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Abul Mansur M. Masih

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First Name:Abul
Middle Name:Mansur M.
Last Name:Masih
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RePEc Short-ID:pma2031
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Homepage:http://mansur.masih.net
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Location: Kuala Lumpur, Malaysia
Homepage: http://www.inceif.org/
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Phone: +6 (03) 2781 4000
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Postal: Lorong Universiti A, 59100, Kuala Lumpur
Handle: RePEc:edi:inceimy (more details at EDIRC)
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  1. Chunxiu, Ma & Masih, Mansur, 2014. "Contagion Effects of US Subprime Crisis on ASEAN-5 Stock Markets: Evidence from MGARCH-DCC Application," MPRA Paper 57004, University Library of Munich, Germany.
  2. Jusoh, Hashim & Bacha, Obiyathulla & Masih, Abul Mansur M., 2014. "Multi-scale Lead-Lag Relationship between the Stock and Futures Markets: Malaysia as a Case Study," MPRA Paper 56954, University Library of Munich, Germany.
  3. Yusoff, Yuzlizawati & Masih, Mansur, 2014. "Comovement of East and West Stock Market Indexes," MPRA Paper 58872, University Library of Munich, Germany.
  4. Rahman, Sharezan & Masih, Mansur, 2014. "Increasing household debts and its relation to GDP, interest rate and house price: Malaysia’s perspective," MPRA Paper 62365, University Library of Munich, Germany.
  5. Kamil, Nazrol & Bacha, Obiyadulla & Masih, Mansur, 2014. "Is There A Diversification “Cost” of Shari’ah Compliance? Empirical Evidence from Malaysian Equities," MPRA Paper 56951, University Library of Munich, Germany.
  6. Alaaabed, Alaa & Masih, Mansur, 2014. "Finance-growth nexus: insights from an application of threshold regression model to Malaysia’s dual financial system," MPRA Paper 62990, University Library of Munich, Germany.
  7. Mokhtar, Maznita & Masih, Mansur, 2014. "Are diversification benefits obtainable within the same asset class? New evidence from Malaysian Islamic REITS," MPRA Paper 56990, University Library of Munich, Germany.
  8. Yildirim, Ramazan & Masih, A. Mansur M., 2014. "The Effect of Recent Financial Crisis over Global Portfolio Diversification Opportunities – Empirical Evidence A Comparative Multivariate GARCH-DCC, MODWT and Wavelet Correlation Analysis," MPRA Paper 58269, University Library of Munich, Germany.
  9. Kamaruzdin, Thaqif & Masih, Mansur, 2014. "An inquiry into the stability of Islamic Financial Services Institutions in terms of volatility, risk and correlations: A case study of Malaysia employing M-GARCH t-DCC and MODWT Wavelet approaches," MPRA Paper 60248, University Library of Munich, Germany.
  10. Othman, Arshad Nuval & Masih, Mansur, 2014. "The different impact of conventional interest rates on Islamic stock market, Islamic banking and Islamic insurance: evidence from Malaysia," MPRA Paper 63285, University Library of Munich, Germany.
  11. el Alaoui, AbdelKader & Diwandaru, Ginanjar & Rosly, Saiful Azhar & Masih, Mansur, 2014. "What Drives Profitability of Banks: Do Interest rate, and Fee and Commissions impact the profitability of Banks? Evidence from the European Countries," MPRA Paper 59606, University Library of Munich, Germany.
  12. Saiti, Buerhan & Bacha, Obiyathulla & Masih, Mansur, 2014. "Testing the Conventional and Islamic Financial Market Contagion: Evidence from Wavelet Analysis," MPRA Paper 56907, University Library of Munich, Germany.
  13. Saiti, Buerhan & Bacha, Obiyathulla & Masih, Mansur, 2014. "Is the global leadership of the US financial market over other financial markets shaken by 2007-2009 financial crisis? Evidence from Wavelet Analysis," MPRA Paper 57064, University Library of Munich, Germany.
  14. Rahim, Adam Mohamed & Masih, Mansur, 2014. "Effects of Political Turmoil (Arab Spring) on Portfolio Diversification Benefits: Perspectives of the Moroccan Islamic Stock investors," MPRA Paper 58832, University Library of Munich, Germany.
  15. Al Shugaa, Ameen & Masih, Mansur, 2014. "Uncertainty and Volatility in MENA Stock Markets During the Arab Spring," MPRA Paper 58867, University Library of Munich, Germany.
  16. Abdi, Zeinab & Masih, Mansur, 2014. "Which type of government revenue leads government expenditure?," MPRA Paper 62367, University Library of Munich, Germany.
  17. Valli, Mohammed & Masih, Mansur, 2014. "Is there any causality between inflation and FDI in an ‘inflation targeting’ regime? Evidence from South Africa," MPRA Paper 60246, University Library of Munich, Germany.
