Published Papers in  International Scholarly Refereed Journals (Updated 01/05/2017)

 

         

        

         The papers listed below have been widely used and cited in various scholarly works published in the international scholarly refereed journals.    I have had more than 4425  citations  so  far.

         

REPEC country rank 1 (top authors by country, Malaysia) and REPEC Global rank 20 (top authors by field, South East Asia),   Research Gate score (above 90% global researchers’ scores ).

 

136  papers  from  most  recent     (of which 125 papers are in  European/American  scholarly refereed  journals):

 

Thomson Reuters (ISI)Elsevier, Springer, Wiley, Taylor & Francis, publishers  and  Australian Business Dean Council (ABDC)  quality listed journals are highlighted below.

 

A total of 103 published papers so far are in either ISI or the top four publishers’ journals                       

  

(forthcoming,2017) Does a held-to-maturity strategy impede effective portfolio diversification for Islamic bond (sukuk) portfolios? A multi-scale continuous wavelet correlation analysis, Emerging Markets Finance and Trade (with Syed Faiq Najeeb, Obiyathulla Bacha), ISI, Taylor & Francis.

 

(forthcoming, 2017) Religion of Islam and Microfinance: Does it make any difference ? Emerging Markets Finance and Trade (with Ashraful Mobin and Syed Alhabshi), ISI, Taylor & Francis.

 

(forthcoming, 2017) Regional Spillovers Across Transitioning Emerging and Frontier Equity Markets: A Multi-Time Scale Wavelet Analysis, Economic Modelling (with Ginanjar Dewandaru and Rumi Masih)  ISI, Elsevier and ABDC (A)

 

(forthcoming, 2017) Risk return profiles of Islamic equities and commodity portfolios in different market conditions, Emerging Markets Finance and Trade (with Sarkar Kabir and Obiyathulla Bacha), ISI, Taylor and Francis.

 

(forthcoming, 2017) Exploring Portfolio Diversification Opportunities through Venture Capital Financing: Evidence from MGARCH-DCC, Markov Switching and Wavelet approaches, Emerging Markets Finance and Trade (with Yusuf Jaffar, Ginanjar Dewandaru), ISI, Taylor & Francis.

 

(forthcoming, 2017) Political stability and growth : An application of dynamic GMM and quantile regression, Economic Modelling (with Akther Uddin, Hakim Ali and Mansur Masih) ISI, Elsevier and ABDC (A)

 

(forthcoming, 2017) Issues in Islamic Equities: A Literature Survey,  Emerging Markets Finance and Trade (with Nazrol Kamil and Obiyathulla Bacha), ISI, Taylor & Francis.

 

(forthcoming, 2017) Unravelling the Financial Contagion in European Stock Markets during Financial Crises: Multi-timescale Analysis, Emerging Markets Finance and Trade (with Ginanjar Dewandaru and Rumi Masih)  ISI, Taylor and Francis.

 

(forthcoming, 2017) Who drives whom: Sukuk or Bond ? New Evidence from Granger-Causality and Wavelet Approach, Review of Financial Economics ( with Mahmudul Haque, Ashraful Ferdous, Abdulaziz Buriev, Obiyathulla Bacha and Mansur Masih) Scopus, Elsevier.

 

(forthcoming, 2017) Re-examining the Determinants of Islamic Bank Performance: New evidence from Dynamic GMM, Quantile Regression and Wavelet Coherence Approaches, Emerging Markets Finance and Trade (with Ashraful Ferdous and Mahmudul Haque), ISI, Taylor and Francis.

 

(forthcoming, 2017) Do Islamic stock returns hedge against inflation ?  A Wavelet approach, Emerging Markets Finance and Trade (with Norazza Haniff and Obiyathulla Bacha), ISI, Taylor and Francis

 

(2017) The Role of Islamic Asset Classes in the Diversified Portfolios: Mean Variance Spanning Test, Emerging Markets Review 30, 66-95 (with Ginanjar Dewandaru, Rumi Masih and Obiyathulla Bacha), ISI, Elsevier and ABDC (A)

 

(2017) Leverage versus Volatility: Evidence from the Capital Structure of European Firms, Economic Modelling, 62, 145 - 160 (with AbdelKader Alaoui, Obiyathulla Bacha and Mehmet Asutay) ISI, Elsevier and ABDC (A)

 

(2017) 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, Emerging Markets Finance and Trade   53(1), 180 – 198 (with Hishamuddin Abdul Wahab, Buerhan Saiti, Saiful Azhar Rosly), ISI, Taylor & Francis

 (2017) Marjan Naseri & Syed Othman Alhabshi & Mansur Masih “Malaysian investors’ perspectives on the integration and co-movement of Islamic stock markets in developed and developing countries,” Chapters,"  in Kabir Hassan (eds), Handbook of Empirical Research on Islam and Economic Life, chapter 27, pages 624-656, UK, Edward Elgar Publishing, Scopus

 (2017) AbdelKader O. el Alaoui, Ginanjar Dewandaru, Obiyathulla Bacha and Mansur Masih, “Time-scale relationships among the Islamic stock markets, conventional stock markets and LIBOR: Evidence from wavelet approach”, in Kabir Hassan (eds), Handbook of Empirical Research on Islam and Economic Life , Part IV: Islamic Capital Market, UK, Edward Elgar, Scopus. 

