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Details about Venus Khim-Sen Liew

E-mail:
Homepage:http://venusliew.blogspot.com/
Postal address:Faculty of Economics and Business, 94300 Kota Samarahan, Universiti Malaysia Sarawak.
Workplace:Faculty of Economics and Business, Universiti Malaysia Sarawak (Malaysian University of Sarawak), (more information at EDIRC)

Access statistics for papers by Venus Khim-Sen Liew.

Last updated 2017-03-08. Update your information in the RePEc Author Service.

Short-id: pli71


Jump to Journal Articles

Working Papers

2014

  1. Revisiting the Performance of MACD and RSI Oscillators
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in Journal of Risk and Financial Management (2014)

2013

  1. Macroeconomic Determinants of Direct Investment Abroad of Singapore
    MPRA Paper, University Library of Munich, Germany Downloads

2012

  1. Early warning indicator of economic vulnerability
    MPRA Paper, University Library of Munich, Germany Downloads
  2. Forecasting malaysian business cycle movement: empirical evidence from composite leading indicator
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)

2010

  1. Does Fisher hypothesis hold for the East Asian Economies? an application of panel unit root tests
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)
  2. Is Money Neutral In Stock Market? The Case of Malaysia
    MPRA Paper, University Library of Munich, Germany Downloads View citations (4)
    See also Journal Article in Economics Bulletin (2010)
  3. Linearity and stationarity of G7 government bond returns
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in Economics Bulletin (2010)
  4. Selected Macroeconomic Determinants of Foreign Direct Investment Outflow of Singapore
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)
    Also in MPRA Paper, University Library of Munich, Germany (2010) Downloads View citations (2)

2009

  1. An Empirical Investigation of Purchasing Power Parity for a Transition Economy - Cambodia
    Monash Economics Working Papers, Monash University, Department of Economics Downloads
    See also Journal Article in Economics Bulletin (2010)
  2. 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 Downloads View citations (4)
  3. Linear and nonlinear monetary approaches to the exchange rate of the Philippines peso-Japanese yen
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
    See also Journal Article in Economics Bulletin (2009)
  4. Long-run validity of purchasing power parity and rank tests for cointegration for Central Asian Countries
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)
    See also Journal Article in Applied Economics Letters (2010)
  5. Monetary Model of Exchange Rate for Thailand: Long-run Relationship and Monetary Restrictions
    MPRA Paper, University Library of Munich, Germany Downloads View citations (5)
    See also Journal Article in Global Economic Review (2009)
  6. Purchasing Power Parity (PPP) in a Transition Economy - Cambodia: Empirical Evidence from Bilateral Exchange Rates
    Monash Economics Working Papers, Monash University, Department of Economics Downloads

2008

  1. An overview on various ways of bootstrap methods
    MPRA Paper, University Library of Munich, Germany Downloads
  2. Monetary exchange rate model: supportive evidence from nonlinear testing procedures
    MPRA Paper, University Library of Munich, Germany Downloads
  3. Real interest rate parity: evidence from East Asian economies relative to China
    MPRA Paper, University Library of Munich, Germany Downloads View citations (4)
  4. Testing nonlinear convergence in Malaysia,1965-2003
    MPRA Paper, University Library of Munich, Germany Downloads

2007

  1. Day-of-the-week effects in selected East Asian stock markets
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)
    See also Journal Article in Economics Bulletin (2008)
  2. Fisher hypothesis: East Asian evidence from panel unit root tests
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
  3. Income convergence: fresh evidence from the Nordic countries
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in Applied Economics Letters (2009)
  4. The real interest rate differential: international evidence based on nonlinear unit root tests
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in Bulletin of Economic Research (2009)

2006

  1. Calendar anomalies in the Malaysian stock market
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
  2. Income convergence? Evidence of non-linearity in the East Asian Economies: A comment
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
  3. Linearity and stationarity of South Asian real exchange rates
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in The IUP Journal of Applied Economics (2008)
  4. Real interest rates equalization: The case of Malaysia and Singapore
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in The IUP Journal of Monetary Economics (2007)

2005

  1. A complementary test for ADF test with an application to the exchange rates returns
    MPRA Paper, University Library of Munich, Germany Downloads
  2. Purchasing power parity in Asian economies: further evidence from rank tests for cointegration
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
    See also Journal Article in Applied Economics Letters (2009)

