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Long and short term dynamic causal transmission amongst international stock markets
Masih, Rumi; Masih, Abul M.M. - In: Journal of international money and finance 20 (2001) 4, pp. 563
Persistent link: https://www.econbiz.de/10006900890
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The dynamics of fertility, family planning and female education in a developing economy
Masih, Abul M.M.; Masih, Rumi - In: Applied economics 32 (2000) 12, pp. 1617-1628
Persistent link: https://www.econbiz.de/10007674678
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Number 2 - Review article - Addendum to Does money cause prices or the other way around? Multi-country econometric evidence including error-correction modelling from South-east Asi...
Masih, Abul M.M.; Masih, Rumi - In: Journal of economic studies 26 (1999) 2-3, pp. 172-176
Persistent link: https://www.econbiz.de/10007685339
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Does money cause prices, or the other way around? Multi-country econometric evidence including error-correction modelling from South-east Asia
Masih, Abul M.M.; Masih, Rumi - In: Journal of economic studies 25 (1998) 2-3, pp. 138-160
Persistent link: https://www.econbiz.de/10007694204
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Money-output Causalty in a Dynamic Multivariate Context: An Application of Macroeconometric Time Series Modelling
Masih, Abul M.M.; Masih, Rumi - In: Rivista internazionale di scienze economiche e … 45 (1998) 1, pp. 185
Persistent link: https://www.econbiz.de/10007695237
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Dynamic Linkages and the Propagation Mechanism Driving Major Stock Markets: An Analysis of the Pre- and Post-Crash Eras
Masih, Abul M.M.; Masih, Rumi - In: The quarterly review of economics and finance : journal … 37 (1997) 4, pp. 859-886
Persistent link: https://www.econbiz.de/10007697977
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A Fractional Cointegration Approach to Testing Mean Reversion Between Spot and Forward Exchange Rates: A Case of High Frequency Data with Low Frequency Dynamics
Masih, Abul M.M.; Masih, Rumi - In: Journal of business finance & accounting : JBFA 25 (1998) 7-8, pp. 987-1004
Persistent link: https://www.econbiz.de/10006991892
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Temporal Causality and the Dynamic Interactions among Macroeconomic Activity within a Multivariate Cointegrated System: Evidence from Singapore and Korea
Masih, Abul M.M.; Masih, Rumi - In: Weltwirtschaftliches Archiv : Zeitschrift des Instituts … 131 (1995) 2, pp. 265-285
Persistent link: https://www.econbiz.de/10006592232
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A Fractional Cointegration Approach to Empirical Tests of PPP: New Evidence and Methodological Implications from an Application to the Taiwan-US Dollar Relationship
Masih, Rumi; Masih, Abul M.M. - In: Weltwirtschaftliches Archiv : Zeitschrift des Instituts … 131 (1995) 4, pp. 673-694
Persistent link: https://www.econbiz.de/10006595250
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A Fractional Cointegration Approach to Testing Mean Reversion Between Spot and Forward Exchange Rates: A Case of High Frequency Data with Low Frequency Dynamics
Masih, Abul M.M.; Masih, Rumi - In: Journal of Business Finance & Accounting 25 (1998-09) 7&8, pp. 987-1003
This paper applies a relatively new but generalised concept of fractional cointegration to shed some light on the validity of a long-run relationship between high frequency daily spot and the lagged forward Australian-US dollar exchange rate. An investigation of the stochastic properties of...
Persistent link: https://www.econbiz.de/10005167738