(2016) Shari'ah Stock Screening, Sensitivity to Market Risk and Contagion: A Multi-Country Analysis, Journal of Economic behavior & Organization, 132, 93 -112 (with AbdelKader Alaoui, Obiyathulla Bacha and Mehmet Asutay) ) ISI, Elsevier and ABDC (A*)

 

(2016) Investigating Risk Shifting in Islamic Banks in the Dual Banking Systems of OIC Member Countries: An Application of Two-step Dynamic GMM,   Risk Management, December, 18(4), 236 - 263 (with Alaa Alaabed and Abbas Mirakhor),  ISI,  Springer/Palgrave-Macmillan

 

(2016) Risk-Sharing Financing of Islamic Banks: Better Shielded against Interest Rate Risk ? Journal of Muamalat and Islamic Finance Research, 13(2), December, 53 - 70 (with Mirzet Seho and Alaa Alaabed) ) (This paper received the best paper award at the Malaysian Finance Association Annual Conference, May 2016)

 

(2016) Diversification in Crude Oil and Other Commodities: A Comparative Analysis, Asian Academy of Management Journal of Accounting & Finance, 12 (1), 101 - 128 (with Ahmad Monir Abdullah) Emerging ISI, Scopus

 

(2016) The impact of crude oil price on Islamic stock indices of South East Asian countries: Evidence from MGARCH-DCC and Wavelet approaches, Borsa Istanbul Review 16(4), December, 219 -232 (with Ahmad Monir Abdullah and Buerhan Saiti) Scopus, Elsevier

 

(2016) Ashraful Ferdous, Mahmudul Haque, Syed Othman Alhabshi and Mansur Masih, Socio-     economic development and its effect on performance of Islamic banks: Dynamic panel approaches, in M. Zulkhibri et al. (eds.), Macroprudential Regulation and Policy for the Islamic Financial Industry, Chapter 14, 229 -243, Switzerland,  Springer, Scopus.

 

(2016) Testing the Conventional and Islamic Financial Market Contagion: Evidence from Wavelet Analysis, Emerging Markets Finance and Trade, 52(8), 1832 -1849 (with Buerhan Saiti, Obiyathulla Ismath Bacha)  ISI, Taylor and Francis


(2016) Finance-growth nexus: Insights from an application of threshold regression model to Malaysia’s dual financial system, Borsa Istanbul Review 16 (2), 63-71 (with Alaa Alaabed) Scopus,  Elsevier.

 

(2016) Are There Profit (Returns) in Shariah-Compliant Exchange Traded Funds? The   

 multiscale propensity, Research in International Business and Finance, 38, 360 -375 (with Faizal Farouk) Scopus, Elsevier.

 

(2016) Portfolio Diversification Benefits of Islamic investors with their Major Trading Partners: Evidence from Malaysia based on MGARCH-DCC and Wavelet Approaches, Economic Modelling 54, 425 – 438 (with Adam Mohamed Rahim) ISI, Elsevier and ABDC (A)

 

(2016) Contagion and Interdependence across Asia-Pacific Equity Markets: An Analysis Based on Multi-Horizon Discrete and Continuous Wavelet Transformations, International Review of Economics and Finance  43, 363 -377 (with Ginanjar Dewandaru, Rumi Masih) ISIElsevier and ABDC (A)

 

(2016) What Can Wavelets Unveil About the Vulnerabilities of Monetary Integration? A Tale of Eurozone  Stock Markets, Economic Modelling  52, 981 -996 (with Ginanjar Dewandaru and Rumi Masih) ISI, Elsevier and ABDC (A)

 

(2016) The Co-movement of Selective Conventional and Islamic Stock Indices: Is there any Impact on Shariah Compliant Equity Investment in China ? International Journal of Economics and Financial Issues, 6(4), 1895 -1905 (with Buerhan Saiti)  Scopus

  

