All Stories

  1. The dependence structure and portfolio risk of Malaysia's foreign exchange rates: the Bayesian GARCH–EVT–copula model
  2. Foreign Capital Inflows and Economic Growth in Nigeria: Any Nexus?
  3. Conditional convergence in energy consumption per capita of OPEC member countries: evidence from non-linearity tests
  4. Growth and environmental quality in Singapore: Is there any trade-off?
  5. Policy uncertainty and performance characteristics of sustainable investments across regions around the global financial crisis
  6. Do Islamic stock indexes outperform conventional stock indexes? A stochastic dominance approach
  7. Will initiatives to promote hydroelectricity consumption be effective? Evidence from univariate and panel LM unit root tests with structural breaks
  8. Dynamic interaction between house prices and stock prices in Malaysia
  9. Logistics and economic development: Experience from China
  10. Are shocks to disaggregated energy consumption in Malaysia permanent or temporary? Evidence from LM unit root tests with structural breaks
  11. A macro assessment of China effects on Malaysian exports and trade balances
  12. Stock Market Co-movement in ASEAN and China
  13. Performance Persistence of Socially Responsible Investment Funds in the Asia Pacific Region
  14. Financial Market Integration of ASEAN-5 with China and India
  15. Economic Inequality in Australia between 1983 and 2010: A Stochastic Dominance Analysis
  16. Nonlinearity convergence of tourism markets in Seychelles
  17. Will policies to promote renewable electricity generation be effective? Evidence from panel stationarity and unit root tests for 115 countries
  18. Do Malaysian house prices follow a random walk? Evidence from univariate and panel LM unit root tests with one and two structural breaks
  19. Integration of world leaders and emerging powers into the Malaysian stock market: A DCC-MGARCH approach
  20. Natural gas consumption and economic growth in Pakistan
  21. Euronext Stock Exchange Merger and Market Efficiency
  22. Are fluctuations in US production of renewable energy permanent or transitory?
  23. Performance of Islamic Indices in Malaysia FTSE Market: Empirical Evidence from CAPM
  24. Environmental Kuznets Curve hypothesis in Pakistan: Cointegration and Granger causality
  25. Stochastic dominance analysis of CTA funds
  26. The dynamics of electricity consumption and economic growth: A revisit study of their causality in Pakistan
  27. Does financial development increase energy consumption? The role of industrialization and urbanization in Tunisia
  28. Wealth Effect or Credit-Price Effect? Evidence from Malaysia
  29. EXCHANGE RATE AND STOCK PRICE INTERACTION IN MAJOR ASIAN MARKETS: EVIDENCE FOR INDIVIDUAL COUNTRIES AND PANELS ALLOWING FOR STRUCTURAL BREAKS
  30. Will Obama's economic stimulus package be effective? Evidence from the misery index
  31. Preferences of Malaysian Stocks and Futures Markets for Investors Before and After Crises
  32. Multivariate Granger causality between electricity generation, exports, prices and GDP in Malaysia
  33. Market efficiency of oil spot and futures: A mean-variance and stochastic dominance approach
  34. Is the tourism‐led growth hypothesis stable for Malaysia? A note
  35. CO2 emissions, electricity consumption and output in ASEAN
  36. Economic Integration in Asia: Quo Vadis Malaysia?
  37. On the dynamics of aggregate output, electricity consumption and exports in Malaysia: Evidence from multivariate Granger causality tests
  38. Stochastic Dominance and Investors’ Behavior towards Risk: The Hong Kong Stocks and Futures Markets
  39. Market Efficiency of Oil Spot and Futures: A Mean-Variance and Stochastic Dominance Approach
  40. Intellectual capital performance of financial institutions in Malaysia
  41. Asian Financial Crisis, Avian Flu and Terrorist Threats: Are Shocks to Malaysian Tourist Arrivals Permanent or Transitory?
  42. Long memory in US disaggregated petroleum consumption: Evidence from univariate and multivariate LM tests for fractional integration
  43. The domestic savings and economic growth relationship in China
  44. New evidence from the misery index in the crime function
  45. Economic Integration in Asia: Quo Vadis Malaysia?
  46. Futures versus Stocks: A Stochastic Dominance Study in Malaysian Markets
  47. REITs, stocks and fixed income assets
  48. Stochastic dominance and behavior towards risk: The market for Internet stocks
  49. The sizes and powers of some stochastic dominance tests: A Monte Carlo study for correlated and heteroskedastic distributions
  50. Stochastic dominance analysis of Asian hedge funds
  51. Are Malaysia's Tourism Markets Converging? Evidence from Univariate and Panel Unit Root Tests with Structural Breaks
  52. Will Inflation Increase Crime Rate? New Evidence from Bounds and Modified Wald Tests
  53. Are Asian real exchange rates mean reverting? Evidence from univariate and panel LM unit root tests with one and two structural breaks
  54. Revisiting calendar anomalies in Asian stock markets using a stochastic dominance approach
  55. Do Asian Stock Markets Follow a Random Walk? Evidence from LM Unit Root Tests with One and Two Structural Breaks
  56. Do REITs Outperform Stocks and Fixed-Income Assets? New Evidence from Mean-Variance and Stochastic Dominance Approaches
  57. Stochastic Dominance Test for Risk Seekers: An Application to Oil Spot and Futures Markets
  58. Size and Power of Some Stochastic Dominance Tests: A Monte Carlo Study
  59. International momentum strategies: a stochastic dominance approach
  60. Socially Responsible Investing Funds in Asia Pacific