Research classified by Journal of Economic Literature (JEL) codes

2018

• Hashim, Norhaziah & Masih, Mansur, 2018, "The impact of interest rate changes on islamic home financing: Malaysia as a case study," MPRA Paper, University Library of Munich, Germany, number 100644, Jun.
• Hassan, Fatimatul & Masih, Mansur, 2018, "Relationship between crude oil prices and global sukuk (islamic bond) index: evidence from Dow Jones Citygroup sukuk index," MPRA Paper, University Library of Munich, Germany, number 100689, Sep.
• Sapian, Safeza & Masih, Mansur, 2018, "Do macroeconomic factors affect the credit risk of islamic banks? evidence from Malaysia," MPRA Paper, University Library of Munich, Germany, number 100719, Nov.
• Abu Bakr, Norhidayah & Masih, Mansur, 2018, "Are the factors accounting for islamic and conventional bank credit cycles really different ? Malaysian evidence based on two-step GMM approach," MPRA Paper, University Library of Munich, Germany, number 101110, Oct.
• Anuar, Khairul & Masih, Mansur, 2018, "What drives shariah (islamic) stock index? a case study of Malaysia," MPRA Paper, University Library of Munich, Germany, number 101248, Jul.
• Ariffian, Suffian & Masih, Mansur, 2018, "Which islamic equity market is the leading one in Southeast Asia ? evidence from some select equity markets," MPRA Paper, University Library of Munich, Germany, number 101873, Sep.
• Yousef, Mona & Masih, Mansur, 2018, "Dynamics between shariah (islamic) and non-shariah stock market indices: GCC market evidence based on static and dynamic panel techniques," MPRA Paper, University Library of Munich, Germany, number 101934, Mar.
• Liyana, Anis & Masih, Mansur, 2018, "Does unemployment rate lead GDP growth or the other way around ? Malaysia’s case," MPRA Paper, University Library of Munich, Germany, number 102459, Jul.
• Shafaai, Shafizal & Masih, Mansur, 2018, "The dynamics of growth, exports, exchange rate and foreign direct investment: evidence from Malaysia," MPRA Paper, University Library of Munich, Germany, number 102538, Mar.
• Asad, Mohammad & Masih, Mansur, 2018, "Islamic equity market and macroeconomic variables: evidence from the UK," MPRA Paper, University Library of Munich, Germany, number 102580, Jun.
• Fairuz, Sharifah & Masih, Mansur, 2018, "What drives the profit rates of islamic banks ? Malaysia’s case," MPRA Paper, University Library of Munich, Germany, number 102599, Nov.
• Musaeva, Gulzhan & Masih, Mansur, 2018, "Granger-causal relationship between islamic stock markets and oil prices: a case study of Malaysia," MPRA Paper, University Library of Munich, Germany, number 102862, Oct.
• Touati, Fatima & Masih, Mansur, 2018, "What drives the European islamic market: is it the conventional market or the other islamic markets ?," MPRA Paper, University Library of Munich, Germany, number 102911, Nov.
• Jamil, Sakinah & Masih, Mansur, 2018, "Factors influencing shariah (islamic) compliant stock index: Malaysian evidence," MPRA Paper, University Library of Munich, Germany, number 102953, Apr.
• Khalaf, Tasneem & Masih, Mansur, 2018, "Is the relationship between non-performing loans of banks and economic growth asymmetric ? Malaysia’s evidence based on linear and nonlinear ARDL approaches," MPRA Paper, University Library of Munich, Germany, number 103714, Dec.
• Osman, Khairul Nizam & Masih, Mansur, 2018, "Granger-causality of selective Dow Jones islamic and sustainability regional equity indices," MPRA Paper, University Library of Munich, Germany, number 104185, Jun.
• Lajis, Siti & Masih, Mansur, 2018, "Is the islamic equity market independent of the influence of primary commodities ? Malaysian evidence," MPRA Paper, University Library of Munich, Germany, number 104766, Jun.
