Abul Mansur Mohammed Masih : Citation Profile


Are you Abul Mansur Mohammed Masih?

International Centre for Education in Islamic Finance (INCEIF)

16

H index

25

i10 index

1307

Citations

RESEARCH PRODUCTION:

71

Articles

144

Papers

2

Chapters

RESEARCH ACTIVITY:

   38 years (1979 - 2017). See details.
   Cites by year: 34
   Journals where Abul Mansur Mohammed Masih has often published
   Relations with other researchers
   Recent citing documents: 214.    Total self citations: 75 (5.43 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pma2031
   Updated: 2017-11-18    RAS profile: 2017-11-16    
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Relations with other researchers


Works with:

Bacha, Obiyathulla (22)

SAITI, BUERHAN (9)

Rizvi, Syed Aun R. (6)

Alhabshi, Syed Othman (5)

Uddin, Md Akther (3)

Bashar, Omar (2)

Mobin, Mohammad (2)

Naseri, Marjan (2)

Ibrahim, Mansor (2)

Chowdhury, Mohammad Ashraful Ferdous (2)

Daher, Hassan (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Abul Mansur Mohammed Masih.

Is cited by:

Shahbaz, Muhammad (57)

Soytas, Ugur (25)

Sarı, Ramazan (25)

Ozturk, Ilhan (22)

TANG, Chor Foon (19)

Lee, Chien-Chiang (15)

Liew, Venus (12)

Narayan, Paresh (12)

Stern, David (12)

sbia, rashid (12)

Smyth, Russell (12)

Cites to:

Engle, Robert (59)

Pesaran, M (58)

Granger, Clive (57)

Johansen, Soren (44)

shin, yongcheol (41)

Aguiar-Conraria, Luís (36)

Vacha, Lukas (35)

Baruník, Jozef (35)

Phillips, Peter (34)

Bollerslev, Tim (31)

Reinhart, Carmen (30)

Main data


Where Abul Mansur Mohammed Masih has published?


Journals with more than one article published# docs
Applied Economics8
Economia Internazionale / International Economics6
Economic Modelling5
Journal of Policy Modeling4
Pacific-Basin Finance Journal4
International Review of Financial Analysis3
Borsa Istanbul Review3
Physica A: Statistical Mechanics and its Applications3
Energy Economics3
Journal of International Financial Markets, Institutions and Money3
Journal of Developing Areas2
Economic Systems2
Research in International Business and Finance2
Applied Financial Economics2
Emerging Markets Review2
Journal of International Money and Finance2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany144

Recent works citing Abul Mansur Mohammed Masih (2017 and 2016)


YearTitle of citing document
2016Economic freedom index and stock returns in Malaysia. (2016). solarin, sakiru ; Rasiah, Devinaga ; Ying, Tay Lee . In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiii:y:2016:i:1(606):p:213-236.

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2017ELECTRICITY CONSUMPTION IN BOTSWANA: THE ROLE OF FINANCIAL DEVELOPMENT, INDUSTRIALISATION AND URBANIZATION. (2017). Sekantsi, Lira P ; Timuno, Sayed. In: Review of Economic and Business Studies. RePEc:aic:revebs:y:2017:j:19:sekantsil.

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2016Long memory and multifractality: A joint test. (2016). Onali, Enrico ; Goddard, John . In: Papers. RePEc:arx:papers:1601.00903.

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2016Analysis of Price and Income Elasticities of Energy Demand in Ecuador: A Dynamic OLS Approach. (2016). Pinz, Kathia . In: Papers. RePEc:arx:papers:1611.05288.

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2017RETURNS AND VOLATILITY SPILLOVER BETWEEN ASIAN EQUITY MARKETS: A WAVELET APPROACH. (2017). Kumar, Anoop S ; Kamaiah, B. In: Economic Annals. RePEc:beo:journl:v:62:y:2017:i:212:p:63-84.

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2016The Chinese Stock Market Does not React to the Japanese Market: Using Intraday Data to Analyse Return and Volatility Spillover Effects. (2016). Tsutsui, Yoshiro ; Nishimura, Yusaku ; Hirayama, Kenjiro . In: The Japanese Economic Review. RePEc:bla:jecrev:v:67:y:2016:i:3:p:280-294.

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2016International Transmission Mechanisms and Contagion in Housing Markets. (2016). Nanda, Anupam ; Yeh, Jia-Huey . In: The World Economy. RePEc:bla:worlde:v:39:y:2016:i:7:p:1005-1024.

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2016Monetary policy and volatility in the sterling money market. (2016). Osborne, Matthew. In: Bank of England working papers. RePEc:boe:boeewp:0588.

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2016Behavioural finance perspectives on Malaysian stock market efficiency. (2016). Tuyon, Jasman ; Ahmada, Zamri . In: Borsa Istanbul Review. RePEc:bor:bistre:v:16:y:2016:i:1:p:43-61.

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2016Does Domestic Energy Consumption Affect GDP of a Country? A Panel Data Study. (2016). Ishita, Thorat G ; Sohini, Sahu ; Somesh, Mathur ; Kanak, Aggarwal . In: Global Economy Journal. RePEc:bpj:glecon:v:16:y:2016:i:2:p:229-273:n:1.

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2016Islamic Banking, Credit and Economic Growth: Some Empirical Evidence. (2016). Helmi, Mohamad ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_5716.

