Details about Venus Khim-Sen Liew

Access statistics for papers by Venus Khim-Sen Liew.

Last updated 2009-11-09. Update your information in the RePEc Author Service.

Short-id: pli71

Working Papers

2009

1. Does Hysteresis in Unemployment Occur in OECD Countries? Evidence from Parametric and Non-Parametric Panel Unit Roots Tests
   MPRA Paper, University Library of Munich, Germany
2. Linear and nonlinear monetary approaches to the exchange rate of the Philippines peso-Japanese yen
   MPRA Paper, University Library of Munich, Germany View citations
3. Long-run validity of purchasing power parity and rank tests for cointegration for Central Asian Countries
   MPRA Paper, University Library of Munich, Germany
4. Monetary Model of Exchange Rate for Thailand: Long-run Relationship and Monetary Restrictions
   MPRA Paper, University Library of Munich, Germany

2008

5. Monetary exchange rate model: supportive evidence from nonlinear testing procedures
   MPRA Paper, University Library of Munich, Germany
6. Real interest rate parity: evidence from East Asian economies relative to China
   MPRA Paper, University Library of Munich, Germany
7. Testing nonlinear convergence in Malaysia,1965-2003
   MPRA Paper, University Library of Munich, Germany

2007

8. Day-of-the-week effects in selected East Asian stock markets
   MPRA Paper, University Library of Munich, Germany View citations
   See also Journal Article in Economics Bulletin (2008)
9. Fisher hypothesis: East Asian evidence from panel unit root tests
   MPRA Paper, University Library of Munich, Germany
10. Income convergence: fresh evidence from the Nordic countries
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article in Applied Economics Letters (2009)
11. The real interest rate differential: international evidence based on nonlinear unit root tests
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article in Bulletin of Economic Research (2009)

2006

12. Calendar anomalies in the Malaysian stock market
    MPRA Paper, University Library of Munich, Germany
13. Income convergence? Evidence of non-linearity in the East Asian Economies: A comment
    MPRA Paper, University Library of Munich, Germany
14. Linearity and stationarity of South Asian real exchange rates
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article in The IUP Journal of Applied Economics (2008)
15. Real interest rates equalization: The case of Malaysia and Singapore
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article in The IUP Journal of Journal of Monetary Economics (2007)

2005

16. A complementary test for ADF test with an application to the exchange rates returns
    MPRA Paper, University Library of Munich, Germany
17. Purchasing power parity in Asian economies: further evidence from rank tests for cointegration
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article in Applied Economics Letters (2009)

2004

18. Are Asian Real Exchange Rates Stationary?
    International Finance, EconWPA View citations
    See also Journal Article in Economics Letters (2004)
19. CAUSAL RELATIONSHIPS BETWEEN EXCHANGE RATES AND STOCK PRICES IN MALAYSIA AND THAILAND DURING THE 1997 CURRENCY CRISIS TURMOIL
    International Finance, EconWPA
20. On Autoregressive Order Selection Criteria
    Computational Economics, EconWPA
21. On Singaporean Dollar and Purchasing Power Parity
    International Finance, EconWPA
    Also in International Finance, EconWPA (2004)
22. On Singaporean Dollar-U.S. Dollar and Purchasing Power Parity
    International Trade, EconWPA
    Also in International Finance, EconWPA (2004)
23. Value Creation and Long Term Performance of Hong Kong Spinoffs
    Departmental Working Papers, Chinese University of Hong Kong, Department of Economics

2003

24. A Non-parametric Bootstrap Simulation Study in ESTAR (1) Model
    GE, Growth, Math methods, EconWPA
25. Are Non-Linear Dynamics a Universal Occurrence? Further Evidence From Asian Stock Markets
    Finance, EconWPA View citations
26. Effects of ARCH Errors on Autoregressive Lag Length Selection Criteria
    Departmental Working Papers, Chinese University of Hong Kong, Department of Economics View citations
27. Effects of STAR and TAR types nonlinearities on order selection criteria
    Econometrics, EconWPA
28. Exchange Rate and Trade Balance Relationship: The Experience of ASEAN Countries
    International Trade, EconWPA
29. Exchange Rate – Relative Price Relationship: Nonlinear Evidence from Malaysia
    International Finance, EconWPA
    Also in International Finance, EconWPA (2003)
30. Exchange Rates Forecasting Model: An Alternative Estimation Procedure
    International Finance, EconWPA View citations
31. Export-led Growth Hypothesis in Malaysia: An Application of Two- Stage Least Square Technique
    International Finance, EconWPA
32. Financial Development and Economic Growth in Malaysia: The Stock Market Perspective
    Macroeconomics, EconWPA
33. Forecasting Performance of Logistic STAR Exchange Rate Model: The Original and Reparameterised Versions
    GE, Growth, Math methods, EconWPA View citations
    Also in MPRA Paper, University Library of Munich, Germany (2002)
34. GARCH Diagnosis with Portmanteau Bicorrelation Test: An Application on the Malaysia's Stock Market
    Finance, EconWPA
35. How Well the Ringgit-Yen Rate Fits the Non-linear Smooth Transition Autoregressive and Linear Autoregressive Models
    GE, Growth, Math methods, EconWPA View citations
36. International Diversification Benefits in ASEAN Stock Markets: a Revisit
    Finance, EconWPA
37. Nonlinear Mean Reversion in Real Exchange Rates: Evidence from the ASEAN-5
    International Trade, EconWPA
38. ON THE FORECASTABILITY OF ASEAN-5 STOCK MARKETS RETURNS USING TIME SERIES MODELS
    Finance, EconWPA
39. Testing for Non-Linearity in ASEAN Financial Markets
    Finance, EconWPA
40. The Performance of AICC as an Order Selection Criterion in ARMA Time Series Models
    GE, Growth, Math methods, EconWPA
41. The Predictability of ASEAN-5 Exchange Rates
    International Finance, EconWPA View citations
42. The Validity of PPP Revisited: An Application of Non-linear Unit Root Test
    International Finance, EconWPA View citations
43. Weak-form Efficient Market Hypothesis, Behavioural Finance and Episodic Transient Dependencies: The Case of the Kuala Lumpur Stock Exchange
    Finance, EconWPA