• Ariffin, Kartina & Masih, Mansur, 2018, "Determinants of islamic banking investment account rates: Malaysia’s evidence," MPRA Paper, University Library of Munich, Germany, number 104833, Aug.
• Gadhoum, Anouar & Masih, Mansur, 2018, "Emerging market equities and US policy uncertainty: evidence from Malaysia based on ARDL," MPRA Paper, University Library of Munich, Germany, number 105469, Nov.
• Aini, Sarah & Masih, Mansur, 2018, "Investigating the major determinants of islamic bank savings: Malaysian evidence," MPRA Paper, University Library of Munich, Germany, number 105492, Dec.
• Rahman, Salman & Masih, Mansur, 2018, "Demography and economic growth from islamic perspective: Malaysia as a case study," MPRA Paper, University Library of Munich, Germany, number 105595, Nov.
• Farid, Hazim & Masih, Mansur, 2018, "Is there any causal link between shariah index and islamic unit trust growth ? Malaysian evidence," MPRA Paper, University Library of Munich, Germany, number 106226, Aug.
• Rahman, Syarifah & Masih, Mansur, 2018, "The vulnerability of Islamic bank’s credit risk to oil price shocks: evidence from Malaysia based on ARDL approach," MPRA Paper, University Library of Munich, Germany, number 106776, May.
• Othman, Nurhuda & Masih, Mansur, 2018, "Granger-causality between palm oil, gold and stocks (islamic and conventional): Malaysian evidence based on ARDL approach," MPRA Paper, University Library of Munich, Germany, number 106777, Feb.
• Zain, Syahirah & Masih, Mansur, 2018, "Are profit rates of the islamic investment deposit accounts independent of the interest rates of conventional banks ?," MPRA Paper, University Library of Munich, Germany, number 106800, Dec.
• Rosle, Alia Nadira & Masih, Mansur, 2018, "Can the islamic banks’ credit risk be explained by macroeconomic shocks? evidence from Malaysia," MPRA Paper, University Library of Munich, Germany, number 107059, Sep.
• Tew, Li Mei & Masih, Mansur, 2018, "Google trends search query and islamic stock indices: an analysis of their lead-lag relationship based on the Malaysian data," MPRA Paper, University Library of Munich, Germany, number 107067, May.
• Alchaar, Osama & Masih, Mansur, 2018, "Do islamic or conventional mutual funds lead economic growth? evidence from Malaysia," MPRA Paper, University Library of Munich, Germany, number 107224, Sep.
• Ali, Shah & Masih, Mansur, 2018, "The determinants of economic growth: the Malaysian case," MPRA Paper, University Library of Munich, Germany, number 107859, Apr.
• Taher, Sumaiyah & Masih, Mansur, 2018, "Which market is the driver of the Asian stock markets ?," MPRA Paper, University Library of Munich, Germany, number 107975, Mar.
• Azahar, Nurshuhaida & Masih, Mansur, 2018, "The effect of sub-prime crisis on select southeast Asian stock markets," MPRA Paper, University Library of Munich, Germany, number 108032, Feb.
• Robbana, Aroua & Masih, Mansur, 2018, "Lead-lag relationship between remittance and growth: ARDL approach," MPRA Paper, University Library of Munich, Germany, number 108427, Feb.
• Abdul, Salman & Masih, Mansur, 2018, "Relationship between demography and economic growth from the islamic perspective: a case study of Malaysia," MPRA Paper, University Library of Munich, Germany, number 108463, Jul.
• Ghazali, Ummu & Masih, Mansur, 2018, "Should Malaysia depreciate her exchange rate ?," MPRA Paper, University Library of Munich, Germany, number 108481, Mar.
• Samad, Abdul & Masih, Mansur, 2018, "Does institutional quality matter in attracting foreign direct investment? the case of Ethiopia based on ARDL approach," MPRA Paper, University Library of Munich, Germany, number 108493, Aug.
• Azmi, Muhammad Saifullah & Masih, Mansur, 2018, "Does education expenditure lead or lag GDP ? Malaysian evidence," MPRA Paper, University Library of Munich, Germany, number 108891, May.
