Refereed Conference Papers and  Other Public  Presentations (Updated 12/07/2016)

 

(145  Papers  Presented  from  Most  Recent) :

 

Mirzet SeHo, Alaa Alaabed and Mansur Masih,  Risk-Sharing Financing of Islamic Banks: Better Shielded Against Interest Rate Risk ? 18th Malaysian Finance Association Conference, May 29-31, 2016, Kuala Lumpur,Malaysia (This paper received the ‘best paper’ prize awarded by the 18th Malaysian Finance Association Annual Conference, 2016)

 

Asyraf Bin Abdul Halim,  Mohamed Ariff and Mansur Masih, The Impact of Real Estate, Inequality and Global Account Imbalances on Credit Intensity: A Cross Country Analysis, 18th Malaysian Finance Association Conference, May 29-31, 2016, Kuala Lumpur, Malaysia.

 

Mohammad Ashraful Mobin, Syed Othman Alhabshi and Mansur Masih, Religion of Islam and Microfinance: Does it Make Any Difference to Social and Financial Sustainability in Reference to Outreach – Sustainability Paradox, 18thMalaysian Finance Association Conference, May 29-31, 2016, Kuala Lumpur, Malaysia.

 

Md Akther Uddin, Md Hakim Ali and Mansur Masih, War and Peace: Why is Political Stability Pivotal for Economic Growth of OIC countries? 18th Malaysian Finance Association Conference, May 29-31, 2016, Kuala Lumpur,Malaysia.

 

Alam Asadov and Mansur Masih,  Reversal of Monetary History: Is Return to Trimetalism a Viable Alternative? 18thMalaysian Finance Association Conference, May 29-31, 2016, Kuala Lumpur, Malaysia.

 

Afaf Abdelfattah Mohammad Taya and Mansur Masih, Does the Standardization of Sharia Rules Add to the Stability of Islamic Banks ? An Empirical Study from the MENA Region, 18th Malaysian Finance Association Conference, May 29-31, 2016, Kuala Lumpur, Malaysia.

 

Wan Mohd Kamal Wan Omar, Faruq Husainy Hasbullah and Mansur Masih, Crude Oil Procyclicality in Islamic Deposits in Malaysia: An Empirical Test of the Dynamic Causal Chain in the Islamic Finance and Banking Industry,18th Malaysian Finance Association Conference, May 29-31, 2016, Kuala Lumpur, Malaysia.

 

 Md Akther Uddin, Md Hakim Ali and Mansur Masih, Why are finance and human development important for economic growth in OIC countries? A Dynamic GMM Approach, 18th Malaysian Finance Association Conference, May 29-31, 2016, Kuala Lumpur, Malaysia.

 

Mohammad Ashraful Mobin, Mansur Masih and Sarkar Kabir, Effect of religion, political stability and education on commercial bank customer deposits: GMM and Quantile regression approaches, 18th Malaysian Finance Association Conference, May 29-31, 2016, Kuala Lumpur, Malaysia.

 

Ahmad Monir Abdullah, Hafezali Iqbal Hussain and Mansur Masih, Malaysian Shariah Compliant Stock Market Index Analysis, 18th Malaysian Finance Association Conference, May 29-31, 2016, Kuala Lumpur, Malaysia.

 

Zainab Fida Ahsan and Mansur Masih, Exploring the Synergies Between Socially Responsible and Faith Based Stock Indices: Could Screening Criteria Improvisation be the Way Forward? 18th Malaysian Finance Association Conference, May 29-31, 2016, Kuala Lumpur, Malaysia.

 

Ishaq Muhammad Mustapha, Obiyathulla Ismath Bacha, Mansur Masih, The 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, 18th Malaysian Finance Association Conference, May 29-31, 2016, Kuala Lumpur, Malaysia.

 

 

Chowdhury, Ashraful & Haque, Mahmudul & Alhabshi Syed & Masih, Mansur, “Does Socio-economic freedom foster Performance of Islamic banks? Dynamic GMM and Quantile approaches”, 17th Malaysian Finance Association Conference, June 2 -4, 2015, Kuala Lumpur, Malaysia.

 

Alaabed, Alaa & Masih, Mansur & Mirakhor, Abbas “Reducing Fragility? Risk Shifting and Islamic Banking”, 17th Malaysian Finance Association Conference, June 2 -4, 2015, Kuala Lumpur, Malaysia.

 

Haque, Mahmudul & Buriev, Abdul Aziz & Kutlutas, Erkam & Bacha, Obiyathulla & Masih, Mansur

Re-examining the Sukuk-Bond relationship: A new evidence from Granger Causality and Wavelet approach”, 17th Malaysian Finance Association Conference, June 2 -4, 2015, Kuala Lumpur, Malaysia.

 

Khan, Aftab & Bacha, Obiyathulla & Masih, Mansur, “Three essays on Equity Indices and Exchange Traded Funds:  Islamic vs Conventional”, 17th Malaysian Finance Association Conference, June 2 -4, 2015, Kuala Lumpur, Malaysia.

 

Sulaiman, Rahim & Bacha, Obiyathulla & Masih, Mansur “The case for an Asian oil market and Islamic oil-structured  papers: Evidence from wavelet analysis and quantile regression”, 17th Malaysian Finance Association Conference, June 2 -4, 2015, Kuala Lumpur, Malaysia.

