Details about Abdul Hakim

Access statistics for papers by Abdul Hakim.

Last updated 2020-09-01. Update your information in the RePEc Author Service.

Short-id: pha505

Working Papers

2009

1. Dynamic Conditional Correlations in International Stock, Bond and Foreign Exchange Markets: Emerging Markets Evidence
   CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo View citations (1)
   Also in CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo (2009) View citations (1)
   Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2009) View citations (1)
2. Modelling the Interactions Across International Stock, Bond and Foreign Exchange Markets
   CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo View citations (6)
   Also in CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo (2009) View citations (7)
   See also Journal Article Modelling the interactions across international stock, bond and foreign exchange markets, Applied Economics, Taylor & Francis Journals (2010) View citations (22) (2010)
3. VaR Forecast and Dynamic Conditional Correlations for Spot and Futures Returns on Stocks and Bonds
   Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (1)
   Also in CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2009) View citations (1)
   CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo (2009) View citations (1)

Journal Articles

2019

1. Asymmetric Oil Price Pass-Through to Disaggregate Consumer Prices in Emerging Market: Evidence from Indonesia
   International Journal of Energy Economics and Policy, 2019, 9, (6), 310-317 View citations (1)

2017

2. Balance Sheet Approach for Fiscal Sustainability in Indonesia
   International Journal of Economics and Financial Issues, 2017, 7, (1), 68-72 View citations (1)

2010

3. Modelling the interactions across international stock, bond and foreign exchange markets
   Applied Economics, 2010, 42, (7), 825-850 View citations (22)
   See also Working Paper Modelling the Interactions Across International Stock, Bond and Foreign Exchange Markets, CIRJE F-Series (2009) View citations (6) (2009)

2009

4. Forecasting conditional correlations in stock, bond and foreign exchange markets
   Mathematics and Computers in Simulation (MATCOM), 2009, 79, (9), 2830-2846 View citations (6)