• Haq, Marifatul & Masih, Mansur, 2018, "Macroeconomic determinants of stock markets: Indian case," MPRA Paper, University Library of Munich, Germany, number 108900, Sep.
• Azzi, Abdelkebir & Masih, Mansur, 2018, "Oil price volatility and macroeconomic determinants of growth: evidence from Morocco," MPRA Paper, University Library of Munich, Germany, number 108943, Nov.
• Mahmood, Ilham & Masih, Mansur, 2018, "Is there any long run Granger-causality between economic growth and energy consumption ? evidence from Singapore," MPRA Paper, University Library of Munich, Germany, number 109225, Feb.
• Fadzil, Anas & Masih, Mansur, 2018, "What drives the stock markets ? evidence from India," MPRA Paper, University Library of Munich, Germany, number 109248, Dec.
• Okedina, Jellil & Masih, Mansur, 2018, "The nexus between poverty and crime: evidence from India," MPRA Paper, University Library of Munich, Germany, number 109263, Jun.
• Golding, Khabran & Masih, Mansur, 2018, "Does foreign direct investment lead or lag employment ? an ARDL approach," MPRA Paper, University Library of Munich, Germany, number 109300, Dec.
• Saupi, Nabil & Masih, Mansur, 2018, "Lead-lag between exchange rates and trade balance: Malaysian evidence," MPRA Paper, University Library of Munich, Germany, number 109874, Feb.
• Izyani, Nurul & Masih, Mansur, 2018, "Do the trading partners’ exchange rates impact the export performance of a country? evidence from Malaysia," MPRA Paper, University Library of Munich, Germany, number 109907, Apr.
• Samad, Esma & Masih, Mansur, 2018, "Effects of fiscal components on economic growth: evidence from Malaysia," MPRA Paper, University Library of Munich, Germany, number 110224, Feb.
• Othman, Nooramylia & Masih, Mansur, 2018, "Relation between macro economic variables and government securities: Malaysian case," MPRA Paper, University Library of Munich, Germany, number 110256, Aug.
• Rahim, Adam Mohamed & Masih, Mansur, 2018, "Comovement of stock markets of Singapore and its major Asian trading partners," MPRA Paper, University Library of Munich, Germany, number 110319, Sep.
• Olujobi, Khalilat & Masih, Mansur, 2018, "Does the purchasing power parity theory hold for the exchange rate between the USA and Malaysia ?," MPRA Paper, University Library of Munich, Germany, number 110332, Apr.
• Mazlan, Zuhry & Masih, Mansur, 2018, "Causality between domestic fuel price and economic sectors: evidence from Malaysia," MPRA Paper, University Library of Munich, Germany, number 110682, Jul.
• Baddou, Mehdi & Masih, Mansur, 2018, "What are the factors that drive economic growth? evidence from Turkey," MPRA Paper, University Library of Munich, Germany, number 111202, Apr.
• Ikram, Ahmad & Masih, Mansur, 2018, "Does international trade lead industrial production or the other way around ? evidence from Malaysia," MPRA Paper, University Library of Munich, Germany, number 111210, Nov.
• Rahmani, Halima & Masih, Mansur, 2018, "Does remittance lead or lag exchange rate? evidence from Morocco," MPRA Paper, University Library of Munich, Germany, number 111220, Aug.
• Abubakar, Fahrurrazi & Masih, Mansur, 2018, "Palm oil export : is it price led or exchange rate led? evidence from Malaysia," MPRA Paper, University Library of Munich, Germany, number 111229, Dec.
• Saparova, Nurzhamal & Masih, Mansur, 2018, "Does foreign direct investment lead or lag economic growth ? evidence from Russia," MPRA Paper, University Library of Munich, Germany, number 111252, Apr.
• Naleef, Mohamed & Masih, Mansur, 2018, "Impact of political instability on economic growth, exchange rates and unemployment: Malaysian evidence," MPRA Paper, University Library of Munich, Germany, number 111652, Mar.