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2016The Bank Lending Channel in a Dual Banking System: Evidence from Malaysia. (2016). Menla Ali, Faek ; Helmi, Mohamad ; catik, nazif ; Caporale, Guglielmo Maria ; Tajik, Mohammad . In: CESifo Working Paper Series. RePEc:ces:ceswps:_5807.

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2017Networks of Volatility Spillovers among Stock Markets. (2017). Výrost, Tomáš ; Lyócsa, Štefan ; Kočenda, Evžen ; Baumohl, Eduard ; Vyrost, Tomas ; Lyocsa, Stefan . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6476.

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2017Stock Market Integration in Asia: Global or Regional? Evidence from Industry Level Panel Convergence Tests. (2017). Caporale, Guglielmo Maria ; You, Kefei . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6494.

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2016FDI, Economic Growth, Energy Consumption & Environmental Nexus in Bangladesh. (2016). SARKER, SANDIP ; Khan, Arifuzzaman ; Mahmood, Rezwan . In: Economics and Applied Informatics. RePEc:ddj:fseeai:y:2016:i:1:p:33-44.

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2016Islamic Banking, Credit and Economic Growth: Some Empirical Evidence. (2016). Helmi, Mohamad ; Caporale, Guglielmo Maria. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1541.

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2016The Bank Lending Channel in a Dual Banking System: Evidence from Malaysia. (2016). Menla Ali, Faek ; Helmi, Mohamad ; catik, nazif ; Caporale, Guglielmo Maria ; Tajik, Mohammad . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1557.

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2017Stock Market Integration in Asia: Global or Regional? Evidence from Industry Level Panel Convergence Tests. (2017). Caporale, Guglielmo Maria ; You, Kefei . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1669.

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2016US Crashes of 2008 and 1929 How did the French market react? An empirical study.. (2016). Hekimian, Raphael ; le Bris, David . In: EconomiX Working Papers. RePEc:drm:wpaper:2016-21.

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2017The Performance Ranking of Emerging Markets Islamic Indices Using Risk Adjusted Performance Measures. (2017). EL KHAMLICHI, ABDELBARI ; Yildiz, Selim Baha . In: Economics Bulletin. RePEc:ebl:ecbull:eb-16-00446.

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2017Electricity consumption and NSDP nexus in Indian states: a panel analysis with structural breaks. (2017). Zulquar, MD ; Kamaiah, Bandi ; Bharatam, Sai Sailaja . In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00173.

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2017Macroeconomic Variables and Stock Market Returns: Panel Analysis from Selected ASEAN Countries. (2017). Jamaludin, Nurasyikin ; Ab, Syamimi ; Ismail, Shahnaz . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-01-07.

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2017Analysis Determinant Factors Effect on Migrant Workers’ Remittances Flow to the CLMV Countries. (2017). Hor, Chantha ; Pheang, Pheara . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-02-27.

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2017Evaluation of the Added Value from Risk Diversification Through AEC Capital Market Integration using Stochastic Dominance. (2017). Nittayagasetwat, Aekkachai ; Buranasir, Jiroj . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-02-75.

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2017Association of South-East Asian Nations-US Stock Market Associations in and Around US 2007-09 Financial Crisis: An Autoregressive Distributed Lag Application for Policy Implications. (2017). Dasgupta, Ranjan . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-03-89.

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2016Bounds Testing Approach to Analyze the Existence of an Environmental Kuznets Curve in Ecuador. (2016). Zambrano-Monserrate, Manuel ; Henk-Vera, Kliffer A ; Garcia-Alban, Freddy F. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2016-02-3.

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2016Electricity Consumption and Manufacturing Sector Productivity in Nigeria: An Autoregressive Distributed Lag-bounds Testing Approach. (2016). Danmaraya, Ismail Aliyu ; Hassan, Sallahuddin. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2016-02-6.

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2016A Causal Relationship between Energy Consumption, Energy Prices and Economic Growth in Africa. (2016). Sharmin, Farzana ; Khan, Mohammed Robayet . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2016-03-13.

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2017Does Too Much Energy Consumption Harm Economic Growth for Turkish Republics in The Transition Process? New Evidence on Threshold Effects. (2017). Esen, Omer ; Aydn, Celil . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2017-02-05.

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2017The Relationship between Energy Consumption and Economic Growth: Evidence from Different Income Country Groups. (2017). Yaar, Nermin . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2017-02-12.

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2017On the Dynamics of Energy-growth Nexus: Evidence from a World Divided into Four Regions. (2017). Fuinhas, José ; Marques, Antonio Cardoso. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2017-03-25.

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2016Sukuk Issuance in China: Trends and Positive Expectations. (2016). Bo, Ding ; Adawiah, Engku Rabiah . In: International Review of Management and Marketing. RePEc:eco:journ3:2011-04-49.

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2016Sukuk Issuance in China: Trends and Positive Expectations. (2016). SAITI, BUERHAN ; Adawiah, Engku Rabiah ; Bo, Ding . In: International Review of Management and Marketing. RePEc:eco:journ3:2016-04-49.

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2016Cambio climático, políticas públicas y demanda de energía y gasolinas en América Latina: un meta-análisis. (2016). Samaniego, Joseluis ; Galindo, Luis Miguel ; Reyes, Orlando ; Alatorre, Jose Eduardo ; Ferrer, Jimy . In: Documentos de Proyectos. RePEc:ecr:col022:40841.

