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Details about Abul Mansur Mohammed Masih

Homepage:http://mansur.masih.net
Workplace:International Centre for Education in Islamic Finance (INCEIF), (more information at EDIRC)

Access statistics for papers by Abul Mansur Mohammed Masih.

Last updated 2019-07-21. Update your information in the RePEc Author Service.

Short-id: pma2031


Jump to Journal Articles Chapters

Working Papers

2019

  1. Does environmental awareness determine GDP growth ? evidence from Singapore based on ARDL and NARDL approaches
    MPRA Paper, University Library of Munich, Germany Downloads
  2. Is the relationship between housing price and banking debt symmetric or non-symmetric? evidence from Malaysia based on NARDL
    MPRA Paper, University Library of Munich, Germany Downloads
  3. Is the relationship between inflation and financial development symmetric or asymmetric? new evidence from Sudan based on NARDL
    MPRA Paper, University Library of Munich, Germany Downloads
  4. Is the relationship between infrastructure and economic growth symmetric or asymmetric? evidence from Indonesia based on linear and non-linear ARDL
    MPRA Paper, University Library of Munich, Germany Downloads

2018

  1. 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
    MPRA Paper, University Library of Munich, Germany Downloads
  2. Determinants of capital structure - Evidence from Shari'ah compliant and non-compliant firms
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in Pacific-Basin Finance Journal (2018)
  3. Determinants of food price inflation: evidence from Malaysia based on linear and nonlinear ARDL
    MPRA Paper, University Library of Munich, Germany Downloads
  4. Does asymmetry matter in the relationship between exchange rate and remittance? Evidence from a remittance recipient country based on ARDL and NARDL
    MPRA Paper, University Library of Munich, Germany Downloads
  5. Does income or house price lead in the public housing market? a case study of Singapore’s public housing sector
    MPRA Paper, University Library of Munich, Germany Downloads
  6. Economic growth, energy consumption and government expenditure:evidence from a nonlinear ARDL analysis
    MPRA Paper, University Library of Munich, Germany Downloads
  7. 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
    MPRA Paper, University Library of Munich, Germany Downloads
  8. Exchange rate and trade balance linkage: evidence from Malaysia based on ARDL and NARDL
    MPRA Paper, University Library of Munich, Germany Downloads
  9. Exchange rate and trade balance linkage: sectoral evidence from Thailand based on nonlinear ARDL
    MPRA Paper, University Library of Munich, Germany Downloads
  10. Investigating International Portfolio Diversification Opportunities for the Asian Islamic Stock Market Investors
    MPRA Paper, University Library of Munich, Germany Downloads
  11. Investigating the causal relationship between exchange rate variability and palm oil export: evidence from Malaysia based on ARDL and nonlinear ARDL approaches
    MPRA Paper, University Library of Munich, Germany Downloads
  12. Is gold a hedge against equity risk? Malaysian experience based on NARDL approach
    MPRA Paper, University Library of Munich, Germany Downloads
  13. Is inflation targeting compatible with economic growth ? Korean experience based on ARDL and NARDL
    MPRA Paper, University Library of Munich, Germany Downloads
  14. Is residential property the ultimate hedge against inflation ? new evidence from Malaysia based on ARDL and nonlinear ARDL
    MPRA Paper, University Library of Munich, Germany Downloads
  15. Is the lead-lag relationship between financial development and economic growth symmetric ? new evidence from Bangladesh based on ARDL ad NARDL
    MPRA Paper, University Library of Munich, Germany Downloads
  16. Is the oil price pass-through to domestic inflation symmetric or asymmetric? new evidence from India based on NARDL
    MPRA Paper, University Library of Munich, Germany Downloads
  17. Is the relation between lending interest rate and non-performing loans symmetric or asymmetric ? evidence from ARDL and NARDL
    MPRA Paper, University Library of Munich, Germany Downloads
  18. Is the relationship between financial development and income inequality symmetric or asymmetric ? new evidence from South Africa based on NARDL
    MPRA Paper, University Library of Munich, Germany Downloads
  19. Islamic equity as an alternative investment from the perspective of the Southeast Asian investors: evidence from MGARCH-DCC and Wavelet Coherence
    MPRA Paper, University Library of Munich, Germany Downloads
  20. Oil price and the global conventional and islamic stock markets: Is the relationship symmetric or asymmetric ? evidence from nonlinear ARDL
    MPRA Paper, University Library of Munich, Germany Downloads
  21. Revisiting effectiveness of interest rate as a tool to control inflation: evidence from Malaysia based on ARDL and NARDL
    MPRA Paper, University Library of Munich, Germany Downloads
  22. Revisiting the Phillips curve trade-off: evidence from Tanzania using nonlinear ARDL approach
    MPRA Paper, University Library of Munich, Germany Downloads
  23. The lead lag relationship between oil prices and exchange rate in an oil importing country: evidence fromThailand using ARDL
    MPRA Paper, University Library of Munich, Germany Downloads