 

Khan, Aftab & Bacha, Obiyathulla & Masih, Mansur “Performance and Trading Characteristics of Exchange Traded Funds: Developed vs Emerging Markets”, 17th Malaysian Finance Association Conference, June 2 -4, 2015, Kuala Lumpur, Malaysia.

 

Mobin, Ashraful & Alhabshi, Syed & Masih, Mansur, “Religiosity and threshold effect in social and financial performance of microfinance institutions : System GMM and non-linear threshold approaches”, 17th Malaysian Finance Association Conference, June 2 -4, 2015, Kuala Lumpur, Malaysia.

 

Al Shugaa, Ameen & Masih, Mansur “Uncertainty and Volatility in MENA Stock Markets During the Arab Spring”, 17th Malaysian Finance Association Conference, June 2 -4, 2015, Kuala Lumpur, Malaysia.

 

Othman, Arshad Nuval  & Masih, Abul Mansur Mohammed “Do Profit and Loss Sharing (PLS) Deposits also affect PLS Financing? Evidence from Malaysia based on DOLS, FMOLS and System GMM Techniques”, 17th Malaysian Finance Association Conference, June 2 -4, 2015, Kuala Lumpur, Malaysia.

 

Chowdhury, Ashraful and Masih, Mansur “Re-examining the Determinants of Islamic Bank Performance: New evidence from Dynamic GMM, Quantile Regression and Wavelet Coherence approaches”, 17th Malaysian Finance Association Conference, June 2 -4, 2015, Kuala Lumpur, Malaysia.

 

Nassar, Jamal & Masih, Mansur, ”Economic Growth Determinants and Arabic Spring Movement. Does Arab Spring Affect Malaysian FDI ?”, 17th Malaysian Finance Association Conference, June 2 -4, 2015, Kuala Lumpur, Malaysia. June 2-4, 2015, Kuala Lumpur, Malaysia.

 

Alaoui, AbdelKader & Dewandaru, Ginanjar & Azhar, Saiful & Masih, Mansur, 2014. What Drives the Profitability of Banks :  Do Interest rate and Fee & Commissions impact the profitability of banks? Evidence from the European Countries”,  4th Islamic Banking and Finance Conference (paper ID 216), June 23-24, 2014, Lancaster University, organized jointly by Aston University and Lancaster University, UK

 

Dewandaru, Ginanjar & Alaoui, AbdelKader & Bacha, Obiyathulla & Masih, Mansur, 2014. “ Stock Market Co-movement and Shock Transmission: Islamic versus Conventional Equity Indices”,   4th Islamic Banking and Finance Conference (paper ID 215), June 23-24, 2014, Lancaster University, organized jointly by Aston University and Lancaster University, UK

 

Alaoui, AbdelKader & Bacha, Obiyathulla & Masih, Mansur & Asutay, Mehmet,2014. "Leverage versus volatility: Evidence from the Capital Structure of European Firms" ”,   4th Islamic Banking and Finance Conference (paper ID 195), June 23-24, 2014, Lancaster University, organized jointly by Aston University and Lancaster University, UK

 

Dewandaru, Ginanjar & Rizvi, Syed Aun & Kabir, Sarkar H. & Bacha, Obiyathulla & Masih, Mansur, 2014. “How do Macroeconomic Changes Impact Islamic and Conventional Equity Prices?  Evidence from Developed and Emerging Countries”,   4th Islamic Banking and Finance Conference (paper ID 159), June 23-24, 2014, Lancaster University, organized jointly by Aston University and Lancaster University, UK

 

Saiti, Buerhan & Bacha, Obiyathulla & Masih, Mansur, 2014. “Testing the Conventional and Islamic Financial Market Contagion:  Evidence from Wavelet  Analysis”,  4th Islamic Banking and Finance Conference (paper ID 165), June 23-24, 2014, Lancaster University, organized jointly by Aston University and Lancaster University, UK

 

Najeeb, Syed Faiq & Bacha, Obiyathulla & Masih, Mansur, 2014.  “Does a held-to-maturity strategy impede effective portfolio diversification for Islamic bond (sukuk) portfolios? A multi-scale continuous wavelet correlation analysis”  4th Islamic Banking and Finance Conference (paper ID 152), June 23-24, 2014, Lancaster University, organized jointly by Aston University and Lancaster University, UK

 

Dewandaru, Ginanjar & Masih, Rumi & Bacha, Obiyathulla & Masih, A. Mansur M. 2014.  “The Role of Islamic Asset Classes in the Diversified Portfolios:  Mean Variance Spanning Test”,  4th Islamic Banking and Finance Conference (paper ID 172), June 23-24, 2014, Lancaster University, organized jointly by Aston University and Lancaster University, UK

 

Jusoh, Hashim & Bacha, Obiyathulla & Masih, A. Mansur M. 2014. “ Multi-scale Lead-Lag Relationship between the Stock and Futures Markets: Malaysia as a Case Study”,  4th Islamic Banking and Finance Conference (paper ID 163), June 23-24, 2014, Lancaster University, organized jointly by Aston University and Lancaster University, UK

 

