REFEREED JOURNAL ARTICLES


  1. Purchasing Power Parity in Asian Economies: Further Evidence from Rank Tests for Cointegration




  2. Indian-ASEAN-5 Economic Integration: Impact of Liberalization



  3. Performance of Autoregressive Order Selection Criteria: A Simulation Study




  4. A Complementary Test for ADF Test with an Application to the Exchange Rates Returns




  5. Real Interest Rate Parity in the ASEAN-5: A Non-linear Perspective




  6. Is Balancing Item of Balance of Payments Accounts Sustainable? Fresh Evidence From Nonlinear Unit Root Test




  7. Money Demand in Malaysia: Further Empirical Evidence.




  8. Non-linear Mean Reversion in Stock Prices: Evidence from Asian Markets




  9. Asessing the Forecastibility of ESTAR Model: Some Evidence from ringgit/yen Rate



  10. Is the Yen-European Cross-Rate Market Efficient?




  11. Estimation of Autoregressive Model in the Presence of Measurement




  12. Nonlinear Real Exchange Rate Behavior: Are the African Currencies Exceptional




  13. Forecasting Performance of Exponential Smooth Transition Autoregressive Exchange Rate Models.




  14. New Evidence on the Output-inflation Trade-off from ASEAN-5 Economies




  15. Financial Development and Economic Growth in Malaysia: The Perspective of Stock Market




  16. Exchange Rate - Relative Price Nonlinear Cointegration Relationship In Malaysia




  17. Forecasting Performance of Logistic STAR Exchange Rate Model: The Original and Reparameterised Versions




  18. On Autoregressive Order Selection Criteria




  19. Adequacy of GARCH Models for ASEAN Exchange Rates Return Series




  20. Weak-form Efficient Market Hypothesis versus Behavioural Finance: A Different Perspective Drawn from the Malaysian Stock Market




  21. Autoregressive Lag Length Selection Criteria in the Presence of ARCH Errors.




  22. Income Divergence? Evidence of Non-linearity in the East Asian Countries




  23. Statistical Inadequacy of GARCH Models for Asian Stock Markets: Evidence and Implications.




  24. Export-led Growth Hypothesis In Malaysia: An Investigation using Bound Test



  25. Causal Relationships between Exchange Rates and Stock Prices in Malaysia and Thailand during the 1997 Currency Crisis Turmoil.




  26. Episodic Behavior of ASEAN-4 Exchange Rates Returns Series




  27. Nonlinear Adjustment towards Purchasing Power Parity in ASEAN Exchange Rates




  28. Which Lag Length Selection Criteria Should We Employ?




  29. Income Convergence between Japan and the Rest of East Asian Countries.




  30. Transmission Mechanism of Twin Deficit Nexus: An Alternative Approach.




  31. Nonlinear Adjustment of ASEAN-5 Real Exchange Rates: Symmetrical or Asymmetrical?




  32. The Linearity Property of ASEAN-5 Real Exchange Rates in Pre-Asian Currency Crisis Period.




  33. Non-Linearity in Financial Markets: Evidence from ASEAN-5 Exchange Rates and Stock Markets.




  34. International Diversification Benifits in ASEAN Stock Markets: A Revisit.




  35. Are Asian Real Exchange Rate Stationary?




  36. On the Forecastability of ASEAN-5 Stock Markets Returns Using Time Series Models.




  37. On Singapore Dollar-US Dollar and Purchasing Power Parity




  38. Does Purchasing Power Parity Really Hold in Indonesia? The Non- linear Perspective




  39. The Random Walk Behaviour of Malaysian Second Board Stocks




  40. Episodic Non-Linearity and Non-Stationarity in ASEAN Exchange Rates Series. 2003.




  41. The Inadequacy of Linear Autoregressive Model for Real Exchange Rates: Empirical Evidence from Asian Economies.




  42. Predictability of the KLCI Price Movement: Evidence from the Time Series Models


  43. Performance of AICC in the ARMA Time Series Modelling



  44. Financial Development and Economic Growth in Malaysia: A Re-assessment from Bound-Test Approach.


  45. Time Series Modelling and Forecasting of Sarawak Black Pepper Price



  46. Performance of Non-linear Smooth Transition Autoregressive and Linear Autoregressive Models in Forecasting the Ringgit-Yen Rate