2017

  1. Are Islamic risk factors blessings or curse for stock return? evidence from Malaysia based on dynamic GMM and quantile regression approaches
    MPRA Paper, University Library of Munich, Germany Downloads
  2. Are the Islamic and conventional money markets really highly correlated ? MGARCH-DCC and Wavelet approaches
    MPRA Paper, University Library of Munich, Germany Downloads
  3. Assessing the viability of Sukuk for portfolio diversification using MS-DCC-GARCH
    MPRA Paper, University Library of Munich, Germany Downloads
  4. Asymmetrical effects of macro variables on commercial bank deposits: evidence from Maldives based on NARDL
    MPRA Paper, University Library of Munich, Germany Downloads
  5. CO2 emissions and financial development: evidence from the United Arab Emirates based on an ARDL approach
    MPRA Paper, University Library of Munich, Germany Downloads
  6. Determinants of profitability of takaful operators: new evidence from Malaysia based on dynamic GMM approach
    MPRA Paper, University Library of Munich, Germany Downloads
  7. Discerning Granger-causal chain between oil prices, exchange rates and inflation rates: Evidence from Turkey
    MPRA Paper, University Library of Munich, Germany Downloads
  8. Discerning causal relationship between operational cost and bank profit for commercial banks: Turkish evidence with ARDL approach
    MPRA Paper, University Library of Munich, Germany Downloads
  9. Discerning lead-lag between fear index and realized volatility
    MPRA Paper, University Library of Munich, Germany Downloads
  10. Do Islamic banks lead or lag conventional banks? Evidence from Malaysia
    MPRA Paper, University Library of Munich, Germany Downloads
  11. Do macroeconomic variables affect stock–sukuk correlation in the regional markets? evidence from the GCC countries based on DOLS and FM-OLS
    MPRA Paper, University Library of Munich, Germany Downloads
  12. Does a country’s external debt level affect its Islamic banking sector development? evidence from Malaysia based on quantile regression and markov regime switching
    MPRA Paper, University Library of Munich, Germany Downloads
  13. Does currency depreciation necessarily result in positive trade balance ? new evidence from Norway
    MPRA Paper, University Library of Munich, Germany Downloads
  14. Does economic freedom lead or lag economic growth? evidence from Bangladesh
    MPRA Paper, University Library of Munich, Germany Downloads
  15. Does shariah stock index lead or lag the exchange rate and macroeconomic variables? evidence from Japan based on ARDL
    MPRA Paper, University Library of Munich, Germany Downloads
  16. 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
    MPRA Paper, University Library of Munich, Germany Downloads
  17. Energy consumption, trade openness, economic growth, carbon dioxide emissions and electricity consumption: evidence from South Africa based on ARDL
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)
  18. Exploring portfolio diversification opportunities in Islamic capital markets through bitcoin: evidence from MGARCH-DCC and Wavelet approaches
    MPRA Paper, University Library of Munich, Germany Downloads
  19. External private debt and economic growth: Is there a lead-lag Granger-casual relationship? evidence from Turkey
    MPRA Paper, University Library of Munich, Germany Downloads
  20. Impact of political instability on foreign direct investment and Economic Growth: Evidence from Malaysia
    MPRA Paper, University Library of Munich, Germany Downloads
  21. Is inflation targeting the proper monetary policy regime in a dual banking system? new evidence from ARDL bounds test
    MPRA Paper, University Library of Munich, Germany Downloads
  22. Is interest rate still the right tool for stimulating economic growth ? evidence from Japan
    MPRA Paper, University Library of Munich, Germany Downloads
  23. Macroeconomic and bank-specific determinants of different categories of non-performing financing in Islamic banks: Evidence from Malaysia
    MPRA Paper, University Library of Munich, Germany Downloads
  24. Regime switching behavior of volatilities of Islamic equities: evidence from Markov- Switching GARCH models for some selected broad based indices
    MPRA Paper, University Library of Munich, Germany Downloads
  25. Revisit Feldstein-Horioka puzzle: evidence from Malaysia (1960-2015)
    MPRA Paper, University Library of Munich, Germany Downloads
  26. Should the Malaysian Islamic stock market investors invest in regional and international equity market to gain portfolio diversification benefits ?
    MPRA Paper, University Library of Munich, Germany Downloads
    Also in MPRA Paper, University Library of Munich, Germany (2017) Downloads
  27. The links between crude palm oil, conventional and Islamic stock markets: evidence from Malaysia based on continuous and discrete wavelet analysis
    MPRA Paper, University Library of Munich, Germany Downloads
  28. The nexus of private sector foreign debt, unemployment, trade openness: evidence from Australia
    MPRA Paper, University Library of Munich, Germany Downloads
  29. The relationship between energy consumption and economic growth: evidence from Thailand based on NARDL and causality approaches
    MPRA Paper, University Library of Munich, Germany Downloads
  30. The relationship between energy consumption, financial development and economic growth: an evidence from Malaysia based on ARDL
    MPRA Paper, University Library of Munich, Germany Downloads
  31. The response of monetary policy shocks on Islamic bank deposits: evidence from Malaysia based on ARDL approach
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
  32. What is the link between financial development and income inequality? evidence from Malaysia
    MPRA Paper, University Library of Munich, Germany Downloads

