Details about Venus Khim-Sen Liew

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Short-id: pli71

Working Papers

2021

1. IMPACT OF WUHAN LOCKDOWN IN EARLY STAGE OF COVID-19 OUTBREAK ON SECTOR RETURNS IN CHINESE STOCK MARKET
   MPRA Paper, University Library of Munich, Germany
2. THE EFFECTS OF ASEAN-CHINA FREE TRADE AGREEMENT ON BILATERAL TRADES
   MPRA Paper, University Library of Munich, Germany
3. The Effects of ASEAN Economic Community (AEC) Blueprint Adoption on Intra-ASEAN Trade on Manufacturing Products
   MPRA Paper, University Library of Munich, Germany

2020

4. Abnormal returns on tourism shares in the Chinese stock exchanges amid COVID-19 pandemic
   MPRA Paper, University Library of Munich, Germany View citations (3)
5. Chinese stock market sectoral indices performance in the time of novel coronavirus pandemic
   MPRA Paper, University Library of Munich, Germany View citations (4)
6. Daily New Covid-19 Cases, The Movement Control Order, and Malaysian Stock Market Returns
   MPRA Paper, University Library of Munich, Germany View citations (6)
7. The effect of novel coronavirus pandemic on tourism share prices
   MPRA Paper, University Library of Munich, Germany View citations (14)

2019

8. Impacts of Unusual Market Activity Announcement on Stock Return: Evidence from The Ace Market in Malaysia
   MPRA Paper, University Library of Munich, Germany View citations (1)
9. Tracking Errors of Exchange Traded Funds in Bursa Malaysia
   MPRA Paper, University Library of Munich, Germany

2016

10. Does Research and Development Expenditure Co-integrate with Gross National Income of ASEAN Countries?
    MPRA Paper, University Library of Munich, Germany
11. The effect of Malaysia general election on stock market returns
    MPRA Paper, University Library of Munich, Germany View citations (6)

2014

12. Revisiting the Performance of MACD and RSI Oscillators
    MPRA Paper, University Library of Munich, Germany View citations (11)
    See also Journal Article Revisiting the Performance of MACD and RSI Oscillators, JRFM, MDPI (2014) View citations (11) (2014)

2013

13. Macroeconomic Determinants of Direct Investment Abroad of Singapore
    MPRA Paper, University Library of Munich, Germany View citations (1)

2012

14. Early warning indicator of economic vulnerability
    MPRA Paper, University Library of Munich, Germany View citations (6)
15. Forecasting malaysian business cycle movement: empirical evidence from composite leading indicator
    MPRA Paper, University Library of Munich, Germany View citations (2)

2010

16. Does Fisher hypothesis hold for the East Asian Economies? an application of panel unit root tests
    MPRA Paper, University Library of Munich, Germany View citations (5)
17. Is Money Neutral In Stock Market? The Case of Malaysia
    MPRA Paper, University Library of Munich, Germany View citations (5)
    See also Journal Article Is money neutral in stock market? The case of Malaysia, Economics Bulletin, AccessEcon (2010) View citations (5) (2010)
18. Linearity and stationarity of G7 government bond returns
    MPRA Paper, University Library of Munich, Germany View citations (13)
    See also Journal Article Linearity and stationarity of G7 government bond returns, Economics Bulletin, AccessEcon (2010) View citations (13) (2010)
19. Selected Macroeconomic Determinants of Foreign Direct Investment Outflow of Singapore
    MPRA Paper, University Library of Munich, Germany View citations (2)
    Also in MPRA Paper, University Library of Munich, Germany (2010) View citations (2)

2009

20. An Empirical Investigation of Purchasing Power Parity for a Transition Economy - Cambodia
    Monash Economics Working Papers, Monash University, Department of Economics View citations (1)
    See also Journal Article An empirical investigation of purchasing power parity for a transition economy - Cambodia, Economics Bulletin, AccessEcon (2010) View citations (1) (2010)
21. 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 View citations (9)
22. Linear and nonlinear monetary approaches to the exchange rate of the Philippines peso-Japanese yen
    MPRA Paper, University Library of Munich, Germany View citations (2)
    See also Journal Article Linear and nonlinear monetary approaches to the exchange rate of the Philippines peso-Japanese yen, Economics Bulletin, AccessEcon (2009) View citations (2) (2009)
23. Long-run validity of purchasing power parity and rank tests for cointegration for Central Asian Countries
    MPRA Paper, University Library of Munich, Germany View citations (3)
    See also Journal Article Long-run validity of purchasing power parity and rank tests for cointegration for Central Asian countries, Applied Economics Letters, Taylor & Francis Journals (2010) View citations (6) (2010)
24. Monetary Model of Exchange Rate for Thailand: Long-run Relationship and Monetary Restrictions
    MPRA Paper, University Library of Munich, Germany View citations (11)
    See also Journal Article Monetary Model of Exchange Rate for Thailand: Long-run Relationship and Monetary Restrictions, Global Economic Review, Taylor & Francis Journals (2009) View citations (11) (2009)
25. Purchasing Power Parity (PPP) in a Transition Economy - Cambodia: Empirical Evidence from Bilateral Exchange Rates
    Monash Economics Working Papers, Monash University, Department of Economics View citations (1)