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2016Generalized cross-spectral test for nonlinear Granger causality with applications to money–output and price–volume relations. (2016). Park, Sung Y. ; Li, Haiqi ; Zhong, Wanling . In: Economic Modelling. RePEc:eee:ecmode:v:52:y:2016:i:pb:p:661-671.

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2016Business cycle and bank lending procyclicality in a dual banking system. (2016). Ibrahim, Mansor. In: Economic Modelling. RePEc:eee:ecmode:v:55:y:2016:i:c:p:127-134.

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2016Pricing beliefs: Empirical evidence from the implied cost of deposit insurance for Islamic banks. (2016). Hassan, M. Kabir ; Soumare, Issouf ; Grira, Jocelyn . In: Economic Modelling. RePEc:eee:ecmode:v:55:y:2016:i:c:p:152-168.

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2016Interdependence of foreign exchange markets: A wavelet coherence analysis. (2016). Yang, Lu ; Hamori, Shigeyuki ; Zhang, Huimin ; Cai, Xiao Jing . In: Economic Modelling. RePEc:eee:ecmode:v:55:y:2016:i:c:p:6-14.

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2016Islamic financial markets and global crises: Contagion or decoupling?. (2016). Naifar, Nader ; Kenourgios, Dimitris ; Dimitriou, Dimitrios. In: Economic Modelling. RePEc:eee:ecmode:v:57:y:2016:i:c:p:36-46.

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2017Time-varying leads and lags across frequencies using a continuous wavelet transform approach. (2017). Funashima, Yoshito . In: Economic Modelling. RePEc:eee:ecmode:v:60:y:2017:i:c:p:24-28.

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2017Co-movement of ASEAN stock markets: New evidence from wavelet and VMD-based copula tests. (2017). Jiang, Yonghong ; Monginsidi, Joe Yohanes ; Nie, HE. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:384-398.

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2016Market integration between conventional and Islamic stock prices. (2016). JOUINI, Jamel ; Mansour, Walid ; Majdoub, Jihed . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:37:y:2016:i:c:p:436-457.

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2017Volatility spillover and hedging effectiveness among China and emerging Asian Islamic equity indexes. (2017). Majdoub, Jihed ; ben Sassi, Salim . In: Emerging Markets Review. RePEc:eee:ememar:v:31:y:2017:i:c:p:16-31.

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2016Energy, human capital and economic growth in Asia Pacific countries — Evidence from a panel cointegration and causality analysis. (2016). Fang, Zheng ; Chang, Youngho. In: Energy Economics. RePEc:eee:eneeco:v:56:y:2016:i:c:p:177-184.

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2016On the dynamic links between commodities and Islamic equity. (2016). Ng, Adam ; Inghelbrecht, Koen ; Disli, Mustafa ; Nagayev, Ruslan . In: Energy Economics. RePEc:eee:eneeco:v:58:y:2016:i:c:p:125-140.

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2017Wavelet-based test of co-movement and causality between oil and renewable energy stock prices. (2017). Ugolini, Andrea ; Reboredo, Juan ; Rivera-Castro, Miguel A. In: Energy Economics. RePEc:eee:eneeco:v:61:y:2017:i:c:p:241-252.

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2017The long-run price sensitivity dynamics of industrial and residential electricity demand: The impact of deregulating electricity prices. (2017). ADOM, PHILIP. In: Energy Economics. RePEc:eee:eneeco:v:62:y:2017:i:c:p:43-60.

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2017Energy consumption, financial development and economic growth in India: New evidence from a nonlinear and asymmetric analysis. (2017). Shahbaz, Muhammad ; Roubaud, David ; Mahalik, Mantu ; HOANG, Thi Hong Van ; van Hoang, Thi Hong . In: Energy Economics. RePEc:eee:eneeco:v:63:y:2017:i:c:p:199-212.

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2017A wavelet analysis of mean and volatility spillovers between oil and BRICS stock markets. (2017). Raza, Syed ; Boubaker, Heni . In: Energy Economics. RePEc:eee:eneeco:v:64:y:2017:i:c:p:105-117.

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2017Dynamic risk spillovers between gold, oil prices and conventional, sustainability and Islamic equity aggregates and sectors with portfolio implications. (2017). Sensoy, Ahmet ; Hammoudeh, Shawkat ; Kang, Sang Hoon ; Mensi, Walid ; Wanas, Idries Mohammad. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:454-475.

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2017The relationship between regional natural gas markets and crude oil markets from a multi-scale nonlinear Granger causality perspective. (2017). Ji, Qiang ; Geng, Jiang-Bo ; Fan, Ying . In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:98-110.

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2017Efficient, equitable and sustainable energy policy in a small open economy: Concepts and assessments. (2017). Fang, Zheng ; Chang, Youngho. In: Energy Policy. RePEc:eee:enepol:v:105:y:2017:i:c:p:493-501.

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2017Dynamics of electricity consumption, oil price and economic growth: Global perspective. (2017). Shahbaz, Muhammad ; Malik, Muhammad Nasir ; Chen, Wei ; Sarwar, Suleman . In: Energy Policy. RePEc:eee:enepol:v:108:y:2017:i:c:p:256-270.