2016

  1. A study of long- run theoretical relationship between ASEAN stock market indices and developed stock market indices of US and Japan
    MPRA Paper, University Library of Munich, Germany Downloads
  2. An empirical investigation of causal linkages between domestic terrorism and macroeconomic variables: a case for Pakistan
    MPRA Paper, University Library of Munich, Germany Downloads
  3. Do changes in shariah screening methodology make islamic indices substitutes or complements? an application of MGARCH-DCC and markov switching analysis
    MPRA Paper, University Library of Munich, Germany Downloads
  4. Do spot and future palm oil prices influence the stock market prices of a major palm oil producer? the Malaysian experience
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
  5. Does consumer sentiment predict consumer spending in Malaysia? an autoregressive distributed lag (ARDL) approach
    MPRA Paper, University Library of Munich, Germany Downloads
  6. Does microfinance affect economic growth? Evidence from Bangladesh based on ARDL approach
    MPRA Paper, University Library of Munich, Germany Downloads
  7. Dutch disease or Nigerian disease: a prima facie? New evidence from ARDL bound test analysis
    MPRA Paper, University Library of Munich, Germany Downloads
  8. Evidence of cross-country portfolio diversification benefits: The case of Saudi Arabia
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
  9. Expect the unexpected: housing price bubble on the horizon in Malaysia
    MPRA Paper, University Library of Munich, Germany Downloads
  10. Exploring the nexus between income inequality and financial indicators: endemic to the Indian economy?
    MPRA Paper, University Library of Munich, Germany Downloads
  11. Export orientation vs import substitution: which strategy should the government adopt? Evidence from Malaysia
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
  12. Fast profits in a fasting month? A markov regime switching approach in search of ramadan effect on stock markets
    MPRA Paper, University Library of Munich, Germany Downloads
  13. Home financing loans and their relationship to real estate bubble: An analysis of the U.S. mortgage market
    MPRA Paper, University Library of Munich, Germany Downloads
  14. How is the European debt crisis affecting islamic equity? challenges in portfolio diversification within the eurozone: A markov switching and continuous wavelet transform analysis
    MPRA Paper, University Library of Munich, Germany Downloads
  15. Is energy a stimulus for economic growth? A focused study on Malaysia using the auto regressive distributed lag technique
    MPRA Paper, University Library of Munich, Germany Downloads
  16. Is financial sector development an engine of economic growth? evidence from India
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
  17. Risk-Sharing Financing of Islamic Banks: Better Shielded Against Interest Rate Risk?
    MPRA Paper, University Library of Munich, Germany Downloads
  18. Risk-sharing deposits in islamic banks: do interest rates have any influence on them?
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
  19. Role of instability in affecting capital flight magnitude: An ARDL bounds testing approach
    MPRA Paper, University Library of Munich, Germany Downloads
  20. Shariah stocks as an inflation hedge in Malaysia
    MPRA Paper, University Library of Munich, Germany Downloads
  21. Socioeconomic Development and Its Effect on Performance of Islamic Banks: Dynamic Panel Approaches
    MPRA Paper, University Library of Munich, Germany Downloads
  22. The impact of real estate, inequality and current account imbalances on excessive credit: A cross country analysis
    MPRA Paper, University Library of Munich, Germany Downloads
  23. War and peace: why is political stability pivotal for economic growth of OIC countries?
    MPRA Paper, University Library of Munich, Germany Downloads
  24. What drives banks’ willingness to lend to SMEs? An ARDL approach
    MPRA Paper, University Library of Munich, Germany Downloads

2015

  1. Analyzing the impact of financial sector growth on female empowerment: A focus on the United States of America
    MPRA Paper, University Library of Munich, Germany Downloads
  2. Causality between financial development and economic growth, and the Islamic finance imperative: A case study of Indonesia
    MPRA Paper, University Library of Munich, Germany Downloads
  3. Determining the relationship between financial development and economic growth: An application of ARDL technique to Singapore
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
  4. Do US policy uncertainty, leveraging costs and global risk aversion impact emerging market equities? An application of bounds testing approach to the BRICS
    MPRA Paper, University Library of Munich, Germany Downloads View citations (5)
  5. Do profit and loss sharing (PLS) deposits also affect PLS financing? Evidence from Malaysia based on DOLS, FMOLS and system GMM techniques
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
  6. Does the conventional benchmark prop up non-performing loans in Islamic banks? A case study of Malaysia with ARDL Approach
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
  7. Does the shariah index move together with the conventional equity indexes?
    MPRA Paper, University Library of Munich, Germany Downloads
  8. Finance, growth and human development: An Islamic economic development perspective
    MPRA Paper, University Library of Munich, Germany Downloads
  9. 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
    MPRA Paper, University Library of Munich, Germany Downloads
  10. Is Islamic stock index secured against interest rate risk? Evidence from Wavelet analysis
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
  11. Is gold good for hedging? lessons from the Malaysian sectoral stock indices
    MPRA Paper, University Library of Munich, Germany Downloads
  12. Islamic REIT response to macroeconomic factors: a markov regime switching auto regressive approach
    MPRA Paper, University Library of Munich, Germany Downloads
  13. Islamic banking: 40 years later, still interest-based? Evidence from Malaysia
    MPRA Paper, University Library of Munich, Germany Downloads View citations (6)
  14. Islamic versus conventional stock market and its co-movement with crude oil: a wavelet analysis
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
  15. Religiosity and threshold effect in social and financial performance of microfinance institutions: System GMM and non-linear threshold approaches
    MPRA Paper, University Library of Munich, Germany Downloads
  16. Remittances and economic growth nexus: Do financial development and investment act as transmission channels? An ARDL bounds approach
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
  17. Risk sharing financing of Islamic banks: interest free or interest based?
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
  18. Should investors diversify their portfolios with stocks from major trading countries? A comparative multivariate GARCH-DCC and wavelet correlation analysis
    MPRA Paper, University Library of Munich, Germany Downloads
  19. Socially responsible investment and Shariah-compliant investment compared: Can investors benefit from diversification? An ARDL approach
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
  20. Stock market volatility and exchange rates: MGARCH-DCC and wavelet approaches
    MPRA Paper, University Library of Munich, Germany Downloads
  21. Sukuk pricing dynamics - factors influencing yield curve of the Malaysian Sukuk
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)