2008

26. An overview on various ways of bootstrap methods
    MPRA Paper, University Library of Munich, Germany
27. Monetary exchange rate model: supportive evidence from nonlinear testing procedures
    MPRA Paper, University Library of Munich, Germany View citations (1)
28. Real interest rate parity: evidence from East Asian economies relative to China
    MPRA Paper, University Library of Munich, Germany View citations (5)
29. Testing nonlinear convergence in Malaysia,1965-2003
    MPRA Paper, University Library of Munich, Germany View citations (2)

2007

30. Day-of-the-week effects in selected East Asian stock markets
    MPRA Paper, University Library of Munich, Germany View citations (2)
    See also Journal Article Day-of-the-week effects in Selected East Asian stock markets, Economics Bulletin, AccessEcon (2008) View citations (6) (2008)
31. Fisher hypothesis: East Asian evidence from panel unit root tests
    MPRA Paper, University Library of Munich, Germany View citations (4)
32. Income convergence: fresh evidence from the Nordic countries
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article Income convergence: fresh evidence from the Nordic countries, Applied Economics Letters, Taylor & Francis Journals (2009) View citations (4) (2009)
33. The real interest rate differential: international evidence based on nonlinear unit root tests
    MPRA Paper, University Library of Munich, Germany View citations (1)
    See also Journal Article THE REAL INTEREST RATE DIFFERENTIAL: INTERNATIONAL EVIDENCE BASED ON NON‐LINEAR UNIT ROOT TESTS, Bulletin of Economic Research, Wiley Blackwell (2009) View citations (13) (2009)

2006

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

2005

38. A complementary test for ADF test with an application to the exchange rates returns
    MPRA Paper, University Library of Munich, Germany
39. Purchasing power parity in Asian economies: further evidence from rank tests for cointegration
    MPRA Paper, University Library of Munich, Germany View citations (1)
    See also Journal Article Purchasing power parity in Asian economies: further evidence from rank tests for cointegration, Applied Economics Letters, Taylor & Francis Journals (2009) View citations (11) (2009)

2004

40. Are Asian Real Exchange Rates Stationary?
    International Finance, University Library of Munich, Germany View citations (75)
    See also Journal Article Are Asian real exchange rates stationary?, Economics Letters, Elsevier (2004) View citations (75) (2004)
41. CAUSAL RELATIONSHIPS BETWEEN EXCHANGE RATES AND STOCK PRICES IN MALAYSIA AND THAILAND DURING THE 1997 CURRENCY CRISIS TURMOIL
    International Finance, University Library of Munich, Germany View citations (4)
42. On Autoregressive Order Selection Criteria
    Computational Economics, University Library of Munich, Germany View citations (3)
43. On Singaporean Dollar and Purchasing Power Parity
    International Finance, University Library of Munich, Germany
    Also in International Finance, University Library of Munich, Germany (2004)
44. On Singaporean Dollar-U.S. Dollar and Purchasing Power Parity
    International Trade, University Library of Munich, Germany View citations (1)
    Also in International Finance, University Library of Munich, Germany (2004) View citations (1)
    See also Journal Article ON SINGAPORE DOLLAR–U.S. DOLLAR AND PURCHASING POWER PARITY, The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd. (2004) (2004)
45. Value Creation and Long Term Performance of Hong Kong Spinoffs
    Departmental Working Papers, Chinese University of Hong Kong, Department of Economics

2003

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

2000

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

Journal Articles

2024

1. The Impact of Vertical Fiscal Imbalances and Local Government Tax Efforts on the Quality of Economic Development—A Study Based on Threshold Regression and Simultaneous Equation Models
   Sustainability, 2024, 16, (8), 1-22

2023

2. Consumer purchase intention on Boba drinks in Kuching during Covid-19
   Cogent Business & Management, 2023, 10, (2), 2177399
3. Reaction of US and Chinese Stock Markets to COVID-19 News
   IJFS, 2023, 11, (2), 1-13

2020

4. New Zealand's Residential Price Dynamics: Do capability to consume and government policies matter?
   Economics Bulletin, 2020, 40, (3), 2262-2274 View citations (1)

2019

5. The Impact of Business Cycle on Pakistani Banks Capital Buffer and Portfolio Risk
   Journal for Economic Forecasting, 2019, (1), 57-71 View citations (1)