(2015) Combining Momentum, Value, and Quality for the Islamic Equity Portfolio: Multi-style Rotation Strategies using Augmented Black Litterman Factor Model, Pacific-Basin Finance Journal 34,  205 – 232 ( with Ginanjar Dewandaru, Rumi Masih and Obiyathulla Bacha) (This paper received the ‘Pacific-Basin Finance Journal Research Excellence Award’ at the Malaysian Finance Association Annual Conference, June 2014)  ISI Elsevier and ABDC (A)

 

(2015) Why Do Issuers issue Sukuk or Conventional Bond? Evidence from Malaysian Listed Firms Using Partial Adjustment Models, Pacific-Basin Finance Journal, 34, 233 - 252 ( with Mohamed Hisham Hanifa and Obiyathulla Bacha) ISI Elsevier and ABDC (A)


 

(2015) Performance and Trading Characteristics of Exchange Traded Funds: Developed vs Emerging Markets, Capital Markets Review, 23, 40 - 64 (with Aftab Khan and Obiyathulla Bacha) (This paper received the best paper award at the Malaysian Finance Association Annual Conference, June 2015).

 

(2015) Developing Trading Strategies based on Fractal Finance: An Application of MF-DFA in the Context of Islamic Equities, Physica A: Statistical Mechanics and its Applications,   438, 223 - 235  (with Ginanjar Dewandaru, Rumi Masih and Obiyathulla Ismath Bacha)  ISI  and  Elsevier 

 

(2015) Linkages and co-movement between international stock market returns: The case of Dow Jones Islamic Dubai financial market index, Journal of International Financial Markets, Institutions & Money, 36, 53 – 70 (with AbdelKader Alaoui, Ginanjar Dewandaru and Saiful Rosly) ISI,  Elsevier, ABDC (A)

(2015) Why is No Financial Crisis a Dress Rehearsal for the Next? Exploring Contagious Heterogeneities across Major Asian Stock Markets, Physica A: Statistical Mechanics and its Applications,   419, 241 - 259  (with Ginanjar Dewandaru and Rumi Masih )  ISI  and  Elsevier 

(2015)The unique risk exposures of Islamic banks’ capital buffers: A dynamic panel data, Journal of International Financial Markets, Institutions & Money, 36, 36 - 52 ( with Hassan Daher and Mansur Ibrahim) ISI,  Elsevier, ABDC (A)

( 2015) Does heterogeneity in investment horizons affect portfolio diversification? Some insights using  M-GARCH-DCC and Wavelet correlation analysis,  Emerging Markets Finance and Trade,  51(1), 188 - 208 ( with Faiq Najeeb and Obiyathulla Bacha )  ISI, Taylor and Francis

(2015) Risk-return characteristics of Islamic equity indices: Multi-timescales analysis,
Journal of Multinational Financial Management , 29, February, 115 – 138 (with Ginanjar Dewandaru, Obiyathulla Bacha and Rumi Masih) Elsevier

 

(2015) Time varying Correlation between Islamic Equity and Commodity Returns:Implications for Portfolio Diversification, Journal of Developing Areas  49(5), 115 -128 (with Aftab Khan, Sarkar Kabir and Omar Bashar) ABDC (B)

 

(2014) Daily Traders’ and Institutional Investors’ Wealth Effects upon Sukuk and Conventional Bond Announcements: A Case Study of Malaysian Firms Using Event-Study Methodology and Wavelet Analysis, Capital Markets  Review , 22, 59 – 81 (with Mohamed Hisham Hanifa and Obiyathulla Bacha)

(2014) Stock Market Comovements: Islamic versus Conventional Equity Indices with Multi-timescale Analysis, Economic Systems, 38(4), December, 553 -571 ( with Ginanjar Dewandaru, Aun Rizvi, Rumi Masih, Syed Othman Alhabshi)  ISI and Elsevier

 

(2014) The diversification benefits from Islamic investment during the financial turmoil: The case for the US-based equity investors, Borsa Istanbul Review 14(4), December, 196 – 211, (with Buerhan Saiti and Obiyathulla Bacha)  Elsevier

 

(2014) Linear and Non-linear Granger Causality between Oil Spot and Futures Prices: A Wavelet Based Test, Journal of International Money and Finance, 48, October, 175 - 201 (with  M. Alzahrani and Omar. Al-Titi )  ISI,  Elsevier and ABDC (A)

 

 (2014) An analysis of stock market efficiency: Developed vs Islamic stock markets using MF-DFA Physica A: Statistical Mechanics and its Applications, 407, August, 86 - 99 ( with Aun Rizvi,  Ginanjar Dewandaru and Obiyathulla Bacha)   ISI  and  Elsevier