  18. Rithuan, Syahidah Hanis Meor & Abdullah, Ahmad Monir & Masih, Abul Mansur M., 2014. "The Impact of Crude Oil Price on Islamic Stock Indices of Gulf Cooperation Council (GCC) Countries: A Comparative Analysis," MPRA Paper 56989, University Library of Munich, Germany.
  19. Dewandaru, Ginanjar & Alaoui, AbdelKader & Bacha, Obiyathulla & Masih, Mansur, 2014. "Stock Market Co-movement and Shock Transmission: Islamic versus Conventional Equity Indices," MPRA Paper 56888, University Library of Munich, Germany.
  20. Rizvi, Aun & Masih, Mansur, 2014. "Oil price shocks and GCC capital markets: who drives whom?," MPRA Paper 56993, University Library of Munich, Germany.
  21. Abdul Wahab, Hishamuddin & Rosly, Saiful Azhar & Masih, Abul Mansur M., 2014. "Risk Taking Behavior and Capital Adequacy in a Mixed Banking System: New Evidence from Malaysia using Dynamic OLS and Two-step Dynamic System GMM Estimators," MPRA Paper 56975, University Library of Munich, Germany.
  22. Hashim, Khairul & Masih, Mansur, 2014. "What causes economic growth in Malaysia: exports or imports ?," MPRA Paper 62366, University Library of Munich, Germany.
  23. Dewandaru, Ginanjar & Masih, Rumi & Bacha, Obiyathulla & Masih, A. Mansur M., 2014. "Combining Momentum, Value, and Quality for the Islamic Equity Portfolio: Multi-style Rotation Strategies using Augmented Black Litterman Factor Model," MPRA Paper 56965, University Library of Munich, Germany.
  24. el Alaoui, AbdelKader & Masih, Mansur & Bacha, Obiyathulla & Asutay, Mehmet, 2014. "Leverage versus volatility: Evidence from the Capital Structure of European Firms," MPRA Paper 57682, University Library of Munich, Germany.
  25. Dewandaru, Ginanjar & Rizvi, Syed Aun & Sarkar, Kabir & Bacha, Obiyathulla & Masih, Mansur, 2014. "How do Macroeconomic Changes Impact Islamic and Conventional Equity Prices? Evidence from Developed and Emerging Countries," MPRA Paper 59587, University Library of Munich, Germany.
  26. Najeeb, Syed Faiq & Bacha, Obiyathulla & Masih, Mansur, 2014. "Does a held-to-maturity strategy impede effective portfolio diversification for Islamic bond (sukuk) portfolios? A multi-scale continuous wavelet correlation analysis," MPRA Paper 56956, University Library of Munich, Germany.
  27. Abdullah, Ahmad Monir & Saiti, Buerhan & Masih, Abul Mansur M., 2014. "Causality between Stock Market Index and Macroeconomic Variables: A Case Study for Malaysia," MPRA Paper 56987, University Library of Munich, Germany.
  28. el Alaoui, AbdelKader & Masih, Mansur & Bacha, Obiyathulla & Asutay, Mehmet, 2014. "Leverage, Sensitivity to Market Risk and Contagion: A Multi-Country Analysis for Shari’ah(Islamic) Stock Screening," MPRA Paper 57685, University Library of Munich, Germany.
  29. Saiti, Buerhan & Masih, Mansur, 2014. "The Co-movement of Selective Conventional and Islamic Stock Markets in East Asia: Is there any Impact on Shariah Compliant Equity Investment in China?," MPRA Paper 56992, University Library of Munich, Germany.
  30. Dewandaru, Ginanjar & Masih, Rumi & Bacha, Obiyathulla I. & Masih, A. Mansur M., 2014. "The Role of Islamic Asset Classes in the Diversified Portfolios: Mean Variance Spanning Test," MPRA Paper 56857, University Library of Munich, Germany.
  31. Farouk, Faizal & Masih, Mansur, 2014. "Are There Profit (Returns) in Shariah-Compliant Exchange Traded Funds? The Multiscale Propensity," MPRA Paper 58869, University Library of Munich, Germany.
  32. Omer, Gamal Salih & Masih, Mansur, 2014. "Estimating and Forecasting Conditional Volatility and Correlations of the Dow Jones Islamic Stock Market Index Using Multivariate GARCH-DCC," MPRA Paper 58862, University Library of Munich, Germany.
  33. Alaabed, Alaa & Masih, Mansur, 2014. "Size and Volatility: new evidence from an application of wavelet approach to the emerging Islamic mutual funds’ industry," MPRA Paper 62991, University Library of Munich, Germany.
