BEKHALED, Aicha and DADENE, Abdelghani and CHIKHI, Mohamed (2014): اختبار القدرة على التنبؤ بعوائد مؤشر سوق الدار البيضاء المالي من 2007 إلى 2011. Published in: El-Bahith Review No. 14 (2014): pp. 260-274.
Ghassan, Hassan B. and Alhajhoj, Hassan R. (2012): أثر تحرير سوق رأس المال على التذبذب في سوق الأسهم السعودي. Published in: Journal of Development and Economic Policies , Vol. 14, No. 2 (2012): pp. 7-39.
LEGOUGUI, Fateh and CHIKHI, Mohamed (2017): استخدام نماذج ARCH لنمذجة تقلبات أسعار الأسهم في سوق المال السعودي - دراسة حالة شركة اتحاد اتصالات السعودية –. Published in: Algerian Business Performance Review - ABPR - No. 12 (December 2017): pp. 173-185.
Tomić, Bojan (2016): Ispitivanje kalendarskih sezonaliteta na hrvatskom tržištu kapitala. Published in: Accounting and Management No. 17th International Scientific and Professional Conference (June 2016): pp. 175-192.
Abarahan, Amnisuhailah Binti and Masih, Mansur (2016): Is energy a stimulus for economic growth? A focused study on Malaysia using the auto regressive distributed lag technique.
Abba, Junaid and Masih, Mansur (2017): Does oil impact Islamic stock markets ? evidence from MENA countries based on wavelet and markov switching approaches.
Abbas, Aadil and Masih, Mansur (2017): Which investment (private or public) does contribute to economic growth more? a case study of South Africa.
Abbas, Amir and Masih, Mansur (2017): Islamic stock index, conventional stock index and macroeconomic variables.
Abdi, Aisha Aden and Masih, Mansur (2017): Do macroeconomic variables affect stock–sukuk correlation in the regional markets? evidence from the GCC countries based on DOLS and FM-OLS.
Abdi, Zeinab and Masih, Mansur (2014): Which type of government revenue leads government expenditure?
Abdul, Salman and Masih, Mansur (2018): Relationship between demography and economic growth from the islamic perspective: a case study of Malaysia.
Abdul Wahab, Hishamuddin and Rosly, Saiful Azhar and Masih, Abul Mansur M. (2014): 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.
Abdullah, Ahmad Monir and Masih, Abul Mansur M. (2014): The Impact of Crude Oil Price on Macroeconomic Variables: New Evidence from Malaysia.
Abdullah, Ahmad Monir and Saiti, Buerhan and Masih, Abul Mansur M. (2014): Causality between Stock Market Index and Macroeconomic Variables: A Case Study for Malaysia.
Abdullah, Ahmad Monir and Saiti, Buerhan and Masih, Abul Mansur M. (2014): Diversification in Crude Oil and Other Commodities: A Comparative Analysis.
Abdullah, Ahmad Monir and Saiti, Buerhan and Masih, Abul Mansur M. (2014): The Impact of Crude Oil Price on Islamic Stock Indices of South East Asian (SEA) Countries: A Comparative Analysis.
Abdullah, Iskandar and Masih, Mansur (2017): The lead-lag relationship and the determinants of Islamic banks’ profit rates: Malaysian evidence.
Abdullah, Mace and Masih, Mansur (2017): Is there any significant difference in global volatility of and correlation between shari’ah-compliant (Islamic) equities and sukuk ?
Abidin, Tengku and Masih, Mansur (2016): The relationship between the prices of gold and oil and macroeconomic variables: Malaysian evidence.
Abu Bakar, Norhidayah and Masih, Mansur (2016): Is islamic stock related to interest rate ? Malaysian evidence.
Abu Bakr, Norhidayah and Masih, Mansur (2018): Are the factors accounting for islamic and conventional bank credit cycles really different ? Malaysian evidence based on two-step GMM approach.
Abu-Bakar, Muhammad and Masih, Mansur (2018): Is the oil price pass-through to domestic inflation symmetric or asymmetric? new evidence from India based on NARDL.
Abubakar, Fahrurrazi and Masih, Mansur (2018): Palm oil export : is it price led or exchange rate led? evidence from Malaysia.
Adebumiti, Qazeem and Masih, Mansur (2018): Economic growth, energy consumption and government expenditure:evidence from a nonlinear ARDL analysis.
Adedamola, Qazeem and Mustapha, Ishaq and Masih, Mansur (2018): Fresh evidence on growth, expenditure and energy debate: GMM, Quantile and Threshold approaches.
Adediran, Ibrahim Opeyemi and Masih, Mansur (2018): Oil price and the global conventional and islamic stock markets: Is the relationship symmetric or asymmetric ? evidence from nonlinear ARDL.
Adekunle, Salami Saheed and Masih, Mansur (2017): Assessing the viability of Sukuk for portfolio diversification using MS-DCC-GARCH.
Adenuga, Adeniyi O. and Omotosho, Babatunde S. (2013): Financial Access, Financial Depth, and Economic Growth in Nigeria. Published in: West African Journal of Monetary and Economic Integration , Vol. 12, No. 2 (2013)
Adznan, Syaima and Masih, Mansur (2018): Exchange rate and trade balance linkage: evidence from Malaysia based on ARDL and NARDL.
Affendi, Diyana Najwa and Masih, Mansur (2018): Is inflation targeting compatible with economic growth ? Korean experience based on ARDL and NARDL.
Afifah, Irfan and Masih, Mansur (2017): Do macroeconomic variables have any impact on stock market? an Indonesian case study based on ARDL approach.
Agosto, Arianna and Ahelegbey, Daniel Felix and Giudici, Paolo (2020): Tree Networks to assess Financial Contagion. Published in: Economic Modelling , Vol. 85, No. February 2020 (February 2020): pp. 349-366.
Ahmad, Syafiq and Masih, Mansur (2018): The lead-lag relationship between industrial production and international trade: Malaysian evidence.
Ahmed, Azleen Rosemy and Masih, Mansur (2017): What is the link between financial development and income inequality? evidence from Malaysia.
Ahmed, Tayyab and Masih, Mansur (2017): Is islamic stock index related with conventional stock index ? evidence from the UK.
Ahsan, Zainab Fida and Masih, Mansur (2016): Exploring the nexus between income inequality and financial indicators: endemic to the Indian economy?
Aiman, Muhammad and Masih, Mansur (2018): Impact of macroeconomic factors on shariah and conventional stocks: Malaysian evidence.
Aini, Sarah and Masih, Mansur (2018): Investigating the major determinants of islamic bank savings: Malaysian evidence.
Akcay, Belgin and Yucel, Eray (2014): Does the Speed of Change over the House Price Cycles Matter?
Akhtar, Sharmin and Masih, Mansur (2018): Does asymmetry matter in the relationship between exchange rate and remittance? Evidence from a remittance recipient country based on ARDL and NARDL.
Aknouche, Abdelhakim and Almohaimeed, Bader and Dimitrakopoulos, Stefanos (2024): Noising the GARCH volatility: A random coefficient GARCH model.
Aknouche, Abdelhakim and Dimitrakopoulos, Stefanos (2018): Periodicity in Bitcoin returns: A time-varying volatility approach.
Aknouche, Abdelhakim and Dimitrakopoulos, Stefanos (2024): Volatility models versus intensity models: analogy and differences.
Aknouche, Abdelhakim (2013): Periodic autoregressive stochastic volatility. Published in: Statistical Inference for Stochastic Processes
Aknouche, Abdelhakim and Al-Eid, Eid and Demouche, Nacer (2016): Generalized quasi-maximum likelihood inference for periodic conditionally heteroskedastic models.
Aknouche, Abdelhakim and Almohaimeed, Bader and Dimitrakopoulos, Stefanos (2020): Forecasting transaction counts with integer-valued GARCH models.
Aknouche, Abdelhakim and Almohaimeed, Bader and Dimitrakopoulos, Stefanos (2020): Periodic autoregressive conditional duration.
Aknouche, Abdelhakim and Demmouche, Nacer and Touche, Nassim (2018): Bayesian MCMC analysis of periodic asymmetric power GARCH models.
Aknouche, Abdelhakim and Dimitrakopoulos, Stefanos (2021): Autoregressive conditional proportion: A multiplicative-error model for (0,1)-valued time series.
Aknouche, Abdelhakim and Dimitrakopoulos, Stefanos and Touche, Nassim (2019): Integer-valued stochastic volatility.
Aknouche, Abdelhakim and Francq, Christian (2018): Count and duration time series with equal conditional stochastic and mean orders.
Aknouche, Abdelhakim and Francq, Christian (2019): Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models.
Al Shugaa, Ameen and Masih, Mansur (2014): Uncertainty and Volatility in MENA Stock Markets During the Arab Spring.
Al-Dailami, Mohammed Abdullah and Masih, Mansur (2017): Is interest rate still the right tool for stimulating economic growth ? evidence from Japan.
Alaaabed, Alaa and Masih, Mansur (2014): Finance-growth nexus: insights from an application of threshold regression model to Malaysia’s dual financial system.
Alaabed, Alaa and Masih, Mansur (2014): Size and Volatility: new evidence from an application of wavelet approach to the emerging Islamic mutual funds’ industry.
Alamsyah, Janoearto and Masih, Mansur (2017): Impact of islamic money market development on islamic bank liquidity management: a case study of Indonesia.
Albis, Manuel Leonard F. and Mapa, Dennis S. (2014): Bayesian Averaging of Classical Estimates in Asymmetric Vector Autoregressive (AVAR) Models.
Alchaar, Osama and Masih, Mansur (2018): Do islamic or conventional mutual funds lead economic growth? evidence from Malaysia.
Alexandre, Michel and Antônio Silva Brito, Giovani and Cotrim Martins, Theo (2017): Default contagion among credit modalities: evidence from Brazilian data.
Ali, Ariffhidayat and Masih, Mansur (2017): Relationship between oil price and gross fixed capital formation: Malaysian case.
Ali, Hakim and Masih, Mansur (2016): Evidence of cross-country portfolio diversification benefits: The case of Saudi Arabia.
Ali, Hakim and Masih, Mansur (2017): Granger-causality between islamic finance and growth: evidence from Malaysia.
Ali, Mohsin and Masih, Mansur (2014): Does Indian Stock Market Provide Diversification Benefits Against Oil Price Shocks? A Sectoral Analysis.
Ali, Shah and Masih, Mansur (2018): The determinants of economic growth: the Malaysian case.
Amanbayev, Yerkebulan and Masih, Mansur (2017): What factors affect the export competitiveness? Malaysian evidence.
Angelidis, Timotheos and Degiannakis, Stavros and Filis, George (2015): US stock market regimes and oil price shocks. Published in: Global Finance Journal No. 28 (2015): pp. 132-146.
Anuar, Khairul and Masih, Mansur (2018): What drives shariah (islamic) stock index? a case study of Malaysia.
Aqsha, Nur Suhairah and Masih, Mansur (2018): Is residential property the ultimate hedge against inflation ? new evidence from Malaysia based on ARDL and nonlinear ARDL.
Ariff, Azwar and Masih, Mansur (2017): Role of global financial crisis in causing dynamic connectedness of Asian equity markets.
Ariffian, Suffian and Masih, Mansur (2018): Which islamic equity market is the leading one in Southeast Asia ? evidence from some select equity markets.
Ariffin, Kartina and Masih, Mansur (2018): Determinants of islamic banking investment account rates: Malaysia’s evidence.
Asad, Mohammad and Masih, Mansur (2018): Islamic equity market and macroeconomic variables: evidence from the UK.
Asadov, Alam and Masih, Mansur (2016): Home financing loans and their relationship to real estate bubble: An analysis of the U.S. mortgage market.
Ashraf, Kamran and Masih, Mansur (2017): Does the purchasing power parity theory still hold ? The UK as the case study.
Athirah, Wan and Masih, Mansur (2018): Is the relationship between lending interest rate and non-performing loans nonlinear asymmetric ? Malaysian evidence.
Awaludin, Fadhlee and Masih, Mansur (2015): Sukuk pricing dynamics - factors influencing yield curve of the Malaysian Sukuk.
Ayub, Aishahton and Masih, Mansur (2013): Interest Rate, Exchange Rate, and Stock Prices of Islamic Banks: A Panel Data Analysis.
Ayub, Aishaton and Masih, Mansur (2013): The Relationship between Exchange Rates and Islamic Indices in Malaysia FTSE Market: A Wavelet Based Approach.
Azahar, Nurshuhaida and Masih, Mansur (2018): The effect of sub-prime crisis on select southeast Asian stock markets.
Aziz, Abdul and Masih, Mansur (2018): Lead-lag relationship between macroeconomic variables and stock market: evidence from Korea.
Aziz, Nur Aziah and Masih, Mansur (2018): The determinants of islamic mudharabah interbank investment rate: Malaysia as a case study.
Azland, Adam and Masih, Mansur (2017): Discerning the relationship between bitcoin and islamic index.
Azmi, Muhammad Saifullah and Masih, Mansur (2018): Does education expenditure lead or lag GDP ? Malaysian evidence.
Azwan, Nurul Iman and Masih, Mansur (2019): Is the relationship between housing price and banking debt symmetric or non-symmetric? evidence from Malaysia based on NARDL.
Azzi, Abdelkebir and Masih, Mansur (2018): Oil price volatility and macroeconomic determinants of growth: evidence from Morocco.
