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Kian Teng Kwek

Personal Details

First Name:Kian Teng
Middle Name:
Last Name:Kwek
Suffix:
RePEc Short-ID:pkw31
[This author has chosen not to make the email address public]

Affiliation

Faculty of Economics and Administration
Universiti Malaya

Kuala Lumpur, Malaysia
http://fep.um.edu.my/

603-7967-3600
603-7956-7252
Lembah Pantai, 50603 Kuala Lumpur
RePEc:edi:feaummy (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Anthony W. Hughes & Maxwell L. King & Kwek Kian Teng, 1999. "Selecting the Order of an ARCH Model," School of Economics Working Papers 1999-01, University of Adelaide, School of Economics.

Articles

  1. Suresh Ramanathan & Kwek Kian Ting, 2017. "Political Economy of Financial Market Regulation - An Emerging Asia Perspective," Institutions and Economies (formerly known as International Journal of Institutions and Economies), Faculty of Economics and Administration, University of Malaya, vol. 9(2), pages 15-33, April.
  2. Suresh Ramanathan & Kian-Teng Kwek, 2014. "Modeling an Alternative Expression of Covered Interest Parity – in Inflation Targeting Economies of Emerging Asia," Journal of Reviews on Global Economics, Lifescience Global, vol. 3, pages 373-376.
  3. Suresh Ramanathan & Kian-Teng Kwek, 2013. "The twin faces of emerging Asia's currency forward markets in an imperfect setting," Applied Financial Economics, Taylor & Francis Journals, vol. 23(18), pages 1433-1446, September.
  4. Boon Hwa Tng & Kian Teng Kwek & Andrew Sheng, 2012. "Financial Stress In Asean-5 Economies From The Asian Crisis To The Global Crisis," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 57(02), pages 1-24.
  5. Andrew Sheng & Kian Teng Kwek & Cho Wai Cho, 2012. "Patterns Of Exchange Rates And Current Accounts: The East Asian Waltz," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 57(02), pages 1-34.
  6. Pei-Tha, Gan & Kian-Teng, Kwek, 2010. "The Monetary Policy Reaction Function: Evidence from Asean-3," Asian Academy of Management Journal of Accounting and Finance (AAMJAF), Penerbit Universiti Sains Malaysia, vol. 6(1), pages 1-24.
  7. Sheng, Andrew & Kwek, Kian-Teng & Cho, Cho-Wai, 2009. "A tale of Asian exchange rate management: Romance of the three currencies," Journal of Asian Economics, Elsevier, vol. 20(5), pages 519-535, September.
  8. Pei-Tha Gan & Kian-Teng Kwek, 2007. "Estimating monetary policy rules for Malaysia: an optimal monetary conditions index," Economics Bulletin, AccessEcon, vol. 28(11), pages 1.
  9. Kian-Teng Kwek & Cho-Wai Cho, 2006. "The State-And-Speed Of The Economies In Asean-5: A Geometry Analysis," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 51(03), pages 303-324.
  10. Kian Teng Kwek & Kuan Nee Koay, 2006. "Exchange rate volatility and volatility asymmetries: an application to finding a natural dollar currency," Applied Economics, Taylor & Francis Journals, vol. 38(3), pages 307-323.
  11. Hughes, Anthony W. & King, Maxwell L. & Kwek, Kian Teng, 2004. "Selecting the order of an ARCH model," Economics Letters, Elsevier, vol. 83(2), pages 269-275, May.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Anthony W. Hughes & Maxwell L. King & Kwek Kian Teng, 1999. "Selecting the Order of an ARCH Model," School of Economics Working Papers 1999-01, University of Adelaide, School of Economics.

    Cited by:

    1. Rinke, Saskia & Sibbertsen, Philipp, 2015. "Information Criteria for Nonlinear Time Series Models," Hannover Economic Papers (HEP) dp-548, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
    2. Manera, Matteo & Nicolini, Marcella & Vignati, Ilaria, 2016. "Modelling futures price volatility in energy markets: Is there a role for financial speculation?," Energy Economics, Elsevier, vol. 53(C), pages 220-229.