2014

  1. 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
    MPRA Paper, University Library of Munich, Germany Downloads
  2. Are Islamic Banks Truly Shariah Compliant? An Application of Time Series Multivariate Forecasting Techniques to Islamic Bank Financing
    MPRA Paper, University Library of Munich, Germany Downloads
  3. Are The Profit Rates of the Islamic Investment Deposit Accounts Truly Performance Based? A Case Study of Malaysia
    MPRA Paper, University Library of Munich, Germany Downloads
  4. Are There Profit (Returns) in Shariah-Compliant Exchange Traded Funds? The Multiscale Propensity
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in Research in International Business and Finance (2016)
  5. Are diversification benefits obtainable within the same asset class? New evidence from Malaysian Islamic REITS
    MPRA Paper, University Library of Munich, Germany Downloads
  6. Causality between Stock Market Index and Macroeconomic Variables: A Case Study for Malaysia
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
  7. Combining Momentum, Value, and Quality for the Islamic Equity Portfolio: Multi-style Rotation Strategies using Augmented Black Litterman Factor Model
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in Pacific-Basin Finance Journal (2015)
  8. Comovement of East and West Stock Market Indexes
    MPRA Paper, University Library of Munich, Germany Downloads
  9. Contagion Effects of US Subprime Crisis on ASEAN-5 Stock Markets: Evidence from MGARCH-DCC Application
    MPRA Paper, University Library of Munich, Germany Downloads
  10. Correlation between Islamic stock and Commodity markets: An investigation into the impact of financial crisis and financialization of commodity markets
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
  11. Diversification in Crude Oil and Other Commodities: A Comparative Analysis
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in Asian Academy of Management Journal of Accounting and Finance (AAMJAF) (2016)
  12. Do Portfolio Diversification Opportunities exist across the Euro Zone Islamic Equity Markets? MGARCH-DCC and Wavelet Correlation Analysis
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)
  13. Do the macroeconomic variables have any impact on the Islamic bank deposits?An application of ARDL approach to the Malaysian market
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)
  14. Does Indian Stock Market Provide Diversification Benefits Against Oil Price Shocks? A Sectoral Analysis
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
  15. Does a held-to-maturity strategy impede effective portfolio diversification for Islamic bond (sukuk) portfolios? A multi-scale continuous wavelet correlation analysis
    MPRA Paper, University Library of Munich, Germany Downloads
  16. Dynamic Integration of Domestic Equity Price, Foreign Equity Price and Macroeconomic Indicators: Evidence from Malaysia
    MPRA Paper, University Library of Munich, Germany Downloads
  17. Dynamic causal chain of money, output, interest rate, exchange rate and prices: Nigeria as a case study
    MPRA Paper, University Library of Munich, Germany Downloads
  18. Effects of Political Turmoil (Arab Spring) on Portfolio Diversification Benefits: Perspectives of the Moroccan Islamic Stock investors
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
  19. Estimating and Forecasting Conditional Volatility and Correlations of the Dow Jones Islamic Stock Market Index Using Multivariate GARCH-DCC
    MPRA Paper, University Library of Munich, Germany Downloads
  20. Exploring portfolio diversification opportunities through venture capital financing
    MPRA Paper, University Library of Munich, Germany Downloads
  21. Finance-growth nexus: insights from an application of threshold regression model to Malaysia’s dual financial system
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in Borsa Istanbul Review (2016)
  22. How do Macroeconomic Changes Impact Islamic and Conventional Equity Prices? Evidence from Developed and Emerging Countries
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
  23. Increasing household debts and its relation to GDP, interest rate and house price: Malaysia’s perspective
    MPRA Paper, University Library of Munich, Germany Downloads
  24. Integration and Comovement of Developed and Emerging Islamic Stock Markets: A Case Study of Malaysia
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
  25. Is There A Diversification “Cost” of Shari’ah Compliance? Empirical Evidence from Malaysian Equities
    MPRA Paper, University Library of Munich, Germany Downloads
  26. Is the global leadership of the US financial market over other financial markets shaken by 2007-2009 financial crisis? Evidence from Wavelet Analysis
    MPRA Paper, University Library of Munich, Germany Downloads
  27. Is there any causality between inflation and FDI in an ‘inflation targeting’ regime? Evidence from South Africa
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
  28. Islamic Banks’ Capital Buffers: Unique Risk Exposures and the Disciplining Effects of Charter Values
    MPRA Paper, University Library of Munich, Germany Downloads
  29. Leverage versus volatility: Evidence from the Capital Structure of European Firms
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in Economic Modelling (2017)
  30. Leverage, Sensitivity to Market Risk and Contagion: A Multi-Country Analysis for Shari’ah(Islamic) Stock Screening
    MPRA Paper, University Library of Munich, Germany Downloads
  31. Leverage, return, volatility and contagion: Evidence from the portfolio framework
    MPRA Paper, University Library of Munich, Germany Downloads
  32. Multi-scale Lead-Lag Relationship between the Stock and Futures Markets: Malaysia as a Case Study
    MPRA Paper, University Library of Munich, Germany Downloads
  33. Oil price shocks and GCC capital markets: who drives whom?
    MPRA Paper, University Library of Munich, Germany Downloads
  34. Portfolio Diversification Benefits of Islamic Stocks and Malaysia’s Major Trading Partners:MGARCH-DCC and Wavelet Correlation Approaches
    MPRA Paper, University Library of Munich, Germany Downloads
  35. Portfolio diversification strategy for Malaysia: International and sectoral perspectives
    MPRA Paper, University Library of Munich, Germany Downloads
  36. 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
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
    See also Journal Article in Emerging Markets Finance and Trade (2017)
  37. Size and Volatility: new evidence from an application of wavelet approach to the emerging Islamic mutual funds’ industry
    MPRA Paper, University Library of Munich, Germany Downloads
  38. Stock Market Co-movement and Shock Transmission: Islamic versus Conventional Equity Indices
    MPRA Paper, University Library of Munich, Germany Downloads
  39. Testing Sukuk And Conventional Bond Offers Based On Corporate Financing Theories Using Partial Adjustment Models: Evidence From Malaysian Listed Firms
    MPRA Paper, University Library of Munich, Germany Downloads
  40. Testing the Conventional and Islamic Financial Market Contagion: Evidence from Wavelet Analysis
    MPRA Paper, University Library of Munich, Germany Downloads View citations (8)
    See also Journal Article in Emerging Markets Finance and Trade (2016)
  41. The Co-movement of Selective Conventional and Islamic Stock Markets in East Asia: Is there any Impact on Shariah Compliant Equity Investment in China?
    MPRA Paper, University Library of Munich, Germany Downloads
  42. The Dynamic Linkages between Islamic Index and the Major Stock Markets: New Evidence from Wavelet time-scale decomposition Analysis
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
  43. The Effect of Recent Financial Crisis over Global Portfolio Diversification Opportunities – Empirical Evidence A Comparative Multivariate GARCH-DCC, MODWT and Wavelet Correlation Analysis
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
  44. The Impact of Crude Oil Price on Islamic Stock Indices of Gulf Cooperation Council (GCC) Countries: A Comparative Analysis
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)
  45. The Impact of Crude Oil Price on Islamic Stock Indices of South East Asian (SEA) Countries: A Comparative Analysis
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
  46. The Impact of Crude Oil Price on Macroeconomic Variables: New Evidence from Malaysia
    MPRA Paper, University Library of Munich, Germany Downloads
  47. The Role of Islamic Asset Classes in the Diversified Portfolios: Mean Variance Spanning Test
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in Emerging Markets Review (2017)
  48. The different impact of conventional interest rates on Islamic stock market, Islamic banking and Islamic insurance: evidence from Malaysia
    MPRA Paper, University Library of Munich, Germany Downloads
  49. Uncertainty and Volatility in MENA Stock Markets During the Arab Spring
    MPRA Paper, University Library of Munich, Germany Downloads
  50. What Drives Profitability of Banks: Do Interest rate, and Fee and Commissions impact the profitability of Banks? Evidence from the European Countries
    MPRA Paper, University Library of Munich, Germany Downloads
  51. What causes economic growth in Malaysia: exports or imports ?
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)
  52. Which type of government revenue leads government expenditure?
    MPRA Paper, University Library of Munich, Germany Downloads