Baddou, Mehdi and Masih, Mansur (2018): What are the factors that drive economic growth? evidence from Turkey.
Bahaman, Abrar and Masih, Mansur (2017): Identifying the lead-lag relationship between the shariah (islamic) equity index and macroeconomic variables: Malaysia as a case study.
Bahruddin, Wan Athirah and Masih, Mansur (2018): Is the relation between lending interest rate and non-performing loans symmetric or asymmetric ? evidence from ARDL and NARDL.
Bakkali, Saad and Masih, Mansur (2017): Is the GCC islamic index independent of the conventional interest rates ?
Bamahriz, Omar and Masih, Mansur (2018): 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.
Bampinas, Georgios and Panagiotidis, Theodore (2023): How would the war and the pandemic affect the stock and cryptocurrency cross-market linkages?
Bampinas, Georgios and Panagiotidis, Theodore and Politsidis, Panagiotis (2020): Sovereign bond and CDS market contagion: A story from the Eurozone crisis.
Barnett, William and Chauvet, Marcelle and Leiva-Leon, Danilo and Su, Liting (2016): Nowcasting nominal gdp with the credit-card augmented Divisia monetary aggregates.
Barnett, William and Chauvet, Marcelle and Leiva-Leon, Danilo and Su, Liting (2016): The credit-card-services augmented Divisia monetary aggregates.
Barnett, William and Su, Liting (2017): Financial Firm Production of Inside Monetary and Credit Card Services: An Aggregation Theoretic Approach.
Barnett, William and Su, Liting (2016): Risk adjustment of the credit-card augmented Divisia monetary aggregates.
Beaumont, Paul and Smallwood, Aaron (2019): Conditional Sum of Squares Estimation of Multiple Frequency Long Memory Models.
Bekmuratov, Mukhsinbek and Masih, Mansur (2017): Granger-causality between oil price and macrovariables: ARDL approach.
Ben Naceur, Hassen (2014): Stock Market Indexes: A random walk test with ARCH (q) disturbances. Published in: International Journal of Innovation and Scientific Research , Vol. 8, No. 2 (September 2014): pp. 305-316.
Ben Salem, Ameni and Safer, Imene and Khefacha, Islem (2022): Value-at-Risk (VAR) Estimation Methods: Empirical Analysis based on BRICS Markets.
Bensalma, Ahmed (2015): New Fractional Dickey and Fuller Test. Forthcoming in: IEEE Conference paper
Bhattacharyya, Malay and Madhav R, Siddarth (2012): A Comparison of VaR Estimation Procedures for Leptokurtic Equity Index Returns. Published in: Journal of Mathematical Finance , Vol. 2, No. 1 (2012): pp. 13-30.
Bigerna, Simona and D'Errico, Maria Chiara and Polinori, Paolo and Simshauer, Paul (2022): Renewable energy and portfolio volatility spillover effects of GCC oil exporting countries.
Bonga, Wellington Garikai (2019): Measuring Macroeconomic Uncertainty in Zimbabwe.
Bonga, Wellington Garikai (2019): Stock Market Volatility Analysis using GARCH Family Models: Evidence from Zimbabwe Stock Exchange.
Bonga-Bonga, Lumengo (2023): Do trade frictions distort the purchasing power parity (PPP) hypothesis? A closer look.
Bonga-Bonga, Lumengo (2024): Exploring the sensitivity of BRICS stock markets to oil Price shocks: a quantile-on-quantile perspective.
Bonga-Bonga, Lumengo and Khalique, Muhammad Masood (2023): The dynamic relationship between digital currency and other financial markets in developed and emerging markets.
Bonga-Bonga, Lumengo and Montshioa, Keitumetse (2024): Navigating extreme market fluctuations: asset allocation strategies in developed vs. emerging economies.
Bonga-Bonga, Lumengo (2015): Uncovering equity market contagion among BRICS countries: an application of the multivariate GARCH model.
Bonga-Bonga, Lumengo and Mabe, Queen Magadi (2016): How financially integrated are trading blocs in Africa?
Bonga-Bonga, Lumengo and Manguzvane, Mathias Mandla (2018): Assessing the extent of contagion of sovereign credit risk among BRICS countries.
Bonga-Bonga, Lumengo and Mwamba, Muteba (2015): A multivariate model for the prediction of stock returns in an emerging market: A comparison of parametric and non-parametric models.
Bonga-Bonga, Lumengo and Nleya, Lebogang (2016): Assessing portfolio market risk in the BRICS economies: use of multivariate GARCH models.
Bonga-Bonga, Lumengo and Umoetok, Ekerete (2015): The effectiveness of index futures hedging in emerging markets during the crisis period of 2008-2010: Evidence from South Africa.
Bouoiyour, Jamal and Selmi, Refk (2016): The infernal couple China-Oil Price and the Responses of G7 Equities: A QQ Approach.
Bouoiyour, Jamal and Selmi, Refk and Miftah, Amal (2016): On the reactions of sectoral equity returns to oil price in France: Implications for portfolio allocation.
Bradrania, Reza and Pirayesh Neghab, Davood (2021): State-dependent asset allocation using neural networks. Published in: European Journal of Finance , Vol. 28, No. 11 (12 August 2021): pp. 1130-1156.
Broni, Mohammed Yaw and Masih, Mansur (2017): Does a country’s external debt level affect its Islamic banking sector development? evidence from Malaysia based on quantile regression and markov regime switching.
Brummelhuis, Raymond and Luo, Zhongmin (2018): Arbitrage Opportunities in CDS Term Structure: Theory and Implications for OTC Derivatives.
Brummelhuis, Raymond and Luo, Zhongmin (2019): Bank Net Interest Margin Forecasting and Capital Adequacy Stress Testing by Machine Learning Techniques.
Brummelhuis, Raymond and Luo, Zhongmin (2017): CDS Rate Construction Methods by Machine Learning Techniques.
Bua, Giovanna and Trecroci, Carmine (2016): International Equity Markets Interdependence: Bigger Shocks or Contagion in the 21st Century?
Bukhari, Naseem and Masih, Mansur (2016): An empirical investigation of causal linkages between domestic terrorism and macroeconomic variables: a case for Pakistan.
Bulut, Levent and Rizvanoghlu, Islam (2019): Is Gold a Safe Haven? International Evidence revisited.
Buriev, Abdul Aziz and Masih, Mansur (2015): 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.
Byrne, Joseph and Sakemoto, Ryuta (2021): The Conditional Volatility Premium on Currency Portfolios.
Byrne, Joseph P and Ibrahim, Boulis Maher and Sakemoto, Ryuta (2017): Carry Trades and Commodity Risk Factors.
Byrne, Joseph P and Ibrahim, Boulis Maher and Sakemoto, Ryuta (2017): The Time-Varying Risk Price of Currency Carry Trades.
Byrne, Joseph P and Korobilis, Dimitris and Ribeiro, Pinho J (2014): On the Sources of Uncertainty in Exchange Rate Predictability.
Bławat, Bogusław (2012): The Optimal Order Execution Problem within the Framework of a High-Frequency Trading - Sample Model. Published in: Zeszyty Naukowe Uniwersytetu Szczecińskiego , Vol. 689, No. 50 (2012): pp. 385-390.
Caporin, Massimiliano and Jimenez-Martin, Juan-Angel and Gonzalez-Serrano, Lydia (2013): Currency hedging strategies, strategic benchmarks and the Global and Euro Sovereign financial crises.
Caporin, Massimiliano and Kolokolov, Aleksey and Renò, Roberto (2014): Multi-jumps.
Cassim, Lucius (2018): Modelling asymmetric conditional heteroskedasticity in financial asset returns: an extension of Nelson’s EGARCH model.
Cassim, Lucius (2018): A semi-parametric GARCH (1, 1) estimator under serially dependent innovations.
Cayton, Peter Julian (2015): A Nonparametric Option Pricing Model Using Higher Moments.
Cayton, Peter Julian and Ho, Kin-Yip (2015): A Nonparametric Option Pricing Model Using Higher Moments.
Cerovecki, Clément and Francq, Christian and Hormann, Siegfried and Zakoian, Jean-Michel (2018): Functional GARCH models: the quasi-likelihood approach and its applications.
Chadwick, Meltem (2010): Performance of Bayesian Latent Factor Models in Measuring Pricing Errors.
Chang, Chia-Lin (2014): Modelling a Latent Daily Tourism Financial Conditions Index.
Chang, Chia-Lin and Hu, Shing-Yang and Yu, Shih-Ti (2014): Recent Developments in Quantitative Finance: An Overview.
Charnikat, Charnikat and Masih, Mansur (2016): Granger-causal relationship between real exchange rate and economic growth: Malaysia as a case study.
Chaturvedi, Priya and Kumar, Kuldeep (2022): Econometric modelling of exchange rate volatility using mixed-frequency data.
Cheah, Chee Keong and Masih, Mansur (2017): Does the growth of islamic bank financing depend on stock market growth? evidence from Malaysia.
Cheah, Ping Yean and Masih, Mansur (2017): Interdependence of international stock markets: Malaysian case.
Chen, Ying and Grith, Maria and Lai, Hannah L. H. (2023): Neural Tangent Kernel in Implied Volatility Forecasting: A Nonlinear Functional Autoregression Approach.
Chen, Bai and Masih, Mansur (2017): Are the Islamic and conventional money markets really highly correlated ? MGARCH-DCC and Wavelet approaches.
Chkili, Walid (2015): Gold-oil prices co-movements and portfolio diversification implications.
Chowdhury, M. Ashraful Ferdous and Haque, M. Mahmudul and Alhabshi, Syed Othman and Masih, Abul Mansur M. (2016): Socioeconomic Development and Its Effect on Performance of Islamic Banks: Dynamic Panel Approaches. Published in:
Chowdhury, Mohammad Ashraful Ferdous and Masih, Mansur (2015): Socially responsible investment and Shariah-compliant investment compared: Can investors benefit from diversification? An ARDL approach.
Cikiryel, Burak and Masih, Mansur (2017): The Impact of Brexit on Islamic Stock Markets Employing MGARCH-DCC and Wavelet Correlation Analysis.
Citak, Yusuf Ensar and Masih, Mansur (2017): Discerning Granger-causal chain between oil prices, exchange rates and inflation rates: Evidence from Turkey.
Ciuiu, Daniel (2013): Qualitative variables and their reduction possibility. Application to time series models. Published in: Proceedings of the XI Balkan Conference on Operational Research, Belgrade & Zlatibor, 7-11 September, 2013 (November 2013): pp. 782-791.
Cosma, Antonio and Galli, Fausto (2014): A non parametric ACD model.
Costola, Michele and Lorusso, Marco (2021): Spillovers among Energy Commodities and the Russian Stock Market.
Cuestas, Juan Carlos and Huang, Ying and Tang, Bo (2016): Does the Yuan’s Overseas Expansion Increase the Currency Exposure of Chinese Financial Firms?
Daboh, Foday and Jackson, Emerson Abraham (2024): Policy Brief: The Effects of Interest Rate Volatility and Money Demand in Sierra Leone using ARDL Estimation.
Dagher, Leila and Jamali, Ibrahim and badra, nasser (2018): The Predictive Power of Oil and Commodity Prices for Equity Markets.
Daqane, Mohamed Qalib and Masih, Mansur (2016): Is islamic stock market affected by interest rates ? Malaysia as a case study.
Darolles, Serges and Francq, Christian and Laurent, Sébastien (2018): Asymptotics of Cholesky GARCH models and time-varying conditional betas.
Das, Mahamitra and Kundu, Srikanta and Sarkar, Nityananda (2019): Mean and Volatility Spillovers between REIT and Stocks Returns A STVAR-BTGARCH-M Model.
Das, Mahamitra and Sarkar, Nityananda (2017): Re-investigating the anomalous relationship between inflation and equity REIT returns: A regime-switching approach.
Das, Mahamitra and Sarkar, Nityananda (2019): Revisiting the Anomalous Relationship between Inflation and REIT Returns in Presence of Structural Breaks: Empirical Evidence from the USA and the UK.
Datta, Susanta and Hatekar, Neeraj (2022): Range Volatility Spillover across Sectoral Stock Indices during COVID-19 Pandemic: Evidence from Indian Stock Market.
Daud, Ariff and Masih, Mansur (2017): Is there any relationship between exchange rate and investment ? evidence from Australia.
De Luca, Giovanni and Zuccolotto, Paola (2013): A Conditional Value-at-Risk Based Portfolio Selection With Dynamic Tail Dependence Clustering.
Degiannakis, Stavros and Floros, Christos and Salvador, Enrique and Vougas, Dimitrios (2020): On the Stationarity of Futures Hedge Ratios. Forthcoming in: Operational Research (2020)
Delavari, Majid and Gandali Alikhani, Nadiya and Naderi, Esmaeil (2013): Does long memory matter in forecasting oil price volatility?
Delis, Panagiotis and Degiannakis, Stavros and Giannopoulos, Kostantinos (2021): What should be taken into consideration when forecasting oil implied volatility index?
Demiralay, Sercan and Ulusoy, Veysel (2014): Value-at-risk Predictions of Precious Metals with Long Memory Volatility Models.
Dewandaru, Ginanjar and Alaoui, AbdelKader and Bacha, Obiyathulla and Masih, Mansur (2014): Stock Market Co-movement and Shock Transmission: Islamic versus Conventional Equity Indices.
