Publications

by members of

Universitas Islam Indonesia → Fakultas Ekonomi

Islamic University of Indonesia → Faculty of Economics

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.

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| Working papers | Journal articles |

Working papers

2009

1. Abdul Hakim & Michael McAleer, 2009, "Dynamic Conditional Correlations in International Stock, Bond and Foreign Exchange Markets: Emerging Markets Evidence," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-179, Oct.
   
   • Hakim, M.S. & McAleer, M.J., 2009, "Dynamic Conditional Correlations in International Stock, Bond and Foreign Exchange Markets: Emerging Markets Evidence," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2009-33, Nov.
   • Abdul Hakim & Michael McAleer, 2009, "Dynamic Conditional Correlations in International Stock, Bond and Foreign Exchange Markets: Emerging Markets Evidence," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-677, Oct.
2. Abdul Hakim & Michael McAleer, 2009, "Modelling the Interactions Across International Stock, Bond and Foreign Exchange Markets," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-170, Sep.
   
   • Abdul Hakim & Michael McAleer, 2010, "Modelling the interactions across international stock, bond and foreign exchange markets," Applied Economics, Taylor & Francis Journals, volume 42, issue 7, pages 825-850, DOI: 10.1080/00036840701720994.
   • Abdul Hakim & Michael McAleer, 2009, "Modelling the Interactions Across International Stock, Bond and Foreign Exchange Markets," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-663, Sep.
3. Abdul Hakim & Michael McAleer, 2009, "VaR Forecasts and Dynamic Conditional Correlations for Spot and Futures Returns on Stocks and Bonds," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-178, Oct.
   
   • Hakim, M.S. & McAleer, M.J., 2009, "VaR Forecast and Dynamic Conditional Correlations for Spot and Futures Returns on Stocks and Bonds," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2009-32, Nov.
   • Abdul Hakim & Michael McAleer, 2009, "VaR Forecasts and Dynamic Conditional Correlations for Spot and Futures Returns on Stocks and Bonds," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-676, Oct.

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Journal articles

2022

1. Verry Setiyawan Purwanto & Listya Endang Artiani, 2022, "Analisis faktor-faktor yang mempengaruhi volume ekspor batubara Indonesia tahun 2015-2020," Jurnal Kebijakan Ekonomi dan Keuangan, Jurusan Ilmu Ekonomi, Fakultas Bisnis dan Ekonomika, Universitas Islam Indonesia, volume 1, issue 1, pages 134-143.
2. Isti Rahayu & Dira Sartika Ardi & Rizki Hamdani, 2022, "Risk Management Disclosure and their Effect on Banking Firms Value in Indonesia," Humanities and Social Sciences Letters, Conscientia Beam, volume 10, issue 2, pages 139-148.

2019

1. Agus Widarjono & Abdul Hakim, 2019, "Asymmetric Oil Price Pass-Through to Disaggregate Consumer Prices in Emerging Market: Evidence from Indonesia," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 9, issue 6, pages 310-317.

2017

1. Jaka Sriyana & Abdul Hakim, 2017, "Balance Sheet Approach for Fiscal Sustainability in Indonesia," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 7, issue 1, pages 68-72.

2010

1. Abdul Hakim & Michael McAleer, 2010, "Modelling the interactions across international stock, bond and foreign exchange markets," Applied Economics, Taylor & Francis Journals, volume 42, issue 7, pages 825-850, DOI: 10.1080/00036840701720994.
   
   • Abdul Hakim & Michael McAleer, 2009, "Modelling the Interactions Across International Stock, Bond and Foreign Exchange Markets," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-170, Sep.
   • Abdul Hakim & Michael McAleer, 2009, "Modelling the Interactions Across International Stock, Bond and Foreign Exchange Markets," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-663, Sep.

2009

1. Hakim, Abdul & McAleer, Michael, 2009, "Forecasting conditional correlations in stock, bond and foreign exchange markets," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 79, issue 9, pages 2830-2846, DOI: 10.1016/j.matcom.2008.07.013.

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