2013

  1. An application of MGARCH-DCC analysis on selected currencies in terms of gold Price
    MPRA Paper, University Library of Munich, Germany Downloads
  2. Are investments in islamic REITs susceptible to forex uncertainty: wavelet analysis
    MPRA Paper, University Library of Munich, Germany Downloads
  3. Causality between Malaysian Islamic Stock Market and Macroeconomic Variables
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)
  4. Comovement and resiliency of Islamic equity market: Evidence from GCC Islamic equity index based on wavelet analysis
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
  5. Comovement of Selected International Stock Market Indices:A Continuous Wavelet Transformation and Cross Wavelet Transformation Analysis
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)
  6. Determinants of cost of equity: The case of Shariah-compliant Malaysian firms
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)
  7. Do Shariah (Islamic) Indices Provide a Safer Avenue in Crisis? Empirical Evidence from Dow Jones Indices using Multivariate GARCH-DCC
    MPRA Paper, University Library of Munich, Germany Downloads
  8. Does Restricted Short Selling Bring Benefit to Stocks Listed in Islamic Capital Market? New Evidence from Malaysia based on Dynamic Panel Heterogeneous Techniques
    MPRA Paper, University Library of Munich, Germany Downloads
  9. Gold price movements in selected currencies: wavelet approach
    MPRA Paper, University Library of Munich, Germany Downloads
  10. Housing finance and financial stability: evidence from Malaysia, Thailand and Singapore
    MPRA Paper, University Library of Munich, Germany Downloads
  11. Interest Rate, Exchange Rate, and Stock Prices of Islamic Banks: A Panel Data Analysis
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
  12. Relationship between macroeconomic variables and stock market index: evidence from India
    MPRA Paper, University Library of Munich, Germany Downloads
  13. Relationship between regional Shariah stock markets: The cointegration and causality
    MPRA Paper, University Library of Munich, Germany Downloads
  14. Should Shariah-compliant investors include commodities in their portfolios? New evidence
    MPRA Paper, University Library of Munich, Germany Downloads
  15. Stock Price and Industrial Production in Developing Countries: A Dynamic Heterogeneous Panel Analysis
    MPRA Paper, University Library of Munich, Germany Downloads
  16. Stock market and crude oil relationship: A wavelet analysis
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
  17. The Impact of Debt on Economic Growth: A Case Study of Indonesia
    MPRA Paper, University Library of Munich, Germany Downloads
  18. The Relationship between Exchange Rates and Islamic Indices in Malaysia FTSE Market: A Wavelet Based Approach
    MPRA Paper, University Library of Munich, Germany Downloads
  19. The Role of Gold as a Hedge and Safe Haven in Shariah-Compliant Portfolios
    MPRA Paper, University Library of Munich, Germany Downloads View citations (3)
  20. The Volatility and Correlations of Stock Returns of Some Crisis-Hit Countries: US, Greece, Thailand and Malaysia: Evidence from MGARCH-DCC applications
    MPRA Paper, University Library of Munich, Germany Downloads

2007

  1. Financial Integration of East Asian Economies: Evidence from Real Interest Parity
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)
    See also Journal Article in Applied Economics (2011)

Journal Articles

2019

  1. The Impact of Charter Values on Bank Capital in Asia: A Threshold Regression Analysis
    Emerging Markets Finance and Trade, 2019, 55, (3), 655-670 Downloads

2018

  1. Determinants of capital structure: evidence from Shari'ah compliant and non-compliant firms
    Pacific-Basin Finance Journal, 2018, 51, (C), 198-219 Downloads
    See also Working Paper (2018)
  2. Do Islamic Stock Returns Hedge Against Inflation? A Wavelet Approach
    Emerging Markets Finance and Trade, 2018, 54, (10), 2348-2366 Downloads
  3. Does low leverage minimise the impact of financial shocks? New optimisation strategies using Islamic stock screening for European portfolios
    Journal of International Financial Markets, Institutions and Money, 2018, 57, (C), 160-184 Downloads
  4. Exploring Portfolio Diversification Opportunities Through Venture Capital Financing: Evidence from MGARCH-DCC, Markov Switching, and Wavelet Approaches
    Emerging Markets Finance and Trade, 2018, 54, (6), 1320-1336 Downloads View citations (1)
  5. Issues in Islamic Equities: A Literature Survey
    Emerging Markets Finance and Trade, 2018, 54, (1), 1-26 Downloads
  6. Portfolio Diversification Benefits at Different Investment Horizons During the Arab Uprisings: Turkish Perspectives Based on MGARCH–DCC and Wavelet Approaches
    Emerging Markets Finance and Trade, 2018, 54, (14), 3272-3293 Downloads View citations (1)
  7. Unraveling the Financial Contagion in European Stock Markets During Financial Crises: Multi-Timescale Analysis
    Emerging Markets Finance and Trade, 2018, 54, (4), 859-880 Downloads

