This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Information about:
Venus Khim-Sen Liew

Personal Details | Affiliation | Works
This is information that was supplied by Venus Liew in registering through RePEc. If you are Venus Khim-Sen Liew , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors


Personal Details

First Name: Venus
Middle Name: Khim-Sen
Last Name: Liew
Suffix:

RePEc Short-ID: pli71

Email:
Homepage:
http://venusliew.blogspot.com/
Postal Address: Faculty of Economics and Business, 94300 Kota Samarahan, Universiti Malaysia Sarawak.
Phone:

Affiliation

(in no particular order)

Lists

This author is among the top 5% authors according to these criteria:
  1. Number of Distinct Works
  2. Number of Abstract Views in RePEc Services over the past 12 months
  3. Number of Downloads through RePEc Services over the past 12 months
  4. Number of Abstract Views in RePEc Services over the past 12 months, Weighted by Number of Authors
  5. Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors

Works

|
Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Liew , Venus Khim-Sen & Chia, Ricky Chee-Jiun & Puah, Chin-Hong, 2009. "Does Hysteresis in Unemployment Occur in OECD Countries? Evidence from Parametric and Non-Parametric Panel Unit Roots Tests," MPRA Paper 9915, University Library of Munich, Germany. [Downloadable!]

  2. Liew, Venus Khim-Sen, 2009. "Linear and nonlinear monetary approaches to the exchange rate of the Philippines peso-Japanese yen," MPRA Paper 15550, University Library of Munich, Germany, revised 05 Jun 2009. [Downloadable!]

  3. Liew, Venus Khim-Sen & Baharumshah, Ahmad Zubaidi & Puah, Chin-Hong, 2009. "Monetary Model of Exchange Rate for Thailand: Long-run Relationship and Monetary Restrictions," MPRA Paper 17715, University Library of Munich, Germany. [Downloadable!]

  4. Liew, Venus Khim-Sen & Chia, Ricky Chee-Jiun & Ling, Tai-Hu, 2009. "Long-run validity of purchasing power parity and rank tests for cointegration for Central Asian Countries," MPRA Paper 15794, University Library of Munich, Germany. [Downloadable!]

  5. Liew , Venus Khim-Sen & Baharumshah, Ahmad Zubaidi & Habibullah, Muzafar Shah & Midi, Habshah, 2008. "Monetary exchange rate model: supportive evidence from nonlinear testing procedures," MPRA Paper 7293, University Library of Munich, Germany. [Downloadable!]

  6. Liew , Venus Khim-Sen & Ling, Tai-Hu, 2008. "Real interest rate parity: evidence from East Asian economies relative to China," MPRA Paper 7291, University Library of Munich, Germany. [Downloadable!]

  7. Habibullah, M.S. & Dayang-Afizzah, A.M. & Liew, Venus Khim-Sen & Lim, Kian-Ping, 2008. "Testing nonlinear convergence in Malaysia,1965-2003," MPRA Paper 12110, University Library of Munich, Germany. [Downloadable!]

  8. Baharumshah, Ahmad Zubaidi & Liew, Venus Khim-Sen & Chan, Tze-Haw, 2007. "The real interest rate differential: international evidence based on nonlinear unit root tests," MPRA Paper 7300, University Library of Munich, Germany. [Downloadable!]
    Published as:

  9. Chia, Ricky Chee-Jiun & Liew, Venus Khim-Sen & Syed Khalid Wafa, Syed Azizi Wafa, 2007. "Day-of-the-week effects in selected East Asian stock markets," MPRA Paper 7299, University Library of Munich, Germany. [Downloadable!]
    Published as:

  10. Ling, Tai-Hu & Liew, Venus Khim-Sen & Syed Khalid Wafa, Syed Azizi Wafa, 2007. "Fisher hypothesis: East Asian evidence from panel unit root tests," MPRA Paper 5432, University Library of Munich, Germany. [Downloadable!]

  11. Chia, Ricky Chee-Jiun & Liew, Venus Khim-Sen & Syed Khalid Wafa, Syed Azizi Wafa, 2006. "Calendar anomalies in the Malaysian stock market," MPRA Paper 516, University Library of Munich, Germany. [Downloadable!]