Daher, Hassan & Masih, Mansur & Ibrahim, Mansor, 2014. “Islamic Banks’ Capital Buffers: Unique Risk Exposures and the Disciplining Effects of Charter Values”, 4th Islamic Banking and Finance Conference (paper ID 214), June 23-24, 2014, Lancaster University, organized jointly by Aston University and Lancaster University, UK

 

Hanifa, M. Hisham & Masih, Mansur & Bacha, Obiyathulla, 2014. “Testing Sukuk And Conventional Bond Offers Based On Corporate Financing Theories Using Partial Adjustment Models: Evidence From Malaysian Listed Firms”, 4th Islamic Banking and Finance Conference (paper ID 170), June 23-24, 2014, Lancaster University, organized jointly by Aston University and Lancaster University, UK) (This paper received the ‘best paper’ prize awarded by the 16th Malaysian Finance Association Annual Conference, 2014)

 

Abdullah, A. Monir & Saiti, Buerhan & Masih, Abul Mansur M. 2014. “The Impact of Crude Oil Price on Islamic Stock Indices of South East Asian (SEA) Countries:  A Comparative Analysis”, 4th Islamic Banking and Finance Conference (paper ID 168), June 23-24, 2014, Lancaster University, organized jointly by Aston University and Lancaster University, UK

 

Kamil, Nazrol &  Bacha, Obiyathulla & Masih, Mansur, 2014. Is There A Diversification “Cost” of Shari’ah Compliance?  Empirical Evidence from Malaysian Equities”, 4th Islamic Banking and Finance Conference (paper ID 127), June 23-24, 2014, Lancaster University, organized jointly by Aston University and Lancaster University, UK

 

Dewandaru, Ginanjar & Masih, Rumi & Bacha, Obiyathulla & Masih,  A. Mansur  M. 2014.  “Combining Momentum, Value, and Quality for the Islamic Equity Portfolio:  Multi-style Rotation Strategies using Augmented Black Litterman Factor Model”, 16th Malaysian Finance Association Conference (paper ID: MFA-IBF-208 ), June 4 -6, 2014, Kuala Lumpur, Malaysia (This paper received the ‘Pacific-Basin Finance Journal Research Excellence Award’ at the 16th Malaysian Finance Association Annual Conference, 2014)

 

Wahab, Hishamuddin A. & Rosly, Saiful A. & 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”, 16th Malaysian Finance Association Conference (paper ID: MFA-IBF-118), June 4 -6, 2014, Kuala Lumpur, Malaysia

 

Abdullah, A. Monir & Masih, Abul Mansur M. 2014 “The Impact of Crude Oil Price on Macroeconomic Variables: New Evidence from Malaysia”, 16th Malaysian Finance Association Conference (paper ID: MFA-FM-118), June 4 -6, 2014, Kuala Lumpur, Malaysia

 

Bakar,  Norhidayah  A. &  Masih, Abul Mansur M. 2014 “The Dynamic Linkages between Islamic Index and the Major Stock Markets: New Evidence from Wavelet time-scale decomposition analysis”, 16th Malaysian Finance Association Conference (paper ID: MFA-IBF-206), June 4 -6, 2014, Kuala Lumpur, Malaysia

 

Saiti, Buerhan & Bacha, Obiyathulla & Masih, Mansur, 2014. “Is the global leadership of the US financial market over other financial markets shaken by 2007-2009 financial crisis?  Evidence from Wavelet Analysis”,  Eurasia Business Research Conference, June 16 –18, 2014 , Istanbul, Turkey

 

(2013, December)  1st  Paris Financial Management Conference, Paris,  France

bullet Paper  "Relationship between Islamic Stock Return Compared  to Conventional Stock Return and LIBOR : Evidence from Wavelet approaches" (with AbdelKader el Alaoui,  Ginanjar Diwandaru, Obiyathulla Bacha and Mansur Masih)

 

 

(2013, November)  23rd International Business Research Conference, Organised by the World   Business Institute, Melbourne, Australia

 

bullet Paper  “Are Islamic Stock Indices ‘Safe-Haven’ for the US-based Investors: Evidence from Multivariate-GARCH Analysis (with Bourhan Saiti and Obiyathulla Bacha) (This paper received the ‘best paper’ award in Islamic Finance at that conference)

 

(2013, June) 15th  Malaysian Finance Association Annual Conference, Kuala Lumpur, Malaysia

 

bullet PaperInternational Portfolio Diversification Opportunities for Malaysian Islamic Stock Market Investors: A Comparative Multivariate GARCH-DCC and Wavelet Correlation Analysis (with Faiq Najeeb)

 

(2013, June) 15th  Malaysian Finance Association Annual Conference, Kuala Lumpur, Malaysia

 

bullet Paper “Heads we win, tails you lose: Is there equity in Islamic equity funds” (with Nazrol Kamil, Syed Alhabshi and Obiyathulla Bacha) (This paper received the ‘Pacific-Basin Finance Journal Research Excellence Award’ at the Malaysian Finance Association Annual Conference)

 

(2013, June) 15th  Malaysian Finance Association Annual Conference, Kuala Lumpur, Malaysia