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2016The driving factors behind coal demand in China from 1997 to 2012: An empirical study of input-output structural decomposition analysis. (2016). Wu, YA ; Zhang, Wanying . In: Energy Policy. RePEc:eee:enepol:v:95:y:2016:i:c:p:126-134.

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2016Carbon emissions, energy consumption and economic growth: An aggregate and disaggregate analysis of the Indian economy. (2016). Shahbaz, Muhammad ; Zhao, Yuhuan ; Ahmad, Ashfaq ; Zhang, Zhonghua ; Wang, Song ; Liu, YA ; Bano, Sadia . In: Energy Policy. RePEc:eee:enepol:v:96:y:2016:i:c:p:131-143.

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2016Financial development and environmental quality: The way forward. (2016). Shahbaz, Muhammad ; Hussain, Syed Jawad ; Alam, Shaista ; Ahmad, Nawaz . In: Energy Policy. RePEc:eee:enepol:v:98:y:2016:i:c:p:353-364.

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2016Variations in energy use and output growth dynamics: An assessment for intertemporal and contemporaneous relationship. (2016). Rashid, Abdul ; Kandemir, Zge . In: Energy. RePEc:eee:energy:v:102:y:2016:i:c:p:388-396.

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2016Controlling for relevant variables: Energy consumption and economic growth nexus revisited in an EGARCH-M (Exponential GARCH-in-Mean) model. (2016). Chen, Sheng-Hung ; Hsueh, Sheng-Pin ; Chiou-Wei, Song-Zan ; Zhu, Zhen . In: Energy. RePEc:eee:energy:v:109:y:2016:i:c:p:391-399.

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2017Does urbanization cause increasing energy demand in Pakistan? Empirical evidence from STIRPAT model. (2017). Shahbaz, Muhammad ; Ozturk, Ilhan ; Chaudhary, A R. In: Energy. RePEc:eee:energy:v:122:y:2017:i:c:p:83-93.

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2017Effects of energy production and CO2 emissions on economic growth in Iran: ARDL approach. (2017). Ahmad, Najid ; Du, Liangsheng . In: Energy. RePEc:eee:energy:v:123:y:2017:i:c:p:521-537.

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2016Efficient energy consumption in industrial sectors and its effect on environment: A comparative analysis between G8 and Southeast Asian emerging economies. (2016). Gulam Hassan, Mohamed Aslam ; Chan, Sok-Gee ; Pervin, Sajeda ; Isa, Che Ruhana ; Gee, Chan Sok ; Aslam, Mohamed ; Shahari, Farihana ; Hanifa, Abu ; Saifur, MD. In: Energy. RePEc:eee:energy:v:97:y:2016:i:c:p:82-89.

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2016Oil price and stock market co-movement: What can we learn from time-scale approaches?. (2016). Guesmi, Khaled ; Ftiti, Zied ; Abid, Ilyes . In: International Review of Financial Analysis. RePEc:eee:finana:v:46:y:2016:i:c:p:266-280.

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2016On the intensity of liquidity spillovers in the Eurozone. (2016). Smimou, K ; Khallouli, W. In: International Review of Financial Analysis. RePEc:eee:finana:v:48:y:2016:i:c:p:388-405.

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2017Risk transmission between Islamic and conventional stock markets: A return and volatility spillover analysis. (2017). Hussain, Syed Jawad ; Umar, Zaghum ; Ballester, Laura ; Ferrer, Roman . In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:9-26.

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2017Asymmetry in spillover effects: Evidence for international stock index futures markets. (2017). Marco, Chi Keung ; Yarovaya, Larisa ; Brzeszczyski, Janusz . In: International Review of Financial Analysis. RePEc:eee:finana:v:53:y:2017:i:c:p:94-111.

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2017Stock market contagion during the global financial crisis: A multiscale approach. (2017). Wang, Gang-Jin ; Stanley, Eugene H ; Lin, Min ; Xie, Chi. In: Finance Research Letters. RePEc:eee:finlet:v:22:y:2017:i:c:p:163-168.

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2016A net stable funding ratio for Islamic banks and its impact on financial stability: An international investigation. (2016). Ashraf, Dawood ; Lhuillier, Barbara ; Rizwan, Muhammad Suhail . In: Journal of Financial Stability. RePEc:eee:finsta:v:25:y:2016:i:c:p:47-57.

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2016Stock returns and economic forces—An empirical investigation of Chinese markets. (2016). Chiang, Thomas C ; Chen, Xiaoyu . In: Global Finance Journal. RePEc:eee:glofin:v:30:y:2016:i:c:p:45-65.

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2016Mapping the trading behavior of the middle class in emerging markets: Evidence from the Istanbul Stock Exchange. (2016). Bamiatzi, Vassiliki ; Lambertides, Neophytos ; Bozos, Konstantinos . In: International Business Review. RePEc:eee:iburev:v:25:y:2016:i:3:p:679-690.

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2017Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices. (2017). Charles, Amelie ; Kim, Jae H ; Darne, Olivier . In: International Economics. RePEc:eee:inteco:v:151:y:2017:i:c:p:100-112.

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2017Do managers of sharia-compliant firms have distinctive financial styles?. (2017). Kutan, Ali M ; Amir, Syed Muhammad ; Naz, Iram . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:46:y:2017:i:c:p:174-187.