Articles

  1. Boon Hwa Tng & Kian Teng Kwek & Andrew Sheng, 2012. "Financial Stress In Asean-5 Economies From The Asian Crisis To The Global Crisis," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 57(02), pages 1-24.

    Cited by:

    1. Mansour-Ichrakieh, Layal & Zeaiter, Hussein, 2019. "The role of geopolitical risks on the Turkish economy opportunity or threat," The North American Journal of Economics and Finance, Elsevier, vol. 50(C).

  2. Pei-Tha, Gan & Kian-Teng, Kwek, 2010. "The Monetary Policy Reaction Function: Evidence from Asean-3," Asian Academy of Management Journal of Accounting and Finance (AAMJAF), Penerbit Universiti Sains Malaysia, vol. 6(1), pages 1-24.

    Cited by:

    1. Lavaneesvari Manogaran* & Siok Kun Sek, 2018. "Examining the Threshold Effect of Exchange Rate Changes on Monetary Policy Reaction Function of ASEAN-5: A Panel Threshold Approach," The Journal of Social Sciences Research, Academic Research Publishing Group, pages 243-248:2.

  3. Sheng, Andrew & Kwek, Kian-Teng & Cho, Cho-Wai, 2009. "A tale of Asian exchange rate management: Romance of the three currencies," Journal of Asian Economics, Elsevier, vol. 20(5), pages 519-535, September.

    Cited by:

    1. Maria Socorro Gochoco-Bautista & Jianxin Wang & Minxian Yang, 2014. "Commodity Price, Carry Trade, and the Volatility and Liquidity of Asian Currencies," The World Economy, Wiley Blackwell, vol. 37(6), pages 811-833, June.

  4. Pei-Tha Gan & Kian-Teng Kwek, 2007. "Estimating monetary policy rules for Malaysia: an optimal monetary conditions index," Economics Bulletin, AccessEcon, vol. 28(11), pages 1.

    Cited by:

    1. Ndiaye, Ndeye Djiba & Masih, Mansur, 2017. "Is inflation targeting the proper monetary policy regime in a dual banking system? new evidence from ARDL bounds test," MPRA Paper 79420, University Library of Munich, Germany.
    2. El Alaoui, Abdelkader O. & Jusoh, Hashim Bin & Yussof, Sheila Ainon & Hanifa, Mohamed Hisham, 2019. "Evaluation of monetary policy: Evidence of the role of money from Malaysia," The Quarterly Review of Economics and Finance, Elsevier, vol. 74(C), pages 119-128.

  5. Kian Teng Kwek & Kuan Nee Koay, 2006. "Exchange rate volatility and volatility asymmetries: an application to finding a natural dollar currency," Applied Economics, Taylor & Francis Journals, vol. 38(3), pages 307-323.

    Cited by:

    1. Yung-Shi Liau & Jack Yang, 2008. "The mean/volatility asymmetry in Asian stock markets," Applied Financial Economics, Taylor & Francis Journals, vol. 18(5), pages 411-419.
    2. Jinliang Li & Chihwa Kao & Wei David Zhang, 2010. "Bounded influence estimator for GARCH models: evidence from foreign exchange rates," Applied Economics, Taylor & Francis Journals, vol. 42(11), pages 1437-1445.
    3. Nikolaos Sariannidis, 2011. "Stock, Energy and Currency Effects on the Asymmetric Wheat Market," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 17(2), pages 181-192, May.
    4. Ten-Der Jane & Cherng Ding, 2009. "On the multivariate EGARCH model," Applied Economics Letters, Taylor & Francis Journals, vol. 16(17), pages 1757-1761.
    5. Chien-Chung Nieh & Jeng-Bau Lin & Yu-shan Wang, 2008. "Exchange rate uncertainty and corporate values: evidence from Taiwan," Applied Financial Economics, Taylor & Francis Journals, vol. 18(14), pages 1181-1192.

  6. Hughes, Anthony W. & King, Maxwell L. & Kwek, Kian Teng, 2004. "Selecting the order of an ARCH model," Economics Letters, Elsevier, vol. 83(2), pages 269-275, May.
    See citations under working paper version above.

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