 

bullet Paper  “Co-movement and resiliency of Islamic equity market: Evidence from GCC Islamic equity index based on Wavelet analysis” (with Ginanjar Dewandaru,  AbdelKader Alaoui. Syed Alhabshi)

 

(2013, June) 15th  Malaysian Finance Association Annual Conference, Kuala Lumpur, Malaysia

 

bullet Paper  “Islamic versus Developed countries: An analysis of stock market efficiency” (with Aun Rizvi,  Ginanjar Dewandaru, and Obiyathulla Bacha)

 

(2013, June) 15th  Malaysian Finance Association Annual Conference, Kuala Lumpur, Malaysia

 

bullet Paper  “Correlation between Islamic stock and commodity markets: An investigation into the impact of financial crisis and financialization of commodity markets”  (with Aftab Khan)

 

(2013, June) 15th  Malaysian Finance Association Annual Conference, Kuala Lumpur, Malaysia

 

bullet Paper  “Is it the end of diversification ? Evidence from major Islamic and mainstream equities and commodity markets” (with Sarkar Kabir and Obiyathulla Bacha)

 

(2013, June) 15th  Malaysian Finance Association Annual Conference, Kuala Lumpur, Malaysia

 

bullet Paper “ Efficiency of Islamic and Conventional stock indices: Developed versus Emerging countries”  (with Ginanjar Dewandaru, Aun Rizvi, and Obiyathulla Bacha)

 

(2013, June) 15th  Malaysian Finance Association Annual Conference, Kuala Lumpur, Malaysia

 

bullet Paper  “Stock market comovements: Islamic versus conventional equity indices with multi-timescale analysis” (with  Ginanjar Dewandaru, Aun Rizvi and Syed Alhabshi)

 

(2013, June) 15th  Malaysian Finance Association Annual Conference, Kuala Lumpur, Malaysia

 

bullet Paper “How do macroeconomic changes impact Islamic and Conventional equity prices ? Evidence from developed and emerging countries” (with Ginanjar Dewandaru, Aun Rizvi, Kabir Sarkar and Obiyathulla Bacha)

 

(2013, June) 15h  Malaysian Finance Association Annual Conference, Kuala Lumpur, Malaysia

 

bullet Paper  “What factors do explain the stock market retardation in Islamic countries ?” (with Ginanjar Dewandaru, Aun Rizvi, and Obiyathulla Bacha)

 

(2013, June) 15h  Malaysian Finance Association Annual Conference, Kuala Lumpur, Malaysia

 

bullet Paper  “Are Islamic stock indices more volatile? The empirical evidence on decomposition of  time-varying volatility and correlation between Islamic and conventional” (with Aun Rizvi,  Ginanjar Dewandaru, and Obiyathulla Bacha)

 

(2012, July)   Islamic Finance Conference, Cambridge, UK

 

bullet Paper  “Wavelet Analysis of Stock Price Behavior: Evidence from Dow Jones Islamic GCC Stock Index Returns” (with AbdelKader Alaoui and Obiyathulla Bacha)

 

(2012, June)   Islamic Development Bank Conference, Jakarta, Indonesia

bullet Paper “ Are the Islamic Stock Markets Integrated Globally ? Evidence from the Time Series Techniques” ( with Sarkar Kabir and Obiyathulla Bacha)

 

(2012, June) 14th  Malaysian Finance Association Annual Conference, Penang, Malaysia

 

bullet Paper  “”Do Sin Stocks Deprive Islamic Stock Portfolios of Diversification? Some Insights from the Use  of  MGARCH-DCC” (with Nazrol Kamil and Obiyathulla Bacha) (This paper received the ‘best paper’ prize awarded by the Malaysian Finance Association Annual Conference)

 

(2012, June) 14th  Malaysian Finance Association Annual Conference, Penang, Malaysia

 

bullet Paper  “Islamic Versus Conventional stock Indices: A comparative study of risk-return profile using wavelet analysis” (with Ginanjar Dewandaru and Obiyathulla Bacha) (This paper was selected as one of the ten best papers out of around one hundred fifty papers presented)

 

(2012, June) 14th  Malaysian Finance Association Annual Conference, Penang, Malaysia

 

 

bullet Paper “Are Islamic Equities Immune to Financial Turmoil Around the Globe? An Investigation of the Conditional and Mean Reverting Volatility of Islamic Equity Returns”(with Sarkar Kabir and Obiyathulla Bacha)

 

 

(2012, June) 14th  Malaysian Finance Association Annual Conference, Penang, Malaysia

 

bullet Paper “Testing the Conventional and Shari’ah-Compliant Financial Market Contagion: Evidence from Islamic and non-Islamic Countries based on Wavelet Approach” (with Buerhan Saiti and Obiyathulla Bacha)

 

 

(2012, June) 14th  Malaysian Finance Association Annual Conference, Penang, Malaysia

 

Paper “Evaluation of Credit Risk Determinants among Malaysian Banks: An Application of Dynamic Heterogeneous Panel Techniques”(with Hishamuddin Wahab and Saiful Rosly)

 

 

(2012, June) 14th  Malaysian Finance Association Annual Conference, Penang, Malaysia

 

bullet Paper “Comovement and causality between Islamic stock returns and conventional  stock returns and LIBOR:  Evidence from Wavelet and Spectral approaches(with AbdelKader Alaoui and Obiyathulla Bacha)