  12. Liew, Venus Khim-Sen & Ahmad, Yusuf, 2006. "Income convergence: fresh evidence from the Nordic countries," MPRA Paper 3637, University Library of Munich, Germany, revised Mar 2007. [Downloadable!]
    Published as:

  13. Liew, Venus Khim-Sen & Lee, Hock-Ann & Lim, Kian-Ping & Lee, Huay-Huay, 2006. "Linearity and stationarity of South Asian real exchange rates," MPRA Paper 517, University Library of Munich, Germany. [Downloadable!]
    Published as:

  14. Ling, Tai-Hu & Liew, Venus Khim-Sen & Syed Khalid Wafa, Syed Azizi Wafa, 2006. "Real interest rates equalization: The case of Malaysia and Singapore," MPRA Paper 515, University Library of Munich, Germany. [Downloadable!]
    Published as:

  15. Liew, Venus Khim-Sen & Ahmad, Yusuf, 2006. "Income convergence? Evidence of non-linearity in the East Asian Economies: A comment," MPRA Paper 519, University Library of Munich, Germany. [Downloadable!]

  16. Liew, Venus Khim-Sen & Lee, Hock-Ann & Lim, Kian-Ping, 2005. "Purchasing power parity in Asian economies: further evidence from rank tests for cointegration," MPRA Paper 7301, University Library of Munich, Germany. [Downloadable!]
    Published as:

  17. Liew, Venus Khim-Sen & Lau, Sie-Hoe & Ling, Siew-Eng, 2005. "A complementary test for ADF test with an application to the exchange rates returns," MPRA Paper 518, University Library of Munich, Germany. [Downloadable!]

  18. Venus Khim-Sen Liew, 2004. "On Autoregressive Order Selection Criteria," Computational Economics 0404001, EconWPA. [Downloadable!]

  19. Huzaimi Hussain & Venus Khim-Sen Liew, 2004. "Causal Relationships Between Exchange Rates And Stock Prices In Malaysia And Thailand During The 1997 Currency Crisis Turmoil," International Finance 0405015, EconWPA. [Downloadable!]

  20. Wai-hong Wong & Terence Tai-leung Chong & Venus Khim-sen Liew, 2004. "Value Creation and Long Term Performance of Hong Kong Spinoffs," Departmental Working Papers _165, Chinese University of Hong Kong, Department of Economics.

  21. Venus Khim-Sen Liew & Ahmad Zubaidi Baharumshah & Kian-Ping Lim, 2004. "On Singaporean Dollar and Purchasing Power Parity," International Finance 0411001, EconWPA. [Downloadable!]
    Other versions:

  22. Venus Khim-sen Liew & Ahmad Zubaidi Baharumshah & Terence Tai-leung Chong, 2003. "Are Asian Real Exchange Rates Stationary?," International Finance 0307002, EconWPA, revised 01 Nov 2004. [Downloadable!]
    Published as:

  23. Liew Khim Sen & Ahmad Zubaidi Baharumshah & Choo Wei Chong & Habshah Midi, 2003. "A Non-parametric Bootstrap Simulation Study in ESTAR (1) Model," GE, Growth, Math methods 0307005, EconWPA. [Downloadable!]

  24. Khim-Sen Liew & Kian-Ping Lim & Chee-Keong Choong, 2003. "On The Forecastability Of Asean-5 Stock Markets Returns Using Time Series Models," Finance 0307012, EconWPA. [Downloadable!]

  25. Ahmad Zubaidi Baharumshah & Liew Khim Sen, 2003. "The Predictability of ASEAN-5 Exchange Rates," International Finance 0307004, EconWPA. [Downloadable!]

  26. Kian-Ping Lim & M. Azali & M.S. Habibullah & Venus Khim-Sen Liew, 2003. "Are Non-Linear Dynamics a Universal Occurrence? Further Evidence From Asian Stock Markets," Finance 0308001, EconWPA. [Downloadable!]

  27. Liew Khim Sen & Ahmad Zubaidi Baharumshah, 2003. "How Well the Ringgit-Yen Rate Fits the Non-linear Smooth Transition Autoregressive and Linear Autoregressive Models," GE, Growth, Math methods 0307004, EconWPA. [Downloadable!]

  28. Kian-Ping Lim & Hock-Ann Lee & Venus Khim-Sen Liew, 2003. "International Diversification Benefits in ASEAN Stock Markets: a Revisit," Finance 0308003, EconWPA. [Downloadable!]

  29. Ahmad Zubaidi Baharumshah & Liew Khim Sen & Lim Kian Ping, 2003. "Exchange Rates Forecasting Model: An Alternative Estimation Procedure," International Finance 0307005, EconWPA. [Downloadable!]

  30. Kian-Ping Lim & Venus Khim-Sen Liew & Hock-Tsen Wong, 2003. "Weak-form Efficient Market Hypothesis, Behavioural Finance and Episodic Transient Dependencies: The Case of the Kuala Lumpur Stock Exchange," Finance 0312012, EconWPA. [Downloadable!]