  34. Daher, Hassan & Masih, A.Mansur M. & Ibrahim, Mansor H., 2014. "Islamic Banks’ Capital Buffers: Unique Risk Exposures and the Disciplining Effects of Charter Values," MPRA Paper 56947, University Library of Munich, Germany.
  35. Abdullah, Ahmad Monir & Saiti, Buerhan & Masih, Abul Mansur M., 2014. "Diversification in Crude Oil and Other Commodities: A Comparative Analysis," MPRA Paper 56988, University Library of Munich, Germany.
  36. el Alaoui, AbdelKader & Masih, Mansur & Bacha, Obiyathulla & Asutay, Mehmet, 2014. "Leverage, return, volatility and contagion: Evidence from the portfolio framework," MPRA Paper 57726, University Library of Munich, Germany.
  37. Hakim, Idwan & Masih, Mansur, 2014. "Portfolio diversification strategy for Malaysia: International and sectoral perspectives," MPRA Paper 58909, University Library of Munich, Germany.
  38. Ilhan, Bilal & Masih, Mansur, 2014. "Do Portfolio Diversification Opportunities exist across the Euro Zone Islamic Equity Markets? MGARCH-DCC and Wavelet Correlation Analysis," MPRA Paper 57688, University Library of Munich, Germany.
  39. Naseri, Marjan & Masih, Mansur, 2014. "Integration and Comovement of Developed and Emerging Islamic Stock Markets: A Case Study of Malaysia," MPRA Paper 58799, University Library of Munich, Germany.
  40. Rafi, Umar & Masih, Mansur, 2014. "Are Islamic Banks Truly Shariah Compliant? An Application of Time Series Multivariate Forecasting Techniques to Islamic Bank Financing," MPRA Paper 57711, University Library of Munich, Germany.
  41. Abdullah, Ahmad Monir & Saiti, Buerhan & Masih, Abul Mansur M., 2014. "The Impact of Crude Oil Price on Islamic Stock Indices of South East Asian (SEA) Countries: A Comparative Analysis," MPRA Paper 56957, University Library of Munich, Germany.
  42. Jaffar, Yusuf & Masih, Mansur, 2014. "Exploring portfolio diversification opportunities through venture capital financing," MPRA Paper 62351, University Library of Munich, Germany.
  43. Ali, Mohsin & Masih, Mansur, 2014. "Does Indian Stock Market Provide Diversification Benefits Against Oil Price Shocks? A Sectoral Analysis," MPRA Paper 58828, University Library of Munich, Germany.
  44. Masih, Mansur & AbdulKarim, Fatima, 2014. "Dynamic causal chain of money, output, interest rate, exchange rate and prices: Nigeria as a case study," MPRA Paper 58240, University Library of Munich, Germany.
  45. Khan, Aftab & Masih, Mansur, 2014. "Correlation between Islamic stock and Commodity markets: An investigation into the impact of financial crisis and financialization of commodity markets," MPRA Paper 56979, University Library of Munich, Germany.
  46. Mobin, Mohammad Ashraful & Masih, Mansur, 2014. "Do the macroeconomic variables have any impact on the Islamic bank deposits?An application of ARDL approach to the Malaysian market," MPRA Paper 62342, University Library of Munich, Germany.
  47. Abdullah, Ahmad Monir & Masih, Abul Mansur M., 2014. "The Impact of Crude Oil Price on Macroeconomic Variables: New Evidence from Malaysia," MPRA Paper 56976, University Library of Munich, Germany.
  48. Abu Bakar, Norhidayah & Masih, Abul Mansur M., 2014. "The Dynamic Linkages between Islamic Index and the Major Stock Markets: New Evidence from Wavelet time-scale decomposition Analysis," MPRA Paper 56977, University Library of Munich, Germany.
  49. Hussan, Subithabhanu & Masih, Mansur, 2014. "Are The Profit Rates of the Islamic Investment Deposit Accounts Truly Performance Based? A Case Study of Malaysia," MPRA Paper 57689, University Library of Munich, Germany.
  50. Hanifa, Mohamed Hisham & Masih, Mansur & Bacha, Obiyathulla, 2014. "Testing Sukuk And Conventional Bond Offers Based On Corporate Financing Theories Using Partial Adjustment Models: Evidence From Malaysian Listed Firms," MPRA Paper 56953, University Library of Munich, Germany.
  51. Kabir, Sarkar Humayun & Masih, Mansur, 2014. "Dynamic Integration of Domestic Equity Price, Foreign Equity Price and Macroeconomic Indicators: Evidence from Malaysia," MPRA Paper 57007, University Library of Munich, Germany.
  52. Rahim, Adam Mohamed & Masih, Mansur, 2014. "Portfolio Diversification Benefits of Islamic Stocks and Malaysia’s Major Trading Partners:MGARCH-DCC and Wavelet Correlation Approaches," MPRA Paper 58903, University Library of Munich, Germany.