Dewandaru, Ginanjar and Alaoui, Abdelkader and Masih, A. Mansur M. and Alhabshi, Syed Othman (2013): Comovement and resiliency of Islamic equity market: Evidence from GCC Islamic equity index based on wavelet analysis.
Dewandaru, Ginanjar and Rizvi, Syed Aun and Sarkar, Kabir and Bacha, Obiyathulla and Masih, Mansur (2014): How do Macroeconomic Changes Impact Islamic and Conventional Equity Prices? Evidence from Developed and Emerging Countries.
Diallo, Abdoulaye Kindy and Masih, Mansur (2017): CO2 emissions and financial development: evidence from the United Arab Emirates based on an ARDL approach.
Didenko, Alexander and Dubovikov, Michael and Poutko, Boris (2015): Forecasting Coherent Volatility Breakouts. Published in: Bulletin of Financial University , Vol. 85, No. 1 (March 2015): pp. 30-36.
Dimitrakopoulos, Stefanos and Tsionas, Mike G. and Aknouche, Abdelhakim (2020): Ordinal-response models for irregularly spaced transactions: A forecasting exercise.
Djennad, Abdelmajid and Rigby, Robert and Stasinopoulos, Dimitrios and Voudouris, Vlasios and Eilers, Paul (2015): Beyond location and dispersion models: The Generalized Structural Time Series Model with Applications.
Dumitriu, Ramona and Stefanescu, Razvan (2013): DOW effects in returns and in volatility of stock markets during quiet and turbulent times. Published in: Proceedings of the 5th International Conference on Economics and Administration No. 2013 (22 May 2013): pp. 143-169.
Dwihasri, Dhaifina and Masih, Mansur (2015): Should investors diversify their portfolios with stocks from major trading countries? A comparative multivariate GARCH-DCC and wavelet correlation analysis.
Dzanan, Haris and Masih, Mansur (2017): Does currency depreciation necessarily result in positive trade balance ? new evidence from Norway.
Eita, Joel Hinaunye and Ngobese, Sibusiso Blessing and Muteba Mwamba, John Weirstrass (2020): An empirical analysis of systemic and macroeconomic risk in South Africa: an application of the quantile regression.
El Ghini, Ahmed and Saidi, Youssef (2014): Return and Volatility Spillovers in the Moroccan Stock Market During The Financial Crisis. Published in: Empirical Economics No. http://link.springer.com/article/10.1007/s00181-016-1110-8 (8 June 2016)
El Ghourabi, Mohamed and Francq, Christian and Telmoudi, Fedya (2013): Consistent estimation of the Value-at-Risk when the error distribution of the volatility model is misspecified.
El khamlichi, Abdelbari and HOANG, Thi Hong Van and Wong, Wing-Keung (2017): Is Gold Different for Islamic and Conventional Portfolios? A Sectorial Analysis.
Ellul, Reuben (2015): Analysing correlation between the MSE index and global stock markets. Published in: Xjenza Online - Journal of the Malta Chamber of Scientists , Vol. 3, No. 2 (December 2015): pp. 105-114.
Elyas, Redha and Masih, Mansur (2019): Does environmental awareness determine GDP growth ? evidence from Singapore based on ARDL and NARDL approaches.
Ermişoğlu, Ergun and Akçelik, Yasin and Oduncu, Arif and Taşkın, Temel (2013): The Effects of Additional Monetary Tightening on Exchange Rates.
Erten, Irem and Tuncel, Murat B. and Okay, Nesrin (2012): Volatility Spillovers in Emerging Markets During the Global Financial Crisis: Diagonal BEKK Approach.
Escobari, Diego and Garcia, Sergio and Mellado, Cristhian (2017): Identifying Bubbles in Latin American Equity Markets: Phillips-Perron-based Tests and Linkages. Forthcoming in: Emerging Markets Review
Escribano, Alvaro and Sucarrat, Genaro (2016): Equation-by-Equation Estimation of Multivariate Periodic Electricity Price Volatility.
Estrada, Fernando (2014): Rescue costs and financial risk.
Ezzat, Hassan (2012): The Application of GARCH Methods in Modeling Volatility Using Sector Indices from the Egyptian Exchange. Published in: Journal of Money, Investment and Banking No. 27 (March 2013): pp. 68-85.
Ezzat, Hassan (2013): Long Memory Processes and Structural Breaks in Stock Returns and Volatility: Evidence from the Egyptian Exchange. Published in: International Research Journal of Finance and Economics No. 113 (August 2013): pp. 136-146.
Fadzil, Anas and Masih, Mansur (2018): What drives the stock markets ? evidence from India.
Fadzil, Atikah and Masih, Mansur (2017): Does export lead growth? evidence from Japan.
Fairuz, Sharifah and Masih, Mansur (2018): What drives the profit rates of islamic banks ? Malaysia’s case.
Fajardo, José (2019): Bitcoin's return behaviour: What do We know so far?
Fan, Jianqing and Liao, Yuan and Shi, Xiaofeng (2013): Risks of large portfolios.
Fantazzini, Dean (2024): Adaptive Conformal Inference for computing Market Risk Measures: an Analysis with Four Thousands Crypto-Assets. Forthcoming in: Journal of Risk and Financial Management (2024)
Fantazzini, Dean (2023): Assessing the Credit Risk of Crypto-Assets Using Daily Range Volatility Models. Forthcoming in: Information
Fantazzini, Dean and Kurbatskii, Alexey and Mironenkov, Alexey and Lycheva, Maria (2022): Forecasting oil prices with penalized regressions, variance risk premia and Google data. Published in: Applied Econometrics
Fantazzini, Dean and Xiao, Yufeng (2023): Detecting Pump-and-Dumps with Crypto-Assets: Dealing with Imbalanced Datasets and Insiders’ Anticipated Purchases. Forthcoming in: Econometrics
Fantazzini, Dean (2022): Crypto Coins and Credit Risk: Modelling and Forecasting their Probability of Death. Forthcoming in: Journal of Risk and Financial Management
Fantazzini, Dean (2020): Discussing copulas with Sergey Aivazian: a memoir. Forthcoming in: Model Assisted Statistics and Applications : pp. 1-14.
Fantazzini, Dean and Zimin, Stephan (2019): A multivariate approach for the simultaneous modelling of market risk and credit risk for cryptocurrencies. Forthcoming in: Journal of Industrial and Business Economics
Farid, Hazim and Masih, Mansur (2018): Is there any causal link between shariah index and islamic unit trust growth ? Malaysian evidence.
Farouk, Faizal and Masih, Mansur (2014): Are There Profit (Returns) in Shariah-Compliant Exchange Traded Funds? The Multiscale Propensity.
Farouk, Faizal and Masih, Mansur (2017): Lead-lag relationship between islamic ETF price and strategic commodities: evidence from Malaysia.
Fatiha, Illani and Masih, Mansur (2017): Causal relationship between FDI, trade, economic growth and exchange rate : Malaysian evidence.
Fedotenkov, Igor (2018): A review of more than one hundred Pareto-tail index estimators.
Fengler, Matthias R. and Herwartz, Helmut (2015): Measuring spot variance spillovers when (co)variances are time-varying - the case of multivariate GARCH models.
Forson, Joseph Ato and Janrattanagul, Jakkaphong (2014): Selected Macroeconomic Variables and Stock Market Movements: Empirical evidence from Thailand. Published in: Contemporary Economics , Vol. 8, No. 2 (30 June 2014): pp. 154-174.
Foziah, Nik Hazimi and Masih, Mansur (2017): Does islamic banking have significant effect on economic growth ? evidence from Malaysia.
Francq, Christian and Zakoian, Jean-Michel (2024): Finite moments testing in a general class of nonlinear time series models.
Francq, Christian and Jiménez Gamero, Maria Dolores and Meintanis, Simos (2015): Tests for sphericity in multivariate garch models.
Francq, Christian and Sucarrat, Genaro (2015): Equation-by-Equation Estimation of a Multivariate Log-GARCH-X Model of Financial Returns.
Francq, Christian and Sucarrat, Genaro (2013): An Exponential Chi-Squared QMLE for Log-GARCH Models Via the ARMA Representation.
Francq, Christian and Zakoian, Jean-Michel (2015): Joint inference on market and estimation risks in dynamic portfolios.
Francq, Christian and Zakoian, Jean-Michel (2015): Looking for efficient qml estimation of conditional value-at-risk at multiple risk levels.
Francq, Christian and Zakoian, Jean-Michel (2021): Testing the existence of moments and estimating the tail index of augmented garch processes.
Francq, Christian and Zakoian, Jean-Michel (2019): Virtual Historical Simulation for estimating the conditional VaR of large portfolios. Forthcoming in: Journal of Econometrics
Fries, Sébastien (2018): Conditional moments of noncausal alpha-stable processes and the prediction of bubble crash odds.
Fry, John (2013): Bubbles, shocks and elementary technical trading strategies.
Fulli-Lemaire, Nicolas (2013): A Tale of Two Eurozones: Banks’ Funding, Sovereign Risk & Unconventional Monetary Policies.
G.K., Chetan Kumar and K.B., Rangappa and S., Suchitra (2021): Analyzing Interlinkages between Financial and Real Estate Sector in the aftermath of COVID-19's Second wave: An Econometric Approach using VECM model. Published in: Towards Excellence , Vol. 13, No. December 2021 (1 December 2021): pp. 692-705.
G.K., Chetan Kumar and K.B., Rangappa and S., Suchitra (2022): Analyzing the Impact of Companies’ Investment on Skill Upgradation in Improving their Resilience amidst COVID-19. Published in: ATMANIRBHAR BHARAT : Opportunities and Challenges , Vol. 1, No. 1 (2022): pp. 24-37.
Gadhoum, Anouar and Masih, Mansur (2018): Emerging market equities and US policy uncertainty: evidence from Malaysia based on ARDL.
Gaete, Michael and Herrera, Rodrigo (2022): Diversification benefits of commodities in portfolio allocation: A dynamic factor copula approach.
Galli, Fausto (2014): Stochastic conditonal range, a latent variable model for financial volatility.
Galli, Fausto (2014): Stochastic conditonal range, a latent variable model for financial volatility.
Gencer, Murat and Unal, Gazanfer (2016): Testing Non-Linear Dynamics, Long Memory and Chaotic Behaviour of Energy Commodities.
Gerlach, Richard and Naimoli, Antonio and Storti, Giuseppe (2018): Time Varying Heteroskedastic Realized GARCH models for tracking measurement error bias in volatility forecasting.
Gerlach, Richard and Naimoli, Antonio and Storti, Giuseppe (2020): Time-varying parameters Realized GARCH models for tracking attenuation bias in volatility dynamics. Forthcoming in: Quantitative Finance (2020)
Ghafar, Aiman and Masih, Mansur (2017): The unemployment rate and its determinants: the Malaysian case.
Ghafar, Nurul and Masih, Mansur (2016): Determinants of unemployment rate in an open economy: Malaysian evidence.
Ghassan, Hassan and Abdullah, Abdelgader (2009): Does the entry of foreign investors influence the volatility of Doha Securities Market? Published in: International Journal of Monetary Economics and Finance , Vol. 3, No. 4 (2010): pp. 359-373.
Ghazali, Ummu and Masih, Mansur (2018): Should Malaysia depreciate her exchange rate ?
Golding, Khabran and Masih, Mansur (2018): Does foreign direct investment lead or lag employment ? an ARDL approach.
Golinski, Adam and Madeira, Joao and Rambaccussing, Dooruj (2014): Fractional Integration of the Price-Dividend Ratio in a Present-Value Model.
Gouriéroux, Christian and Monfort, Alain and Zakoian, Jean-Michel (2018): Consistent Pseudo-Maximum Likelihood Estimators and Groups of Transformations. Forthcoming in: Econometrica
Griffin, Jim and Liu, Jia and Maheu, John M (2016): Bayesian Nonparametric Estimation of Ex-post Variance.
Grønneberg, Steffen and Sucarrat, Genaro (2014): Risk Estimation when the Zero Probability of Financial Return is Time-Varying.
Gulzar, Rosana and Masih, Mansur (2015): Islamic banking: 40 years later, still interest-based? Evidence from Malaysia.
Habib, Farrukh and Masih, Mansur (2017): The effect of interest rates and rate of profit on islamic investment deposits: evidence from Malaysia.
Haffejee, muhammad Ismail and Masih, Mansur (2018): Is the relationship between financial development and income inequality symmetric or asymmetric ? new evidence from South Africa based on NARDL.
Hakim, Idwan and Masih, Mansur (2016): Does finance lead or lag economic growth ? the Malaysian evidence.
Hakim, Idwan and Masih, Mansur (2014): Portfolio diversification strategy for Malaysia: International and sectoral perspectives.
Halim, Abdul and Masih, Mansur (2017): Comovement between crude oil prices and shariah stock indices: MGARCH-DCC and wavelet analysis.
Halim, Asyraf Abdul and Ariff, Muhammad and Masih, A. Mansur M. (2016): The impact of real estate, inequality and current account imbalances on excessive credit: A cross country analysis.
Halim, Hafeez and Masih, Mansur (2016): Granger-causal relationship between islamic bank financing and macroeconomic variables: evidence from Malaysia based on ARDL.
Halim, Hafeez and Masih, Mansur (2017): The causal relationship between islamic bank financing and macroeconomic variables: evidence from Malaysia based on ARDL approach.