  31. Venus Khim-Sen Liew, 2003. "The Validity of PPP Revisited: An Application of Non-linear Unit Root Test," International Finance 0308001, EconWPA. [Downloadable!]

  32. Khim-sen Liew & Kian-Ping Lim & Huzaimi Hussain, 2003. "Exchange Rate and Trade Balance Relationship: The Experience of ASEAN Countries," International Trade 0307003, EconWPA. [Downloadable!]

  33. Chee Keong Choong & Zulkornain Yusop & Siong Hook Law & Venus Liew Khim Sen, 2003. "Financial Development and Economic Growth in Malaysia: The Stock Market Perspective," Macroeconomics 0307010, EconWPA. [Downloadable!]

  34. Ahmad Zubaidi Baharumshah & Venus Khim-Sen Liew & Evan Lau, 2003. "Nonlinear Mean Reversion in Real Exchange Rates: Evidence from the ASEAN-5," International Trade 0308001, EconWPA. [Downloadable!]

  35. Choong Chee Keong & Zulkornain Yusop & Venus Khim-Sen Liew, 2003. "Export-led Growth Hypothesis in Malaysia: An Application of Two- Stage Least Square Technique," International Finance 0308002, EconWPA. [Downloadable!]

  36. Kian-Ping Lim & Venus Khim-Sen Liew, 2003. "Testing for Non-Linearity in ASEAN Financial Markets," Finance 0308002, EconWPA. [Downloadable!]

  37. Venus Khim-sen Liew & Terence Tai-leung Chong, 2003. "Effects of ARCH Errors on Autoregressive Lag Length Selection Criteria," Departmental Working Papers _152, Chinese University of Hong Kong, Department of Economics.

  38. Liew Khim Sen & Mahendran Shitan, 2003. "The Performance of AICC as an Order Selection Criterion in ARMA Time Series Models," GE, Growth, Math methods 0307003, EconWPA. [Downloadable!]

  39. K.P. Lim & M.J. Hinich & K.S. Liew, 2003. "GARCH Diagnosis with Portmanteau Bicorrelation Test: An Application on the Malaysia's Stock Market," Finance 0307013, EconWPA. [Downloadable!]

  40. Venus Khim-sen Liew & Terence Tai- leung Chong, 2003. "Effects of STAR and TAR types nonlinearities on order selection criteria," Econometrics 0307005, EconWPA. [Downloadable!]

  41. Venus Khim-Sen Liew & Kian-Ping Lim & Evan Lau & Chee-Keong Choong, 2003. "Exchange Rate – Relative Price Relationship: Nonlinear Evidence from Malaysia," International Finance 0312001, EconWPA. [Downloadable!]
    Other versions:

  42. Liew Khim Sen & Ahmad Zubaidi Baharumshah, 2003. "Forecasting Performance of Logistic STAR Exchange Rate Model: The Original and Reparameterised Versions," GE, Growth, Math methods 0308001, EconWPA. [Downloadable!]
    Other versions:

  43. Venus Khim-Sen Liew & Ahmad Zubaidi Baharumshah & Kian-Ping Lim, 2003. "On Singaporean Dollar-U.S. Dollar and Purchasing Power Parity," International Finance 0309001, EconWPA, revised 01 Nov 2004. [Downloadable!]
    Other versions:

  44. Liew, Venus Khim-Sen & Shitan, Mahendran & Hussain, Huzaimi, 2000. "Time series modelling and forecasting of Sarawak black pepper price," MPRA Paper 791, University Library of Munich, Germany. [Downloadable!]


Articles

  1. Venus Khim-Sen Liew & Yusuf Ahmad, 2009. "Income convergence: fresh evidence from the Nordic countries," Applied Economics Letters, Taylor and Francis Journals, vol. 16(12), pages 1245-1248. [Downloadable!] (restricted)
    Other versions:

  2. Ahmad Zubaidi Baharumshah & Venus Khim-Sen Liew & Chan Tze Haw, 2009. "The Real Interest Rate Differential: International Evidence Based On Non-Linear Unit Root Tests," Bulletin of Economic Research, Blackwell Publishing, vol. 61(1), pages 83-94, 01. [Downloadable!] (restricted)
    Other versions:

  3. Venus Khim-Sen Liew & Hock-Ann Lee & Kian-Ping Lim, 2009. "Purchasing power parity in Asian economies: further evidence from rank tests for cointegration," Applied Economics Letters, Taylor and Francis Journals, vol. 16(1), pages 51-54. [Downloadable!] (restricted)
    Other versions:

  4. Chong, Terence Tai-Leung & Hinich, Melvin J. & Liew, Venus Khim-Sen & Lim, Kian-Ping, 2008. "Time series test of nonlinear convergence and transitional dynamics," Economics Letters, Elsevier, vol. 100(3), pages 337-339, September. [Downloadable!] (restricted)

  5. Ahmad Zubaidi Baharumshah & Venus Khim-Sen Liew & Nor Aishah Hamzah, 2008. "Real interest rate parity in the ASEAN-5 countries: a nonlinear perspective," Applied Economics Letters, Taylor and Francis Journals, vol. 15(12), pages 955-958. [Downloadable!] (restricted)

  6. Venus Khim-Sen Liew & Hock-Ann Lee & Kian-Ping Lim & Huay-Huay Lee, 2008. "Linearity and Stationarity of South Asian Real Exchange Rates," Icfai University Journal of Applied Economics, Icfai Press, vol. 0(5), pages 48-58, September.
    Other versions:

  7. Ricky Chee-Jiun Chia & Venus Khim-Sen Liew & Syed Azizi Wafa Syed Khalid Wafa, 2008. "Day-of-the-week effects in Selected East Asian stock markets," Economics Bulletin, Economics Bulletin, vol. 7(5), pages 1-8. [Downloadable!]
    Other versions:

  8. Ahmad Zubaidi Baharumshah & Venus Khim-Sen Liew & Evan Lau, 2007. "Assessing the Forecastibility of ESTAR Model: Some Evidence from Ringgit/Yen Rate," Icfai University Journal of Applied Economics, Icfai Press, vol. 0(1), pages 7-19, January.

  9. Huay-Huay Lee & Hock-Ann Lee & Venus Khim-Sen Liew, 2007. "India-ASEAN-5 Economic Integration: Impact of Liberalization," Icfai University Journal of Applied Economics, Icfai Press, vol. 0(6), pages 7-20, November.

  10. Kian-Ping Lim & Venus Khim-Sen Liew, 2007. "Nonlinear mean reversion in stock prices: evidence from Asian markets," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 3(1), pages 25-29, January. [Downloadable!] (restricted)

  11. Tai-Hu Ling, & Venus Khim-Sen Liew & Syed Azizi Wafa Syed Khalid Wafa, 2007. "Real Interest Rates Equalization: The Case of Malaysia and Singapore," Icfai University Journal of Monetary Economics, Icfai Press, vol. 0(3), pages 24-37, August.
    Other versions:

  12. Zhuo Qiao & Venus Khim-Sen Liew & Wing-Keung Wong, 2007. "Does the US IT stock market dominate other IT stock markets: Evidence from multivariate GARCH model," Economics Bulletin, Economics Bulletin, vol. 6(27), pages 1-7. [Downloadable!]

  13. Venus Khim-Sen Liew & Kian-Ping Lim & Chin-Hong Puah, 2006. "New Evidence On The Output-Inflation Trade-Off From Asean-5 Economies," Icfai University Journal of Applied Economics, Icfai Press, vol. 0(2), pages 16-25, March.

  14. Ahmad Baharumshah & Venus Liew, 2006. "Forecasting Performance of Exponential Smooth Transition Autoregressive Exchange Rate Models," Open Economies Review, Springer, vol. 17(2), pages 235-251, April. [Downloadable!] (restricted)

  15. Terence Tai-Leung Chong & Venus Liew & Yuanxiu Zhang & Chi-Leung Wong, 2006. "Estimation of the Autoregressive Order in the Presence of Measurement Errors," Economics Bulletin, Economics Bulletin, vol. 3(12), pages 1-10. [Downloadable!]

  16. Huzaimi Hussain & Venus Khim–Sen Liew, 2006. "Money Demand In Malaysia: Further Empirical Evidence," Icfai University Journal of Applied Economics, Icfai Press, vol. 0(6), pages 17-27, November.

  17. Venus Khim-Sen Liew & Kian-Ping Lim, 2005. "Income Divergence? Evidence of Non-linearity in the East Asian Economies," Economics Bulletin, Economics Bulletin, vol. 15(1), pages 1-7. [Downloadable!]

  18. Venus Khim-Sen Liew & Terence Tai-leung Chong, 2005. "Autoregressive Lag Length Selection Criteria in the Presence of ARCH Errors," Economics Bulletin, Economics Bulletin, vol. 3(19), pages 1-5. [Downloadable!]

  19. Venus Khim-Sen Liew & Kian-Ping Lim & Evan Lau & Chee-Keong Choong, 2005. "Exchange Rate – Relative Price Nonlinear Cointegration Relationship in Malaysia," Economics Bulletin, Economics Bulletin, vol. 6(11), pages 1-16. [Downloadable!]