  53. Ayub, Aishahton & Masih, Mansur, 2013. "Interest Rate, Exchange Rate, and Stock Prices of Islamic Banks: A Panel Data Analysis," MPRA Paper 58871, University Library of Munich, Germany.
  54. shafaai, Shafizal & Masih, Mansur, 2013. "Stock market and crude oil relationship: A wavelet analysis," MPRA Paper 62363, University Library of Munich, Germany.
  55. Nagayev, Ruslan & Masih, Mansur, 2013. "Should Shariah-compliant investors include commodities in their portfolios? New evidence," MPRA Paper 58851, University Library of Munich, Germany.
  56. Swastika, Purti & Dewandaru, Ginanjar & Masih, Mansur, 2013. "The Impact of Debt on Economic Growth: A Case Study of Indonesia," MPRA Paper 58837, University Library of Munich, Germany.
  57. Nagayev, Ruslan & Masih, Mansur, 2013. "The Role of Gold as a Hedge and Safe Haven in Shariah-Compliant Portfolios," MPRA Paper 58852, University Library of Munich, Germany.
  58. Pathan, Rubina & Masih, Mansur, 2013. "Relationship between macroeconomic variables and stock market index: evidence from India," MPRA Paper 63302, University Library of Munich, Germany.
  59. Hanifa, Mohamed Hisham & Masih, Mansur, 2013. "Housing finance and financial stability: evidence from Malaysia, Thailand and Singapore," MPRA Paper 63022, University Library of Munich, Germany.
  60. Masih, Mansur & Majid, Hamdan Abdul, 2013. "Comovement of Selected International Stock Market Indices:A Continuous Wavelet Transformation and Cross Wavelet Transformation Analysis," MPRA Paper 58313, University Library of Munich, Germany.
  61. Mokhtar, Maznita & Masih, Mansur, 2013. "Are investments in islamic REITs susceptible to forex uncertainty: wavelet analysis," MPRA Paper 63024, University Library of Munich, Germany.
  62. Shafaai, Shafizal & Masih, Mansur, 2013. "Determinants of cost of equity: The case of Shariah-compliant Malaysian firms," MPRA Paper 62364, University Library of Munich, Germany.
  63. Mohamad, Sharifah Fairuz Syed & Masih, Mansur, 2013. "An application of MGARCH-DCC analysis on selected currencies in terms of gold Price," MPRA Paper 62349, University Library of Munich, Germany.
  64. Swastika, Putri & Dewandaru, Ginanjar & Masih, Mansur, 2013. "Does Restricted Short Selling Bring Benefit to Stocks Listed in Islamic Capital Market? New Evidence from Malaysia based on Dynamic Panel Heterogeneous Techniques," MPRA Paper 58833, University Library of Munich, Germany.
  65. Rizvi, Syed Aun & Masih, Mansur, 2013. "Do Shariah (Islamic) Indices Provide a Safer Avenue in Crisis? Empirical Evidence from Dow Jones Indices using Multivariate GARCH-DCC," MPRA Paper 57701, University Library of Munich, Germany.
  66. Mohamad, Sharifah Fairuz Syed & Masih, Mansur, 2013. "Gold price movements in selected currencies: wavelet approach," MPRA Paper 62347, University Library of Munich, Germany.
  67. Dewandaru, Ginanjar & Alaoui, Abdelkader & Masih, A. Mansur M. & Alhabshi, Syed Othman, 2013. "Comovement and resiliency of Islamic equity market: Evidence from GCC Islamic equity index based on wavelet analysis," MPRA Paper 56980, University Library of Munich, Germany.
  68. Masih, Mansur & Majid, Hamdan Abdul, 2013. "Stock Price and Industrial Production in Developing Countries: A Dynamic Heterogeneous Panel Analysis," MPRA Paper 58308, University Library of Munich, Germany.
  69. Naseri, Marjan & Masih, Mansur, 2013. "Causality between Malaysian Islamic Stock Market and Macroeconomic Variables," MPRA Paper 60247, University Library of Munich, Germany.
  70. Masih, Mansur & Majid, Hamdan Abdul, 2013. "The Volatility and Correlations of Stock Returns of Some Crisis-Hit Countries: US, Greece, Thailand and Malaysia: Evidence from MGARCH-DCC applications," MPRA Paper 58946, University Library of Munich, Germany.
  71. Ayub, Aishaton & Masih, Mansur, 2013. "The Relationship between Exchange Rates and Islamic Indices in Malaysia FTSE Market: A Wavelet Based Approach," MPRA Paper 59618, University Library of Munich, Germany.
  72. Baharumshah, Ahmad Zubaidi & Chan, Tze-Haw & Masih, A. Mansur A., 2005. "Financial Integration of East Asian Economies: Evidence from Real Interest Parity," MPRA Paper 2210, University Library of Munich, Germany, revised 2007.