• Lengnoo, Hayatee & Masih, Mansur, 2018, "Granger-causality between real exchange rate and economic growth: evidence from Thailand," MPRA Paper, University Library of Munich, Germany, number 111692, Feb.
• Roslan, Syed & Masih, Mansur, 2018, "Savings and bank loans dynamics in implementing the new international accounting standard IFRS-9: Malaysia as a case study," MPRA Paper, University Library of Munich, Germany, number 111730, Nov.
• Aiman, Muhammad & Masih, Mansur, 2018, "Impact of macroeconomic factors on shariah and conventional stocks: Malaysian evidence," MPRA Paper, University Library of Munich, Germany, number 111736, Dec.
• Mukrim, Syahirah & Masih, Mansur, 2018, "Do islamic indices help portfolio diversification ? application of multivariate GARCH and wavelet coherence," MPRA Paper, University Library of Munich, Germany, number 112099, Feb.
• Razak, Najwa & Masih, Mansur, 2018, "The relationship between exchange rate and trade balance: evidence from Malaysia based on ARDL and Nonlinear ARDL approaches," MPRA Paper, University Library of Munich, Germany, number 112447, Dec.
• Haskanbancha, Nazmi & Masih, Mansur, 2018, "Does public infrastructure lead or lag GDP? evidence from Thailand based on NARDL," MPRA Paper, University Library of Munich, Germany, number 112459, Dec.
• Ihsaanul, Ahmad & Masih, Mansur, 2018, "Would the volatility of oil price affect the GDP of a country ? Singaporean evidence," MPRA Paper, University Library of Munich, Germany, number 112462, Dec.
• Mohd, Rafede & Masih, Mansur, 2018, "Testing the asymmetric and lead-lag relationship between CPI and PPI: an application of the ARDL and NARDL approaches," MPRA Paper, University Library of Munich, Germany, number 112500, Dec.
• Hossain, Saddam & Masih, Mansur, 2018, "Is the relationship between FDI and inflation nonlinear and asymmetric? new evidence from NARDL approach," MPRA Paper, University Library of Munich, Germany, number 112549, May.
• Adedamola, Qazeem & Mustapha, Ishaq & Masih, Mansur, 2018, "Fresh evidence on growth, expenditure and energy debate: GMM, Quantile and Threshold approaches," MPRA Paper, University Library of Munich, Germany, number 112885, Dec.
• Ahmad, Syafiq & Masih, Mansur, 2018, "The lead-lag relationship between industrial production and international trade: Malaysian evidence," MPRA Paper, University Library of Munich, Germany, number 114290, Dec.
• Shahwahid, Muhammad & Masih, Mansur, 2018, "Macroeconomic determinants of islamic and conventional stocks: Malaysian evidence based on ARDL and NARDL approaches," MPRA Paper, University Library of Munich, Germany, number 114368, Nov.
• Athirah, Wan & Masih, Mansur, 2018, "Is the relationship between lending interest rate and non-performing loans nonlinear asymmetric ? Malaysian evidence," MPRA Paper, University Library of Munich, Germany, number 114370, Oct.
• Dagher, Leila & Jamali, Ibrahim & badra, nasser, 2018, "The Predictive Power of Oil and Commodity Prices for Equity Markets," MPRA Paper, University Library of Munich, Germany, number 116055, Jun.
• Mestiri, Sami & Farhat, Abdejelil, 2018, "Credit Risk Prediction based on Bayesian estimation of logistic regression model with random effects," MPRA Paper, University Library of Munich, Germany, number 119960.
• Aknouche, Abdelhakim & Dimitrakopoulos, Stefanos, 2018, "Periodicity in Bitcoin returns: A time-varying volatility approach," MPRA Paper, University Library of Munich, Germany, number 122529, Oct, revised 28 Oct 2024.
• Ozili, Peterson K, 2018, "Bank Loan Loss Provisions, Investor Protection and the Macroeconomy," MPRA Paper, University Library of Munich, Germany, number 80281, Jun.
• Gerlach, Richard & Naimoli, Antonio & Storti, Giuseppe, 2018, "Time Varying Heteroskedastic Realized GARCH models for tracking measurement error bias in volatility forecasting," MPRA Paper, University Library of Munich, Germany, number 83893, Jan.
