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A monetary policy rule : the augmented Monetary Conditions Index for Philippines using UECM and bounds tests

Poon, Wai Ching - 2010

Persistent link: https://www.econbiz.de/10008660443

A monetary policy rule : the AMCI for the Philippines using UECM and bounds test

Poon, Wai Ching - In: The IUP journal of bank management : IJBM 10 (2011) 4, pp. 16-30

Persistent link: https://www.econbiz.de/10009412048

An application of augmented monetary conditions index (MCI) in Thailand

Poon, Wai Ching - In: Global review of business and economic research 12 (2016) 1, pp. 15-25

Persistent link: https://www.econbiz.de/10011673221

On the predictability of carry trade returns : the case of the Chinese Yuan

Cheong, Calvin W. H.; Sinnakkannu, Jothee; Ramasamy, … - In: Research in international business and finance 39 (2017), pp. 358-376

Persistent link: https://www.econbiz.de/10011876500

Exchange-rate volatility, exchange-rate regime, and trade in OIC countries

Poon, Wai Ching; Hooy, Chee Wooi - In: Journal of Asia Pacific business 14 (2013) 3, pp. 182-201

Persistent link: https://www.econbiz.de/10010127226

Inflation targeting in ASEAN-10

Poon, Wai Ching; Lee, Yong Shen - In: The South African journal of economics 82 (2014) 1, pp. 141-157

Persistent link: https://www.econbiz.de/10010501414

Testing transmission mechanisms on economic growth in Malaysia

Poon, Wai Ching - 2010

Persistent link: https://www.econbiz.de/10008660995

Is there a CSI-leverage nexus?

Ali Ahmed, Huson Joher; Azad, A. S. M. Sohel; Poon, Wai … - In: International review of financial analysis 89 (2023), pp. 1-17

Persistent link: https://www.econbiz.de/10014467053

A Monetary Policy Rule : The AMCI for the Philippines Using UECM and Bounds Test

Poon, Wai-Ching - 2012

This paper constructs the Augmented Monetary Conditions Index (AMCI) from 1982:1 to 2004:4 using Unrestricted Error Correction Model (UECM) and bounds test approach for the Philippines data. The results reveal evidence of cointegration between the real Gross Domestic Product (GDP) and its...

Persistent link: https://www.econbiz.de/10014167555

Output Growth, Inflation and Interest Rate on Stock Return and Volatility : The Predictive Power

Poon, Wai-Ching - 2010

Using monthly data from seven mature and emerging markets and GARCH and EGARCH models, the study of Davis and Kutan (Applied Financial Economics, 13, 693-700, 2003) on inflation and output on stock returns and volatility is extended by including interest rate to compare the effect between three...

Persistent link: https://www.econbiz.de/10013143522