(2014) What factors explain the stock market retardation in Islamic countries ? Emerging Markets Review, 19, June, 106-127 (with Ginanjar  Dewandaru, Aun Rizvi, and Obiyathulla Bacha)  ISI,   Elsevier and ABDC (A)

 

 (2014) Heads we win, tails you loose: Is there equity in Islamic equity funds ? Pacific-Basin Finance Journal, 28, 7-28 (with N. Kamil,  S. Alhabshi  and  O. Bacha) (This paper received the ‘Pacific-Basin Finance Journal Research Excellence Award’ at the Malaysian Finance Association Annual Conference, June 2013)  ISIElsevier and ABDC (A)

 

(2014) Is Domestic Stock Price Cointegrated with Exchange Rate and Foreign Stock Price ?  Evidence from Malaysia, Journal of Developing Areas, Summer, 48(3), 285 -302 (with S. Kabir and O. Bashar) ABDC (B)

 

 (2013) Are Islamic Equities Immune to Global Financial Turmoil? An Investigation of the Time Varying Correlation and Volatility of Islamic Equity Returns, Australian Journal of  Basic and Applied Sciences, 7 (7), 686 – 701 (with S. Kabir and O. Bacha) ISI

 

(2013) Are Islamic Stock Markets Integrated Globally?  Evidence from Time Series Techniques Australian Journal of  Basic and Applied Sciences, 7 (7), 702 -720 (with S. Kabir and G. Dewandaru) ISI

 

(2013) Wavelet Analysis of Stock Price Behaviour: Evidence from Dow Jones Islamic GCC Stock Index Returns (with A. Alaoui, G. Diwandaru, O. Bacha and M. Musa)  in [ M. Asutay & A. Turkistani (eds), Islamic Finance: Performance and Efficiency, Gerlach publishers, Berlin and London]

 

(2013) Estimation of Dynamic Conditional Correlations of Shariah-Compliant Stock Indices through the Application of  Multivariate GARCH Approach Australian Journal of  Basic and Applied Sciences, 7 (7), 259 -267  (with B. Saiti and O. Bacha) ISI

 

(2013) A Wavelet-based Approach  toTesting Shariah-compliant Stock Market Contagion:  Evidence from  the ASEAN Countries,  Australian Journal of  Basic and Applied Sciences, 7 (7), 268 -280 (with B. Saiti and G. Dewandaru)  ISI

 

(2012)   Do ‘Sin Stocks’ Deprive Islamic Stock Portfolios of Diversification? Some Insights from the Use of MGARCH-DCC, Capital Markets Review, 20 (1 & 2), 1-20 (with N. Kamil and O. Bacha) (This paper received the ‘best paper’ prize awarded by the Malaysian Finance Association Annual Conference, June 2012)

  

(2011)  Financial Integration of East Asian Economies:  Evidence from Real Interest Parity, Applied Economics, 43 (16), June, 1979- 1990  (with  A.Z. Baharumshah,  C. Tze Haw and  E .Lau ) ISI , Taylor and Francis, ABDC (A),

 

(2011)   Does the ‘Environmental Kuznets Curve’  exist?   An Application of Long-Run Structural Modelling to Saudi Arabia,  Economia Internazionale  (International Economics),   64 (2),  211 - 234 (with  L. De Mello) ABDC (C)

 

(2010)  Systematic Risk and Time Scales : New Evidence from an Application of  Wavelet Approach to the Emerging Gulf Stock Markets, International Review of Financial Analysis,

19 (1), 10 – 18  (with  M.  Alzahrani and  O.  Al-Titi) ISI,   Elsevier and ABDC (A)

 

(2010)  Price Dynamics of Crude Oil and Regional  Ethylene Markets,  Energy Economics,

32 (6), 1435 - 1444   (with  I. Algahtani and  L. De Mello) ISI,   Elsevier and ABDC  (A*)

 

(2010)  An Analysis of the Dynamic Linkages between the Cash rate and the Government Yield Curve: A Case Study,  Economia Internazionale  (International Economics), 63 (3),

329 -359  (with V. Ryan) ABDC (C)

 

(2010) Price Dynamics of Natural  Gas and the Regional  Methanol Markets, Energy Policy,

 38 (3), 1372 – 1378  (with  K. Albinali and  L. DeMello) ISI,   Elsevier and ABDC (A)

 

(2010)  Model Uncertainty and Asset Return Predictability: An Application of Bayesian Model,    Applied Economics42 (15), June, 1963 -1972  ( with R. Masih and K. Mie) ISI and Taylor and Francis,  ABDC (A),

 

(2010) What Drives Carbon-Dioxide  Emissions : Income or  Electricity Generation ?  Evidence  from Saudi Arabia ,  Journal  of  Energy and  Development   33 (2),  201 –213   (with  M. Alsahlawi  and  L. DeMello)