Halkos, George and Tsirivis, Apostolos (2019): Using Value-at-Risk for effective energy portfolio risk management.
Halkos, George and Tzirivis, Apostolos (2018): Effective energy commodities’ risk management: Econometric modeling of price volatility.
Hamid, Zuraini and Masih, Mansur (2017): The lead-lag relationship between the rubber price and inflation rate: an evidence from Malaysia.
Hamidi Sahneh, Mehdi (2017): News, Noise, and Tests of Present Value Models. Forthcoming in:
Hamour, Mohamed and Masih, Mansur (2017): The dilemma of the sharia conscious investor: a time series analysis.
Hamzah, Nurrawaida Husna and Masih, Mansur (2018): Revisiting effectiveness of interest rate as a tool to control inflation: evidence from Malaysia based on ARDL and NARDL.
Hanifa, Mohamed Hisham and Masih, Mansur (2013): Housing finance and financial stability: evidence from Malaysia, Thailand and Singapore.
Haniff, Norazza Mohd and Masih, Mansur (2016): Shariah stocks as an inflation hedge in Malaysia.
Haq, Marifatul and Masih, Mansur (2018): Macroeconomic determinants of stock markets: Indian case.
Hasan, Amiratul Nadiah and Masih, Mansur (2018): Determinants of food price inflation: evidence from Malaysia based on linear and nonlinear ARDL.
Hasbullah, Faruq and Masih, Mansur (2016): Fast profits in a fasting month? A markov regime switching approach in search of ramadan effect on stock markets.
Hashim, Khairul and Masih, Mansur (2014): What causes economic growth in Malaysia: exports or imports ?
Hashim, Khairul Khairiah and Masih, Mansur (2015): Stock market volatility and exchange rates: MGARCH-DCC and wavelet approaches.
Hashim, Norhaziah and Masih, Mansur (2018): The impact of interest rate changes on islamic home financing: Malaysia as a case study.
Haskanbancha, Nazmi and Masih, Mansur (2018): Does public infrastructure lead or lag GDP? evidence from Thailand based on NARDL.
Hasnul, Al Gifari and Masih, Mansur (2016): Role of instability in affecting capital flight magnitude: An ARDL bounds testing approach.
Hassan, Fatimatul and Masih, Mansur (2018): Relationship between crude oil prices and global sukuk (islamic bond) index: evidence from Dow Jones Citygroup sukuk index.
Hassan, Hissam and Masih, Mansur (2017): Public debt and GDP growth in the Malaysian islamic economy.
Hassen, Omar and Masih, Mansur (2017): Is shariah stock index better than the conventional stock index in explaining economic growth ? evidence from Malaysia.
Hasson, Ashwaq and Masih, Mansur (2017): Energy consumption, trade openness, economic growth, carbon dioxide emissions and electricity consumption: evidence from South Africa based on ARDL.
He, Zhongfang (2018): A Class of Generalized Dynamic Correlation Models.
Heidari, Hassan and Ebrahimi Torki, Mahyar and Babaei Balderlou, Saharnaz (2015): How Do Different Oil Price Shocks Affect the Relationship Between Oil and Stock Markets?
Hendriks, Johannes Jurgens and Bonga-Bonga, Lumengo (2020): Sectoral dependence and contagion in the BRICS grouping: an application of the R-Vine copulas.
Hernández, Juan R. (2020): Covered Interest Parity: A Stochastic Volatility Approach to Estimate the Neutral Band.
Hernández, Juan R. (2014): Peso-Dollar Forward Market Analysis: Explaining Arbitrage Opportunities during the Financial Crisis.
Hina, Hafsa and Qayyum, Abdul (2015): Exchange Rate Determination and Out of Sample Forecasting: Cointegration Analysis.
Hiremath, Gourishankar S and Bandi, Kamaiah (2010): Do stock returns in India exhibit a mean reverting tendency? Evidence from multiple structural breaks test. Published in: Banking and Finance Letters , Vol. 2, No. 4 (2010): pp. 371-390.
Hiremath, Gourishankar S and Bandi, Kamaiah (2009): On the random walk characteristics of stock returns in India. Published in: Artha Vijnana , Vol. 51, No. 1 (2009): pp. 85-96.
Hiremath, Gourishankar S and Kumari, Jyoti (2014): Stock returns predictability and the adaptive market hypothesis in emerging markets: evidence from India. Published in: SpringPlus , Vol. 428, No. 3 (2014): pp. 1-14.
Hodori, Arif and Masih, Mansur (2017): Determinants of profitability of takaful operators: new evidence from Malaysia based on dynamic GMM approach.
Hoe, Foong Chee and Masih, Mansur (2017): Short - and long-run relationship between oil price and exchange rate: evidence from Malaysia based on Markov regime switching approach.
Hosen, Mosharrof and Masih, Mansur (2017): Are Islamic risk factors blessings or curse for stock return? evidence from Malaysia based on dynamic GMM and quantile regression approaches.
Hossain, Saddam and Masih, Mansur (2018): Is the relationship between FDI and inflation nonlinear and asymmetric? new evidence from NARDL approach.
Hu, Zongyi and Li, Chao (2015): Investor Sentiment and Irrational Speculative Bubble Model.
Huo, Da (2024): Efficient Estimation of Stochastic Parameters: A GLS Approach.
Hussan, Subithabhanu and Masih, Mansur (2014): Are The Profit Rates of the Islamic Investment Deposit Accounts Truly Performance Based? A Case Study of Malaysia.
Hussin, Syaryanti and Masih, Mansur (2017): Does interest rate affect the saving account deposits of islamic banks ? evidence from Malaysia.
Ibrahim, Norhaslina and Masih, Mansur (2018): The finance-growth nexus: is finance supply-leading or demand-following in islamic finance ? evidence from Malaysia.
Ibrahim, Omar (2019): Modelling Risk on the Egyptian Stock Market: Evidence from a Markov-Regime Switching GARCH Process.
Ibrahim, Zil Farlilah and Masih, Mansur (2017): Is gold a better choice as reserve currency for smaller market economies?
Ihsaanul, Ahmad and Masih, Mansur (2018): Would the volatility of oil price affect the GDP of a country ? Singaporean evidence.
Ikeda, Yuki (2021): Efficient Computation of Portfolio Credit Risk with Chain Default.
Ikram, Ahmad and Masih, Mansur (2018): Does international trade lead industrial production or the other way around ? evidence from Malaysia.
Ilhan, Bilal and Masih, Mansur (2014): Do Portfolio Diversification Opportunities exist across the Euro Zone Islamic Equity Markets? MGARCH-DCC and Wavelet Correlation Analysis.
Isa, Yazid and Masih, Mansur (2017): Does conventional interest rate influence islamic deposit rate of return or the other way around ? evidence from Malaysia.
Isaacs, Ziyaat and Masih, Mansur (2017): Testing the long-run relationship between exchange rate, oil price, FDI and GDP: an ARDL approach.
Isaev, Mirolim and Masih, Mansur (2017): Macroeconomic and bank-specific determinants of different categories of non-performing financing in Islamic banks: Evidence from Malaysia.
Isaev, Mirolim and Masih, Mansur (2017): The nexus of private sector foreign debt, unemployment, trade openness: evidence from Australia.
Ismail, Mohamed Ayaz Mohamed and Masih, Mansur (2015): Causality between financial development and economic growth, and the Islamic finance imperative: A case study of Indonesia.
Ismail, Yusra and Masih, Mansur (2019): Is the relationship between inflation and financial development symmetric or asymmetric? new evidence from Sudan based on NARDL.
Ivanov, Sergei (2014): Exploiting of interest rates fundamental inefficiency.
Izani, Izahairani and Masih, Mansur (2017): Do islamic bank deposits depend on total islamic bank assets or the other way around ?
Izatov, Asset (2014): Testing the Effect of the Conflict in Georgia in 2008 on Energy Market.
Izyani, Nurul and Masih, Mansur (2018): Do the trading partners’ exchange rates impact the export performance of a country? evidence from Malaysia.
Jaffar, Yusuf and Masih, Mansur (2014): Exploring portfolio diversification opportunities through venture capital financing.
Jailani, Mohamad Zaky and Masih, Mansur (2015): Determining the relationship between financial development and economic growth: An application of ARDL technique to Singapore.
Jamil, Sakinah and Masih, Mansur (2018): Factors influencing shariah (islamic) compliant stock index: Malaysian evidence.
Jaramba, Toddy and Fadiran, Gideon (2009): Analysis of Volatility transmission across South African Financial Markets.
Jin, Xin and Maheu, John M (2014): Bayesian Semiparametric Modeling of Realized Covariance Matrices.
Jin, Xin and Maheu, John M (2014): Modeling Covariance Breakdowns in Multivariate GARCH.
Jin, Xin and Maheu, John M and Yang, Qiao (2017): Bayesian Parametric and Semiparametric Factor Models for Large Realized Covariance Matrices.
Jiranyakul, Komain (2011): On the Risk-Return Tradeoff in the Stock Exchange of Thailand: New Evidence. Published in: Asian Social Science , Vol. 7, No. 7 (July 2011): pp. 115-123.
Jones, Clive (2015): Predictability of the daily high and low of the S&P 500 index.
Kabir, Mustafa and Masih, Mansur (2019): Portfolio diversification between exchange rates and islamic stocks: evidence from the USA, Euro area, Japan and Malaysia.
Kabir, Sarkar Humayun and Masih, Mansur (2014): Dynamic Integration of Domestic Equity Price, Foreign Equity Price and Macroeconomic Indicators: Evidence from Malaysia.
Kakorina, Ekaterina (2014): Forecasting conditional volatility on the RIN market using MS GARCH model.
Kaleemuddin, Mohammed and Masih, Mansur (2017): Does financial development drive economic growth ? an ARDL approach.
Kalthum, Ummi and Masih, Mansur (2017): The lead-lag relationship between PPI, CPI and oil price: Malaysian evidence.
Kamarudin, Eka Azrin and Masih, Mansur (2015): Islamic versus conventional stock market and its co-movement with crude oil: a wavelet analysis.
Kamaruzdin, Thaqif and Masih, Mansur (2014): 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.
Kamil, Nazrol and Masih, Mansur (2016): Shari’ah (islamic)compliant investments in Malaysia: influences of selected stock indices and their trend/cycle decomposition equity.
Karapanagiotidis, Paul (2014): Dynamic State-Space Models.
Karapanagiotidis, Paul (2014): Dynamic modeling of commodity futures prices.
Karapanagiotidis, Paul (2013): Empirical evidence for nonlinearity and irreversibility of commodity futures prices.
Karkowska, Renata (2014): Is the Central and Eastern European banking systems stable? Evidence from the recent financial crisis.
Karkowska, Renata (2013): The empirical analysis of dynamic relationship between financial intermediary connections and market return volatility. Published in: Faculty of Management Working Paper Series , Vol. No 3, No. No 3/ 2013 (October 2013): pp. 1-13.
Kausik, B.N. (2023): Equity Premium in Efficient Markets.
Khalaf, Tasneem and Masih, Mansur (2018): Is the relationship between non-performing loans of banks and economic growth asymmetric ? Malaysia’s evidence based on linear and nonlinear ARDL approaches.
Khalit, Nafsiah and Masih, Mansur (2017): Is shariah (islamic) stock price causally related to the macroeconomic variables ? Malaysian evidence.
Khan, Aftab and Masih, Mansur (2019): Do Islamic stocks and commodity markets comove at different investment horizons ? evidence from wavelet time-frequency approach.
Khan, Aftab and Masih, Mansur (2016): Does islamic stock index lead or lag conventional stock index ? Malaysian case.
Khan, Azima and Masih, Mansur (2017): Does women empowerment Granger-cause economic growth or the other way around? evidence from Iceland.
Khasanov, Khush and Masih, Mansur (2016): Macroeconomic variables and oil price: evidence from Turkey.
Kombarov, Sayan (2021): Action in Economics: Mathematical Derivation of Laws of Economics from the Principle of Least Action in Physics. Published in: Proceedings of International Conference of Eurasian Economies (24 August 2021): pp. 123-129.
Komijani, Akbar and Naderi, Esmaeil and Gandali Alikhani, Nadiya (2013): A Hybrid Approach for Forecasting of Oil Prices Volatility.
Korkmaz, Turhan and Cevik, Emrah Ismail and Özataç, Nesrin (2009): Testing for long memory in ISE using Arfima-Figarch model and structural break test. Published in: International Research Journal of Finance and Economics No. 26 (April 2009): pp. 186-191.
Korobilis, Dimitris and Shimizu, Kenichi (2021): Bayesian Approaches to Shrinkage and Sparse Estimation.
Krishnankutty, Raveesh and Tiwari, Aviral Kumar (2011): Are the Bombay stock Exchange Sectoral indices of Indian stock market cointegrated? Evidence using fractional cointegration test. Published in: Journal of Emerging Financial Markets , Vol. Vol.2, No. No. 1 (31 December 2011): pp. 37-45.
Kumar, Satish and Tiwari, Aviral and Raheem, Ibrahim and Hille, Erik (2021): Time-varying dependence structure between oil and agricultural commodity markets: A dependence-switching CoVaR copula approach. Forthcoming in: Resources Policy
Lajis, Siti and Masih, Mansur (2018): Is the islamic equity market independent of the influence of primary commodities ? Malaysian evidence.
