability and growth: An application of dynamic GMM and quantile regression 1 4 19 39 4 18 72 131
Portfolio Diversification Benefits at Different Investment Horizons During the Arab Uprisings: Turkish Perspectives Based on MGARCH–DCC and Wavelet Approaches 0 0 1 1 0 0 3 3
Portfolio diversification benefits of Islamic investors with their major trading partners: Evidence from Malaysia based on MGARCH-DCC and wavelet approaches 0 0 2 14 2 7 17 70
Price Discovery Between Informationally Linked Markets During Different Trading Phases 0 0 0 6 1 1 1 37
Price dynamics of crude oil and the regional ethylene markets 0 0 1 106 1 3 10 432
Price dynamics of natural gas and the regional methanol markets 0 1 5 188 0 5 33 856
Propagative causal price transmission among international stock markets: evidence from the pre- and postglobalization period 0 0 3 72 1 1 9 220
Re-Examining the Determinants of Islamic Bank Performance: New Evidence from Dynamic GMM, Quantile Regression, and Wavelet Coherence Approaches 0 0 3 6 1 1 7 19
Regional spillovers across transitioning emerging and frontier equity markets: A multi-time scale wavelet analysis 0 0 0 3 0 2 5 14
Religion of Islam and Microfinance: Does It Make Any Difference? 0 0 3 6 0 0 5 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 0 2 12 20
Risk-return characteristics of Islamic equity indices: Multi-timescales analysis 0 0 3 28 0 0 11 86
Risk–Return Profiles of Islamic Equities and Commodity Portfolios in Different Market Conditions 0 0 1 1 0 0 3 10
Shari’ah screening, market risk and contagion: A multi-country analysis 0 0 1 4 0 1 3 18
Stock market co-movements: Islamic versus conventional equity indices with multi-timescales analysis 0 1 1 27 2 3 8 102
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 1 3 24 1,869 4 7 57 4,110
Systematic risk and time scales: New evidence from an application of wavelet approach to the emerging Gulf stock markets 0 0 3 82 0 0 6 306
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 1 5 11
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 0 79
The Co-movement of Selective Conventional and Islamic Stock Indices: Is there any Impact on Shariah Compliant Equity Investment in China? 0 0 4 17 1 1 7 38
The Impact of Charter Values on Bank Capital in Asia: A Threshold Regression Analysis 2 2 3 3 2 3 4 4
The diversification benefits from Islamic investment during the financial turmoil: The case for the US-based equity investors 0 0 2 14 2 3 12 82
The dynamics of fertility, family planning and female education in a developing economy 0 0 2 36 0 0 3 141
The impact of crude oil price on Islamic stock indices of South East Asian countries: Evidence from MGARCH-DCC and wavelet approaches 0 0 0 11 0 0 5 30
The role of Islamic asset classes in the diversified portfolios: Mean variance spanning test 0 0 0 4 2 6 10 33
The stability of money demand in China: Evidence from the ARDL model 0 0 11 181 2 5 25 438
The stock market and the ringgit exchange rate: a note 0 0 0 147 2 2 4 613
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 1 5 14 67 5 10 42 220
Time Varying Correlation Between Islamic Equity and Commodity Returns: Implications for Portfolio Diversification 1 1 4 10 2 2 11 43
Unraveling the Financial Contagion in European Stock Markets During Financial Crises: Multi-Timescale Analysis 0 0 0 0 1 3 9 14
What can wavelets unveil about the vulnerabilities of monetary integration? A tale of Eurozone stock markets 0 1 1 14 2 3 8 54
What factors explain stock market retardation in Islamic Countries 0 0 0 29 0 0 1 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 0 2 6
Why do issuers issue Sukuk or conventional bond? Evidence from Malaysian listed firms using partial adjustment models 1 1 3 29 3 3 17 97
Why is no financial crisis a dress rehearsal for the next? Exploring contagious heterogeneities across major Asian stock markets 0 0 1 16 1 3 7 69
Total Journal Articles 15 42 273 5,658 86 213 1,037 18,879


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 11 0 2 7 27
Malaysian investors’ perspectives on the integration and co- movement of Islamic stock markets in developed and developing countries 0 0 4 24 0 1 6 57
Total Chapters 0 1 7 35 0 3 13 84


Statistics updated 2019-09-09