 

(2009) Recent and Ongoing Advances in Econometric Methodology for Applied Research, European Journal of Management , 9 (3), 72 -87 ABDC (C)

 

(2009)  Do Stock Prices Play a Significant Role in Formulating Monetary Policy ? Evidence from Australia,  Economia Internazionale (International Economics),  62 (2),  203 – 232   (with L. De Mello) ABDC (C)

 

          (2009)  The Stability of Money Demand in China: Evidence from the ARDL Model,  Economic  

           Systems , 33 (3), 231 – 244  (with  Z.  Baharumshah and S. H. Mohd.) ISI and Elsevier

 

(2009) Tests of Different Variants of the Monetary Model in a Developing Economy: Malaysian Experience in the Pre- and Post- Crisis Periods, Applied Economics ,41 (15),  June, 1893-1902  (with C. Lee and M. Azali) ISI , Taylor and FrancisABDC (A),

 

(2009) Causality Between Financial Development and Economic Growth: An Application of Vector Error-Correction and Variance Decomposition Methods to Saudi Arabia, Applied Economics,, 41 (13), May,  1691-1699  (with  A. Al-Elg and H. Madani) ISI, Taylor and Francis, ABDC (A),

 

(2008) Intra-Market Price Discovery in an Emerging Stock Market: Vector Fractionally-Integrated Error Correction Model and Toda-Yamamoto Level VAR Approaches, Asian Journal of  Business and Accounting,, 1(1), 93 - 112 (with R. Masih)

 

(2008) Empirical Test of the Long-Run Fisher Effect: An Application of the ARDL Bounds Technique to Saudi Arabia, Journal of International Finance and Economics, 8 (1), 53 – 64  (with  M. Al-Hajji and Y. Umar) ABDC (C)

 

(2008) Estimation of Long-Run Demand for Money: An Application of  Long Run Structural Modelling to Saudi Arabia,  Economia Internazionale (International Economics), 61 (1), 81 - 99  (with  I. Algahtani) ABDC (C)

 

(2008) 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, Journal of International Finance and Economics, 8 (3), 114 - 122  (with  B. Hamdan) ABDC (C)

 

(2008) Sovereign Credit Ratings and Macroeconomic Variables: An Application of Bounds Testing Approach to Malaysia, Journal of Academy of Business and Economics, 8 (1), 109 - 119 (with A. Ahmad,  S. Daudc and A. Marzuki  ) ABDC (C)

 

(2006) Short Term Futures Trading Volume as a Determinant of Price Changes, International Review of Financial Analysis,  15 (1), 68-85 (with A. Hodgson and R. Masih) ISI,    Elsevier and ABDC (A)

 

(2006) Who Leads Australian Interest Rates in the Short and Long Run? An Application of Long-Run Structural Modeling,  Review of Pacific Basin Financial Markets and Policies , 9 (1), 1-24  (with T. Winduss) Worldscientific, ABDC (B)

 

(2005) The Term Structure of Interest Rates in Australia; An Application of Long Run Structural Modelling, Applied Financial Economics15 (8), 557-573 (with V. Ryan) (This paper received the ‘best paper’ prize  awarded by the Asia-Pacific Finance Association Annual Conference held at Bangkok, July 2001). Taylor and FrancisABDC (B)

 

(2005) Current Account, Exchange Rate Dynamics, and the Predictability: The Experience of Malaysia and Singapore, Journal of International Financial Markets, Institutions  & Money , 15 (3), 255-270 (with  A.Z. Baharumshah) ISI,  Elsevier, ABDC (A)

 

(2005) Macroeconomic Announcements, Volatility, and Interrelationships: An Examination of  U.K. Bond and Stock Markets,  International Review of Financial Analysis, 14(3), 356-375 (with B. Jones and  C. Lin). ISI,   Elsevier and ABDC (A)

 

(2005) Macroeconomic Policy Trilemma in Open Economies: Which Policy Option is Ideally Suited to the Malaysian Context? Jurnal  Pengurusan  (Management Journal), 24, July, 3-26.