2000

44. Time series modelling and forecasting of Sarawak black pepper price
    MPRA Paper, University Library of Munich, Germany

Journal Articles

2009

1. Income convergence: fresh evidence from the Nordic countries
   Applied Economics Letters, 2009, 16, (12), 1245-1248
   See also Working Paper (2007)
2. Purchasing power parity in Asian economies: further evidence from rank tests for cointegration
   Applied Economics Letters, 2009, 16, (1), 51-54 View citations
   See also Working Paper (2005)
3. THE REAL INTEREST RATE DIFFERENTIAL: INTERNATIONAL EVIDENCE BASED ON NON-LINEAR UNIT ROOT TESTS
   Bulletin of Economic Research, 2009, 61, (1), 83-94
   See also Working Paper (2007)

2008

4. Day-of-the-week effects in Selected East Asian stock markets
   Economics Bulletin, 2008, 7, (5), 1-8
   See also Working Paper (2007)
5. Linearity and Stationarity of South Asian Real Exchange Rates
   The IUP Journal of Applied Economics, 2008, VII, (5), 48-58
   See also Working Paper (2006)
6. Real interest rate parity in the ASEAN-5 countries: a nonlinear perspective
   Applied Economics Letters, 2008, 15, (12), 955-958
7. Time series test of nonlinear convergence and transitional dynamics
   Economics Letters, 2008, 100, (3), 337-339 View citations

2007

8. Assessing the Forecastibility of ESTAR Model: Some Evidence from Ringgit/Yen Rate
   The IUP Journal of Applied Economics, 2007, VI, (1), 7-19
9. Does the US IT stock market dominate other IT stock markets: Evidence from multivariate GARCH model
   Economics Bulletin, 2007, 6, (27), 1-7
10. India-ASEAN-5 Economic Integration: Impact of Liberalization
    The IUP Journal of Applied Economics, 2007, VI, (6), 7-20
11. Nonlinear mean reversion in stock prices: evidence from Asian markets
    Applied Financial Economics Letters, 2007, 3, (1), 25-29
12. Real Interest Rates Equalization: The Case of Malaysia and Singapore
    The IUP Journal of Journal of Monetary Economics, 2007, V, (3), 24-37
    See also Working Paper (2006)

2006

13. Estimation of the Autoregressive Order in the Presence of Measurement Errors
    Economics Bulletin, 2006, 3, (12), 1-10
14. Forecasting Performance of Exponential Smooth Transition Autoregressive Exchange Rate Models
    Open Economies Review, 2006, 17, (2), 235-251 View citations
15. MONEY DEMAND IN MALAYSIA: FURTHER EMPIRICAL EVIDENCE
    The IUP Journal of Applied Economics, 2006, V, (6), 17-27
16. NEW EVIDENCE ON THE OUTPUT-INFLATION TRADE-OFF FROM ASEAN-5 ECONOMIES
    The IUP Journal of Applied Economics, 2006, V, (2), 16-25

2005

17. Autoregressive Lag Length Selection Criteria in the Presence of ARCH Errors
    Economics Bulletin, 2005, 3, (19), 1-5 View citations
18. Exchange Rate – Relative Price Nonlinear Cointegration Relationship in Malaysia
    Economics Bulletin, 2005, 6, (11), 1-16 View citations
19. Income Divergence? Evidence of Non-linearity in the East Asian Economies
    Economics Bulletin, 2005, 15, (1), 1-7 View citations

2004

20. Are Asian real exchange rates stationary?
    Economics Letters, 2004, 83, (3), 313-316 View citations
    See also Working Paper (2004)
21. Nonlinear Adjustment of ASEAN-5 Real Exchange Rates: Symmetrical or Asymmetrical?
    Economics Bulletin, 2004, 6, (8), 1-19 View citations
22. Nonlinear Adjustment towards Purchasing Power Parity in ASEAN Exchange Rates
    The IUP Journal of Applied Economics, 2004, III, (6), 7-18 View citations
23. Which Lag Length Selection Criteria Should We Employ?
    Economics Bulletin, 2004, 3, (33), 1-9 View citations

2003

24. The inadequacy of linear autoregressive model for real exchange rates: empirical evidence from Asian economies
    Applied Economics, 2003, 35, (12), 1387-1392 View citations