Lal, Amant (2009): An Empirical Time Series Model of Economic Growth and Environment.
Langedijk, Sven and Monokroussos, George and Papanagiotou, Evangelia (2015): Benchmarking Liquidity Proxies: Accounting for Dynamics and Frequency Issues.
Latheef, Udhula Abdul and Masih, Mansur (2017): Asymmetrical effects of macro variables on commercial bank deposits: evidence from Maldives based on NARDL.
Ledenyov, Dimitri O. and Ledenyov, Viktor O. (2014): Mergers and acquisitions transactions strategies in diffusion - type financial systems in highly volatile global capital markets with nonlinearities.
Ledenyov, Dimitri O. and Ledenyov, Viktor O. (2013): On the Stratonovich – Kalman - Bucy filtering algorithm application for accurate characterization of financial time series with use of state-space model by central banks.
Ledenyov, Dimitri O. and Ledenyov, Viktor O. (2014): On the fundamentals of winning virtuous strategies creation toward leveraged buyout transactions implementation during private equity investment in conditions of resonant absorption of discrete information in diffusion - type financial system with induced nonlinearities.
Ledenyov, Dimitri O. and Ledenyov, Viktor O. (2014): On the fundamentals of winning virtuous strategies creation toward leveraged buyout transactions implementation during private equity investment in conditions of resonant absorption of discrete information in diffusion - type financial system with induced nonlinearities.
Ledenyov, Dimitri O. and Ledenyov, Viktor O. (2014): On the fundamentals of winning virtuous strategies creation toward leveraged buyout transactions implementation during private equity investment in conditions of resonant absorption of discrete information in diffusion - type financial system with induced nonlinearities.
Ledenyov, Dimitri O. and Ledenyov, Viktor O. (2014): On the winning virtuous strategies for ultra high frequency electronic trading in foreign currencies exchange markets.
Ledenyov, Dimitri O. and Ledenyov, Viktor O. (2014): On the winning virtuous strategies for ultra high frequency electronic trading in foreign currencies exchange markets.
Ledenyov, Dimitri O. and Ledenyov, Viktor O. (2015): Quantum microeconomics theory.
Ledenyov, Dimitri O. and Ledenyov, Viktor O. (2014): Strategies on initial public offering of company equity at stock exchanges in imperfect highly volatile global capital markets with induced nonlinearities.
Ledenyov, Dimitri O. and Ledenyov, Viktor O. (2013): Tracking and replication of hedge fund optimal investment portfolio strategies in global capital markets in presence of nonlinearities.
Ledenyov, Dimitri O. and Ledenyov, Viktor O. (2013): Venture capital optimal investment portfolio strategies selection in diffusion - type financial systems in global capital markets with nonlinearities.
Ledenyov, Dimitri O. and Ledenyov, Viktor O. (2015): Wave function method to forecast foreign currencies exchange rates at ultra high frequency electronic trading in foreign currencies exchange markets.
Lee, David (2023): An Analytic Solution for Valuing Guaranteed Equity Securities.
Lee, David (2022): Generic Price Model for Commodity Derivatives.
Lee, David (2022): Pricing Cancellation Product.
Lee, Kam Weng and Masih, Mansur (2018): Investigating the causal relationship between exchange rate variability and palm oil export: evidence from Malaysia based on ARDL and nonlinear ARDL approaches.
Lee, Siew Peng and Masih, Mansur (2017): Determinants of banks’ margins: case of islamic and conventional banks: evidence from Malaysia based on GMM approach.
Lemus, Antonio and Pulgar, Carlos (2021): Households’ Debt Thresholds: A Market Aspects Approach.
Lengnoo, Hayatee and Masih, Mansur (2018): Granger-causality between real exchange rate and economic growth: evidence from Thailand.
Li, Chenxing and Maheu, John M (2023): Beyond Conditional Second Moments: Does Nonparametric Density Modelling Matter to Portfolio Allocation?
Li, Chenxing and Zhang, Zehua and Zhao, Ran (2023): Volatility or higher moments: Which is more important in return density forecasts of stochastic volatility model?
Li, Chenxing and Maheu, John M (2020): A Multivariate GARCH-Jump Mixture Model.
Li, Chenxing and Maheu, John M and Yang, Qiao (2022): An Infinite Hidden Markov Model with Stochastic Volatility.
Li, Longqing (2017): A Comparative Study of GARCH and EVT Model in Modeling Value-at-Risk. Published in: Journal of Applied Business and Economics , Vol. 19, No. 7 : pp. 27-48.
Lim, Siok Jin (2020): Portfolio diversification opportunities for U.S. Islamic investors with its trading partners when the world catches a cold: A Multivariate-GARCH and wavelet approach.
Lim, Siok Jin and Masih, Mansur (2017): Exploring portfolio diversification opportunities in Islamic capital markets through bitcoin: evidence from MGARCH-DCC and Wavelet approaches.
Liu, Jia and Maheu, John M and Song, Yong (2023): Identification and Forecasting of Bull and Bear Markets using Multivariate Returns.
Liu, Jia and Maheu, John M (2015): Improving Markov switching models using realized variance.
Liu, Xiaochun (2013): Markov-Switching Quantile Autoregression.
Liyana, Anis and Masih, Mansur (2018): Does unemployment rate lead GDP growth or the other way around ? Malaysia’s case.
Lo, Chi-Sheng (2016): Structural VAR analysis of monetary transmission mechanism and central bank’s response to equity volatility shock in Taiwan.
Lof, Matthijs (2013): Essays on Expectations and the Econometrics of Asset Pricing.
Lokman, Azarahiah and Masih, Mansur (2016): What drives banks’ willingness to lend to SMEs? An ARDL approach.
Ludeen, Abdullah and Masih, Mansur (2017): What factors affect islamic bank deposits ? Malaysian case based on ARDL.
Maake, Tebogo and Bonga-Bonga, Lumengo (2019): The relationship between carry trade and asset markets in South Africa.
Mabanga, Chris and Bonga-Bonga, Lumengo (2020): The effects of oil prices on equity market returns in BRICS grouping: A quantile-on-quantile approach.
Madeira, Makharam and Masih, Mansur (2017): Does the purchasing power parity theory hold for Malaysia ?
Maheu, John M and Shamsi, Azam (2016): Nonparametric Dynamic Conditional Beta.
Maheu, John M and Yang, Qiao (2015): An Infinite Hidden Markov Model for Short-term Interest Rates.
Mahmood, Ilham and Masih, Mansur (2018): Is there any long run Granger-causality between economic growth and energy consumption ? evidence from Singapore.
Mahmood, Nihal and Masih, Mansur (2019): Does institutional stability granger-cause foreign direct investment? evidence from Canada.
Mahmood, Nihal and Masih, Mansur (2018): Dynamics between islamic banking performance and CO2 emissions: evidence from the OIC countries.
Mahmud, Nurrul Iiyana and Masih, Mansur (2016): Are shariah (islamic) stock market returns stable ? evidence from the select islamic stock indices of emerging markets, USA, UK and Japan.
Majeed, Ayesha and Masih, Mansur (2016): A study of long- run theoretical relationship between ASEAN stock market indices and developed stock market indices of US and Japan.
Majeed, Raseena and Masih, Mansur (2016): Impact of macroeconomic variables on shariah stock markets: evidence from Malaysia based on ARDL approach.
Malayan, Firoz and Masih, Mansur (2017): Causal linkages between the energy sector and islamic regional indexes: evidence from GCC, EU, US, emerging markets and Asia-pacific.
Malhotra, Karan (2012): Multiperiod Black Litterman Asset Allocation Model.
Malik, Meheroon Nisa Abdul and Masih, Mansur (2017): The relationship between energy consumption, financial development and economic growth: an evidence from Malaysia based on ARDL.
Mansur, Alfan and Liu, Yichang and Zaman, Kazi Arif Uz (2015): Portfolio Shocks and the Dynamics of the Real Economy of Australia (1980-2014): A Structural Vector Autoregressive Model Approach.
Mantai, Mohammed Mahmoud and Masih, Mansur (2016): Do changes in shariah screening methodology make islamic indices substitutes or complements? an application of MGARCH-DCC and markov switching analysis.
Mapa, Dennis S. and Paz, Nino Joseph I. and Eustaquio, John D. and Mindanao, Miguel Antonio C. (2014): Forecasting Time-Varying Correlation using the Dynamic Conditional Correlation (DCC) Model.
Marin, J. Miguel and Sucarrat, Genaro (2012): Financial Density Selection. Published in: The European Journal of Finance , Vol. 21, No. 13-14 (2015): pp. 1195-1213.
Maruf, Aminudin and Masih, Mansur (2019): Is the relationship between infrastructure and economic growth symmetric or asymmetric? evidence from Indonesia based on linear and non-linear ARDL.
Masih, Mansur and AbdulKarim, Fatima (2014): Dynamic causal chain of money, output, interest rate, exchange rate and prices: Nigeria as a case study.
Masih, Mansur and Majid, Hamdan Abdul (2013): Comovement of Selected International Stock Market Indices:A Continuous Wavelet Transformation and Cross Wavelet Transformation Analysis.
Masih, Mansur and Majid, Hamdan Abdul (2013): Stock Price and Industrial Production in Developing Countries: A Dynamic Heterogeneous Panel Analysis.
Masih, Mansur and Majid, Hamdan Abdul (2013): The Volatility and Correlations of Stock Returns of Some Crisis-Hit Countries: US, Greece, Thailand and Malaysia: Evidence from MGARCH-DCC applications.
Mazlan, Zuhry and Masih, Mansur (2018): Causality between domestic fuel price and economic sectors: evidence from Malaysia.
Medovikov, Ivan (2014): Can Analysts Predict Rallies Better Than Crashes?
Mehta, Anirudh and Kanishka, Kunal (2014): Modeling and Forecasting Volatility – How Reliable are modern day approaches?
Mestiri, Sami and Farhat, Abdejelil (2018): Credit Risk Prediction based on Bayesian estimation of logistic regression model with random effects.
Mestiri, Sami (2021): Modelling the volatility of Bitcoin returns using Nonparametric GARCH models.
Miglo, Anton and Wu, Congsheng (2014): Asymmetric Information and IPO Size.
Miras, Hassan and Masih, Mansur (2017): Stock returns and macroeconomic factors in an emerging economy: Malaysian evidence.
Mobin, Mohammad Ashraful and Alhabshi, Syed Othman and Masih, Mansur (2015): Religiosity and threshold effect in social and financial performance of microfinance institutions: System GMM and non-linear threshold approaches.
Mobin, Mohammad Ashraful and Masih, Mansur (2014): Do the macroeconomic variables have any impact on the Islamic bank deposits?An application of ARDL approach to the Malaysian market.
Mohajan, Devajit and Mohajan, Haradhan (2023): An Economical Study When Cost of Irregular Raw Materials of an Industry Increases for Nonlinear Budget Constraint. Published in: Law and Economy , Vol. 2, No. 7 (26 July 2023): pp. 24-43.
Mohajan, Devajit and Mohajan, Haradhan (2023): Mathematical Model for Nonlinear Budget Constraint: Economic Activities on Increased Budget. Published in: Studies in Social Science & Humanities , Vol. 5, No. 2 (11 May 2023): pp. 20-40.
Mohajan, Devajit and Mohajan, Haradhan (2023): Sensitivity Analysis of Inputs of an Organization: A Profit Maximization Exploration. Published in: Law and Economy , Vol. 2, No. 4 (15 April 2023): pp. 32-48.
Mohajan, Devajit and Mohajan, Haradhan (2023): Sensitivity Analysis for Utility Maximization: A Study on Lagrange Multipliers and Commodity Coupons. Published in: Journal of Economic Development, Environment, and People , Vol. 12, No. 1 (31 March 2023): pp. 25-40.
Mohamad, Shaifulfazlee and Masih, Mansur (2017): What drives the property prices ? the Malaysian case.
Mohamad, Sharifah Fairuz Syed and Masih, Mansur (2013): Gold price movements in selected currencies: wavelet approach.
Mohamad, Sharifah Fairuz Syed and Masih, Mansur (2013): An application of MGARCH-DCC analysis on selected currencies in terms of gold Price.
Mohamed, Hazik and Masih, Mansur (2017): Stock market comovement among the ASEAN-5 : a causality analysis.
Mohammad Nor, Karina and Masih, Mansur (2016): Do spot and future palm oil prices influence the stock market prices of a major palm oil producer? the Malaysian experience.
Mohanty, Roshni and P, Srinivasan (2014): The Time-Varying Risk and Return Trade Off in Indian Stock Markets.
Mohd, Rafede and Masih, Mansur (2018): Testing the asymmetric and lead-lag relationship between CPI and PPI: an application of the ARDL and NARDL approaches.
Mohd Haniff, NorAzza and Masih, Mansur (2016): Does consumer sentiment predict consumer spending in Malaysia? an autoregressive distributed lag (ARDL) approach.
Mokhtar, Maznita and Masih, Mansur (2013): Are investments in islamic REITs susceptible to forex uncertainty: wavelet analysis.
Moloche, Guillermo (2001): Local Nonparametric Estimation of Scalar Diffusions.
Momin, Ebaad and Masih, Mansur (2015): Do US policy uncertainty, leveraging costs and global risk aversion impact emerging market equities? An application of bounds testing approach to the BRICS.
Morad, Shahidah Nailul and Masih, Mansur (2015): Islamic REIT response to macroeconomic factors: a markov regime switching auto regressive approach.