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2017Hidden cointegration reveals hidden values in Islamic investments. (2017). Pappas, Vasileios ; Alexakis, Christos ; Tsikouras, Alexandros . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:46:y:2017:i:c:p:70-83.

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2017Herding in frontier markets: Evidence from African stock exchanges. (2017). Guney, Yilmaz ; Komba, Gabriel ; Kallinterakis, Vasileios . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:47:y:2017:i:c:p:152-175.

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2017Impact of US uncertainties on emerging and mature markets: Evidence from a quantile-vector autoregressive approach. (2017). Wohar, Mark ; Uribe, Jorge ; GUPTA, RANGAN ; Chuliá, Helena ; Chulia, Helena . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:48:y:2017:i:c:p:178-191.

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2017Measuring skill in the Islamic mutual fund industry: Evidence from GCC countries. (2017). Hammami, Yacine ; Oueslati, Abdelmonem . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:49:y:2017:i:c:p:15-31.

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2017Do Islamic banks fail more than conventional banks?. (2017). Samargandi, Nahla ; Alandejani, Maha ; Kutan, Ali M. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:50:y:2017:i:c:p:135-155.

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2016To debt or not to debt: Are Islamic banks less risky than conventional banks?. (2016). Sorwar, Ghulam ; Nurullah, Mohamed ; Pereira, John ; Pappas, Vasileios . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:132:y:2016:i:s:p:113-126.

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2016The economic impact of phasing out energy consumption subsidies in GCC countries. (2016). al Iriani, Mahmoud A ; Trabelsi, Mohamed . In: Journal of Economics and Business. RePEc:eee:jebusi:v:87:y:2016:i:c:p:35-49.

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2017Dynamics of integration in East Asian equity markets. (2017). Komatsubara, Tadaaki ; Tatsumi, Ken-Ichi ; Okimoto, Tatsuyoshi . In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:45:y:2017:i:c:p:37-50.

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2017Economic policy uncertainty and stock market returns in PacificRim countries: Evidence based on a Bayesian panel VAR model. (2017). GUPTA, RANGAN ; Hassapis, Christis ; Cunado, Juncal ; Christou, Christina . In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:40:y:2017:i:c:p:92-102.

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2017Bank capital, lending and financing behaviour of dual banking systems. (2017). Louhichi, Awatef ; Boujelbene, Younes. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:41:y:2017:i:c:p:61-79.

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2016False discoveries in style timing of Chinese mutual funds. (2016). Yi, LI ; He, Lei . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:38:y:2016:i:c:p:194-208.

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2016Price discovery and asset pricing. (2016). , Joakimwesterlund ; Narayan, Paresh Kumar ; Bach, Dinh Hoang ; Thuraisamy, Kannan ; Westerlund, Joakim . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:40:y:2016:i:pa:p:224-235.

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2017Islamic vs conventional equities in a strategic asset allocation framework. (2017). Umar, Zaghum . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:42:y:2017:i:c:p:1-10.

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2017Does a Muslim CEO matter in Shariah-compliant companies? Evidence from Malaysia. (2017). Hooy, Chee-Wooi ; Ali, Ruhani . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:42:y:2017:i:c:p:126-141.

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2017Sukuk issuance and information asymmetry: Why do firms issue sukuk?. (2017). Nagano, Mamoru . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:42:y:2017:i:c:p:142-157.

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2017Is there a financial news risk premium in Islamic stocks?. (2017). Narayan, Paresh Kumar ; Bannigidadmath, Deepa ; Bach, Dinh Hoang . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:42:y:2017:i:c:p:158-170.

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2017Do constraints on financial and operating leverage affect the performance of Islamic equity portfolios?. (2017). Ashraf, Dawood ; Hussain, Syed Mujahid ; Khawaja, Mohsin ; Felixson, Karl. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:42:y:2017:i:c:p:171-182.

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2017Islamic or conventional mutual funds: Who has the upper hand? Evidence from Malaysia. (2017). Boo, Yee Ling ; Rashid, Mamunur ; Li, Bob ; Ee, Mong Shan . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:42:y:2017:i:c:p:183-192.

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2017The (little) difference that makes all the difference between Islamic and conventional bonds. (2017). Skully, Michael ; Brown, Kym ; Azmat, Saad . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:42:y:2017:i:c:p:46-59.

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2017Agency costs and corporate sukuk issuance. (2017). Halim, Zairihan Abdul ; Verhoeven, Peter ; How, Janice . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:42:y:2017:i:c:p:83-95.

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2017Momentum strategies for Islamic stocks. (2017). Narayan, Paresh Kumar ; Bach, Dinh Hoang . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:42:y:2017:i:c:p:96-112.

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2017Are Islamic indexes a safe haven for investors? An analysis of total, directional and net volatility spillovers between conventional and Islamic indexes and importance of crisis periods. (2017). Hkiri, Besma ; Yarovaya, Larisa ; Aloui, Chaker ; Hammoudeh, Shawkat . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:43:y:2017:i:c:p:124-150.

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2016Using Rényi parameter to improve the predictive power of singular value decomposition entropy on stock market. (2016). Jiang, Jiaqi ; Gu, Rongbao . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:448:y:2016:i:c:p:254-264.

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2016Fluctuation behaviors of financial return volatility duration. (2016). Niu, Hongli ; Lu, Yunfan ; Wang, Jun . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:448:y:2016:i:c:p:30-40.