 

 

(2011, November)    Islamic Civilisation Conference, Oxford,  UK

 

·         Paper  “A Wavelet-based Approach to Testing Shariah-compliant Stock Market Contagion:  Evidence from the ASEAN Countries” (with Buerhan Saiti and Obiyathulla Bacha)

 

 

(2011, June)  Inaugural  ISRA Colloquium: Innovation in Islamic Finance: Sharia-Driven or Market-Driven ?  Kuala Lumpur,  Malaysia                                                                           

 

·         Paper “The Comovement of Selective  Conventional and Islamic Stock Markets in East Asia:  Is there any Impact on Sharia-Compliant Equity Investments in China ?” (with Buerhan Saiti)

 

 

(2009, October) Annual Conference of the International Academy of Business and Economics, Las Vegas, USA

 

·         Paper “Recent and Ongoing Advances in Econometric Methodology for Applied Research”

 

(2008, November) Annual Conference of  the International Association of Energy Economics (Asian),  Perth, Australia   

 

·         Paper What drives CO-2 emissions :  Income or electricity generation ?

                                    Evidence from Saudi Arabia”( with  M. Alsahlawi and L. De Mello)

 

(2008, October) Annual Conference of the International Academy of Business and Economics, Las Vegas, USA

 

·         Paper  “The Impact of the Monetary Policy  on  Deposit and Lending  Rates in the industrial countries Versus the Developing Countries: An Application of Autoregressive Distributed Lag Approach” (with B. Hamdan)

 

(2008, October) Annual Conference of the International Academy of Business and Economics, Las Vegas, USA

 

·         Paper “ Sovereign Credit Ratings and Macroeconomic Variables: An Application of Bounds Testing Approach to Malaysia” (with A. Ahmad,  S. Daudc and A. Marzuki )

 

(2008 , June)   31st Conference of the International Association for Energy Economics in  Istanbul, Turkey

 

·         Paper “Price Dynamics of  Plastics and its Feedstocks: A Look at the Asian and North West European Markets” (with  R. Ripple, A. Eid and  L. De Mello)

 

(2008 , June)   31st Conference of the International Association for Energy Economics in  Istanbul, Turkey

 

·         Paper “Price Dynamics of Natural  Gas and the Regional  Methanol  Markets”(with K. Albinali and L. De Mello)

 

(2008, June) Annual Conference of the International Academy of Business and Economics, Stockholm, Sweden

 

·         Paper Empirical Test of the Long-run Fisher effect: An Application of the ARDL Bounds Technique to Saudi Arabia”  (with  M. Al-Hajji and Y. Umar)

 

(2008, June) Annual Conference of the International Academy of Business and Economics, Stockholm, Sweden

 

·         Paper  “Estimation of Long-Run Demand for Money: An Application of Long-Run Structural Modeling to Saudi Arabia” (with I. Algahtani)

 

 

(2007 May) “Keynote Speech” at the International Workshop held at the Center for Research Excellence in Renewable Energy, King Fahd University of Petroleum and Minerals, Dhahran,  Saudi Arabia

 

·         Paper “ Recent Developments in the Economics of Renewable Energy: Directions for Future Research”

 

(2007  February) 30th Conference of the International Association for Energy Economics in Wellington, New Zealand

·         Paper “ Price Dynamics of crude Oil and Regional Petrochemical Markets” (with  I. Algahtani and  L. De Mello)

 

(2007  February) 30th Conference of the International Association for Energy Economics in Wellington, New Zealand

·         Paper  “Does the Environmental Kuznets Curve exist? An Application of Long-Run Structural Modeling to Saudi Arabia” (with  L. De Mello)

 

(2007  March) Global Petrochemicals Conference, 4th Annual meeting in Frankfurt, Germany

·         Paper “ Price Dynamics of crude Oil and Regional Petrochemical Markets” (with I. Algahtani and  L. De Mello)

 

 (2006 December) ICFAI International Conference on Business and Finance in HyderabadIndia

·             Paper “Price Dynamics of Crude oil and the Regional Petrochemical Markets”(with   I. Algahtani and  L. De Mello)

 

(2006 September) Ist International Conference on Clean Development Mechanism, Riyadh,  Saudi                                      Arabia

·         Paper “ Does the Environmental Kuznets Curve exist? An Application of Long-Run Structural Modeling to Saudi Arabia”

 

(2006 May)      6th Annual Hawaii International Conference on Business, Honolulu,  USA

·         Paper “Empirical Tests of Purchasing Power Parity of Select ASEAN Economies: An Application of Long Run Structural Modelling with I(1) Exogenous Variables” (with Che  Ani  Mad )

 

(2005 July)      16th Asian Finance Annual Conference, Kuala Lumpur, Malaysia.

·         Paper: “Model Uncertainty and Asset Return Predictability: An Application of Bayesian Model Averaging” ( with R. Masih and K. Mie)

 

(2005 May)      22 nd  Pan-Pacific Annual Conference, Shanghai, China

·         Paper “A Test of Different Variants of the Monetary Model in a Developing Economy: An Application to the Malaysian Data Covering Both the Pre- and Post- Crisis Periods” (with C. Lee and M. Azali)

 

(2004 October) “Keynote Speech”  at the  Asia-Pacific Economics and Business Bi-annual International Conference, Penang, Malaysia.