  1. Dewandaru, Ginanjar & Masih, Rumi & Masih, A. Mansur M., 2015. "Why is no financial crisis a dress rehearsal for the next? Exploring contagious heterogeneities across major Asian stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 419(C), pages 241-259.
  2. Dewandaru, Ginanjar & Bacha, Obiyathulla Ismath & Masih, A. Mansur M. & Masih, Rumi, 2015. "Risk-return characteristics of Islamic equity indices: Multi-timescales analysis," Journal of Multinational Financial Management, Elsevier, vol. 29(C), pages 115-138.
  3. Daher, Hassan & Masih, Mansur & Ibrahim, Mansor, 2015. "The unique risk exposures of Islamic banks’ capital buffers: A dynamic panel data analysis," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 36(C), pages 36-52.
  4. el Alaoui, Abdelkader O. & Dewandaru, Ginanjar & Azhar Rosly, Saiful & Masih, Mansur, 2015. "Linkages and co-movement between international stock market returns: Case of Dow Jones Islamic Dubai Financial Market index," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 36(C), pages 53-70.
  5. Alzahrani, Mohammed & Masih, Mansur & Al-Titi, Omar, 2014. "Linear and non-linear Granger causality between oil spot and futures prices: A wavelet based test," Journal of International Money and Finance, Elsevier, vol. 48(PA), pages 175-201.
  6. Kamil, Nazrol K.M. & Alhabshi, Syed O. & Bacha, Obiyathulla I. & Masih, Mansur, 2014. "Heads we win, tails you lose: Is there equity in Islamic equity funds?," Pacific-Basin Finance Journal, Elsevier, vol. 28(C), pages 7-28.
  7. Dewandaru, Ginanjar & Rizvi, Syed Aun R. & Bacha, Obiyathulla I. & Masih, Mansur, 2014. "What factors explain stock market retardation in Islamic Countries," Emerging Markets Review, Elsevier, vol. 19(C), pages 106-127.
  8. Buerhan Saiti & Obiyathulla I. Bacha & Mansur Masih, 2014. "The diversification benefits from Islamic investment during the financial turmoil: The case for the US-based equity investors," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, vol. 14(4), pages 196-211, December.
  9. Sarkar Humayun Kabir & Omar K M R Bashar & A. Mansur M. Masih, 2014. "Is domestic stock price cointegrated with exchange rate and foreign stock price? evidence from Malaysia," Journal of Developing Areas, Tennessee State University, College of Business, vol. 48(3), pages 285-302, July-Sept.
  10. Rizvi, Syed Aun R. & Dewandaru, Ginanjar & Bacha, Obiyathulla I. & Masih, Mansur, 2014. "An analysis of stock market efficiency: Developed vs Islamic stock markets using MF-DFA," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 407(C), pages 86-99.
  11. Dewandaru, Ginanjar & Rizvi, Syed Aun R. & Masih, Rumi & Masih, Mansur & Alhabshi, Syed Othman, 2014. "Stock market co-movements: Islamic versus conventional equity indices with multi-timescales analysis," Economic Systems, Elsevier, vol. 38(4), pages 553-571.
  12. Ahmad Zubaidi Baharumshah & Chan Tze Haw & A.Mansur M. Masih & Evan Lau, 2011. "Financial integration of East Asian economies: evidence from real interest parity," Applied Economics, Taylor & Francis Journals, vol. 43(16), pages 1979-1990.
  13. Masih, A. Mansur M. & De Mello, Lurion, 2011. "Does the ‘Environmental Kuznets Curve’ Exist? An Application of Long-run Structural Modelling to Saudi Arabia - La Curva di Kuznets esiste? Un’applicazione LRSM al caso dell’Arabia Saudita," Economia Internazionale / International Economics, Camera di Commercio di Genova, vol. 64(2), pages 211-235.
  14. Masih, A. Mansur M. & Albinali, Khaled & DeMello, Lurion, 2010. "Price dynamics of natural gas and the regional methanol markets," Energy Policy, Elsevier, vol. 38(3), pages 1372-1378, March.
  15. Rumi Masih & A. Mansur M. Masih & Kilian Mie, 2010. "Model uncertainty and asset return predictability: an application of Bayesian model averaging," Applied Economics, Taylor & Francis Journals, vol. 42(15), pages 1963-1972.
  16. Masih, Mansur & Algahtani, Ibrahim & De Mello, Lurion, 2010. "Price dynamics of crude oil and the regional ethylene markets," Energy Economics, Elsevier, vol. 32(6), pages 1435-1444, November.
  17. Masih, Mansur & Alzahrani, Mohammed & Al-Titi, Omar, 2010. "Systematic risk and time scales: New evidence from an application of wavelet approach to the emerging Gulf stock markets," International Review of Financial Analysis, Elsevier, vol. 19(1), pages 10-18, January.