2004

  1. Are Asian Real Exchange Rates Stationary?
    International Finance, EconWPA Downloads View citations (63)
    See also Journal Article in Economics Letters (2004)
  2. CAUSAL RELATIONSHIPS BETWEEN EXCHANGE RATES AND STOCK PRICES IN MALAYSIA AND THAILAND DURING THE 1997 CURRENCY CRISIS TURMOIL
    International Finance, EconWPA Downloads View citations (3)
  3. On Autoregressive Order Selection Criteria
    Computational Economics, EconWPA Downloads View citations (1)
  4. On Singaporean Dollar and Purchasing Power Parity
    International Finance, EconWPA Downloads
    Also in International Finance, EconWPA (2004) Downloads
  5. On Singaporean Dollar-U.S. Dollar and Purchasing Power Parity
    International Finance, EconWPA Downloads View citations (1)
    Also in International Trade, EconWPA (2004) Downloads View citations (1)
  6. Value Creation and Long Term Performance of Hong Kong Spinoffs
    Departmental Working Papers, Chinese University of Hong Kong, Department of Economics

2003

  1. A Non-parametric Bootstrap Simulation Study in ESTAR (1) Model
    GE, Growth, Math methods, EconWPA Downloads
  2. Are Non-Linear Dynamics a Universal Occurrence? Further Evidence From Asian Stock Markets
    Finance, EconWPA Downloads View citations (1)
  3. Effects of ARCH Errors on Autoregressive Lag Length Selection Criteria
    Departmental Working Papers, Chinese University of Hong Kong, Department of Economics View citations (1)
  4. Effects of STAR and TAR types nonlinearities on order selection criteria
    Econometrics, EconWPA Downloads
  5. Exchange Rate and Trade Balance Relationship: The Experience of ASEAN Countries
    International Trade, EconWPA Downloads
  6. Exchange Rate – Relative Price Relationship: Nonlinear Evidence from Malaysia
    International Finance, EconWPA Downloads
    Also in International Finance, EconWPA (2003) Downloads
  7. Exchange Rates Forecasting Model: An Alternative Estimation Procedure
    International Finance, EconWPA Downloads View citations (1)
  8. Export-led Growth Hypothesis in Malaysia: An Application of Two- Stage Least Square Technique
    International Finance, EconWPA Downloads
  9. Financial Development and Economic Growth in Malaysia: The Stock Market Perspective
    Macroeconomics, EconWPA Downloads View citations (5)
  10. Forecasting Performance of Logistic STAR Exchange Rate Model: The Original and Reparameterised Versions
    GE, Growth, Math methods, EconWPA Downloads View citations (2)
    Also in MPRA Paper, University Library of Munich, Germany (2002) Downloads View citations (1)
  11. GARCH Diagnosis with Portmanteau Bicorrelation Test: An Application on the Malaysia's Stock Market
    Finance, EconWPA Downloads
  12. How Well the Ringgit-Yen Rate Fits the Non-linear Smooth Transition Autoregressive and Linear Autoregressive Models
    GE, Growth, Math methods, EconWPA Downloads View citations (1)
  13. International Diversification Benefits in ASEAN Stock Markets: a Revisit
    Finance, EconWPA Downloads View citations (2)
  14. Nonlinear Mean Reversion in Real Exchange Rates: Evidence from the ASEAN-5
    International Trade, EconWPA Downloads View citations (1)
  15. ON THE FORECASTABILITY OF ASEAN-5 STOCK MARKETS RETURNS USING TIME SERIES MODELS
    Finance, EconWPA Downloads
  16. Testing for Non-Linearity in ASEAN Financial Markets
    Finance, EconWPA Downloads View citations (1)
  17. The Performance of AICC as an Order Selection Criterion in ARMA Time Series Models
    GE, Growth, Math methods, EconWPA Downloads
  18. The Predictability of ASEAN-5 Exchange Rates
    International Finance, EconWPA Downloads View citations (1)
  19. The Validity of PPP Revisited: An Application of Non-linear Unit Root Test
    International Finance, EconWPA Downloads View citations (3)
  20. Weak-form Efficient Market Hypothesis, Behavioural Finance and Episodic Transient Dependencies: The Case of the Kuala Lumpur Stock Exchange
    Finance, EconWPA Downloads

2000

  1. Time series modelling and forecasting of Sarawak black pepper price
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)

Journal Articles

2017

  1. Oil Price Shocks and Sectoral Outputs: Empirical Evidence from Malaysia
    Economics Bulletin, 2017, 37, (1), 38-47 Downloads