2017

  1. Does a Held-to-Maturity Strategy Impede Effective Portfolio Diversification for Islamic Bond () Portfolios? A Multi-Scale Continuous Wavelet Correlation Analysis
    Emerging Markets Finance and Trade, 2017, 53, (10), 2377-2393 Downloads View citations (1)
  2. Islamic Finance and Banking
    Emerging Markets Finance and Trade, 2017, 53, (7), 1455-1457 Downloads
  3. Leverage versus volatility: Evidence from the capital structure of European firms
    Economic Modelling, 2017, 62, (C), 145-160 Downloads View citations (1)
    See also Working Paper (2014)
  4. Political stability and growth: An application of dynamic GMM and quantile regression
    Economic Modelling, 2017, 64, (C), 610-625 Downloads View citations (3)
  5. Re-Examining the Determinants of Islamic Bank Performance: New Evidence from Dynamic GMM, Quantile Regression, and Wavelet Coherence Approaches
    Emerging Markets Finance and Trade, 2017, 53, (7), 1519-1534 Downloads View citations (3)
  6. Regional spillovers across transitioning emerging and frontier equity markets: A multi-time scale wavelet analysis
    Economic Modelling, 2017, 65, (C), 30-40 Downloads View citations (2)
  7. Religion of Islam and Microfinance: Does It Make Any Difference?
    Emerging Markets Finance and Trade, 2017, 53, (7), 1547-1562 Downloads
  8. 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
    Emerging Markets Finance and Trade, 2017, 53, (1), 180-198 Downloads View citations (3)
    See also Working Paper (2014)
  9. Risk–Return Profiles of Islamic Equities and Commodity Portfolios in Different Market Conditions
    Emerging Markets Finance and Trade, 2017, 53, (7), 1477-1500 Downloads
  10. The role of Islamic asset classes in the diversified portfolios: Mean variance spanning test
    Emerging Markets Review, 2017, 30, (C), 66-95 Downloads View citations (1)
    See also Working Paper (2014)

2016

  1. Are there profit (returns) in Shariah-compliant exchange traded funds? The multiscale propensity
    Research in International Business and Finance, 2016, 38, (C), 360-375 Downloads
    See also Working Paper (2014)
  2. Contagion and interdependence across Asia-Pacific equity markets: An analysis based on multi-horizon discrete and continuous wavelet transformations
    International Review of Economics & Finance, 2016, 43, (C), 363-377 Downloads View citations (9)
  3. Diversification in Crude Oil and Other Commodities: A Comparative Analysis
    Asian Academy of Management Journal of Accounting and Finance (AAMJAF), 2016, 12, (1), 101-128 Downloads
    See also Working Paper (2014)
  4. Finance-growth nexus: Insights from an application of threshold regression model to Malaysia's dual financial system
    Borsa Istanbul Review, 2016, 16, (2), 63-71 Downloads View citations (4)
    See also Working Paper (2014)
  5. Portfolio diversification benefits of Islamic investors with their major trading partners: Evidence from Malaysia based on MGARCH-DCC and wavelet approaches
    Economic Modelling, 2016, 54, (C), 425-438 Downloads View citations (19)
  6. Shari’ah screening, market risk and contagion: A multi-country analysis
    Journal of Economic Behavior & Organization, 2016, 132, (S), 93-112 Downloads View citations (1)
  7. Testing the Conventional and Islamic Financial Market Contagion: Evidence from Wavelet Analysis
    Emerging Markets Finance and Trade, 2016, 52, (8), 1832-1849 Downloads View citations (5)
    See also Working Paper (2014)
  8. The Co-movement of Selective Conventional and Islamic Stock Indices: Is there any Impact on Shariah Compliant Equity Investment in China?
    International Journal of Economics and Financial Issues, 2016, 6, (4), 1895-1905 Downloads
  9. The impact of crude oil price on Islamic stock indices of South East Asian countries: Evidence from MGARCH-DCC and wavelet approaches
    Borsa Istanbul Review, 2016, 16, (4), 219-232 Downloads View citations (12)
  10. What can wavelets unveil about the vulnerabilities of monetary integration? A tale of Eurozone stock markets
    Economic Modelling, 2016, 52, (PB), 981-996 Downloads View citations (9)

2015

  1. Combining momentum, value, and quality for the Islamic equity portfolio: Multi-style rotation strategies using augmented Black Litterman factor model
    Pacific-Basin Finance Journal, 2015, 34, (C), 205-232 Downloads View citations (10)
    See also Working Paper (2014)
  2. Developing trading strategies based on fractal finance: An application of MF-DFA in the context of Islamic equities
    Physica A: Statistical Mechanics and its Applications, 2015, 438, (C), 223-235 Downloads View citations (7)
  3. Does Heterogeneity in Investment Horizons Affect Portfolio Diversification? Some Insights Using M-GARCH-DCC and Wavelet Correlation Analysis
    Emerging Markets Finance and Trade, 2015, 51, (1), 188-208 Downloads View citations (5)
  4. Linkages and co-movement between international stock market returns: Case of Dow Jones Islamic Dubai Financial Market index
    Journal of International Financial Markets, Institutions and Money, 2015, 36, (C), 53-70 Downloads View citations (22)
  5. Performance and Trading Characteristics of Exchange Traded Funds: Developed vs Emerging Markets
    Capital Markets Review, 2015, 23, (1&2), 40-64 Downloads
  6. Risk-return characteristics of Islamic equity indices: Multi-timescales analysis
    Journal of Multinational Financial Management, 2015, 29, (C), 115-138 Downloads View citations (30)
  7. The unique risk exposures of Islamic banks’ capital buffers: A dynamic panel data analysis
    Journal of International Financial Markets, Institutions and Money, 2015, 36, (C), 36-52 Downloads View citations (17)
  8. Time Varying Correlation Between Islamic Equity and Commodity Returns: Implications for Portfolio Diversification
    Journal of Developing Areas, 2015, 49, (5), 115-128 Downloads
  9. Why do issuers issue Sukuk or conventional bond? Evidence from Malaysian listed firms using partial adjustment models
    Pacific-Basin Finance Journal, 2015, 34, (C), 233-252 Downloads View citations (12)
  10. Why is no financial crisis a dress rehearsal for the next? Exploring contagious heterogeneities across major Asian stock markets
    Physica A: Statistical Mechanics and its Applications, 2015, 419, (C), 241-259 Downloads View citations (16)