  47. Predictability of ASEAN-5 Exchange Rates in the Post-Crisis Era



  48. The Tale of the Twin Deficits Nexus: An Alternative Procedure.



  49. Exchange Rate Forecasting Model: An Alternative Estimation Procedure




    50. ARTICLES IN PROFESSIONAL MAGAZINES


  50. South-East Asian Stock Markets Follow a Non-Random Walk




  51. Nonlinearity Favours Nonlinear TA Techniques




    52. REFEREED PROCEEDINGS


  52. India-ASEAN-5 Economic Integration: Impact of Liberalization.



  53. Random Walk or Mean Reversion in Stock Prices? A Non-linear Perspective.



  54. ASEAN-5 Stock Markets Interation: The Methodological Concern.



  55. Weak-form Efficient Market Hypothesis, Behavioural Finance and Episodic Transient Dependencies: the Case of Kuala Lumpur Stock Exchange.



  56. Deviation from Purchasing Power Parity: Further Evidence from Malaysia.



  57. Testing Output Inflation Trade-off: A Note.



  58. Malaysian Second Board Stocks Do not Follow Random Walk: Evidence from the BDS Test.



  59. Is 'East Asian Community' an Ephemeral Dream or Realistic Possibility? An Empirical Investigation of Income Convergence among Candidates' Economies.



  60. Are Nonlinear Dynamics a Universal Occurance? Further Evidence from Asian Stock Markets



  61. Financial Development and Economic Growth in Malaysia: The Stock Market Perspective.



  62. Forecasting the Ringgit/Yen rate using Exponential Smooth Transition Autoregressive (ESTAR) Models



  63. ARCH Diagnosis with Portmanteau Bicorrelation Test: An Application on the Malaysia's Stock Market



  64. Testing the Adequacy of Linear Model for MYR/USD Real Exchange Rate



  65. Performance of Time Series Forecasting Models in Predicting the Price Movement of KLSE Composite Index



  66. Are Financial Indicators and Economic Growth Cointegrated? An ARDL Bounds Test's Approach.



  67. The Appreciation of Yen against US Dollar: Its Impact on Japanese Trade Balance with ASEAN Countries through the Real Monies Effect


  68. Nonlinear Adjustment to Purchasing Power Parity:Evidence from ASEAN Exchange Rates



  69. Internal-External Deficits Nexus of the ASEAN-5 Countries



    70. EDITED BOOK


  70. Time Series Econometrics Analysis: Selected Issues in ASEAN Economies. 2006.





    71. EDITED PROCEEDINGS


  71. Proceedings of the International Conference in Economics and Finance





    72. CHAPTERS IN BOOKS



  72. Purchasing Power Parity




  73. Forecasting the Exchange Rates.




  74. Unit Root Tests of Purchasing Power Parity.




  75. Nonlinearities in Financial Markets.




  76. Forecasting Stock Markets Returns.




  77. Output and Inflation.




  78. Diversification Benifits Stock Markets




  79. Exchange Rate, Real Money and Trade Balance.




  80. Stock Markets Integration in ASEAN Region.




    81. WORKING PAPERS



    View my working papers in Economics Working Paper Archive at RePEc or EconPapers.



    PAPERS SUBMITTED TO INTERNATIONAL JOURNALS



  81. Real Interest Rates Equalization: The Case of Malaysia and Singapore.




  82. Calendar Anomalies in Malaysia Stock Returns.




  83. Nonlinear Time Series Test for Income Convergence Hypothesis: A Note on the OECD Countries.




  84. Linearity and Stationarity of South Asia Real Exchange Rates.




  85. Income Convergence: Fresh Evidence from the Nordic Countries.




  86. Income Convergence: Additional Evidence from the Four Asian Dragons.




  87. Money Supply and Stock Prices: Does Money Matter?.




  88. Does the US IT Stock Market Dominate other IT Stock Markets? Evidence from Multivariate GARCH Model.




  89. On the Profitability of Momentum Strategies in the International Equity Markets: New Evidence from Relative Strength Index




  90. Order Selection in the AR(1) Model with Noise. 2004



  91. The Profitability of RSI and MACD on G7 Stock Indices. 2004



  92. Nonlinear Mean Reversion Behaviour of Real Exchange Rates: Evidence from the Asian Economies. 2003.



  93. A Non-parametric Bootstrap Simulation Study in ESTAR (1) Model



  94. Effects of STAR and TAR Nonlinearities on Autoregressive Order Selection.




    95. PAPERS SUBMITTED TO LOCAL JOURNALS



  95. Performance of Autoregressive Order Selection Criteria: A Simulation Study


    96. MANUSCRIPTS



  96. Nonlinear Behavior in Real Exchange Rates: New Results on East Asian Currencies