Morema, Kgotso and Bonga-Bonga, Lumengo (2018): The impact of oil and gold price fluctuations on the South African equity market: volatility spillovers and implications for portfolio management.
Morni, Fareiny and Masih, Mansur (2017): Predicting stress in the banking sector: Malaysian evidence.
Mosteut, Safini and Masih, Mansur (2017): Does the exchange rate volatility affect the foreign direct investment? the case of Thailand.
Mpoha, Salifya and Bonga-Bonga, Lumengo (2021): Spillover effects from China and the US to global emerging markets: a dynamic analysis.
Mukhoti, Sujay (2014): Non-Stationary Stochastic Volatility Model for Dynamic Feedback and Skewness.
Mukhoti, Sujay and Guhathakurta, Kousik (2015): Product market performance and capital structure: A Hierarchical Bayesian semi-parametric panel regression model.
Mukrim, Anis and Masih, Mansur (2017): The impact of macroeconomic variables on the crude palm oil export: Malaysian evidence based on ARDL approach.
Mukrim, Syahirah and Masih, Mansur (2018): Do islamic indices help portfolio diversification ? application of multivariate GARCH and wavelet coherence.
Munjid, Modhaa and Masih, Mansur (2017): The causal relationship between the macroeconomic variables and the stock price: the case of Brazil.
Musa, Mustafa and Masih, Mansur (2016): Are the ASEAN stock markets integrated with the US market ? new evidence from wavelet coherence.
Musaev, Mekhroj and Masih, Mansur (2017): Impact of oil price volatility on macroeconomic variables: an ARDL approach.
Musaeva, Gulzhan and Masih, Mansur (2018): Granger-causal relationship between islamic stock markets and oil prices: a case study of Malaysia.
Mustapha, Ishaq Muhammad and Masih, Mansur (2016): Dutch disease or Nigerian disease: a prima facie? New evidence from ARDL bound test analysis.
Mustapha, Ishaq Muhammad and Masih, Mansur (2017): 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.
Muteba Mwamba, John and Mokwena, Paula (2013): International diversification and dependence structure of equity portfolios during market crashes: the Archimedean copula approach.
Muteba Mwamba, John and Thabo, Lethaba and Uwilingiye, Josine (2014): Modelling the short-term interest rate with stochastic differential equation in continuous time: linear and nonlinear models.
Muteba Mwamba, John Weirstrass and Webb, Daniel (2014): The predictability of asset returns in the BRICS countries: a nonparametric approach.
NAQI SHAH, SADIA and QAYYUM, ABDUL (2016): Analyse Risk-Return Paradox: Evidence from Electricity Sector of Pakistan. Published in: Research Journal Social Science , Vol. 5, No. 2 (2016): pp. 117-138.
Nagayev, Ruslan and Masih, Mansur (2013): The Role of Gold as a Hedge and Safe Haven in Shariah-Compliant Portfolios.
Nagayev, Ruslan and Masih, Mansur (2013): Should Shariah-compliant investors include commodities in their portfolios? New evidence.
Nahavandian, Mohsen and Masih, Mansur (2016): Granger-causal relationship between macroeconomic factors and the Malaysian islamic index.
Naimoli, Antonio (2022): The information content of sentiment indices for forecasting Value at Risk and Expected Shortfall in equity markets.
Naimoli, Antonio and Storti, Giuseppe (2019): Heterogeneous component multiplicative error models for forecasting trading volumes.
Najeeb, Faiq and Masih, Mansur (2016): Macroeconomic variables and stock returns: evidence from Singapore.
Najibullah, Syed and Masih, Mansur (2015): Remittances and economic growth nexus: Do financial development and investment act as transmission channels? An ARDL bounds approach.
Naleef, Mohamed and Masih, Mansur (2018): Impact of political instability on economic growth, exchange rates and unemployment: Malaysian evidence.
Naqi Shah, Sadia and Qayyum, Abdul (2016): Analyse Risk-Return Paradox: Evidence from Electricity Sector of Pakistan.
Naseer, Areef Ahmed and Masih, Mansur (2016): Expect the unexpected: housing price bubble on the horizon in Malaysia.
Naser, Hanan (2018): Financial Development and Economic Growth in Oil-Dependent Economy: The case of Bahrain.
Naser, Hanan and Ahmed, Abdul Rashid (2016): Oil Price Shocks and Stock Market Performance in Emerging Economies: Some Evidence using FAVAR Models.
Naseri, Marjan and Masih, Mansur (2013): Causality between Malaysian Islamic Stock Market and Macroeconomic Variables.
Naseri, Marjan and Masih, Mansur (2014): Integration and Comovement of Developed and Emerging Islamic Stock Markets: A Case Study of Malaysia.
Nasir, Nur Alissa and Masih, Mansur (2018): Are the stock indices of FTSE Malaysia, China and USA causally linked together ?
Nath, Golaka (2013): Liquidity Issues in Indian Sovereign Bond Market.
Naurin, Abida and Qayyum, Abdul (2016): Impact of Oil Price and Its Volatility on CPI of Pakistan: Bivariate EGARCH Model.
Nazarian, Rafik and Naderi, Esmaeil and Gandali Alikhani, Nadiya and Amiri, Ashkan (2013): Long Memory Analysis: An Empirical Investigation.
Nazeer, Abdul Malik and Masih, Mansur (2017): Impact of political instability on foreign direct investment and Economic Growth: Evidence from Malaysia.
Nazib, Nur Afiyah and Masih, Mansur (2017): The response of monetary policy shocks on Islamic bank deposits: evidence from Malaysia based on ARDL approach.
Nazlan, Wan Syafiq and Masih, Mansur (2017): Does financial development lead or lag economic growth ? Malaysian evidence.
Ndiaye, Ndeye Djiba and Masih, Mansur (2017): Is inflation targeting the proper monetary policy regime in a dual banking system? new evidence from ARDL bounds test.
Njindan Iyke, Bernard (2015): On The Term Structure of South African Interest Rates: Cointegration and Threshold Adjustment.
Nkoba, Malik Abdulrahman and Masih, Mansur (2018): Revisiting the Phillips curve trade-off: evidence from Tanzania using nonlinear ARDL approach.
Noh, Nadia Mohd and Masih, Mansur (2017): The relationship between energy consumption and economic growth: evidence from Thailand based on NARDL and causality approaches.
Nor, Amiruddin and Masih, Mansur (2017): Granger-causality between islamic banks and conventional banks: evidence from Malaysia.
Nor, Amirudin Mohd and Masih, Mansur (2017): Do Islamic banks lead or lag conventional banks? Evidence from Malaysia.
Nurhaliq, Puteri and Masih, Mansur (2016): Export orientation vs import substitution : which strategy should the government adopt? Evidence from Malaysia.
Okay, Nesrin (1998): Asymmetric Volatility Dynamics: Evidence From the Istanbul Stock Exchange. Published in: Business & Economics for the 21st Century, Anthology , Vol. II, No. ISBN: 0-9659831-1-0 (1998): pp. 207-216.
Okedina, Jellil and Masih, Mansur (2018): The nexus between poverty and crime: evidence from India.
Olkhov, Victor (2022): Market-Based Asset Price Probability.
Olkhov, Victor (2019): Econophysics of Asset Price, Return and Multiple Expectations.
Olkhov, Victor (2022): The Market-Based Asset Price Probability.
Olujobi, Khalilat and Masih, Mansur (2018): Does the purchasing power parity theory hold for the exchange rate between the USA and Malaysia ?
Omar, Abdullah and Masih, Mansur (2017): Does inflation impact shariah (islamic) equity index and conventional equity index differently?the case of Malaysia.
Omar, Abdullah and Masih, Mansur (2017): Is the effect of inflation on shariah (islamic) stock and conventional stock different ? evidence from Malaysia.
Omar, Kamal and Masih, Mansur (2016): Granger-causal direction between crude oil and islamic deposits: Malaysian evidence.
Omar, Masitah and Masih, Mansur (2017): Does saving stimulate growth? the case of Malaysia.
Omer, Gamal Salih and Masih, Mansur (2014): Estimating and Forecasting Conditional Volatility and Correlations of the Dow Jones Islamic Stock Market Index Using Multivariate GARCH-DCC.
Oral, Ece (2012): Day of the Week Effect on Turkish Foreign Exchange Market Volatility During the Global Financial Crisis.
Osman, Fatimah and Masih, Mansur (2017): What are the drivers of islamic bank deposits ? evidence from Malaysia.
Osman, Khairul Nizam and Masih, Mansur (2018): Granger-causality of selective Dow Jones islamic and sustainability regional equity indices.
Otero, Karina V. (2016): Intensity of default in sovereign bonds: Estimation of an unobservable process.
Othman, Arshad Nuval and Masih, Mansur (2015): Do profit and loss sharing (PLS) deposits also affect PLS financing? Evidence from Malaysia based on DOLS, FMOLS and system GMM techniques.
Othman, Arshad Nuval and Masih, Mansur (2014): The different impact of conventional interest rates on Islamic stock market, Islamic banking and Islamic insurance: evidence from Malaysia.
Othman, Azura and Masih, Mansur (2016): Economic determinants of islamic deposits: evidence from Malaysia.
Othman, Nooramylia and Masih, Mansur (2018): Relation between macro economic variables and government securities: Malaysian case.
Othman, Nurhuda and Masih, Mansur (2018): Granger-causality between palm oil, gold and stocks (islamic and conventional): Malaysian evidence based on ARDL approach.
P., Srinivasan (2011): Price Discovery and Volatility Spillovers in Indian Spot-Futures Commodity Market. Published in: The IUP Journal of Behavioral Finance , Vol. 9, No. 1 (24 March 2012): pp. 70-85.
P., Srinivasan (2014): Stock Market Development and Economic growth in India: An Empirical Analysis.
Park, Kwang Suk and Masih, Mansur (2015): Does the shariah index move together with the conventional equity indexes?
Pathan, Rubina and Masih, Mansur (2013): Relationship between macroeconomic variables and stock market index: evidence from India.
Peresetsky, Anatoly and Yakubov, Ruslan (2015): Autocorrelation in an unobservable global trend: Does it help to forecast market returns?
Pincheira, Pablo (2017): A Power Booster Factor for Out-of-Sample Tests of Predictability.
Pincheira, Pablo and Hardy, Nicolas (2021): The Mean Squared Prediction Error Paradox.
Pincheira, Pablo and Hardy, Nicolas (2020): The Mean Squared Prediction Error Paradox: A summary.
Pincheira, Pablo and Hardy, Nicolas (2018): The predictive relationship between exchange rate expectations and base metal prices.
Pincheira, Pablo and Hardy, Nicolas and Bentancor, Andrea and Henriquez, Cristóbal and Tapia, Ignacio (2021): Forecasting Base Metal Prices with an International Stock Index.
Pincheira, Pablo and Hardy, Nicolás (2019): Forecasting Aluminum Prices with Commodity Currencies.
Pincheira, Pablo and Jarsun, Nabil (2020): Summary of the Paper Entitled: Forecasting Fuel Prices with the Chilean Exchange Rate.
Pincheira, Pablo and Neumann, Federico (2018): Can we beat the Random Walk? The case of survey-based exchange rate forecasts in Chile.
Pinelis, Iosif (2013): An optimal three-way stable and monotonic spectrum of bounds on quantiles: a spectrum of coherent measures of financial risk and economic inequality.
Poyraz, Mehmet Sami and Masih, Mansur (2017): External private debt and economic growth: Is there a lead-lag Granger-casual relationship? evidence from Turkey.
Pönkä, Harri (2014): Predicting the direction of US stock markets using industry returns.
Pönkä, Harri (2017): Sentiment and sign predictability of stock returns.
Quadri, Syed and Masih, Mansur (2017): Granger-causality between macroeconomic variables and stock market index: evidence from India.
Rafi, Umar and Masih, Mansur (2014): Are Islamic Banks Truly Shariah Compliant? An Application of Time Series Multivariate Forecasting Techniques to Islamic Bank Financing.
Rahamat, Amri and Masih, Mansur (2017): Granger-causality between oil price, exchange rate and government bonds: evidence from Malaysia.
Rahim, Adam Mohamed and Masih, Mansur (2018): Comovement of stock markets of Singapore and its major Asian trading partners.
Rahim, Adam Mohamed and Masih, Mansur (2014): Effects of Political Turmoil (Arab Spring) on Portfolio Diversification Benefits: Perspectives of the Moroccan Islamic Stock investors.
Rahim, Adam Mohamed and Masih, Mansur (2014): Portfolio Diversification Benefits of Islamic Stocks and Malaysia’s Major Trading Partners:MGARCH-DCC and Wavelet Correlation Approaches.
Rahim, Yasmin and Masih, Mansur (2015): Is gold good for hedging? lessons from the Malaysian sectoral stock indices.
Rahim, Yasmin Abd and Masih, Mansur (2015): Is Islamic stock index secured against interest rate risk? Evidence from Wavelet analysis.
Rahmali, Atiqah and Masih, Mansur (2017): Discerning the effect of international stock markets before and after the subprime crisis.
Rahman, Nadiah and Masih, Mansur (2018): Do deposits in islamic banks have an impact on equity market? evidence from Malaysia.
Rahman, Nadiah Abd and Masih, Mansur (2017): Does the islamic bank deposit have an effect on equity market ? Malaysian case.