2014

  1. An analysis of stock market efficiency: Developed vs Islamic stock markets using MF-DFA
    Physica A: Statistical Mechanics and its Applications, 2014, 407, (C), 86-99 Downloads View citations (42)
  2. 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
    Capital Markets Review, 2014, 22, (1&2), 59-82 Downloads
  3. Heads we win, tails you lose: Is there equity in Islamic equity funds?
    Pacific-Basin Finance Journal, 2014, 28, (C), 7-28 Downloads View citations (13)
  4. Is domestic stock price cointegrated with exchange rate and foreign stock price? evidence from Malaysia
    Journal of Developing Areas, 2014, 48, (3), 285-302 Downloads View citations (2)
  5. Linear and non-linear Granger causality between oil spot and futures prices: A wavelet based test
    Journal of International Money and Finance, 2014, 48, (PA), 175-201 Downloads View citations (19)
  6. Stock market co-movements: Islamic versus conventional equity indices with multi-timescales analysis
    Economic Systems, 2014, 38, (4), 553-571 Downloads View citations (30)
  7. The diversification benefits from Islamic investment during the financial turmoil: The case for the US-based equity investors
    Borsa Istanbul Review, 2014, 14, (4), 196-211 Downloads View citations (32)
  8. What factors explain stock market retardation in Islamic Countries
    Emerging Markets Review, 2014, 19, (C), 106-127 Downloads View citations (11)

2012

  1. Do ‘Sin Stocks’ Deprive Islamic Stock Portfolios of Diversification? Some Insights from the Use of MGARCH-DCC
    Capital Markets Review, 2012, 20, (1&2), 43-64 Downloads View citations (4)

2011

  1. 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
    Economia Internazionale / International Economics, 2011, 64, (2), 211-235 Downloads
  2. Financial integration of East Asian economies: evidence from real interest parity
    Applied Economics, 2011, 43, (16), 1979-1990 Downloads View citations (11)
    See also Working Paper (2007)

2010

  1. 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
    Economia Internazionale / International Economics, 2010, 63, (3), 329-359 Downloads
  2. Model uncertainty and asset return predictability: an application of Bayesian model averaging
    Applied Economics, 2010, 42, (15), 1963-1972 Downloads View citations (6)
  3. Price dynamics of crude oil and the regional ethylene markets
    Energy Economics, 2010, 32, (6), 1435-1444 Downloads View citations (9)
  4. Price dynamics of natural gas and the regional methanol markets
    Energy Policy, 2010, 38, (3), 1372-1378 Downloads View citations (9)
  5. Systematic risk and time scales: New evidence from an application of wavelet approach to the emerging Gulf stock markets
    International Review of Financial Analysis, 2010, 19, (1), 10-18 Downloads View citations (23)

2009

  1. Causality between financial development and economic growth: an application of vector error correction and variance decomposition methods to Saudi Arabia
    Applied Economics, 2009, 41, (13), 1691-1699 Downloads View citations (28)
  2. Do Stock Prices Play a Significant Role in Formulating Monetary Policy? A Case Study
    Economia Internazionale / International Economics, 2009, 62, (2), 203-232 Downloads
  3. Tests of the different variants of the monetary model in a developing economy: Malaysian experience in the pre- and post-crisis periods
    Applied Economics, 2009, 41, (15), 1893-1902 Downloads View citations (2)
  4. The stability of money demand in China: Evidence from the ARDL model
    Economic Systems, 2009, 33, (3), 231-244 Downloads View citations (28)

2008

  1. Estimation of Long-run Demand for Money: An Application of Long-run Structural Modelling to Saudi Arabia
    Economia Internazionale / International Economics, 2008, 61, (1), 81-99 Downloads View citations (1)

2006

  1. Futures trading volume as a determinant of prices in different momentum phases
    International Review of Financial Analysis, 2006, 15, (1), 68-85 Downloads View citations (5)
  2. Who Leads the Australian Interest Rates in the Short and Long Run? An Application of Long Run Structural Modelling
    Review of Pacific Basin Financial Markets and Policies (RPBFMP), 2006, 09, (01), 1-24 Downloads View citations (1)

2005

  1. Current account, exchange rate dynamics and the predictability: the experience of Malaysia and Singapore
    Journal of International Financial Markets, Institutions and Money, 2005, 15, (3), 255-270 Downloads View citations (6)
  2. Macroeconomic announcements, volatility, and interrelationships: An examination of the UK interest rate and equity markets
    International Review of Financial Analysis, 2005, 14, (3), 356-375 Downloads View citations (18)
  3. The term structure of interest rates in Australia: an application of long run structural modelling
    Applied Financial Economics, 2005, 15, (8), 557-573 Downloads View citations (5)