2016

  1. Disaggregated Energy Consumption and Sectoral Outputs in Thailand: ARDL Bound Testing Approach
    Journal of Management Sciences, 2016, 3, (1), 39-51 Downloads
  2. MEASURING BUSINESS CYCLE FLUCTUATIONS: AN ALTERNATIVE PRECURSOR TO ECONOMIC CRISES
    ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, 2016, 50, (4), 235-248 Downloads

2014

  1. Revisiting the Performance of MACD and RSI Oscillators
    Journal of Risk and Financial Management, 2014, 7, (1), 1-12 Downloads
    See also Working Paper (2014)

2013

  1. Does Electricity Consumption have Significant Impact towards the Sectoral Growth of Cambodia? Evidence from Wald Test Causality Relationship
    Journal of Empirical Economics, 2013, 1, (2), 59-66 Downloads
  2. Is there a nonlinear long-run relation in the U.S. interest rate and inflation?
    Economics Bulletin, 2013, 33, (1), 104-112 Downloads
  3. Testing rational expectations hypothesis in the manufacturing sector in Malaysia
    Journal of Business Economics and Management, 2013, 14, (2), 303-316 Downloads View citations (2)

2012

  1. Are Sectoral Outputs in Pakistan Led by Energy Consumption?
    Economics Bulletin, 2012, 32, (3), 2326-2331 Downloads View citations (7)
  2. On the application of the rank tests for nonlinear cointegration to PPP: The case of Papua New Guinea
    Economic Modelling, 2012, 29, (2), 326-332 Downloads View citations (3)

2010

  1. An empirical investigation of purchasing power parity for a transition economy - Cambodia
    Economics Bulletin, 2010, 30, (2), 1025-1031 Downloads View citations (1)
    See also Working Paper (2009)
  2. Asymmetry dynamics in real exchange rates: New results on East Asian currencies
    International Review of Economics & Finance, 2010, 19, (4), 648-661 Downloads View citations (4)
  3. Does Fisher Hypothesis Hold for the East Asian Economies? An Application of Panel Unit Root Tests
    Comparative Economic Studies, 2010, 52, (2), 273-285 Downloads
  4. Is money neutral in stock market? The case of Malaysia
    Economics Bulletin, 2010, 30, (3), 1852-1861 Downloads View citations (5)
    See also Working Paper (2010)
  5. Linearity and stationarity of G7 government bond returns
    Economics Bulletin, 2010, 30, (4), 2642-2655 Downloads
    See also Working Paper (2010)
  6. Long-run validity of purchasing power parity and rank tests for cointegration for Central Asian countries
    Applied Economics Letters, 2010, 17, (11), 1073-1077 Downloads View citations (3)
    See also Working Paper (2009)
  7. Non-linearities in Real Interest Rate Parity: Evidence from OECD and Asian Developing Economies
    Global Economic Review, 2010, 39, (4), 351-364 Downloads
  8. Revisiting Purchasing Power Parity for Central Asian Countries Using Threshold Cointegration Tests
    Economics Bulletin, 2010, 30, (2), 1283-1292 Downloads

2009

  1. Impact of foreign direct investment volatility on economic growth of asean-5 countries
    Economics Bulletin, 2009, 29, (3), 1829-1841 Downloads View citations (7)
  2. Income convergence: fresh evidence from the Nordic countries
    Applied Economics Letters, 2009, 16, (12), 1245-1248 Downloads View citations (1)
    See also Working Paper (2007)
  3. Is There Any International Diversification Benefits in ASEAN Stock Markets?
    Economics Bulletin, 2009, 29, (1), 392-406 Downloads
  4. Linear and nonlinear monetary approaches to the exchange rate of the Philippines peso-Japanese yen
    Economics Bulletin, 2009, 29, (2), 1320-1329 Downloads View citations (2)
    See also Working Paper (2009)
  5. Monetary Model of Exchange Rate for Thailand: Long-run Relationship and Monetary Restrictions
    Global Economic Review, 2009, 38, (4), 385-395 Downloads View citations (5)
    See also Working Paper (2009)
  6. Purchasing power parity in Asian economies: further evidence from rank tests for cointegration
    Applied Economics Letters, 2009, 16, (1), 51-54 Downloads View citations (7)
    See also Working Paper (2005)
  7. THE REAL INTEREST RATE DIFFERENTIAL: INTERNATIONAL EVIDENCE BASED ON NON-LINEAR UNIT ROOT TESTS
    Bulletin of Economic Research, 2009, 61, (1), 83-94 Downloads View citations (7)
    See also Working Paper (2007)