·               Paper: “Developments in Econometric Methodology for Applied Research”

 

(2004 August)    Inaugural lecture as the “Tun Ismail Ali Distinguished Chair in Finance and Investment”, National University of Malaysia, Kuala Lumpur, Malaysia.

·         Paper: “Macroeconomic Policy Trilemma in Open Economies: Which Policy Option is Ideally Suited to the Malaysian Context?”

 

(2003 April)      “Keynote Speech” at the 5th Annual Symposium of the Malaysian Finance  Association, Kuala Lumpur, Malaysia

·               Paper: “Recent Advances in Econometric Research Methodology in Finance and Economics”.

 

(2002a, Aug)   10th Conference on Pacific Basin Finance, Economics and Accounting, Singapore

·         Paper: “An Analysis of the Dynamic Linkages Between the Cash Rate and the Government Yield Curve During the 1990s: Australia as a Case Study” (with  V. Ryan)

 

(2002b, Aug)   10th Conference on Pacific Basin Finance, Economics and Accounting, Singapore

·         Paper: “Do Stock Prices Play a Significant Role in Formulating Monetary Policy?

Evidence from Australia” (with L. De Mello)

 

(2002c, July)   Asia Pacific Finance Association/Financial Management Association(FMA, Asian) Annual Conference, Tokyo, Japan

·         Paper: “Who Leads Australian Interest Rates in the Short and Long Run? An Application of Long-Run Structural Modelling” (T. Windus)

 

(2001a,Dec)     Australasian Finance & Banking Annual Conference, Sydney, Australia

·         Paper: “Macroeconomic Announcements, Volatility, and Interrelationships: The U.K. Experience” (with B. Jones and C. Lim)

 

(2001b,Dec)    Australasian Finance & Banking Annual Conference, Sydney, Australia

·         Paper: “Stock Prices and Monetary Policy: The Australian Experience” (with  L. DeMello)

 

(2001c,Dec)     Australasian Finance & Banking Annual Conference, Sydney, Australia

·         Paper: “An Analysis of Option Pricing Under Systematic Consumption Risk Using GARCH”  (with A. Georgievski)

 

(2001d,Nov)    Money, Investment, and Risk Conference, Nottingham Trent University, U.K.

·         Paper: “Do Stock Prices Play a Significant Role in the Money Demand Function? Evidence from Australia” (with L. DeMello)

 

(2001e, Oct)    Financial Management Association International (FMA) Annual Meeting, Toronto,  Canada 

·         Paper: "Macroeconomic Announcements, Volatility, and Interrelationships: An Examination of the U.K. Bond and Stock Markets" (with B. Jones and C. Lim)

 

(2001f, July)    8th Asia Pacific Finance Association(APFA) Annual Conference,  Bangkok, Thailand

·         Paper: "The Term Structure of Interest Rates in Australia: An Application of Long Run Structural Modelling" (with V. Ryan) (This paper received the ‘best paper’ prize awarded by the Asia-Pacific Finance Association Annual Conference held at Bangkok, July 2001).

 

(2000a, Oct)    Financial Management Association International (FMA) Annual Meeting,  Seattle, U.S.A.

·         Paper: "Price Discovery between Informationally Linked Markets during Different Trading Phases: Evidence from Australia" (with A. Hodgson and R. Masih)

 

(2000b, Oct)    Financial Management Association International (FMA) Annual Meeting,  Seattle, U.S.A.

·         Paper: "Fractional Cointegration, Low Frequency Dynamics and Long-Run Purchasing Power Parity:  An Analysis of the Australian Dollar" (with R. Masih)

 

(2000c,July)    7th Asia Pacific Finance Association(APFA) Annual Conference, Shanghai, China

·         Paper: "Lead-Lag Relations in Bull and Bear Phases among Large, Medium and Small Stocks" (with A. Hodgson and R. Masih)

 

(2000d, July)   12th Annual PACAP/FMA International Finance Conference, Melbourne, Australia

·         Paper: "Fractional Cointegration and Purchasing Power Parity: Another look" (with R. Masih)

 

(2000e,June)    8th Pacific Basin Finance, Economics, and Accounting International Conference, Bangkok, Thailand

·         Paper: "Stock Market Dynamics :Evidence from Emerging Stock Markets" (with R. Masih)

 

(2000f, April)  7th Annual Global Finance Conference,  Chicago, U.S.A.

·         Paper: "Propagative Causal Price Transmission Among Major International Stock Exchanges: Evidence from the Pre- and Post-Globalisation Period" (with R. Masih) (This paper received the Global Finance Conference 'best paper' prize sponsored by Chicago Stock Exchange at their annual conference held at Chicago,  2000).  

 

(2000g, Mar)      Southwestern Finance Association Annual Meeting,  San AntonioU.S.A.

·         Paper: "Capital Market Dynamics: Evidence from the Pre- and Post- Globalization period" (with R. Masih)

 

(1999, Jan)      Workshop Organised by the Department of Economics, North-South University (an International Private University), Dhaka,   Bangladesh

·         Paper: "Is the Asian Stock Market Crisis Due to "Fundamental" or "Contagion" Factors?"(with  R.  Masih)

 

(1998a, Dec) International Conference on Development of the Indian Ocean Region, Perth, Australia.

