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Forecasting performance of exponential smooth transition autoregressive exchange rate models

Baharumshah, Ahmad Zubaidi; Liew, Venus Khim-sen - In: Open economies review 17 (2006) 2, pp. 235-251

Persistent link: https://www.econbiz.de/10003306949

Non-linearities in real interest rate parity : evidence from OECD and Asian developing economies

Baharumshah, Ahmad Zubaidi; Liew, Venus Khim-sen; … - In: Global economic review 39 (2010) 4, pp. 351-364

Persistent link: https://www.econbiz.de/10008936707

Are Asian real exchange rates stationary?

Liew, Venus Khim-sen; Baharumshah, Ahmad Zubaidi; … - In: Economics letters 83 (2004) 3, pp. 313-316

Persistent link: https://www.econbiz.de/10002049128

Assessing the mean reversion behaviour of fiscal policy : the perspective of Asian countries

Evan Lau; Baharumshah, Ahmad Zubaidi - In: Applied economics 41 (2009) 13/15, pp. 1939-1949

Persistent link: https://www.econbiz.de/10003862774

Mean-reverting behavior of current account in Asian countries

Lau, Evan; Baharumshah, Ahmad Zubaidi - In: Economics letters 87 (2005) 3, pp. 367-371

Persistent link: https://www.econbiz.de/10002856738

The Behavior of External Debt in Asian Countries : Evidence Based on Panel Unit Root Tests

Lau, Evan - 2014

This article investigates the mean-reverting behavior of the external debt ratio based on a clustered of 19 Asian countries from 1981 to 2010. For this purpose, we use a government's intertemporal budget constraint (GIBC) model popularized by Hamilton and Flavin (1986). Our conclusions were...

Persistent link: https://www.econbiz.de/10013060434

Nonlinear mean reversion in stock prices : evidence from Asian markets

Lim, Kian-Ping; Liew, Venus Khim-sen - In: Applied financial economics letters 3 (2007) 1, pp. 25-29

Persistent link: https://www.econbiz.de/10003540134

Statistical inadequacy of GARCH models for Asian stock markets : evidence and implications

Lim, Kian-Ping; Hinich, Melvin J.; Liew, Venus Khim-sen - In: Journal of emerging market finance 4 (2005) 3, pp. 263-279

Persistent link: https://www.econbiz.de/10003255763

The inadequacy of linear autoregressive model for real exchange rates : empirical evidence from Asian economies

Liew, Venus Khim-sen; Chong, Terence Tai-Leung; Lim, … - In: Applied economics 35 (2003) 12, pp. 1387-1392

Persistent link: https://www.econbiz.de/10001804522

Comparative analysis of the effects of corruption on economic growth in ASEAN and developing countries

Negin, Vahideh; Baharumshah, Ahmad Zubaidi - In: Journal of international economic review 4 (2011) 2, pp. 115-143

Persistent link: https://www.econbiz.de/10009533766