• Darolles, Serges & Francq, Christian & Laurent, Sébastien, 2018, "Asymptotics of Cholesky GARCH models and time-varying conditional betas," MPRA Paper, University Library of Munich, Germany, number 83988, Jan.
• Cerovecki, Clément & Francq, Christian & Hormann, Siegfried & Zakoian, Jean-Michel, 2018, "Functional GARCH models: the quasi-likelihood approach and its applications," MPRA Paper, University Library of Munich, Germany, number 83990, Jan.
• He, Zhongfang, 2018, "A Class of Generalized Dynamic Correlation Models," MPRA Paper, University Library of Munich, Germany, number 84820, Feb.
• Tang, Bo, 2018, "Does the currency exposure affect stock returns of Chinese automobile firms?," MPRA Paper, University Library of Munich, Germany, number 85125.
• Cassim, Lucius, 2018, "A semi-parametric GARCH (1, 1) estimator under serially dependent innovations," MPRA Paper, University Library of Munich, Germany, number 86572, May.
• Cassim, Lucius, 2018, "Modelling asymmetric conditional heteroskedasticity in financial asset returns: an extension of Nelson’s EGARCH model," MPRA Paper, University Library of Munich, Germany, number 86615, May.
• Adebumiti, Qazeem & Masih, Mansur, 2018, "Economic growth, energy consumption and government expenditure:evidence from a nonlinear ARDL analysis," MPRA Paper, University Library of Munich, Germany, number 87527, Jun.
• Suwanhirunkul, Suwijak & Masih, Mansur, 2018, "Exchange rate and trade balance linkage: sectoral evidence from Thailand based on nonlinear ARDL," MPRA Paper, University Library of Munich, Germany, number 87541, Jun.
• Bamahriz, Omar & Masih, Mansur, 2018, "Brain drain or brain gain? investigating the diaspora’s effect on the economy and real estate bubble: new evidence from Kenya based on ARDL analysis," MPRA Paper, University Library of Munich, Germany, number 87556, Jun.
• Abu-Bakar, Muhammad & Masih, Mansur, 2018, "Is the oil price pass-through to domestic inflation symmetric or asymmetric? new evidence from India based on NARDL," MPRA Paper, University Library of Munich, Germany, number 87569, Jun.
• Haffejee, muhammad Ismail & Masih, Mansur, 2018, "Is the relationship between financial development and income inequality symmetric or asymmetric ? new evidence from South Africa based on NARDL," MPRA Paper, University Library of Munich, Germany, number 87574, Jun.
• Hamzah, Nurrawaida Husna & Masih, Mansur, 2018, "Revisiting effectiveness of interest rate as a tool to control inflation: evidence from Malaysia based on ARDL and NARDL," MPRA Paper, University Library of Munich, Germany, number 87576, Jun.
• Zahir, Faathih & Masih, Mansur, 2018, "Is the lead-lag relationship between financial development and economic growth symmetric ? new evidence from Bangladesh based on ARDL ad NARDL," MPRA Paper, University Library of Munich, Germany, number 87577, Jun.
• Morema, Kgotso & Bonga-Bonga, Lumengo, 2018, "The impact of oil and gold price fluctuations on the South African equity market: volatility spillovers and implications for portfolio management," MPRA Paper, University Library of Munich, Germany, number 87637, Apr.
• Gouriéroux, Christian & Monfort, Alain & Zakoian, Jean-Michel, 2018, "Consistent Pseudo-Maximum Likelihood Estimators and Groups of Transformations," MPRA Paper, University Library of Munich, Germany, number 87834.
• Bonga-Bonga, Lumengo & Manguzvane, Mathias Mandla, 2018, "Assessing the extent of contagion of sovereign credit risk among BRICS countries," MPRA Paper, University Library of Munich, Germany, number 89200, Sep.
• Pincheira, Pablo & Hardy, Nicolas, 2018, "The predictive relationship between exchange rate expectations and base metal prices," MPRA Paper, University Library of Munich, Germany, number 89423, Oct.
