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This is information that was supplied by Abdul Hakim in registering through RePEc. If you are Abdul Hakim , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Abdul
Middle Name:
Last Name: Hakim
Suffix:

RePEc Short-ID: pha505

Email: [This author has chosen not to make the email address public]
Homepage:
Postal Address:
Phone:

Affiliation

(in no particular order)

• Fakultas Ekonomi, Universitas Islam Indonesia (Faculty of Economics, Indonesian Islamic University)

  Homepage: http://www.uii.ac.id/faculty/faculty-of-economics.html
  Location: SLEMAN, YOGYAKARTA, INDONESIA
  

• Fakultas Ekonomi (Faculty of Economics)
  Universitas Islam Indonesia (Islamic University of Indonesia)

  Location: Yogyakarta, Indonesia
  Homepage: http://fecon.uii.ac.id/
  Email:
  Phone: +62-274-881546
  Fax: 062-274-882589
  Postal: CONDONG-CATUR, DEPOK,SLEMAN, YOGYAKARTA, INDONESIA, 55283
  Handle: RePEc:edi:feuiiid (more details at EDIRC)

• Department of Economics
  Business School
  University of Western Australia

  Location: Perth, Australia
  Homepage: http://www.business.uwa.edu.au/school/disciplines/economics
  Email:
  Phone: (08) 9380 2918
  Fax: (08) 9380 1016
  Postal: 35 Stirling Highway, Crawley, W.A. 6009
  Handle: RePEc:edi:deuwaau (more details at EDIRC)

Works

as HTML HTML with abstract plain text plain text with abstract BibTeX RIS (EndNote, RefMan, ProCite) ReDIF in new window

Working papers

1. Abdul Hakim & Michael McAleer, 2009. "Modelling the Interactions Across International Stock, Bond and Foreign Exchange Markets," CARF F-Series CARF-F-170, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
   • Abdul Hakim & Michael McAleer, 2010. "Modelling the interactions across international stock, bond and foreign exchange markets," Applied Economics, Taylor and Francis Journals, vol. 42(7), pages 825-850.
   • Abdul Hakim & Michael McAleer, 2009. "Modelling the Interactions Across International Stock, Bond and Foreign Exchange Markets," CIRJE F-Series CIRJE-F-663, CIRJE, Faculty of Economics, University of Tokyo.
2. Hakim, A. & McAleer, M.J., 2009. "VaR Forecast and Dynamic Conditional Correlations for Spot and Futures Returns on Stocks and Bonds," Econometric Institute Report EI 2009-32, Erasmus University Rotterdam, Econometric Institute.
   • Abdul Hakim & Michael McAleer, 2009. "VaR Forecasts and Dynamic Conditional Correlations for Spot and Futures Returns on Stocks and Bonds," CIRJE F-Series CIRJE-F-676, CIRJE, Faculty of Economics, University of Tokyo.
   • Abdul Hakim & Michael McAleer, 2009. "VaR Forecasts and Dynamic Conditional Correlations for Spot and Futures Returns on Stocks and Bonds," CARF F-Series CARF-F-178, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
3. Hakim, A. & McAleer, M.J., 2009. "Dynamic Conditional Correlations in International Stock, Bond and Foreign Exchange Markets: Emerging Markets Evidence," Econometric Institute Report EI 2009-33, Erasmus University Rotterdam, Econometric Institute.
   • Abdul Hakim & Michael McAleer, 2009. "Dynamic Conditional Correlations in International Stock, Bond and Foreign Exchange Markets: Emerging Markets Evidence," CIRJE F-Series CIRJE-F-677, CIRJE, Faculty of Economics, University of Tokyo.
   • Abdul Hakim & Michael McAleer, 2009. "Dynamic Conditional Correlations in International Stock, Bond and Foreign Exchange Markets: Emerging Markets Evidence," CARF F-Series CARF-F-179, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.

Articles

1. Abdul Hakim & Michael McAleer, 2010. "Modelling the interactions across international stock, bond and foreign exchange markets," Applied Economics, Taylor and Francis Journals, vol. 42(7), pages 825-850.
   • Abdul Hakim & Michael McAleer, 2009. "Modelling the Interactions Across International Stock, Bond and Foreign Exchange Markets," CARF F-Series CARF-F-170, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
   • Abdul Hakim & Michael McAleer, 2009. "Modelling the Interactions Across International Stock, Bond and Foreign Exchange Markets," CIRJE F-Series CIRJE-F-663, CIRJE, Faculty of Economics, University of Tokyo.

NEP Fields

7 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):

1. NEP-FMK: Financial Markets (4) 2009-11-27 2009-11-27 2009-12-11 2010-09-18. Author is listed
2. NEP-FOR: Forecasting (3) 2009-11-27 2009-12-11 2010-09-18. Author is listed
3. NEP-IFN: International Finance (2) 2009-09-19 2009-11-27. Author is listed
4. NEP-SEA: South East Asia (3) 2009-09-19 2010-09-18 2010-09-18. Author is listed

Statistics

Most cited item

• Abdul Hakim & Michael McAleer, 2009. "Modelling the Interactions Across International Stock, Bond and Foreign Exchange Markets," CARF F-Series CARF-F-170, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.

Most downloaded item (past 12 months)

• Abdul Hakim & Michael McAleer, 2009. "Modelling the Interactions Across International Stock, Bond and Foreign Exchange Markets," CARF F-Series CARF-F-170, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.

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Co-authorship network on CollEc

Corrections

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