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2016Long memory and multifractality: A joint test. (2016). Onali, Enrico ; Goddard, John . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:451:y:2016:i:c:p:288-294.

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2016Interdependence between Greece and other European stock markets: A comparison of wavelet and VMD copula, and the portfolio implications. (2016). Shahzad, Syed Jawad Hussain ; Kumar, Ronald ; Ameer, Saba ; Ali, Sajid ; Hussain, Syed Jawad . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:457:y:2016:i:c:p:8-33.

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2016Efficiency of Thai stock markets: Detrended fluctuation analysis. (2016). Hengpunya, Varagorn ; Sukpitak, Jessada . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:458:y:2016:i:c:p:204-209.

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2016The influence of trading volume on market efficiency: The DCCA approach. (2016). Hengpunya, Varagorn ; Sukpitak, Jessada . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:458:y:2016:i:c:p:259-265.

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2016On the dynamic dependence and asymmetric co-movement between the US and Central and Eastern European transition markets. (2016). Raza, Syed ; Boubaker, Heni . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:459:y:2016:i:c:p:9-23.

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2016A study of causality structure and dynamics in industrial electricity consumption based on Granger network. (2016). Lin, Qing-Wen ; Zheng, Xu-Zhou ; Liu, Xiao-Feng ; Yao, Can-Zhong . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:462:y:2016:i:c:p:297-320.

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More than 100 citations found, this list is not complete...

Works by Abul Mansur Mohammed Masih:


YearTitleTypeCited
1998A Fractional Cointegration Approach to Testing Mean Reversion Between Spot and Forward Exchange Rates: A Case of High Frequency Data with Low Frequency Dynamics In: Journal of Business Finance & Accounting.
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2003Price Discovery Between Informationally Linked Markets During Different Trading Phases In: Journal of Financial Research.
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2014The diversification benefits from Islamic investment during the financial turmoil: The case for the US-based equity investors In: Borsa Istanbul Review.
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2016Finance-growth nexus: Insights from an application of threshold regression model to Malaysias dual financial system In: Borsa Istanbul Review.
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2014Finance-growth nexus: insights from an application of threshold regression model to Malaysia’s dual financial system.(2014) In: MPRA Paper.
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2016The impact of crude oil price on Islamic stock indices of South East Asian countries: Evidence from MGARCH-DCC and wavelet approaches In: Borsa Istanbul Review.
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1994Temporal Causality Between Money and Prices in LDCs and the Error-Correction Approach: New Evidence from India In: Indian Economic Review.
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2016The Co-movement of Selective Conventional and Islamic Stock Indices: Is there any Impact on Shariah Compliant Equity Investment in China? In: International Journal of Economics and Financial Issues.
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1984CES Production Function: Estimates of Elasticity of Substitution, Returns to Scale and Technical Progress in Australian Manufacturing Industries In: Economic Analysis and Policy.
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1996Macroeconomic activity dynamics and Granger causality: New evidence from a small developing economy based on a vector error-correction modelling analysis In: Economic Modelling.
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2016What can wavelets unveil about the vulnerabilities of monetary integration? A tale of Eurozone stock markets In: Economic Modelling.
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2016Portfolio diversification benefits of Islamic investors with their major trading partners: Evidence from Malaysia based on MGARCH-DCC and wavelet approaches In: Economic Modelling.
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2017Leverage versus volatility: Evidence from the capital structure of European firms In: Economic Modelling.
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2014Leverage versus volatility: Evidence from the Capital Structure of European Firms.(2014) In: MPRA Paper.
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2017Political stability and growth: An application of dynamic GMM and quantile regression In: Economic Modelling.
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2009The stability of money demand in China: Evidence from the ARDL model In: Economic Systems.
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2014Stock market co-movements: Islamic versus conventional equity indices with multi-timescales analysis In: Economic Systems.
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2014What factors explain stock market retardation in Islamic Countries In: Emerging Markets Review.
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2017The role of Islamic asset classes in the diversified portfolios: Mean variance spanning test In: Emerging Markets Review.
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2014The Role of Islamic Asset Classes in the Diversified Portfolios: Mean Variance Spanning Test.(2014) In: MPRA Paper.
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1996Energy consumption, real income and temporal causality: results from a multi-country study based on cointegration and error-correction modelling techniques In: Energy Economics.
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1996Stock-Watson dynamic OLS (DOLS) and error-correction modelling approaches to estimating long- and short-run elasticities in a demand function: new evidence and methodological implications from an appl In: Energy Economics.
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2010Price dynamics of crude oil and the regional ethylene markets In: Energy Economics.
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2010Price dynamics of natural gas and the regional methanol markets In: Energy Policy.
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2005Macroeconomic announcements, volatility, and interrelationships: An examination of the UK interest rate and equity markets In: International Review of Financial Analysis.
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2006Futures trading volume as a determinant of prices in different momentum phases In: International Review of Financial Analysis.
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2010Systematic risk and time scales: New evidence from an application of wavelet approach to the emerging Gulf stock markets In: International Review of Financial Analysis.
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2002Propagative causal price transmission among international stock markets: evidence from the pre- and postglobalization period In: Global Finance Journal.
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2005Current account, exchange rate dynamics and the predictability: the experience of Malaysia and Singapore In: Journal of International Financial Markets, Institutions and Money.
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2015The unique risk exposures of Islamic banks’ capital buffers: A dynamic panel data analysis In: Journal of International Financial Markets, Institutions and Money.
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2015Linkages and co-movement between international stock market returns: Case of Dow Jones Islamic Dubai Financial Market index In: Journal of International Financial Markets, Institutions and Money.
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2002The stock market and the ringgit exchange rate: a note In: Japan and the World Economy.
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2016Shari’ah screening, market risk and contagion: A multi-country analysis In: Journal of Economic Behavior & Organization.
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2001Long and short term dynamic causal transmission amongst international stock markets In: Journal of International Money and Finance.
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2014Linear and non-linear Granger causality between oil spot and futures prices: A wavelet based test In: Journal of International Money and Finance.
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1996Empirical tests to discern the dynamic causal chain in macroeconomic activity: new evidence from Thailand and Malaysia based on a multivariate cointegration/vector error-correction modeling approach In: Journal of Policy Modeling.
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1997On the temporal causal relationship between energy consumption, real income, and prices: Some new evidence from Asian-energy dependent NICs Based on a multivariate cointegration/vector error-correctio In: Journal of Policy Modeling.
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article165
1997Can family-planning programs cause a significant fertility decline in countries characterized by very low levels of socioeconomic development? New evidence from Bangladesh based on dynamic multivariat In: Journal of Policy Modeling.
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2000A Reassessment of Long-Run Elasticities of Japanese Import Demand In: Journal of Policy Modeling.
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2015Risk-return characteristics of Islamic equity indices: Multi-timescales analysis In: Journal of Multinational Financial Management.
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2014Heads we win, tails you lose: Is there equity in Islamic equity funds? In: Pacific-Basin Finance Journal.
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2015Combining momentum, value, and quality for the Islamic equity portfolio: Multi-style rotation strategies using augmented Black Litterman factor model In: Pacific-Basin Finance Journal.
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2014Combining Momentum, Value, and Quality for the Islamic Equity Portfolio: Multi-style Rotation Strategies using Augmented Black Litterman Factor Model.(2014) In: MPRA Paper.
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2015Why do issuers issue Sukuk or conventional bond? Evidence from Malaysian listed firms using partial adjustment models In: Pacific-Basin Finance Journal.
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1999Are Asian stock market fluctuations due mainly to intra-regional contagion effects? Evidence based on Asian emerging stock markets In: Pacific-Basin Finance Journal.
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2014An analysis of stock market efficiency: Developed vs Islamic stock markets using MF-DFA In: Physica A: Statistical Mechanics and its Applications.
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2015Why is no financial crisis a dress rehearsal for the next? Exploring contagious heterogeneities across major Asian stock markets In: Physica A: Statistical Mechanics and its Applications.
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2015Developing trading strategies based on fractal finance: An application of MF-DFA in the context of Islamic equities In: Physica A: Statistical Mechanics and its Applications.
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1997Dynamic linkages and the propagation mechanism driving major international stock markets: An analysis of the pre- and post-crash eras In: The Quarterly Review of Economics and Finance.