Rahman, Salman and Masih, Mansur (2018): Demography and economic growth from islamic perspective: Malaysia as a case study.
Rahman, Sharezan and Masih, Mansur (2014): Increasing household debts and its relation to GDP, interest rate and house price: Malaysia’s perspective.
Rahman, Syarifah and Masih, Mansur (2018): The vulnerability of Islamic bank’s credit risk to oil price shocks: evidence from Malaysia based on ARDL approach.
Rahmani, Halima and Masih, Mansur (2018): Does remittance lead or lag exchange rate? evidence from Morocco.
Raifu, Isiaka Akande and Ogbonna, Ahamuefula E (2021): Safe-haven Effectiveness of Cryptocurrency: Evidence from Stock Markets of COVID-19 worst-hit African Countries.
Ramic, Esma and Masih, Mansur (2017): Is islamic bank financing related to interest rate ? Malaysian evidence based on ARDL approach.
Rangoanana, Motena Sefora and Bonga-Bonga, Lumengo (2020): Carry trade and capital market returns in South Africa.
Razak, Lutfi Abdul and Masih, Mansur (2017): Revisit Feldstein-Horioka puzzle: evidence from Malaysia (1960-2015).
Razak, Najwa and Masih, Mansur (2018): The relationship between exchange rate and trade balance: evidence from Malaysia based on ARDL and Nonlinear ARDL approaches.
Razak, Nursakina and Masih, Mansur (2018): Does income or house price lead in the public housing market? a case study of Singapore’s public housing sector.
Razak, Razman and Masih, Mansur (2017): The links between crude palm oil, conventional and Islamic stock markets: evidence from Malaysia based on continuous and discrete wavelet analysis.
Reza, Md. Ridwan and Masih, Mansur (2017): Regime switching behavior of volatilities of Islamic equities: evidence from Markov- Switching GARCH models for some selected broad based indices.
Rice, Gregory and Wirjanto, Tony and Zhao, Yuqian (2021): Exploring volatility of crude oil intra-day return curves: a functional GARCH-X model.
Rice, Gregory and Wirjanto, Tony and Zhao, Yuqian (2019): Tests for conditional heteroscedasticity with functional data and goodness-of-fit tests for FGARCH models.
Rithuan, Syahidah Hanis Meor and Abdullah, Ahmad Monir and Masih, Abul Mansur M. (2014): The Impact of Crude Oil Price on Islamic Stock Indices of Gulf Cooperation Council (GCC) Countries: A Comparative Analysis.
Rizvi, Aun and Masih, Mansur (2014): Oil price shocks and GCC capital markets: who drives whom?
Rizvi, Syed Aun and Masih, Mansur (2013): Do Shariah (Islamic) Indices Provide a Safer Avenue in Crisis? Empirical Evidence from Dow Jones Indices using Multivariate GARCH-DCC.
Robbana, Aroua and Masih, Mansur (2018): Lead-lag relationship between remittance and growth: ARDL approach.
Roncalli, Thierry and Weisang, Guillaume (2012): Risk Parity Portfolios with Risk Factors.
Roslan, Ahmad Ridza and Masih, Mansur (2017): How does advertisement spending affect business performance of both islamic and conventional banks?
Roslan, Syed and Masih, Mansur (2018): Savings and bank loans dynamics in implementing the new international accounting standard IFRS-9: Malaysia as a case study.
Rosle, Alia Nadira and Masih, Mansur (2018): Can the islamic banks’ credit risk be explained by macroeconomic shocks? evidence from Malaysia.
Royer, Julien (2021): Conditional asymmetry in Power ARCH($\infty$) models.
Saadati, Alireza and Honarmandi, Zahra and Zarei, Samira (2020): Real Exchange Rate Shocks and Export-Oriented Businesses in Iran: An Empirical Analysis Using NARDL Model.
Sabry, Saajid and Masih, Mansur (2018): Is gold a hedge against equity risk? Malaysian experience based on NARDL approach.
Sahin, Afsin (2013): Estimating Money Demand Function by a Smooth Transition Regression Model: An Evidence for Turkey. Published in: Athens, and ATINER's Conference Paper Series No. No. MDT2013-0382. (29 April 2013): pp. 1-19.
Saiti, Buerhan and Bacha, Obiyathulla and Masih, Mansur (2014): Testing the Conventional and Islamic Financial Market Contagion: Evidence from Wavelet Analysis.
Saiti, Buerhan and Masih, Mansur (2014): The Co-movement of Selective Conventional and Islamic Stock Markets in East Asia: Is there any Impact on Shariah Compliant Equity Investment in China?
Salehyar, Masoud and Masih, Mansur (2017): Lead-lag between female employment and economic growth: evidence from Canada.
Salleh, Eddee and Masih, Mansur (2017): Does gold act as an inflation hedge ? Malaysian case.
Salleh, Fadzlullah and Masih, Mansur (2016): Does finance lead or lag growth? evidence from Malaysia.
Salles, Andre Assis de (2012): The Relationship between Crude Oil Prices and Exchange Rates. Published in: China-USA Business Review , Vol. 11, No. 5 (2012): pp. 581-590.
Salles, Andre Assis de and Maria Eduarda, Silva and Paulo, Teles (2022): Empirical Evidence of Associations and Similarities between the National Equity Markets Indexes and Crude Oil Prices in the International Market. Published in: Open Journal of Business and Management , Vol. 10, (January 2022): pp. 155-174.
Salman, Firdaus and Masih, Mansur (2017): Is gold worth an investment ? a case study of Malaysia.
Samad, Abdul and Masih, Mansur (2018): Does institutional quality matter in attracting foreign direct investment? the case of Ethiopia based on ARDL approach.
Samad, Esma and Masih, Mansur (2018): Effects of fiscal components on economic growth: evidence from Malaysia.
Samad, Fadillah and Masih, Mansur (2016): Lead-lag relationship between domestic credit and economic growth: the case of Singapore.
Saparova, Nurzhamal and Masih, Mansur (2018): Does foreign direct investment lead or lag economic growth ? evidence from Russia.
Sapian, Safeza and Masih, Mansur (2018): Do macroeconomic factors affect the credit risk of islamic banks? evidence from Malaysia.
Saupi, Nabil and Masih, Mansur (2018): Lead-lag between exchange rates and trade balance: Malaysian evidence.
Schröder, Anna Louise and Fryzlewicz, Piotr (2013): Adaptive trend estimation in financial time series via multiscale change-point-induced basis recovery. Published in: Statistics and Its Interface , Vol. 4, No. 6 (2013): pp. 449-461.
Seho, Mirzet and Masih, Mansur (2015): Risk sharing financing of Islamic banks: interest free or interest based?
Senarathne, Chamil W and Jayasinghe, Prabhath (2017): Information Flow Interpretation of Heteroskedasticity for Capital Asset Pricing: An Expectation-based View of Risk. Published in: Economic Issues , Vol. 1, No. 22 (March 2017): pp. 1-24.
Shafaai, Shafizal and Masih, Mansur (2013): Determinants of cost of equity: The case of Shariah-compliant Malaysian firms.
Shafaai, Shafizal and Masih, Mansur (2018): The dynamics of growth, exports, exchange rate and foreign direct investment: evidence from Malaysia.
Shahwahid, Muhammad and Masih, Mansur (2018): Macroeconomic determinants of islamic and conventional stocks: Malaysian evidence based on ARDL and NARDL approaches.
Shakir, Zeeniya and Masih, Mansur (2016): How is the European debt crisis affecting islamic equity? challenges in portfolio diversification within the eurozone: A markov switching and continuous wavelet transform analysis.
Shamsudheen, Shinaj Valangattil and Masih, Mansur (2015): Does the conventional benchmark prop up non-performing loans in Islamic banks? A case study of Malaysia with ARDL Approach.
Sharabati, Yamen and Masih, Mansur (2017): Are imports driven by exports or the other way around ?Thailand evidence.
Shaw, Charles (2018): Conditional heteroskedasticity in crypto-asset returns. Published in: Journal of Statistics: Advances in Theory and Applications , Vol. 20, No. 1 (1 November 2018): pp. 15-65.
Shawtari, Fekri Ali and Masih, Mansur (2017): Granger-causal relationship between macroeconomic variables and stock prices: evidence from South Africa.
Shijaku, Gerti (2014): Fiscal policy, output and financial stress in the case of developing and emerging European economies: a threshold VAR approach.
Shin, Claire and Masih, Mansur (2016): Lead-lag relationship between macroeconomic variables: evidence from Korea.
Sinha, Pankaj and Agnihotri, Shalini (2015): Macroeconomic risk and firms financing decision: An empirical panel data investigation using system GMM.
Sinha, Pankaj and Agnihotri, Shalini (2014): Sensitivity of Value at Risk estimation to NonNormality of returns and Market capitalization.
Sithole, Rumbidzai Praise and Eita, Joel Hinaunye (2020): A test of integration between the South African and selected African stock markets.
Situngkir, Hokky (2015): On Capturing the Spreading Dynamics over Trading Prices in the Market. Published in: BFI Working Paper Series, WP-5-2015
Skintzi, Vasiliki (2017): Determinants of stock-bond market comovement in the Eurozone under model uncertainty.
Storti, Giuseppe and Wang, Chao (2022): A multivariate semi-parametric portfolio risk optimization and forecasting framework.
Sucarrat, Genaro (2020): Identification of Volatility Proxies as Expectations of Squared Financial Return.
Sucarrat, Genaro (2018): The Log-GARCH Model via ARMA Representations.
Sucarrat, Genaro (2020): garchx: Flexible and Robust GARCH-X Modelling.
Sucarrat, Genaro and Escribano, Alvaro (2013): Estimation of Log-GARCH Models in the Presence of Zero Returns.
Sulaiman, Junaid and Masih, Mansur (2016): Does interest rate impact the shariah index? Malaysian evidence based on ARDL approach.
Sulaiman, Nadzri and Masih, Mansur (2017): Macroeconomic variables and stock markets (domestic and foreign): evidence from Malaysia.
Sulaiman, Ruslinda and Masih, Mansur (2017): Lead-lag relationship between GIA deposit and GIA profit rate in islamic banks:evidence from Malaysia.
Sulaiman, Saidu and Masih, Mansur (2017): Is liberalizing finance the game in town for Nigeria ?
Sultan, Yousuf and Masih, Mansur (2016): Does microfinance affect economic growth? Evidence from Bangladesh based on ARDL approach.
Suwanhirunkul, Prachaya and Masih, Mansur (2018): 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.
Suwanhirunkul, Suwijak and Masih, Mansur (2018): Exchange rate and trade balance linkage: sectoral evidence from Thailand based on nonlinear ARDL.
Suwanhirunkul, Suwijak and Masih, Mansur (2018): Islamic equity as an alternative investment from the perspective of the Southeast Asian investors: evidence from MGARCH-DCC and Wavelet Coherence.
Swastika, Purti and Dewandaru, Ginanjar and Masih, Mansur (2013): The Impact of Debt on Economic Growth: A Case Study of Indonesia.
Swastika, Putri and Dewandaru, Ginanjar and Masih, Mansur (2013): Does Restricted Short Selling Bring Benefit to Stocks Listed in Islamic Capital Market? New Evidence from Malaysia based on Dynamic Panel Heterogeneous Techniques.
Swastika, Putri and Masih, Mansur (2016): Do interest rate and inflation affect unemployment? evidence from Australia.
Syed Abul, Basher and Perry, Sadorsky (2022): Forecasting Bitcoin price direction with random forests: How important are interest rates, inflation, and market volatility? Forthcoming in: Machine Learning with Applications
T., Vasylieva and A., Lasukova (2013): Empirical study on the correlation of corporate social responsibility with the banks efficiency and stability. Published in: Corporate ownership & Control , Vol. 10, No. 4 (2013): pp. 86-93.
Taher, Sumaiyah and Masih, Mansur (2018): Which market is the driver of the Asian stock markets ?
Tang, Bo (2018): Does the currency exposure affect stock returns of Chinese automobile firms? Forthcoming in: Empirical Economics (2018)
Tang, Bo (2014): Exchange Rate Exposure of Chinese Firms at the Industry and Firm level. Published in: Review of Development Economics , Vol. 19, No. 3 (15 July 2015): pp. 592-607.
Tanin, Tauhidul Islam and Masih, Mansur (2017): Does economic freedom lead or lag economic growth? evidence from Bangladesh.
Tariq, Anam and Masih, Mansur (2015): Analyzing the impact of financial sector growth on female empowerment: A focus on the United States of America.
Tariq, Anam and Masih, Mansur (2016): Risk-sharing deposits in islamic banks: do interest rates have any influence on them?
Tayeb, Hamza and Masih, Mansur (2018): The lead lag relationship between oil prices and exchange rate in an oil importing country: evidence fromThailand using ARDL.
Tew, Li Mei and Masih, Mansur (2018): Google trends search query and islamic stock indices: an analysis of their lead-lag relationship based on the Malaysian data.
Toda, Alexis Akira and Walsh, Kieran James (2016): Fat Tails and Spurious Estimation of Consumption-Based Asset Pricing Models. Forthcoming in: Journal of Applied Econometrics
Touati, Fatima and Masih, Mansur (2018): What drives the European islamic market: is it the conventional market or the other islamic markets ?