 

(2004) An Analysis of Option Pricing Under Systematic Consumption Risk Using GARCH, Research in International Business and Finance, 18 (2), 151-171 (with A. Georgievski)      ElsevierABDC (B)

 

(2004) Fractional Cointegration, Low Frequency Dynamics and Long-Run Purchasing Power Parity: An Analysis of the Australian Dollar, Applied Economics 36 (6), 593-605 (with R. Masih). ISI,  Taylor and Francis, ABDC (A),   

 

(2004) Common Stochastic Trends and the Dynamic Linkages Driving European Stock Markets: Evidence From Before, After and During the Crash of October 1987, European Journal of Finance, 10, February, 81-104 (with R. Masih). ISI,    Taylor and Francis

 

(2003) Price Discovery between Informationally Linked Markets during Different Trading Phases,  Journal of Financial Research,, 26(1), Spring,  77-95 (with A. Hodgson and R. Masih). ISI and ABDC (A)

 

(2002) Propagative Causal Price Transmission Among Major International Stock Exchanges: Evidence from the Pre- and Post-Globalisation Period, Global Finance Journal, 13(1), March, 63-91 (with R. Masih).(This paper was awarded the 'best paper' prize by the Global Finance Association at their annual ‘Global Finance Conference’ held at Chicago in April 2000). The prize was sponsored by Chicago Stock Exchange). Elsevier

 

(2002) The Stock Market and the Ringgit Exchange Rate: Japan and the World Economy 14(4), December, 471-486  (with A. Z .Baharumshah and M. Azali). Elsevier and ABDC (B)

 

(2001) Long and Short-Term Dynamic Causal Transmission Amongst International Stock Markets, Journal of International Money and Finance , 20(4), August,  563-587 (with R. Masih). ISI,  Elsevier and ABDC (A)

 

(2001) Dynamic Modelling of Stock Market Interdependencies: An Empirical Investigation of Australia and the Asian NICs, Review of Pacific Basin Financial Markets and Policies, 4(2), June, 235-264 (with R. Masih) Worldscientific,  ABDC (B)

 

(2000) A Reassessment of Long-Run Elasticities of Japanese Import Demand: An Application of Dynamic OLS, Journal of Policy Modeling, 22(5), 625-639 (with R. Masih). ISI,  Elsevier and ABDC (A)

 

(2000) Dynamics of Fertility, Family Planning ,and Female Education in a Developing Economy, Applied Economics, 32(12), 1617-1627 ( with R Masih). ISI, Taylor and Francis, ABDC (A),

 

(2000) East Asia's Financial Crisis: Lessons for South Asia, International Journal of Business Studies,  8(1),71-86 (with R. Masih). ABDC (C)

 

(1999) Are Asian Stock Market Fluctuations Due Mainly to Intra-Regional Contagion Effects? Evidence Based on Asian Emerging Stock Markets, Pacific-Basin Finance Journal,7(3-4),September,251-282 (with R. Masih).(This paper was awarded the 'best paper' prize by PACAP/FMA International Annual Conference  of Finance held at Kuala Lumpur in October, 1998.  The Prize was sponsored by Kuala Lumpur Stock Exchange). ISI, Elsevier and ABDC (A)

 

(1999) Is a Significant Socio-Economic Structural Change a Pre-Requisite for ‘Initial’ Fertility Decline in the LDCs? Evidence from Thailand, Journal of Population Economics.12(3), 443-466 (with R. Masih). ISI, Springer and ABDC (A)

 

(1999) Dynamic Price Relationships Between Small and Large Stocks, Accounting Research Journal 12,(2), 151-162 (with A. Hodgson and R. Masih). Emerald.

 

(1999)  Addendum to Does Money Cause Prices or the Other Way Around? Multi-Country Econometric Evidence Including Error-Correction Modelling From South-East Asia, Journal of Economic Studies, 26(2), 172-176 ( with R. Masih).Emerald, ABDC (B)

 

(1998) A Fractional Cointegration Approach to Testing Mean Reversion between Spot and    

Forward Exchange Rates: A Case of High Frequency Data With Low Frequency Dynamics,

Journal of Business Finance and Accounting (JBFA). 25(7)&(8), Sept/Oct, 987-1003. (with R.

Masih). ISI,   Elsevier and ABDC (A)

 

(1998) A Multivariate, Cointegrated Modelling Approach to Testing Temporal Causality Among Energy Consumption, Real Income and Prices With An Application To Two Asian LDCs. Applied Economics 30, 1287-1298 (with R. Masih).(This paper was given the ANBAR International Award for highest  quality rating on the basis of citations and by an international panel of judges, 1999). ISI, Taylor and Francis, ABDC (A),

 

(1998) Does Money Cause Prices or the Other Way Around? Some Multi-Country Econometric Evidence Including Error-Correction Modelling From Southeast Asia, Journal of Economic Studies,25(3), 138-160, (with R. Masih) . ).(This paper was given the ANBAR International Award for highest  quality rating on the basis of citations and by an international panel of judges, 1999). Emerald, ABDC (B)

 