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2016Contagion and interdependence across Asia-Pacific equity markets: An analysis based on multi-horizon discrete and continuous wavelet transformations In: International Review of Economics & Finance.
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2004An analysis of option pricing under systematic consumption risk using GARCH In: Research in International Business and Finance.
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2016Are there profit (returns) in Shariah-compliant exchange traded funds? The multiscale propensity In: Research in International Business and Finance.
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2014Are There Profit (Returns) in Shariah-Compliant Exchange Traded Funds? The Multiscale Propensity.(2014) In: MPRA Paper.
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2017Malaysian investors’ perspectives on the integration and co- movement of Islamic stock markets in developed and developing countries In: Chapters.
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2017A wavelet approach to timescale relationships among the Islamic and conventional stock markets and LIBOR In: Chapters.
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2014Is domestic stock price cointegrated with exchange rate and foreign stock price? evidence from Malaysia In: Journal of Developing Areas.
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2015Time Varying Correlation Between Islamic Equity and Commodity Returns: Implications for Portfolio Diversification In: Journal of Developing Areas.
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1979An Econometric Model of the Role of Financial Institutions in Financing Private Investment in Pakistan In: The Pakistan Development Review.
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2007Financial Integration of East Asian Economies: Evidence from Real Interest Parity In: MPRA Paper.
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2011Financial integration of East Asian economies: evidence from real interest parity.(2011) In: Applied Economics.
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2014Stock Market Co-movement and Shock Transmission: Islamic versus Conventional Equity Indices In: MPRA Paper.
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2014Testing the Conventional and Islamic Financial Market Contagion: Evidence from Wavelet Analysis In: MPRA Paper.
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2014Islamic Banks’ Capital Buffers: Unique Risk Exposures and the Disciplining Effects of Charter Values In: MPRA Paper.
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2014Is There A Diversification “Cost” of Shari’ah Compliance? Empirical Evidence from Malaysian Equities In: MPRA Paper.
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2014Testing Sukuk And Conventional Bond Offers Based On Corporate Financing Theories Using Partial Adjustment Models: Evidence From Malaysian Listed Firms In: MPRA Paper.
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2014Multi-scale Lead-Lag Relationship between the Stock and Futures Markets: Malaysia as a Case Study In: MPRA Paper.
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2014Does a held-to-maturity strategy impede effective portfolio diversification for Islamic bond (sukuk) portfolios? A multi-scale continuous wavelet correlation analysis In: MPRA Paper.
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2014The Impact of Crude Oil Price on Islamic Stock Indices of South East Asian (SEA) Countries: A Comparative Analysis In: MPRA Paper.
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2014Risk Taking Behavior and Capital Adequacy in a Mixed Banking System: New Evidence from Malaysia using Dynamic OLS and Two-step Dynamic System GMM Estimators In: MPRA Paper.
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2014The Impact of Crude Oil Price on Macroeconomic Variables: New Evidence from Malaysia In: MPRA Paper.
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2014The Dynamic Linkages between Islamic Index and the Major Stock Markets: New Evidence from Wavelet time-scale decomposition Analysis In: MPRA Paper.
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2014Correlation between Islamic stock and Commodity markets: An investigation into the impact of financial crisis and financialization of commodity markets In: MPRA Paper.
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2013Comovement and resiliency of Islamic equity market: Evidence from GCC Islamic equity index based on wavelet analysis In: MPRA Paper.
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2014Causality between Stock Market Index and Macroeconomic Variables: A Case Study for Malaysia In: MPRA Paper.
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2014Diversification in Crude Oil and Other Commodities: A Comparative Analysis In: MPRA Paper.
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2016Diversification in Crude Oil and Other Commodities: A Comparative Analysis.(2016) In: Asian Academy of Management Journal of Accounting and Finance (AAMJAF).
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2014The Impact of Crude Oil Price on Islamic Stock Indices of Gulf Cooperation Council (GCC) Countries: A Comparative Analysis In: MPRA Paper.
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2014Are diversification benefits obtainable within the same asset class? New evidence from Malaysian Islamic REITS In: MPRA Paper.
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2014The Co-movement of Selective Conventional and Islamic Stock Markets in East Asia: Is there any Impact on Shariah Compliant Equity Investment in China? In: MPRA Paper.
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2014Oil price shocks and GCC capital markets: who drives whom? In: MPRA Paper.
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2014Contagion Effects of US Subprime Crisis on ASEAN-5 Stock Markets: Evidence from MGARCH-DCC Application In: MPRA Paper.
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2014Dynamic Integration of Domestic Equity Price, Foreign Equity Price and Macroeconomic Indicators: Evidence from Malaysia In: MPRA Paper.
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2014Is the global leadership of the US financial market over other financial markets shaken by 2007-2009 financial crisis? Evidence from Wavelet Analysis In: MPRA Paper.
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2014Leverage, Sensitivity to Market Risk and Contagion: A Multi-Country Analysis for Shari’ah(Islamic) Stock Screening In: MPRA Paper.
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2014Do Portfolio Diversification Opportunities exist across the Euro Zone Islamic Equity Markets? MGARCH-DCC and Wavelet Correlation Analysis In: MPRA Paper.
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2014Are The Profit Rates of the Islamic Investment Deposit Accounts Truly Performance Based? A Case Study of Malaysia In: MPRA Paper.
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2013Do Shariah (Islamic) Indices Provide a Safer Avenue in Crisis? Empirical Evidence from Dow Jones Indices using Multivariate GARCH-DCC In: MPRA Paper.
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2014Are Islamic Banks Truly Shariah Compliant? An Application of Time Series Multivariate Forecasting Techniques to Islamic Bank Financing In: MPRA Paper.
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2014Leverage, return, volatility and contagion: Evidence from the portfolio framework In: MPRA Paper.
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2014Dynamic causal chain of money, output, interest rate, exchange rate and prices: Nigeria as a case study In: MPRA Paper.
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2014The Effect of Recent Financial Crisis over Global Portfolio Diversification Opportunities – Empirical Evidence A Comparative Multivariate GARCH-DCC, MODWT and Wavelet Correlation Analysis In: MPRA Paper.
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2014Integration and Comovement of Developed and Emerging Islamic Stock Markets: A Case Study of Malaysia In: MPRA Paper.
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2014Effects of Political Turmoil (Arab Spring) on Portfolio Diversification Benefits: Perspectives of the Moroccan Islamic Stock investors In: MPRA Paper.
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2013Does Restricted Short Selling Bring Benefit to Stocks Listed in Islamic Capital Market? New Evidence from Malaysia based on Dynamic Panel Heterogeneous Techniques In: MPRA Paper.
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2013Causality between Malaysian Islamic Stock Market and Macroeconomic Variables In: MPRA Paper.
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2014An 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 In: MPRA Paper.
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2014Do the macroeconomic variables have any impact on the Islamic bank deposits?An application of ARDL approach to the Malaysian market In: MPRA Paper.
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2013Relationship between macroeconomic variables and stock market index: evidence from India In: MPRA Paper.
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1994On the Robustness of Cointegration Tests of the Market Efficiency Hypothesis: Evidence from Six European Foreign Exchange Markets In: Economia Internazionale / International Economics.
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2010An Analysis of the Dynamic Linkages between the Cash Rate and the Government Yield Curve: A Case Study - Un’analisi della relazione dinamica tra cash rate e curva dei rendimenti dei titoli pubblici: In: Economia Internazionale / International Economics.
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