2004

  1. An analysis of option pricing under systematic consumption risk using GARCH
    Research in International Business and Finance, 2004, 18, (2), 151-171 Downloads
  2. Common stochastic trends and the dynamic linkages driving european stock markets: evidence from pre- and post-october 1987 crash eras
    The European Journal of Finance, 2004, 10, (1), 81-104 Downloads View citations (4)
  3. Fractional cointegration, low frequency dynamics and long-run purchasing power parity: an analysis of the Australian dollar over its recent float
    Applied Economics, 2004, 36, (6), 593-605 Downloads View citations (13)

2003

  1. Price Discovery Between Informationally Linked Markets During Different Trading Phases
    Journal of Financial Research, 2003, 26, (1), 77-95 Downloads View citations (1)

2002

  1. Propagative causal price transmission among international stock markets: evidence from the pre- and postglobalization period
    Global Finance Journal, 2002, 13, (1), 63-91 Downloads View citations (32)
  2. The stock market and the ringgit exchange rate: a note
    Japan and the World Economy, 2002, 14, (4), 471-486 Downloads View citations (11)

2001

  1. Dynamic Modeling of Stock Market Interdependencies: An Empirical Investigation of Australia and the Asian NICs
    Review of Pacific Basin Financial Markets and Policies (RPBFMP), 2001, 04, (02), 235-264 Downloads View citations (5)
  2. Long and short term dynamic causal transmission amongst international stock markets
    Journal of International Money and Finance, 2001, 20, (4), 563-587 Downloads View citations (103)

2000

  1. A Reassessment of Long-Run Elasticities of Japanese Import Demand
    Journal of Policy Modeling, 2000, 22, (5), 625-639 Downloads View citations (25)
  2. The dynamics of fertility, family planning and female education in a developing economy
    Applied Economics, 2000, 32, (12), 1617-1627 Downloads View citations (7)

1999

  1. Are Asian stock market fluctuations due mainly to intra-regional contagion effects? Evidence based on Asian emerging stock markets
    Pacific-Basin Finance Journal, 1999, 7, (3-4), 251-282 Downloads View citations (121)
  2. 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
    Journal of Population Economics, 1999, 12, (3), 463-487 Downloads View citations (4)

1998

  1. A Fractional Cointegration Approach to Testing Mean Reversion Between Spot and Forward Exchange Rates: A Case of High Frequency Data with Low Frequency Dynamics
    Journal of Business Finance & Accounting, 1998, 25, (7&8), 987-1003 Downloads View citations (7)
  2. A fractional cointegration analysis of the long-run relationship between black and official foreign exchange rates: the case of the Brazilian cruzeiro
    Applied Economics, 1998, 30, (7), 853-861 Downloads
  3. A multivariate cointegrated modelling approach in testing temporal causality between energy consumption, real income and prices with an application to two Asian LDCs
    Applied Economics, 1998, 30, (10), 1287-1298 Downloads View citations (100)

1997

  1. A comparative analysis of the propagation of stock market fluctuations in alternative models of dynamic causal linkages
    Applied Financial Economics, 1997, 7, (1), 59-74 Downloads View citations (47)
  2. Bivariate and Multivariate Tests of Money-Price Causality: Robust Evidence from a Small Developing Country
    Journal of International Development, 1997, 9, (6), 803-825
  3. 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
    Journal of Policy Modeling, 1997, 19, (4), 441-468 Downloads View citations (1)
  4. Dynamic linkages and the propagation mechanism driving major international stock markets: An analysis of the pre- and post-crash eras
    The Quarterly Review of Economics and Finance, 1997, 37, (4), 859-885 Downloads View citations (73)
  5. 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
    Journal of Policy Modeling, 1997, 19, (4), 417-440 Downloads View citations (165)

1996

  1. 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
    Journal of Policy Modeling, 1996, 18, (5), 531-560 Downloads View citations (21)
  2. Energy consumption, real income and temporal causality: results from a multi-country study based on cointegration and error-correction modelling techniques
    Energy Economics, 1996, 18, (3), 165-183 Downloads View citations (342)
  3. Macroeconomic activity dynamics and Granger causality: New evidence from a small developing economy based on a vector error-correction modelling analysis
    Economic Modelling, 1996, 13, (3), 407-426 Downloads View citations (23)
  4. 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
    Energy Economics, 1996, 18, (4), 315-334 Downloads View citations (38)

1995

  1. Does Only Unanticipated Mone¬tary Growth Matter? An Econometric Investigation of Ten Asian Countries
    Economia Internazionale / International Economics, 1995, 48, (4), 537-549 View citations (1)

1994

  1. On the Robustness of Cointegration Tests of the Market Efficiency Hypothesis: Evidence from Six European Foreign Exchange Markets
    Economia Internazionale / International Economics, 1994, 47, (2-3), 160-180 View citations (19)
  2. Temporal Causality Between Money and Prices in LDCs and the Error-Correction Approach: New Evidence from India
    Indian Economic Review, 1994, 29, (1), 33-35 View citations (6)

1984

  1. CES Production Function: Estimates of Elasticity of Substitution, Returns to Scale and Technical Progress in Australian Manufacturing Industries
    Economic Analysis and Policy, 1984, 14, (1), 30-46 Downloads View citations (1)

1979

  1. An Econometric Model of the Role of Financial Institutions in Financing Private Investment in Pakistan
    The Pakistan Development Review, 1979, 18, (3), 191-214 Downloads View citations (1)

Chapters

2017

  1. A wavelet approach to timescale relationships among the Islamic and conventional stock markets and LIBOR
    Chapter 28 in Handbook of Empirical Research on Islam and Economic Life, 2017, pp 657-684 Downloads
  2. Malaysian investors’ perspectives on the integration and co- movement of Islamic stock markets in developed and developing countries
    Chapter 27 in Handbook of Empirical Research on Islam and Economic Life, 2017, pp 624-656 Downloads
 
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