(1998) A. Fractional Cointegration Analysis of the Long-Run Relationship Between Black and Official Foreign Exchange Rates: The Case of the Brazilian Cruzeiro, Applied Economics, 30, 853-861 (with R. Masih).(This paper was given the ANBAR International Award for highest  quality rating on the basis of citations and by an international panel of judges, 1999). ISI ,  Taylor and FrancisABDC (A),

 

(1998) Money-Output Causality in a Dynamic Multivariate Context: An Application of Macroeconometric Time Series Modelling, Rivista Internazionale di Scienze Economiche e Commerciali (International Review of Economics),45(1),185-208, (with R Masih), Springer, ABDC (B)

 

(1998)The Shock Persistence Hypothesis: An Alternative Perspective, Scandinavian Journal of Development Alternatives and Area Studies,17(4),76-82 (with R. Masih)

 

          (1997) Dynamic Linkages and the Propagation Mechanism Driving Major International Stock Markets: An Analysis of the Pre- and Post-Crash Eras, Quarterly Review of Economics & Finance 37(4),Fall, 859-885 (with R. Masih). Elsevier

 

          (1997) Talking in Defence? New Evidence From an Alternative Methodological Approach to the Defence Spending-Economic Growth Causality Issue in the Case of Communist China, Journal of Economic Studies, 24(3), (Jun), 123-140 (with R. Masih and M. Hasan). Emerald, ABDC (B)

 

(1997) On the Temporal Causal Relationship Between Energy Consumption, Real Income and Prices:  Some New Evidence From East-Asian Energy Dependent NICs Based on a Multivariate Cointegration/Vector Error-Correction Approach, Journal of Policy Modeling, 19(4)(Aug),417-440  (with R. Masih). ISI,   Elsevier and ABDC (A)

 

          (1997) Bivariate & Multivariate Tests of Money-Price Causality: Robust Evidence From a Small Developing Country, Journal of International Development [Formerly: Manchester Papers on Development], 9(6)(Sept-Oct),803-825 (with R. Masih). Wiley,  ABDC (B)

 

          (1997), A Comparative Analysis of the Propagation of Stock Market Fluctuations in Alternative Models of Dynamic Causal Linkages, Applied Financial Economics, 7, 59-74 (with R. Masih). Taylor and Francis,   ABDC (B)

 

(1997), Can Family Planning Programs 'Cause' a Significant Fertility Decline In Countries Characterised by Very Low Levels of Socio-Economic Development? New Evidence from Bangladesh, Journal of Policy Modeling, 19(4)(Aug),441-468 (with R. Masih). ISI, Elsevier and ABDC (A)

 

          (1996) Stock-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 Application to the Demand for Coal in Mainland China, Energy Economics, 18(4), (Oct), 315-334. (with R. Masih). ISI,   Elsevier and ABDC  (A*)

 

          (1996) Modelling the Dynamics of Macroeconomic Activity: New Evidence From a Developing Economy  Journal of Quantitative Economics,12(2), 85-105 (with R. Masih). ABDC (B)

 

          (1996), Common Stochastic Trends, Multivariate Market Efficiency and the Temporal Causal Dynamics in a System of Daily Spot Exchange Rates, Applied Financial Economics, 6, (Dec.) 495-504. (with R. Masih). Taylor and Francis, ABDC (B)

 

          (1996) Energy Consumption, Real Income and Temporal Causality: Results from a Multi-Country Study Based on Cointegration & Error-Correction Modelling Techniques, Energy Economics, 18, 165-183 (with R. Masih). ISI,   Elsevier and ABDC  (A*)

 

          (1996) Temporal Causality and the Dynamics of Different Categories of Crime and their Socio-Economic Determinants: Evidence From Australia, Applied Economics, 28, (Sept.) 1093-1104. (with R. Masih). (This paper was given the ANBAR International Award for highest  quality rating on the basis of citations and by an international panel of judges, 1997). ISI Taylor and Francis,  ABDC (A)

 

          (1996), Empirical Tests to Discern the Dynamic Causal Chain in Macroeconomic Activity: New Evidence from Thailand and Malaysia Based on a Multivariate Cointegration/Vector Error-Correction Modelling Approach, Journal of Policy Modeling, 18(5) (Oct), 531-60. (with R. Masih). ISI,   Elsevier and ABDC (A)

 

          (1996), Macroeconomic Activity Dynamics and Granger Causality: New Evidence from a Small Developing Economy Based on a Vector Error-Correction Modelling Analysis, Economic Modelling, 13(3), 407-426. (with R. Masih). ISI,   Elsevier and ABDC (A)

 

          (1995), Does Only Unanticipated Monetary Growth Matter? An Econometric Investigation of Ten Asian Countries, Economia Internazionale (International Economics,),  48 (4) (Nov) 537-549. (with R. Masih). ABDC (C)

 

          (1995), A Fractional Cointegration Approach to Empirical Tests of PPP: New Evidence and Methodological Implications From an Application to the Taiwan/US Dollar Relationship, Weltwirtschaftliches Archiv [Review of World Economics], 131(4) (Dec), 673-694. (with R. Masih). ISI and Springer.