  18. Masih, A. Mansur M. & Ryan, Vicky, 2010. "An Analysis of the Dynamic Linkages between the Cash Rate and the Government Yield Curve: A Case Study - Un’analisi della relazione dinamica tra cash rate e curva dei rendimenti dei titoli pubblici: s," Economia Internazionale / International Economics, Camera di Commercio di Genova, vol. 63(3), pages 329-359.
  19. Lee Chin & M. Azali & A. Mansur M. Masih, 2009. "Tests of the different variants of the monetary model in a developing economy: Malaysian experience in the pre- and post-crisis periods," Applied Economics, Taylor & Francis Journals, vol. 41(15), pages 1893-1902.
  20. Baharumshah, Ahmad Zubaidi & Mohd, Siti Hamizah & Mansur M. Masih, A., 2009. "The stability of money demand in China: Evidence from the ARDL model," Economic Systems, Elsevier, vol. 33(3), pages 231-244, September.
  21. Mansur Masih & Ali Al-Elg & Haider Madani, 2009. "Causality between financial development and economic growth: an application of vector error correction and variance decomposition methods to Saudi Arabia," Applied Economics, Taylor & Francis Journals, vol. 41(13), pages 1691-1699.
  22. Masih, Mansur & De Mello, Lurion, 2009. "Do Stock Prices Play a Significant Role in Formulating Monetary Policy? A Case Study," Economia Internazionale / International Economics, Camera di Commercio di Genova, vol. 62(2), pages 203-232.
  23. Masih, Mansur & Algahtani, Ibrahim, 2008. "Estimation of Long-run Demand for Money: An Application of Long-run Structural Modelling to Saudi Arabia," Economia Internazionale / International Economics, Camera di Commercio di Genova, vol. 61(1), pages 81-99.
  24. Hodgson, Allan & Masih, A. Mansur M. & Masih, Rumi, 2006. "Futures trading volume as a determinant of prices in different momentum phases," International Review of Financial Analysis, Elsevier, vol. 15(1), pages 68-85.
  25. A. Mansur M. Masih & Trent Winduss, 2006. "Who Leads the Australian Interest Rates in the Short and Long Run? An Application of Long Run Structural Modelling," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 9(01), pages 1-24.
  26. Baharumshah, Ahmad Zubaidi & Masih, A. Mansur M., 2005. "Current account, exchange rate dynamics and the predictability: the experience of Malaysia and Singapore," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 15(3), pages 255-270, July.
  27. A. Mansur & M. Masih & Vicky Ryan, 2005. "The term structure of interest rates in Australia: an application of long run structural modelling," Applied Financial Economics, Taylor & Francis Journals, vol. 15(8), pages 557-573.
  28. Jones, Brad & Lin, Chien-Ting & Masih, A. Mansur M., 2005. "Macroeconomic announcements, volatility, and interrelationships: An examination of the UK interest rate and equity markets," International Review of Financial Analysis, Elsevier, vol. 14(3), pages 356-375.
  29. Rumi Masih & A. Mansur & M. Masih, 2004. "Common stochastic trends and the dynamic linkages driving european stock markets: evidence from pre- and post-october 1987 crash eras," The European Journal of Finance, Taylor & Francis Journals, vol. 10(1), pages 81-104.
  30. A. Mansur & M. Masih & Rumi Masih, 2004. "Fractional cointegration, low frequency dynamics and long-run purchasing power parity: an analysis of the Australian dollar over its recent float," Applied Economics, Taylor & Francis Journals, vol. 36(6), pages 593-605.
  31. Georgievski, Alex & Masih, A. Mansur M., 2004. "An analysis of option pricing under systematic consumption risk using GARCH," Research in International Business and Finance, Elsevier, vol. 18(2), pages 151-171, June.
  32. Allan Hodgson & Abul Masih & Rumi Masih, 2003. "Price Discovery Between Informationally Linked Markets During Different Trading Phases," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 26(1), pages 77-95.
  33. Masih, A. Mansur M. & Masih, Rumi, 2002. "Propagative causal price transmission among international stock markets: evidence from the pre- and postglobalization period," Global Finance Journal, Elsevier, vol. 13(1), pages 63-91.
  34. Baharumshah, Ahmad Zubaidi & M. Masih, A. Mansur & Azali, M., 2002. "The stock market and the ringgit exchange rate: a note," Japan and the World Economy, Elsevier, vol. 14(4), pages 471-486, December.
  35. Masih, Rumi & Masih, Abul M. M., 2001. "Long and short term dynamic causal transmission amongst international stock markets," Journal of International Money and Finance, Elsevier, vol. 20(4), pages 563-587, August.