2018

6. Macroeconomic Instability Index and Malaysia Economic Performance
   International Business Research, 2018, 11, (3), 179-185
7. Panel Analysis of Monetary Model of ASEAN-5 Exchange Rates
   International Business Research, 2018, 11, (11), 1-7
8. Rethinking and Moving Beyond GDP: A New Measure of Sarawak Economy Panorama
   International Business Research, 2018, 11, (12), 127-133

2017

9. Oil Price Shocks and Sectoral Outputs: Empirical Evidence from Malaysia
   Economics Bulletin, 2017, 37, (1), 38-47 View citations (4)

2016

10. Disaggregated Energy Consumption and Sectoral Outputs in Thailand: ARDL Bound Testing Approach
    Journal of Management Sciences, 2016, 3, (1), 39-51 View citations (6)
11. MEASURING BUSINESS CYCLE FLUCTUATIONS: AN ALTERNATIVE PRECURSOR TO ECONOMIC CRISES
    ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, 2016, 50, (4), 235-248 View citations (5)

2014

12. Revisiting the Performance of MACD and RSI Oscillators
    JRFM, 2014, 7, (1), 1-12 View citations (11)
    See also Working Paper Revisiting the Performance of MACD and RSI Oscillators, MPRA Paper (2014) View citations (11) (2014)

2013

13. 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 View citations (1)
14. Is there a nonlinear long-run relation in the U.S. interest rate and inflation?
    Economics Bulletin, 2013, 33, (1), 104-112
15. Testing rational expectations hypothesis in the manufacturing sector in Malaysia
    Journal of Business Economics and Management, 2013, 14, (2), 303-316 View citations (3)

2012

16. Are Sectoral Outputs in Pakistan Led by Energy Consumption?
    Economics Bulletin, 2012, 32, (3), 2326-2331 View citations (13)
17. 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 View citations (7)

2010

18. An empirical investigation of purchasing power parity for a transition economy - Cambodia
    Economics Bulletin, 2010, 30, (2), 1025-1031 View citations (1)
    See also Working Paper An Empirical Investigation of Purchasing Power Parity for a Transition Economy - Cambodia, Monash Economics Working Papers (2009) View citations (1) (2009)
19. Asymmetry dynamics in real exchange rates: New results on East Asian currencies
    International Review of Economics & Finance, 2010, 19, (4), 648-661 View citations (9)
20. Does Fisher Hypothesis Hold for the East Asian Economies? An Application of Panel Unit Root Tests
    Comparative Economic Studies, 2010, 52, (2), 273-285 View citations (3)
21. Is money neutral in stock market? The case of Malaysia
    Economics Bulletin, 2010, 30, (3), 1852-1861 View citations (5)
    See also Working Paper Is Money Neutral In Stock Market? The Case of Malaysia, MPRA Paper (2010) View citations (5) (2010)
22. Linearity and stationarity of G7 government bond returns
    Economics Bulletin, 2010, 30, (4), 2642-2655 View citations (13)
    See also Working Paper Linearity and stationarity of G7 government bond returns, MPRA Paper (2010) View citations (13) (2010)
23. Long-run validity of purchasing power parity and rank tests for cointegration for Central Asian countries
    Applied Economics Letters, 2010, 17, (11), 1073-1077 View citations (6)
    See also Working Paper Long-run validity of purchasing power parity and rank tests for cointegration for Central Asian Countries, MPRA Paper (2009) View citations (3) (2009)
24. Non-linearities in Real Interest Rate Parity: Evidence from OECD and Asian Developing Economies
    Global Economic Review, 2010, 39, (4), 351-364 View citations (2)
25. Revisiting Purchasing Power Parity for Central Asian Countries Using Threshold Cointegration Tests
    Economics Bulletin, 2010, 30, (2), 1283-1292