 

          (1995), Investigating the Robustness of Tests of the Market Efficiency Hypothesis: Contributions From Cointegration Techniques on the Canadian Floating Dollar, Applied Financial Economics, 5 (Jun.) 139-150. (with R. Masih).   Taylor and Francis,   ABDC (B)

 

          (1995), Temporal Causality and Dynamic Interactions Among Macroeconomic Activity Within a Multivariate Cointegrated System: Evidence from Singapore and Korea, Weltwirtschaftliches Archiv [Review of World Economics], 131(2) (Jun), 265-285.  (with R. Masih). ISI and Springer.

 

          (1994), Using Cointegration in Applied Finance and Accounting Studies: An Application to High Frequency Thai and Malaysian Stock Prices, Pacific Accounting Review, 6(1) (Dec) 94-113.  (with R. Masih). Emerald and ABDC (B)

 

          (1994), The Limits and Potentials of Trade Liberalization in the Least Developed Economies: Bangladesh as a Case Study, Scandinavian Journal of Development Alternatives, 13(4), (Dec), 83-106.

 

          (1994) On the Robustness of Cointegration Tests of the Market Efficiency Hypothesis: Evidence From Six European Foreign Exchange Markets, Economia Internazionale (International Economics), 47 (2/3), (May/Aug), 160-180.  (with R. Masih). ABDC (C)

 

          (1994), The Dynamics of Macroeconomic Activity and Granger Temporal Causality: New Evidence from Bangladesh Based on Dynamic Multivariate & Cointegrated Time Series Techniques, Bangladesh Development Studies, 22(1) (Mar), 63-88.  (with R. Masih). ABDC (C)

 

          (1994), Temporal Causality Between Money and Prices and the Error-Correction Approach in LDCs: New Evidence From India, Indian Economic Review, 29(1) (Jan/Jun), 33-55.  (with R. Masih). ABDC (C)

 

          (1987), An Econometric Analysis of the Structuralist- Monetarist Explanation of Inflation in Developing Asian Countries: A Comparative Study of Korea, Philippines, Indonesia, Malaysia and Thailand, Philippine Economic Journal, 26(3/4), 213-239. ABDC (C)

 

          (1984), CES Production Function: Estimates of Elasticity of Substitution, Returns to Scale and Technical Progress in Australian Manufacturing Industries, Economic Analysis and Policy, 14 (1) (March), 30-46.  Elsevier and ABDC (B)

 

          (1983), Multilateral Trade Negotiations (Tokyo Round): Implications for Australia, Australian Quarterly, 55 (Autumn), 95-103. ABDC (C)

 

          (1981), A Critique of the Methodology Adopted by Others in Evaluating the Role of Financial Institutions in Economic Development, Indian Journal of Economics, 61(April), 471-488. ABDC (C)

 

          (1979), Apparent Productivities in Australian Industries: An International Comparison, Australian Bulletin of Labour, 6 (Dec), 52-61 (with W. Kasper). ABDC (B)

 

          (1979), An Econometric Model of the Role of Financial Institutions in Financing Private Investment in Pakistan,  Pakistan Development Review, 18 (Autumn), 191-214. ABDC (C)

 

          (1979) Specification and Estimation of Private Investment Functions in a Developing Economy with Particular Reference to Financial Variables: The Case of Pakistan, Indian Journal of Economics, 60(July), 1-21. ABDC (C)

 

          (1978), Specification and Estimation of the Public's Demand for Demand and Time Deposit Functions in a Developing Economy: The Case of Pakistan, Pakistan Economic and Social Review, 16 (Autumn-Winter), 101-116. ABDC (C)

 

          (1978), Specification and Estimation of the Commercial Bank Equations in a Developing Economy: The Case of Pakistan, Nigerian Journal of Economic and Social Studies, 20(Mar), 71-88.

 

          (1978), The Conceptual and Statistical Problems Involved in the Use of Some Variables Employed in Econometric Analysis with Particular Reference to Pakistan, Pakistan Economic and Social Review, 16 (Spring-Summer), 1-26. ABDC (C)

 

          (1978), The Planning Strategy of the Government of Pakistan and its Impact on the Economy ¾  A Critical Appraisal, Indian Journal of Economics, 58 (Jan), 301-312. ABDC (C)

 

Updated: 01/05/2017 06:49 PM