  20. Liew, Venus Khim-sen & Baharumshah, Ahmad Zubaidi & Chong, Terence Tai-leung, 2004. "Are Asian real exchange rates stationary?," Economics Letters, Elsevier, vol. 83(3), pages 313-316, June. [Downloadable!] (restricted)
    Other versions:

  21. Venus Khim-Sen Liew, 2004. "Which Lag Length Selection Criteria Should We Employ?," Economics Bulletin, Economics Bulletin, vol. 3(33), pages 1-9. [Downloadable!]

  22. Venus Khim-Sen Liew & Ahmad Zubaidi Baharumshahb & Evan Laub, 2004. "Nonlinear Adjustment towards Purchasing Power Parity in ASEAN Exchange Rates," Icfai University Journal of Applied Economics, Icfai Press, vol. 0(6), pages 7-18, November.

  23. Venus Khim-Sen Liew, 2004. "Nonlinear Adjustment of ASEAN-5 Real Exchange Rates: Symmetrical or Asymmetrical?," Economics Bulletin, Economics Bulletin, vol. 6(8), pages 1-19. [Downloadable!]

  24. Venus Khim-Sen Liew & Terence Tai-Leung Chong & Kian-Ping Lim, 2003. "The inadequacy of linear autoregressive model for real exchange rates: empirical evidence from Asian economies," Applied Economics, Taylor and Francis Journals, vol. 35(12), pages 1387-1392, August. [Downloadable!] (restricted)


NEP Fields

34 papers by this author were announced in
NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (6) 2006-11-12 2006-11-12 2008-03-01 2008-03-01 2009-06-17 2009-10-10 Author is listed
  2. NEP-CFN: Corporate Finance (3) 2003-07-29 2003-07-29 2004-01-08
  3. NEP-CMP: Computational Economics (1) 2003-07-29
  4. NEP-CNA: China (1) 2008-03-01
  5. NEP-CWA: Central & Western Asia (1) 2006-11-12
  6. NEP-DEV: Development (1) 2006-12-04
  7. NEP-ECM: Econometrics (8) 2003-08-01 2003-08-01 2003-08-01 2003-08-01 2003-08-01 2003-08-01 2004-04-11 2006-11-12 Author is listed
  8. NEP-ETS: Econometric Time Series (12) 2003-07-29 2003-07-29 2003-07-29 2003-07-29 2003-07-29 2003-07-29 2003-07-29 2003-07-29 2003-07-29 2004-04-11 2006-11-12 2006-12-04 Author is listed
  9. NEP-FIN: Finance (3) 2003-07-29 2004-01-08 2004-05-26
  10. NEP-FMK: Financial Markets (3) 2003-07-29 2003-07-29 2004-01-08
  11. NEP-HIS: Business, Economic & Financial History (1) 2004-01-08
  12. NEP-IFN: International Finance (19) 2003-07-29 2003-07-29 2003-07-29 2003-07-29 2003-07-29 2003-09-08 2003-12-07 2003-12-07 2004-05-26 2004-05-26 2004-11-07 2006-11-12 2006-11-12 2007-10-27 2008-03-01 2008-03-01 2008-03-01 2009-06-17 2009-07-03 Author is listed
  13. NEP-LAB: Labour Economics (1) 2009-10-03
  14. NEP-MAC: Macroeconomics (1) 2007-10-27
  15. NEP-MFD: Microfinance (1) 2003-07-29
  16. NEP-MON: Monetary Economics (5) 2006-11-12 2007-10-27 2008-03-01 2009-06-17 2009-10-10 Author is listed
  17. NEP-MST: Market Microstructure (1) 2006-11-12
  18. NEP-OPM: Open MacroEconomics (2) 2008-03-01 2008-03-01
  19. NEP-RMG: Risk Management (8) 2003-07-29 2003-07-29 2003-07-29 2003-07-29 2003-07-29 2003-07-29 2003-07-29 2006-11-12 Author is listed
  20. NEP-SEA: South East Asia (30) 2003-07-29 2003-07-29 2003-07-29 2003-07-29 2003-07-29 2003-07-29 2003-07-29 2003-07-29 2003-07-29 2003-07-29 2003-07-29 2003-09-08 2003-12-07 2003-12-07 2004-01-08 2004-05-26 2004-05-26 2004-11-07 2006-11-12 2006-11-12 2006-11-12 2006-11-12 2006-12-04 2007-10-27 2008-03-01 2008-03-01 2008-03-01 2008-12-21 2009-06-17 2009-10-10 Author is listed

Did you know? There are NEP reports in over 80 fields that deliver new research to your email.

This page was last updated on 2009-11-9.


This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.