2009

26. Impact of foreign direct investment volatility on economic growth of asean-5 countries
    Economics Bulletin, 2009, 29, (3), 1829-1841 View citations (10)
27. Income convergence: fresh evidence from the Nordic countries
    Applied Economics Letters, 2009, 16, (12), 1245-1248 View citations (4)
    See also Working Paper Income convergence: fresh evidence from the Nordic countries, MPRA Paper (2007) (2007)
28. Is There Any International Diversification Benefits in ASEAN Stock Markets?
    Economics Bulletin, 2009, 29, (1), 392-406
29. Linear and nonlinear monetary approaches to the exchange rate of the Philippines peso-Japanese yen
    Economics Bulletin, 2009, 29, (2), 1320-1329 View citations (2)
    See also Working Paper Linear and nonlinear monetary approaches to the exchange rate of the Philippines peso-Japanese yen, MPRA Paper (2009) View citations (2) (2009)
30. Monetary Model of Exchange Rate for Thailand: Long-run Relationship and Monetary Restrictions
    Global Economic Review, 2009, 38, (4), 385-395 View citations (11)
    See also Working Paper Monetary Model of Exchange Rate for Thailand: Long-run Relationship and Monetary Restrictions, MPRA Paper (2009) View citations (11) (2009)
31. Purchasing power parity in Asian economies: further evidence from rank tests for cointegration
    Applied Economics Letters, 2009, 16, (1), 51-54 View citations (11)
    See also Working Paper Purchasing power parity in Asian economies: further evidence from rank tests for cointegration, MPRA Paper (2005) View citations (1) (2005)
32. THE REAL INTEREST RATE DIFFERENTIAL: INTERNATIONAL EVIDENCE BASED ON NON‐LINEAR UNIT ROOT TESTS
    Bulletin of Economic Research, 2009, 61, (1), 83-94 View citations (13)
    See also Working Paper The real interest rate differential: international evidence based on nonlinear unit root tests, MPRA Paper (2007) View citations (1) (2007)

2008

33. Applied International Business Conference 2008
    Economics Bulletin, 2008, 28, (25), A0
34. Day-of-the-week effects in Selected East Asian stock markets
    Economics Bulletin, 2008, 7, (5), 1-8 View citations (6)
    See also Working Paper Day-of-the-week effects in selected East Asian stock markets, MPRA Paper (2007) View citations (2) (2007)
35. Linearity and Stationarity of South Asian Real Exchange Rates
    The IUP Journal of Applied Economics, 2008, VII, (5), 48-58 View citations (2)
    See also Working Paper Linearity and stationarity of South Asian real exchange rates, MPRA Paper (2006) (2006)
36. Real interest rate parity in the ASEAN-5 countries: a nonlinear perspective
    Applied Economics Letters, 2008, 15, (12), 955-958 View citations (9)
37. Time series test of nonlinear convergence and transitional dynamics
    Economics Letters, 2008, 100, (3), 337-339 View citations (34)

2007

38. Assessing the Forecastibility of ESTAR Model: Some Evidence from Ringgit/Yen Rate
    The IUP Journal of Applied Economics, 2007, VI, (1), 7-19
39. Does the US IT stock market dominate other IT stock markets: Evidence from multivariate GARCH model
    Economics Bulletin, 2007, 6, (27), 1-7 View citations (13)
40. India-ASEAN-5 Economic Integration: Impact of Liberalization
    The IUP Journal of Applied Economics, 2007, VI, (6), 7-20 View citations (5)
41. Nonlinear mean reversion in stock prices: evidence from Asian markets
    Applied Financial Economics Letters, 2007, 3, (1), 25-29
42. 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 Real interest rates equalization: The case of Malaysia and Singapore, MPRA Paper (2006) (2006)

2006

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

2005

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

2004

51. Are Asian real exchange rates stationary?
    Economics Letters, 2004, 83, (3), 313-316 View citations (75)
    See also Working Paper Are Asian Real Exchange Rates Stationary?, International Finance (2004) View citations (75) (2004)
52. International Conference in Economics and Finance 2005 (ICEF 2005)
    Economics Bulletin, 2004, 28, (30), A0
53. Nonlinear Adjustment of ASEAN-5 Real Exchange Rates: Symmetrical or Asymmetrical?
    Economics Bulletin, 2004, 6, (8), 1-19 View citations (14)
54. Nonlinear Adjustment towards Purchasing Power Parity in ASEAN Exchange Rates
    The IUP Journal of Applied Economics, 2004, III, (6), 7-18 View citations (16)
55. ON SINGAPORE DOLLAR–U.S. DOLLAR AND PURCHASING POWER PARITY
    The Singapore Economic Review (SER), 2004, 49, (01), 71-84
    See also Working Paper On Singaporean Dollar-U.S. Dollar and Purchasing Power Parity, International Trade (2004) View citations (1) (2004)
56. Which Lag Length Selection Criteria Should We Employ?
    Economics Bulletin, 2004, 3, (33), 1-9 View citations (203)

2003

57. The Purchasing Power Parity Puzzle in Indonesia: Insights from ESTAR Model
    Economics and Finance in Indonesia, 2003, 51, 253-269
58. The inadequacy of linear autoregressive model for real exchange rates: empirical evidence from Asian economies
    Applied Economics, 2003, 35, (12), 1387-1392 View citations (41)

Chapters

2021

1. The Impacts of Divisia Money on MYR/USD Exchange Rate Determination in Malaysia
   A chapter in Recent Developments in Asian Economics International Symposia in Economic Theory and Econometrics, 2021, vol. 28, pp 243-261

2013

2. Forecasting Malaysian Business Cycle Movement
   Palgrave Macmillan View citations (1)