  36. Abul Masih & Rumi Masih, 2000. "The dynamics of fertility, family planning and female education in a developing economy," Applied Economics, Taylor & Francis Journals, vol. 32(12), pages 1617-1627.
  37. Masih, Rumi & Masih, Abul M. M., 2000. "A Reassessment of Long-Run Elasticities of Japanese Import Demand," Journal of Policy Modeling, Elsevier, vol. 22(5), pages 625-639, September.
  38. Abul M. M. Masih & Rumi Masih, 1999. "Is a significant socio-economic structural change a pre-requisite for `initial' fertility decline in the LDCs? Evidence from Thailand based on a multivariate cointegration/vector error correction mode," Journal of Population Economics, Springer, vol. 12(3), pages 463-487.
  39. Masih, Abul M. M. & Masih, Rumi, 1999. "Are Asian stock market fluctuations due mainly to intra-regional contagion effects? Evidence based on Asian emerging stock markets," Pacific-Basin Finance Journal, Elsevier, vol. 7(3-4), pages 251-282, August.
  40. Abul Masih & Rumi Masih, 1998. "A multivariate cointegrated modelling approach in testing temporal causality between energy consumption, real income and prices with an application to two Asian LDCs," Applied Economics, Taylor & Francis Journals, vol. 30(10), pages 1287-1298.
  41. Abul M.M. Masih & Rumi Masih, 1998. "Does money cause prices, or the other way around?: Multi-country econometric evidence including error-correction modelling from South-east Asia," Journal of Economic Studies, Emerald Group Publishing, vol. 25(3), pages 138-160, September.
  42. Abul M.M. Masih & Rumi Masih, 1998. "A Fractional Cointegration Approach to Testing Mean Reversion Between Spot and Forward Exchange Rates: A Case of High Frequency Data with Low Frequency Dynamics," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 25(7&8), pages 987-1003.
  43. Abul Masih & Rumi Masih, 1998. "A fractional cointegration analysis of the long-run relationship between black and official foreign exchange rates: the case of the Brazilian cruzeiro," Applied Economics, Taylor & Francis Journals, vol. 30(7), pages 853-861.
  44. Abul M. M. Masih & Rumi Masih, 1997. "Bivariate and Multivariate Tests of Money-Price Causality: Robust Evidence from a Small Developing Country," Journal of International Development, John Wiley & Sons, Ltd., vol. 9(6), pages 803-825.
  45. Masih, Abul M. M. & Masih, Rumi, 1997. "Dynamic linkages and the propagation mechanism driving major international stock markets: An analysis of the pre- and post-crash eras," The Quarterly Review of Economics and Finance, Elsevier, vol. 37(4), pages 859-885.
  46. Masih, Abul M. M. & Masih, Rumi, 1997. "On the temporal causal relationship between energy consumption, real income, and prices: Some new evidence from Asian-energy dependent NICs Based on a multivariate cointegration/vector error-correctio," Journal of Policy Modeling, Elsevier, vol. 19(4), pages 417-440, August.
  47. Masih, Abul M. M. & Masih, Rumi, 1997. "Can family-planning programs "cause" a significant fertility decline in countries characterized by very low levels of socioeconomic development? New evidence from Bangladesh based on dynamic," Journal of Policy Modeling, Elsevier, vol. 19(4), pages 441-468, August.
  48. Abul Masih & Rumi Masih, 1997. "A comparative analysis of the propagation of stock market fluctuations in alternative models of dynamic causal linkages," Applied Financial Economics, Taylor & Francis Journals, vol. 7(1), pages 59-74.
  49. Abdul M.M. Masih & Rumi Masih & Mohammad S. Hasan, 1997. "New evidence from an alternative methodological approach to the defence spending-economic growth causality issue in the case of mainland China," Journal of Economic Studies, Emerald Group Publishing, vol. 24(3), pages 123-140, September.
  50. Masih, Rumi & Masih, Abul M. M., 1996. "Stock-Watson dynamic OLS (DOLS) and error-correction modelling approaches to estimating long- and short-run elasticities in a demand function: new evidence and methodological implications from an appl," Energy Economics, Elsevier, vol. 18(4), pages 315-334, October.
  51. Masih, Abul M. M. & Masih, Rumi, 1996. "Energy consumption, real income and temporal causality: results from a multi-country study based on cointegration and error-correction modelling techniques," Energy Economics, Elsevier, vol. 18(3), pages 165-183, July.
  52. Masih, Rumi & Masih, Abul M. M., 1996. "Macroeconomic activity dynamics and Granger causality: New evidence from a small developing economy based on a vector error-correction modelling analysis," Economic Modelling, Elsevier, vol. 13(3), pages 407-426, July.