·         Paper: "East Asia's Financial Crisis: Lessons for South Asia" (with  R. Masih)

 

(1998b, June) International Conference of Finance, Lille, France.

· Paper: "Fractional Cointegration, Low Frequency Dynamics and Long-Run Purchasing Power Parity: An Analysis of the Australian Dollar" (with R. Masih)

 

(1998c,July) Econometric Society: Australasian Meeting, Australian National University, Canberra, Australia.

· Paper: "Long and Short-Term Dynamic Linkages Amongst Asian Emerging Pacific-Rim Stock Markets" (with R. Masih)

 

(1998d,Sept) Sixth International Convention of the East Asian Economic Association, Kitakyushu, Japan.

 

           · Paper: "Is a Significant Socio-Economic Structural Change a Pre-Requisite for ‘Initial’

fertility Decline in the LDCs? Evidence from Thailand" (with R. Masih)

 

(1998e,Oct) 10th Annual PACAP/FMA International Finance Conference, Kuala Lumpur, Malaysia

· Paper: "Are Asian Stock Market Fluctuations Due Mainly to Intra-Regional Contagion Effects? Evidence based on Asian Emerging Markets" (with R. Masih).(This paper was awarded the ‘best paper’ prize by the Pacific Basin Financial Management Society who organised the above conference,1998).

 

 (1998f,Dec)Econometric Society Indian and South East Asian Meeting, University Malaysia Sarawak, Malaysia

            · Paper: "Price Discovery and Intra-Market Short-and Long-Term Temporal Linkages in an Emerging Stock Market: Vector Error Correction Model and Toda-Yamamoto Level VAR Approaches" (with  R. Masih)

 

(1997a, Jan): Faculty of Economics and Administration, University of Malaya, Kuala Lumpur, Malaysia

            · Paper: “The Impact of Globalisation on the Patterns of Long and Short Term Dynamic Linkages Among Major International Stock Markets” (With R. Masih)

 

(1997b, Jan): Department of Economics, North-South University (an International Private University), Dhaka, Bangladesh

            · Paper: “Propagative Causal Price Transmission across World Equity Markets” (with R. Masih)

 

(1996a, Jan): Faculty of Economics, Thammasat University, Bangkok, Thailand

            · Paper: “Causes of Fertility Decline: Experience of Some Asian LDCs” (with R. Masih)

 

(1996b, Jan): Bangladesh Institute of Development Studies,  Dhaka, Bangladesh

            · Paper: “Family Planning, and the ‘Initial’ fertility Decline: The Experience of Bangladesh” (with R. Masih)

 

(1995a, Dec) Department of Economics & Finance, City University of Hong Kong, Hong Kong.

            · Paper: “Modelling the Dynamic Linkages and the Propagation Mechanism among Major International Stock Markets: Evidence from the Pre- and Post-Crash Eras” (with R. Masih)

 

(1995b, Dec) Centre of Asian Studies, The University of Hong Kong, Hong Kong.

            · Paper: “Does Money Matter in a Multivariate Context: Evidence from Malaysia, Thailand and Indonesia” (with R. Masih)

 

(1995c, Aug) Research School of Pacific and Asian Studies, Australian National University, Canberra Australia.

            · Paper: “Discerning the Dynamic Granger Causal Chain in Macroeconomic Activity: Evidence from some South Asian and Southeast Asian Countries” (with R. Masih)

 

(1995d, April) 25th Anniversary International Conference (Development Projects: Issues for the 1990s), Development and Project Planning Centre, University of Bradford, U.K.

            · Paper: “Is a Significant Socio-Economic Structural Change a Pre-Requisite for ‘Initial’ Fertility Decline in the LDCs? Evidence from Thailand Based on a Multivariate Cointegration/Vector Error Correction Modelling Approach” (with R. Masih)

 

(1995e, Jan) Faculty of Economics and Administration, University of Malaya, Kuala Lumpur, Malaysia.

            · Paper: “Does Money Matter? The Malaysian Experience (1955-1991)” (with R. Masih)

 

(1995f, Jan) Current Development Issues Seminar, Development Research and Policy Analysis Division, United Nations ESCAP, Bangkok, Thailand.

            · Paper: “Are Economic Factors Essential for Initial Decline in Fertility? A Comparison Between Bangladesh, India and Thailand” (with R. Masih)

 

(1995g, Jan) Department of Economics, North-South University (An International Private University), Dhaka, Bangladesh.

            · Paper: “Dynamics of Macroeconomic Activity and Granger Causality: New Evidence from Bangladesh Based on Dynamic Multivariate & Cointegrated Time Series Techniques” (with R. Masih)

 

(1994a, Dec) Delhi School of Economics, Delhi, India.