• Naser, Hanan, 2018, "Financial Development and Economic Growth in Oil-Dependent Economy: The case of Bahrain," MPRA Paper, University Library of Munich, Germany, number 89743, Jul, revised 04 Sep 2018.
• Fedotenkov, Igor, 2018, "A review of more than one hundred Pareto-tail index estimators," MPRA Paper, University Library of Munich, Germany, number 90072, Nov.
• Yildirim, Ramazan & Masih, Mansur, 2018, "Investigating International Portfolio Diversification Opportunities for the Asian Islamic Stock Market Investors," MPRA Paper, University Library of Munich, Germany, number 90281, May.
• Pincheira, Pablo & Neumann, Federico, 2018, "Can we beat the Random Walk? The case of survey-based exchange rate forecasts in Chile," MPRA Paper, University Library of Munich, Germany, number 90432, Dec.
• Shaw, Charles, 2018, "Conditional heteroskedasticity in crypto-asset returns," MPRA Paper, University Library of Munich, Germany, number 90437, Nov.
• Halkos, George & Tzirivis, Apostolos, 2018, "Effective energy commodities’ risk management: Econometric modeling of price volatility," MPRA Paper, University Library of Munich, Germany, number 90781, Dec.
• Aknouche, Abdelhakim & Francq, Christian, 2018, "Count and duration time series with equal conditional stochastic and mean orders," MPRA Paper, University Library of Munich, Germany, number 90838, Nov.
• Aknouche, Abdelhakim & Demmouche, Nacer & Touche, Nassim, 2018, "Bayesian MCMC analysis of periodic asymmetric power GARCH models," MPRA Paper, University Library of Munich, Germany, number 91136, May.
• Aqsha, Nur Suhairah & Masih, Mansur, 2018, "Is residential property the ultimate hedge against inflation ? new evidence from Malaysia based on ARDL and nonlinear ARDL," MPRA Paper, University Library of Munich, Germany, number 91508, Dec.
• Adznan, Syaima & Masih, Mansur, 2018, "Exchange rate and trade balance linkage: evidence from Malaysia based on ARDL and NARDL," MPRA Paper, University Library of Munich, Germany, number 91509, Dec.
• Hasan, Amiratul Nadiah & Masih, Mansur, 2018, "Determinants of food price inflation: evidence from Malaysia based on linear and nonlinear ARDL," MPRA Paper, University Library of Munich, Germany, number 91517, Dec.
• Affendi, Diyana Najwa & Masih, Mansur, 2018, "Is inflation targeting compatible with economic growth ? Korean experience based on ARDL and NARDL," MPRA Paper, University Library of Munich, Germany, number 91519, Dec.
• Adediran, Ibrahim Opeyemi & Masih, Mansur, 2018, "Oil price and the global conventional and islamic stock markets: Is the relationship symmetric or asymmetric ? evidence from nonlinear ARDL," MPRA Paper, University Library of Munich, Germany, number 91558, Dec.
• Bahruddin, Wan Athirah & Masih, Mansur, 2018, "Is the relation between lending interest rate and non-performing loans symmetric or asymmetric ? evidence from ARDL and NARDL," MPRA Paper, University Library of Munich, Germany, number 91565, Dec.
• Sabry, Saajid & Masih, Mansur, 2018, "Is gold a hedge against equity risk? Malaysian experience based on NARDL approach," MPRA Paper, University Library of Munich, Germany, number 91584, Dec.
• Nkoba, Malik Abdulrahman & Masih, Mansur, 2018, "Revisiting the Phillips curve trade-off: evidence from Tanzania using nonlinear ARDL approach," MPRA Paper, University Library of Munich, Germany, number 91631, Dec.
• Akhtar, Sharmin & Masih, Mansur, 2018, "Does asymmetry matter in the relationship between exchange rate and remittance? Evidence from a remittance recipient country based on ARDL and NARDL," MPRA Paper, University Library of Munich, Germany, number 91764, Dec.