  53. Masih, Abul M. M. & Masih, Rumi, 1996. "Empirical tests to discern the dynamic causal chain in macroeconomic activity: new evidence from Thailand and Malaysia based on a multivariate cointegration/vector error-correction modeling approach," Journal of Policy Modeling, Elsevier, vol. 18(5), pages 531-560, October.
  54. Masih, Abul M.M. Masih & Masih, Rumi, 1995. "Does Only Unanticipated Mone¬tary Growth Matter? An Econometric Investigation of Ten Asian Countries," Economia Internazionale / International Economics, Camera di Commercio di Genova, vol. 48(4), pages 537-549.
  55. Abul M. M. Masih & Rumi Masih, 1994. "Temporal Causality Between Money and Prices in LDCs and the Error-Correction Approach: New Evidence from India," Indian Economic Review, Department of Economics, Delhi School of Economics, vol. 29(1), pages 33-35, January.
  56. Masih , Abul M.M. & Masih, Rumi, 1994. "On the Robustness of Cointegration Tests of the Market Efficiency Hypothesis: Evidence from Six European Foreign Exchange Markets," Economia Internazionale / International Economics, Camera di Commercio di Genova, vol. 47(2-3), pages 160-180.
  57. Abul M. M. Masih, 1979. "An Econometric Model of the Role of Financial Institutions in Financing Private Investment in Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 18(3), pages 191-214.
56 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ACC: Accounting & Auditing (1) 2015-02-28
  2. NEP-AFR: Africa (1) 2014-12-29
  3. NEP-ARA: MENA - Middle East & North Africa (9) 2014-07-05 2014-07-05 2014-07-05 2014-07-05 2014-07-05 2014-07-05 2014-07-05 2014-11-22 2014-11-22. Author is listed
  4. NEP-BAN: Banking (3) 2014-07-05 2014-08-20 2014-11-12
  5. NEP-BEC: Business Economics (2) 2014-07-05 2014-08-09
  6. NEP-CBA: Central Banking (2) 2014-11-12 2014-12-29
  7. NEP-CFN: Corporate Finance (1) 2014-08-20
  8. NEP-CIS: Confederation of Independent States (1) 2014-11-12
  9. NEP-EFF: Efficiency & Productivity (1) 2014-11-12
  10. NEP-ENE: Energy Economics (7) 2014-07-05 2014-07-05 2014-07-05 2014-07-05 2014-08-16 2014-11-12 2015-02-28. Author is listed
  11. NEP-ETS: Econometric Time Series (2) 2014-11-12 2014-11-22
  12. NEP-FDG: Financial Development & Growth (2) 2014-11-17 2015-03-22
  13. NEP-FMK: Financial Markets (6) 2014-07-05 2014-07-05 2014-08-09 2014-11-12 2014-11-12 2014-11-22. Author is listed
  14. NEP-FOR: Forecasting (1) 2014-08-09
  15. NEP-GRO: Economic Growth (2) 2014-11-17 2015-02-28
  16. NEP-HME: Heterodox Microeconomics (3) 2014-11-12 2014-11-22 2015-01-09
  17. NEP-IAS: Insurance Economics (1) 2015-04-02
  18. NEP-MAC: Macroeconomics (20) 2014-07-05 2014-07-05 2014-08-09 2014-08-09 2014-11-12 2014-11-12 2014-11-12 2014-11-12 2014-11-17 2014-11-17 2014-11-17 2014-11-22 2014-12-29 2015-01-09 2015-02-28 2015-02-28 2015-02-28 2015-03-22 2015-04-02 2015-04-02. Author is listed
  19. NEP-MFD: Microfinance (1) 2015-03-05
  20. NEP-MON: Monetary Economics (1) 2014-12-29
  21. NEP-ORE: Operations Research (2) 2014-07-05 2014-08-09
  22. NEP-PKE: Post Keynesian Economics (1) 2015-03-22
  23. NEP-RMG: Risk Management (10) 2014-07-05 2014-07-05 2014-08-09 2014-08-16 2014-11-12 2014-11-22 2014-11-22 2015-01-09 2015-02-28 2015-03-22. Author is listed
  24. NEP-SEA: South East Asia (37) 2007-03-17 2014-07-05 2014-07-05 2014-07-05 2014-07-05 2014-07-05 2014-07-05 2014-07-05 2014-07-05 2014-07-05 2014-07-05 2014-07-05 2014-07-05 2014-07-05 2014-07-05 2014-08-09 2014-08-09 2014-08-16 2014-08-20 2014-11-12 2014-11-12 2014-11-12 2014-11-12 2014-11-17 2014-11-17 2014-11-22 2014-11-22 2014-11-22 2015-01-09 2015-02-28 2015-02-28 2015-02-28 2015-02-28 2015-02-28 2015-03-05 2015-03-22 2015-03-27. Author is listed
  25. NEP-URE: Urban & Real Estate Economics (1) 2015-03-27
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