2008

  1. Applied International Business Conference 2008
    Economics Bulletin, 2008, 28, (25), A0 Downloads
  2. Day-of-the-week effects in Selected East Asian stock markets
    Economics Bulletin, 2008, 7, (5), 1-8 Downloads View citations (2)
    See also Working Paper (2007)
  3. Linearity and Stationarity of South Asian Real Exchange Rates
    The IUP Journal of Applied Economics, 2008, VII, (5), 48-58 View citations (1)
    See also Working Paper (2006)
  4. Real interest rate parity in the ASEAN-5 countries: a nonlinear perspective
    Applied Economics Letters, 2008, 15, (12), 955-958 Downloads View citations (6)
  5. Time series test of nonlinear convergence and transitional dynamics
    Economics Letters, 2008, 100, (3), 337-339 Downloads View citations (22)

2007

  1. Assessing the Forecastibility of ESTAR Model: Some Evidence from Ringgit/Yen Rate
    The IUP Journal of Applied Economics, 2007, VI, (1), 7-19
  2. Does the US IT stock market dominate other IT stock markets: Evidence from multivariate GARCH model
    Economics Bulletin, 2007, 6, (27), 1-7 Downloads View citations (1)
  3. India-ASEAN-5 Economic Integration: Impact of Liberalization
    The IUP Journal of Applied Economics, 2007, VI, (6), 7-20 View citations (3)
  4. Nonlinear mean reversion in stock prices: evidence from Asian markets
    Applied Financial Economics Letters, 2007, 3, (1), 25-29 Downloads View citations (4)
  5. Real Interest Rates Equalization: The Case of Malaysia and Singapore
    The IUP Journal of Monetary Economics, 2007, V, (3), 24-37
    See also Working Paper (2006)

2006

  1. Estimation of the Autoregressive Order in the Presence of Measurement Errors
    Economics Bulletin, 2006, 3, (12), 1-10 Downloads
  2. Forecasting Performance of Exponential Smooth Transition Autoregressive Exchange Rate Models
    Open Economies Review, 2006, 17, (2), 235-251 Downloads View citations (9)
  3. MONEY DEMAND IN MALAYSIA: FURTHER EMPIRICAL EVIDENCE
    The IUP Journal of Applied Economics, 2006, V, (6), 17-27
  4. NEW EVIDENCE ON THE OUTPUT-INFLATION TRADE-OFF FROM ASEAN-5 ECONOMIES
    The IUP Journal of Applied Economics, 2006, V, (2), 16-25

2005

  1. Autoregressive Lag Length Selection Criteria in the Presence of ARCH Errors
    Economics Bulletin, 2005, 3, (19), 1-5 Downloads View citations (4)
  2. Exchange Rate – Relative Price Nonlinear Cointegration Relationship in Malaysia
    Economics Bulletin, 2005, 6, (11), 1-16 Downloads View citations (1)
  3. Income Divergence? Evidence of Non-linearity in the East Asian Economies
    Economics Bulletin, 2005, 15, (1), 1-7 Downloads View citations (9)
  4. Statistical Inadequacy of GARCH Models for Asian Stock Markets
    Journal of Emerging Market Finance, 2005, 4, (3), 263-279 Downloads View citations (4)

2004

  1. Are Asian real exchange rates stationary?
    Economics Letters, 2004, 83, (3), 313-316 Downloads View citations (57)
    See also Working Paper (2004)
  2. International Conference in Economics and Finance 2005 (ICEF 2005)
    Economics Bulletin, 2004, 28, (30), A0 Downloads
  3. Nonlinear Adjustment of ASEAN-5 Real Exchange Rates: Symmetrical or Asymmetrical?
    Economics Bulletin, 2004, 6, (8), 1-19 Downloads View citations (11)
  4. Nonlinear Adjustment towards Purchasing Power Parity in ASEAN Exchange Rates
    The IUP Journal of Applied Economics, 2004, III, (6), 7-18 View citations (11)
  5. Which Lag Length Selection Criteria Should We Employ?
    Economics Bulletin, 2004, 3, (33), 1-9 Downloads View citations (62)

2003

  1. The inadequacy of linear autoregressive model for real exchange rates: empirical evidence from Asian economies
    Applied Economics, 2003, 35, (12), 1387-1392 Downloads View citations (34)
 
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