• Lee, Kam Weng & Masih, Mansur, 2018, "Investigating the causal relationship between exchange rate variability and palm oil export: evidence from Malaysia based on ARDL and nonlinear ARDL approaches," MPRA Paper, University Library of Munich, Germany, number 91801, Dec.
• Suwanhirunkul, Suwijak & Masih, Mansur, 2018, "Islamic equity as an alternative investment from the perspective of the Southeast Asian investors: evidence from MGARCH-DCC and Wavelet Coherence," MPRA Paper, University Library of Munich, Germany, number 93542, Dec.
• Suwanhirunkul, Prachaya & Masih, Mansur, 2018, "Effect of dividend policy on stock price volatility in the Dow Jones U.S. index and the Dow Jones islamic U.S. index: evidences from GMM and quantile regression," MPRA Paper, University Library of Munich, Germany, number 93543, Dec.
• Tayeb, Hamza & Masih, Mansur, 2018, "The lead lag relationship between oil prices and exchange rate in an oil importing country: evidence fromThailand using ARDL," MPRA Paper, University Library of Munich, Germany, number 94197, Jun.
• Razak, Nursakina & Masih, Mansur, 2018, "Does income or house price lead in the public housing market? a case study of Singapore’s public housing sector," MPRA Paper, University Library of Munich, Germany, number 94212, Jun.
• Gerlach, Richard & Naimoli, Antonio & Storti, Giuseppe, 2018, "Time Varying Heteroskedastic Realized GARCH models for tracking measurement error bias in volatility forecasting," MPRA Paper, University Library of Munich, Germany, number 94289, Jan.
• Brummelhuis, Raymond & Luo, Zhongmin, 2018, "Arbitrage Opportunities in CDS Term Structure: Theory and Implications for OTC Derivatives," MPRA Paper, University Library of Munich, Germany, number 94778, Nov.
• Mahmood, Nihal & Masih, Mansur, 2018, "Dynamics between islamic banking performance and CO2 emissions: evidence from the OIC countries," MPRA Paper, University Library of Munich, Germany, number 95652, Dec.
• Fries, Sébastien, 2018, "Conditional moments of noncausal alpha-stable processes and the prediction of bubble crash odds," MPRA Paper, University Library of Munich, Germany, number 97353, May, revised Nov 2019.
• Ibrahim, Norhaslina & Masih, Mansur, 2018, "The finance-growth nexus: is finance supply-leading or demand-following in islamic finance ? evidence from Malaysia," MPRA Paper, University Library of Munich, Germany, number 98676, Jun.
• Rahman, Nadiah & Masih, Mansur, 2018, "Do deposits in islamic banks have an impact on equity market? evidence from Malaysia," MPRA Paper, University Library of Munich, Germany, number 98734, Feb.
• Nasir, Nur Alissa & Masih, Mansur, 2018, "Are the stock indices of FTSE Malaysia, China and USA causally linked together ?," MPRA Paper, University Library of Munich, Germany, number 98782, May.
• Aziz, Abdul & Masih, Mansur, 2018, "Lead-lag relationship between macroeconomic variables and stock market: evidence from Korea," MPRA Paper, University Library of Munich, Germany, number 99894, Oct.
• Michal Rychnovský, 2018, "Survival Analysis As A Tool For Better Probability Of Default Prediction," Acta Oeconomica Pragensia, Prague University of Economics and Business, volume 2018, issue 1, pages 34-46, DOI: 10.18267/j.aop.594.
• Jan Hanousek & Anastasiya Shamshur & Jiří Trešl, 2018, "Investiční rozhodování firem v korupčním prostředí ve střední a východní Evropě
  [Innovation Decisions in Uncertain Business Environments of CEE Countries]," Politická ekonomie, Prague University of Economics and Business, volume 2018, issue 3, pages 287-301, DOI: 10.18267/j.polek.1189.