            · Paper: “The Dynamics of Fertility, Family Planning and Female Education in a Traditional Society: New Evidence from India Based on a Vector Error-Correction Approach” (with R. Masih)

 

(1994b, Feb): Malaysian Institute of Economic Research, Kuala Lumpur, Malaysia

            · Paper: “Discerning Temporal Causality In Macroeconomic Activity in Malaysia within a Multivariate Dynamic Context: An application of Johansen's Multiple Cointegration Tests and Vector Error-Correction Modelling” (with R. Masih)

 

(1994c, Jan): Faculty of Economics, Thammasat University, Bangkok, Thailand

            · Paper: “Does Money Matter in Thailand? Evidence from Vector Error-Correction, Variance Decompositions, and Impulse Response Functions”.(with R. Masih)

 

(1994d, Jan): Bangladesh Institute of Development Studies, Dhaka, Bangladesh

            · Paper: “Monetary dynamics in Bangladesh: An Application of Johansen's Multivariate Cointegration Tests and Vector Error-Correction Modelling” (with R. Masih)

 

(1993a, Dec): Delhi School of Economics, Delhi, India

            · Paper: “Dynamic Interactions Among Money, Prices, Output, Interest Rate, and Exchange Rate in India: An Application of Vector Error-Correction, Variance Decompositions, and Impulse Response Functions” (with R. Masih)

 

(1993b, Dec): Second International Conference on Financial Econometrics, Queenstown, New Zealand

            · Paper: “Temporal Causality and the Dynamic Interactions Among Macroeconomic Activity within a Multivariate Cointegrated System: Evidence from Singapore and Korea” (with R. Masih)

 

(1993c, Sept): 22nd Annual Conference of Economists, Curtin University, Perth, Australia

            · Paper: “Does Only Unanticipated Monetary Growth Matter? An Econometric Investigation of Ten Asian Countries” (with R. Masih)

 

(1993d, Jan): Faculty of Economics, Thammasat University, Bangkok, Thailand

            · Paper: “The Lead-Lag Relationship of Inflation and Money Supply in Thailand: An Application of the Error-Correction Approach” (with R. Masih)

 

(1993e, Jan): Bangladesh Institute of Development Studies, Dhaka, Bangladesh

            · Paper: “The Dynamic Interactions Among Money, Prices, Output, Interest Rate, and Exchange Rate In Bangladesh: An Application of Cointegration, Vector Autoregressive, and Vector Error-Correction Approaches” (with R. Masih)

(1992a, Dec): Delhi School of Economics, Delhi, India

            · Paper: “Is Inflation the Cause or the Effect of Money Supply in Asian Developing Countries? The Experience of India Based on a New Methodology” (with R. Masih)

 

(1992b, Dec): Malaysian Institute of Economic Research, Kuala Lumpur, Malaysia

            · Paper: “Empirical Tests of the Direction of Causation Between Liquidity and Inflation: The Experience of Five Southeast Asian Countries” (with R. Masih)

 

(1992c, Feb): Bangladesh Institute of Development Studies, Dhaka, Bangladesh

            · Paper: “Causality and the Dynamic Interactions among Money, Prices, and Output in Bangladesh: An Application of Cointegration, Vector Error-Correction, and Vector Autoregressive Techniques” (with R. Masih)

 

(1991a, Dec): Bangladesh Institute of Development Studies, Dhaka, Bangladesh

            · Paper: “Does Only Unanticipated Monetary Policy Matter? An Econometric Investigation Based on Ten Asian Developing Countries” (with R. Masih)

 

(1991b, Aug): Research School of Pacific Studies, Australian National University, Canberra, Australia.

            · Paper: "Does Money Cause Prices or the Other Way Around? Application of Some Causality Tests Including the Recently-developed Cointegration and Error-Correction Techniques” (with R. Masih)

 

(1990a, Sept): Bangladesh Institute of Development Studies, Dhaka, Bangladesh

            · Paper: “Money, Prices and Causality - A Comparative Study of Causality Tests Applied to Bangladesh and Malaysia” (with R. Masih)

 

(1990b, Jun): Malaysian Institute of Economic Research, Kuala Lumpur, Malaysia

            · Paper: “An econometric Analysis of Money, Prices and Causality in Malaysia: Yet Another Look” (with R. Masih)

 

(1987, Jan): Department of Economics, University of Strathclyde, U.K.

            · Paper: “Inflation and the Openness of the Developing Economies:  The Experience of Five Asian Countries”  

 

(1986a, Nov) School of Economic Studies, University of Leeds, U.K.

            · Paper: “Is Inflation the Cause or the Effect of Money Supply in Asian Developing Economies?”.

 

(1986b, Oct): Institute of Economics and Statistics, University of Oxford, U.K.

            · Paper: “Empirical Tests of the Structuralist-Monetarist Controversy on Inflation: A Comparative Study of some South- East Asian Countries”.

 

(1981, Aug): Department of Economics, University of New South Wales, Canberra, Australia.

            · Paper: “Multilateral Trade Negotiations (Tokyo Round): Implications for Australia”.

 

(1980, Aug): 9th Annual Conference of Economists, University of Queensland, Brisbane, Australia.

            · Paper: “CES Production Function:  Estimates of Elasticity of Substitution, Returns to Scale and Technical Progress in Australian Manufacturing Industries”.

 

(1978, Nov) A Conference on “The Economics of Structural Change and Adjustment”, Institute of Industrial Economics, University of Newcastle, Australia.

            · Paper: “Australia’s Industrial Productivity Gaps” (with W. Kasper)

 

Updated: 12/07/2016 11:08 PM