Trofimov, Ivan D. (2013): Nonparametric approach to portfolio diversification: the case of Australian equity market. Published in: Economia Internazionale / International Economics , Vol. 66, No. 1 (2013): pp. 87-112.
Troug, Haytem Ahmed and Sbia, Rashid (2015): The Relationship between Banking Competition and Stability in Developing Countries: The Case of Libya.
Troug, Haytem Ahmed and Sbia, Rashid (2015): Testing for the Presence of Asymmetric Information in the Oil Market: A VAR Approach.
Tunio, Mohsin Waheed (2023): What Explains the Volatility in Pakistan’s Sovereign Bond Yields?
Uddin, Md Akther and Masih, Mansur (2015): Finance, growth and human development: An Islamic economic development perspective.
Uddin, Md Akther and Masih, Mansur (2016): War and peace: why is political stability pivotal for economic growth of OIC countries?
Umairah, Fatin and Masih, Mansur (2017): Should the Malaysian islamic stock market investors invest in regional and international equity markets to gain portfolio diversification benefits?
Umirah, Fatin and Masih, Mansur (2017): Should the Malaysian Islamic stock market investors invest in regional and international equity market to gain portfolio diversification benefits ?
Unal, Huseyin and Masih, Mansur (2017): Discerning causal relationship between operational cost and bank profit for commercial banks: Turkish evidence with ARDL approach.
Urbina, Jilber (2013): Financial Spillovers Across Countries: Measuring shock transmissions.
Urbina, Jilber (2013): A component model for Dynamic Conditional Correlations: Disentangling interdependence from contagion.
Valli, Mohammed and Masih, Mansur (2014): Is there any causality between inflation and FDI in an ‘inflation targeting’ regime? Evidence from South Africa.
Vardhan, Harsh and Sinha, Pankaj (2014): Influence of Foreign Institutional Investments (FIIs) on the Indian stock market.
Vardhan, Harsh and Sinha, Pankaj (2015): Influence of Macroeconomic Variable on Indian Stock Movement: Cointegration Approach.
Voisin, Elisa and Hecq, Alain (2019): Forecasting bubbles with mixed causal-noncausal autoregressive models.
Wahab, Fatin Farhana and Masih, Mansur (2017): Discerning lead-lag between fear index and realized volatility.
Wanat, Stanisław and Papież, Monika and Śmiech, Sławomir (2014): Causality in distribution between European stock markets and commodity prices: Using independence test based on the empirical copula.
Wanat, Stanisław and Papież, Monika and Śmiech, Sławomir (2014): The conditional dependence structure between precious metals: a copula-GARCH approach.
Xiao, Tim (2019): Incremental Risk Charge Methodology.
Xiao, Tim (2019): The Valuation of Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment.
Yaacob, Nurul and Masih, Mansur (2017): Do the exchange rate fluctuations of trading partners affect the export competitiveness of a country? Malaysia as a case study.
Yadav, Jayant (2020): Flight to Safety in Business cycles.
Yang, Bill Huajian (2017): Forward Ordinal Probability Models for Point-in-Time Probability of Default Term Structure. Forthcoming in: Journal of Risk Model Validation (September 2017)
Yang, Bill Huajian (2022): Modeling Path-Dependent State Transition by a Recurrent Neural Network. Forthcoming in: Big Data and Information Analytics
Yang, Bill Huajian (2019): Monotonic Estimation for Probability Distribution and Multivariate Risk Scales by Constrained Minimum Generalized Cross-Entropy. Forthcoming in: International Journal of Machine Learning and Computing
Yang, Bill Huajian (2019): Monotonic Estimation for the Survival Probability over a Risk-Rated Portfolio by Discrete-Time Hazard Rate Models. Forthcoming in: International Journal of Machine Learning and Computing
Yang, Bill Huajian (2017): Point-in-Time PD Term Structure Models with Loan Credit Quality as a Component.
Yang, Bill Huajian (2017): Point-in-time PD term structure models for multi-period scenario loss projection: Methodologies and implementations for IFRS 9 ECL and CCAR stress testing. Published in: Journal of Risk Model Validation , Vol. 11, No. 3 (January 2017)
Yang, Bill Huajian and Du, Zunwei (2016): Rating Transition Probability Models and CCAR Stress Testing: Methodologies and implementations. Published in: Journal of Risk Model Validation , Vol. 10, No. 3 (September 2016): pp. 1-19.
Yang, Zixiu and Fantazzini, Dean (2022): Using crypto assets pricing methods to build technical oscillators for short-term bitcoin trading. Forthcoming in: Information
Yaremenko, Nataliia (2014): Bank investment attractiveness and the methodology for its assessment at mergers and acquisitions. Published in: Actual Problems of Economics , Vol. 10, No. 1993-6788 (2014): pp. 412-420.
Yildirim, Ramazan and Masih, A. Mansur M. (2014): The Effect of Recent Financial Crisis over Global Portfolio Diversification Opportunities – Empirical Evidence A Comparative Multivariate GARCH-DCC, MODWT and Wavelet Correlation Analysis.
Yildirim, Ramazan and Masih, Mansur (2018): Investigating International Portfolio Diversification Opportunities for the Asian Islamic Stock Market Investors. Published in: Management of Islamic Finance: Principle, Practice, and Performance , Vol. 19, No. International Finance Review (6 November 2018): pp. 1-36.
Yildirim, Ramazan and Masih, Mansur (2013): Relationship between regional Shariah stock markets: The cointegration and causality.
Yildirim, Ramazan and Masih, Mansur and Bacha, Obiyathulla (2017): Determinants of capital structure - Evidence from Shari'ah compliant and non-compliant firms. Published in: Pacific-Basin Finance Journal , Vol. 51, (29 June 2018): pp. 198-219.
Yousafzai, Essa and Masih, Mansur (2017): Does shariah stock index lead or lag the exchange rate and macroeconomic variables? evidence from Japan based on ARDL.
Yousef, Mona and Masih, Mansur (2018): Dynamics between shariah (islamic) and non-shariah stock market indices: GCC market evidence based on static and dynamic panel techniques.
Yousef, Mona and Masih, Mansur (2017): Time-varying correlation between islamic stock indices: evidence from the GCC countries based on MGARCH-DCC approach.
Youssef, Ahmed H. and El-Sheikh, Ahmed A. and Abonazel, Mohamed R. (2014): New GMM Estimators for Dynamic Panel Data Models. Published in: International Journal of Innovative Research in Science, Engineering and Technology , Vol. 3, No. 10 (October 2014): pp. 16414-16425.
Yu, Chao and Fang, Yue and Zhao, Xujie and Zhang, Bo (2013): Kernel filtering of spot volatility in presence of Lévy jumps and market microstructure noise.
Yusoff, Abdul and Masih, Mansur (2017): The impact of key industry-sectoral indices on islamic stock market: evidence from Malaysia.
Yusoff, Yuzlizawati and Masih, Mansur (2014): Comovement of East and West Stock Market Indexes.
Zada, Najeeb and Masih, Mansur (2017): Exploring the relationship between the Malaysian islamic index and international islamic indices.
Zahir, Faathih and Masih, Mansur (2018): Is the lead-lag relationship between financial development and economic growth symmetric ? new evidence from Bangladesh based on ARDL ad NARDL.
Zain, Syahirah and Masih, Mansur (2018): Are profit rates of the islamic investment deposit accounts independent of the interest rates of conventional banks ?
Zakaria, Khairuddin and Masih, Mansur (2017): Impact of various islamic equity markets on sharia (islamic) compliant equity invesments in emerging markets.
Zhu, Ke and Li, Wai Keung (2013): A new Pearson-type QMLE for conditionally heteroskedastic models.
Zhu, Ke and Li, Wai Keung (2014): A new Pearson-type QMLE for conditionally heteroskedastic models.
Zhu, Ke and Li, Wai Keung and Yu, Philip L.H. (2014): Buffered autoregressive models with conditional heteroscedasticity: An application to exchange rates.
Ziaurrahman, Muhammad and Masih, Mansur (2016): Is financial sector development an engine of economic growth? evidence from India.
Zichu, Jin and Masih, Mansur (2018): Nexus of infrastructure investment, economic growth and domestic credit level: evidence from China based on nonlinear ARDL approach.
Zou, Tao and Chen, Song Xi (2014): Enhancing Estimation for Interest Rate Diffusion Models with Bond Prices. Forthcoming in: Journal of Business and Economics Statistics (2015)
Zulu, Thulani and Manguzvane, Mathias Mandla and Bonga-Bonga, Lumengo (2023): Assessing the contribution of South African Insurance Firms to Systemic Risk.
al Bdiwy, Feras and Masih, Mansur (2017): The lead-lag relationship among select regional islamic equity markets.
el Alaoui, AbdelKader and Diwandaru, Ginanjar and Rosly, Saiful Azhar and Masih, Mansur (2014): What Drives Profitability of Banks: Do Interest rate, and Fee and Commissions impact the profitability of Banks? Evidence from the European Countries.
el Alaoui, AbdelKader and Masih, Mansur and Bacha, Obiyathulla and Asutay, Mehmet (2014): Leverage versus volatility: Evidence from the Capital Structure of European Firms.
el Alaoui, AbdelKader and Masih, Mansur and Bacha, Obiyathulla and Asutay, Mehmet (2014): Leverage, Sensitivity to Market Risk and Contagion: A Multi-Country Analysis for Shari’ah(Islamic) Stock Screening.
el Alaoui, AbdelKader and Masih, Mansur and Bacha, Obiyathulla and Asutay, Mehmet (2014): Leverage, return, volatility and contagion: Evidence from the portfolio framework.
fajardo, José (2016): A New Factor to Explain Implied Volatility Smirk.
nnamdi, Kelechi and ifionu, Ebele (2013): Exchange rate volatility and exchange rate uncertainty in Nigeria: a financial econometric analysis (1970- 2012).
rao, amar and Dagar, Vishal and dagher, leila and Shobande, Olatunji (2024): Uncertainty and Risk in Cryptocurrency Markets: Evidence of Time-frequency Connectedness. Forthcoming in: applied finance letters
shafaai, Shafizal and Masih, Mansur (2013): Stock market and crude oil relationship: A wavelet analysis.
tiwari, aviral kumar and krishnankutty, Raveesh (2010): Determinants of capital Structure: comparison of empirical evidence for the use of different estimators.
CHIKHI, Mohamed (2017): Chocs exogènes et non linéarités dans les séries boursières: Application à la modélisation non paramétrique du cours de l'action Orange.
CHIKHI, Mohamed (2011): Analyse du choc informationnel et de l’hétéroscédasticité conditionnelle dans les flux de trésorerie. Published in: Recherches Economiques et Managériales , Vol. 9, (June 2011): pp. 1-15.
CHIKHI, Mohamed (2009): Identification non paramétrique d’un processus non linéaire hétéroscédastique. Published in: Revue d’Economie et de Statistiques Appliquées No. 12 (2009): pp. 9-27.
Chikhi, Mohamed and Terraza, Michel (2002): Un essai de prévision non paramétrique de l'action France Télécom. Published in: Working paper LAMETA No. 07 (December 2003): pp. 1-22.
MESTRE, Roman and TERRAZA, Michel (2017): Analyse Multidimensionnelle Temps-Fréquence du MEDAF.
MESTRE, Roman and TERRAZA, Michel (2017): Estimation du Beta Tempo-fréquentiel de la Droite de Marché-Une approche par les ondelettes continues-.
MESTRE, Roman and Terraza, Michel (2017): Analyse Temps-fréquence du MEDAF –Application au CAC 40 –.
Andriansyah, Andriansyah (2003): Model Vector Autoregressive (VAR) Hubungan Dinamis Antara Harga Saham dan Nilai Tukar Rupiah: Penerapan pada IHSG dan Indeks Sektoral di Bursa Efek Jakarta Tahun 1990-2001. Published in: Jurnal Keuangan dan Moneter , Vol. 1, No. 6 (2003): pp. 69-84.
Golmohammadpoor Azar, Kamran (2014): Estimation of Fractal Parameters of Tehran Stock Market Groups Time Series Using Discrete Wavelet Transform. Published in: First National Conference of Applied Statistics, Department of Statistics, Islamic Azad University of Tabriz, Tabriz, Iran. (23 June 2014)
Golovan, Sergei and Nazin, Vladimir and Peresetsky, Anatoly (2010): Непараметрические оценки эффективности российских банков. Published in: Экономика и математические методы , Vol. 46, No. 3 (2010): pp. 43-57.
Zaytsev, Alexander (2011): Эконометрический анализ динамики российских паевых инвестиционных фондов в кризисный и посткризисный периоды. Published in: collection of best papers of international conference "Lomonosov-2011" (October 2011): 06-40.
Rendón, Stephanie (2013): Detección de caídas en mercados financieros mediante análisis multifractal (exponentes locales y puntuales de Hölder): Índice accionario IPC y tipo de cambio USD/MXN.
Cakir, Murat (2005): Firma Başarısızlığının Dinamiklerinin Belirlenmesinde Makina Öğrenmesi Teknikleri: Ampirik Uygulamalar ve Karşılaştırmalı Analiz.
Cevik, Emrah Ismail and Pekkaya, Mehmet (2007): SPOT VE VADELİ İŞLEM FİYATLARININ VARYANSLARI ARASINDAKİ NEDENSELLİK TESTİ. Published in: Dokuz Eylül İİBF Dergisi , Vol. 2, No. 22 (2007): pp. 49-66.
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