This study attempts to investigate the evolution of dynamic linkages and volatility spillover between the five countries of the Association of Southeast Asian Nations (ASEAN-5) stock markets and China's economic activities. By using the movements and structural breaks of the time-varying...

This study attempts to investigate the evolution of dynamic linkages and volatility spillover between the five countries of the Association of Southeast Asian Nations (ASEAN-5) stock markets and China's economic activities. By using the movements and structural breaks of the time-varying...

This paper investigates the impact of currency depreciation on bilateral trade between Malaysia and China, especially how a real depreciation of ringgit against the yuan on each industry's inpayments and outpayments affect the trade balance. We employ disaggregated quarterly data on import and...

The purpose of this study is to re-investigate the savings-growth nexus for the Malaysian economy using bounds testing approach to cointegration and Toda and Yamamoto (1995) and Dolado and Lütkepohl (1996) -- TYDL Granger causality test. This study covered the sample period from 1971:Q1 to...

This paper investigates the impact of ringgit/yuan volatility on Malaysian trade with her largest trading partner, China. The short- and long-run impacts are estimated using bounds testing approach to cointegration analysis and disaggregated bilateral trade data by industry over the period of...

Purpose: The purpose of this article is to investigate the asymmetric impact of exchange rate pass-through (ERPT) on employees' wages via consumer prices in 15 major oil-exporting countries from sub-Saharan Africa over the period 1996-2017 using the panel threshold regression model....

This study re-examines the savings-growth nexus in Malaysia by using the nonparametric methodology. Using quarterly data from March 1991 to September 2006, the result of the Bierens (1997) nonparametric cointegration test shows that savings and economic growth are cointegrated. Moreover, the...

This paper investigates the impact of monetary policy shocks on a wide range of macroeconomic variables in Malaysia. To achieve this, it uses the Factor Augmented Vector Auto-regression (FAVAR) approach that combines factor analysis and vector auto-regression. The information set consists of 78...