• Lukáš Frýd, 2018, "Asymetrie během finančních krizí: asymetrická volatilita převyšuje důležitost asymetrické korelace
  [Asymmetry of Financial Time Series During the Financial Crisis: Asymmetric Volatility Outperforms the Asymmetric Importance of Correlation]," Politická ekonomie, Prague University of Economics and Business, volume 2018, issue 3, pages 302-329, DOI: 10.18267/j.polek.1190.
• Markéta Arltová & Tomáš Kábrt, 2018, "Hlavní determinanty ovlivňující poptávku po životním pojištění v České republice
  [Analysis of Determinants, Influencing Life Insurance Demand in the Czech Republic]," Politická ekonomie, Prague University of Economics and Business, volume 2018, issue 3, pages 344-365, DOI: 10.18267/j.polek.1192.
• Abderrazak Ben Maatoug & Rim Lamouchi & Russell Davidson & Ibrahim Fatnassi, 2018, "Modelling Foreign Exchange Realized Volatility Using High Frequency Data: Long Memory versus Structural Breaks," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 10, issue 1, pages 1-25, March.
• Pranvera Mulla & Ornela Shalari & Anita Gumeni, 2018, "An Examination of the Occurrence of Speculative Bubbles in the US Stock Markets," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 21, issue 67, pages 98-109, March.
• Paolo Giudici & Bihong Huang & Alessandro Spelta, 2018, "Trade Networks and Economic Fluctuations in Asia," ADBI Working Papers, Asian Development Bank Institute, number 832, Apr.
• Dmitriy Borzykh & Mikhail Khasykov, 2018, "The refinement procedure of ICSS algorithm for structural breaks detection in GARCH-models," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 51, pages 126-139.
• Artem Aganin & Anatoly Peresetsky, 2018, "Volatility of ruble exchange rate: Oil and sanctions," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 52, pages 5-21.
• Nikita Petrov & Tatiana Ratnikova, 2018, "Analysis of the joint distribution of stock and art indices: Attempt of a copular approach," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 52, pages 46-61.
• Sesan Adeniji & S. A. J. Obansa & David Okoroafor, 2018, "Monetary policy shocks and stock market prices volatility in Nigeria," BizEcons Quarterly, Strides Educational Foundation, volume 3, pages 3-26.
• Hakkı Öztürk, 2018, "Cointegration Analysis of BIST 30 Index and MSCI Emerging Markets Index: Pre and Post Global Financial Crisis," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 9, issue 1, pages 109-121.
• Ayben Koy, 2018, "Testing Multi Bubbles for Commodity Derivative Markets: A Study on MCX," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 9, issue 2, pages 291-299.
• Lumengo BONGA-BONGA & Lebogang NLEYA, 2018, "Assessing Portfolio Market Risk in the BRICS Economies: Use of Multivariate GARCH Models," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 71, issue 2, pages 87-128.
• Amedeo AMATO, 2018, "Some International Financial Contributions: Empirical Results and Policy Implications," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 71, issue 2, pages 1-1.
• Vina Javed Khan & Muhammad Saeed & Tella Oluwatoba Ibrahim & Muhammad Rizwan, 2018, "Financial Cointegration of Emerging Economies: Evidence from Bivariate Cointegration and Granger Causality," Empirical Economic Review, Department of Economics and Statistics, Dr Hassan Murad School of Management, University of Management and Technology, Lahore, volume 1, issue 1, pages 49-70.
• Yufeng Chen & Wenqi Li & Xi Jin, 2018, "Volatility Spillovers between Crude Oil Prices and New Energy Stock Price in China," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 43-62, December.
• Dejan ŽIVKOV & Jovan NJEGIĆ & Ivan MILENKOVIĆ, 2018, "Interrelationship between DAX Index and Four Largest Eastern European Stock Markets," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 88-103, September.
• Andrea Baldini, 2018, "Determinants Of Loan And Bad Loan Dynamics: Evidence From Italy," Departmental Working Papers of Economics - University 'Roma Tre', Department of Economics - University Roma Tre, number 0232, Jan.
• Martin Iseringhausen, 2018, "The Time-Varying Asymmetry Of Exchange Rate Returns: A Stochastic Volatility Stochastic Skewness Model," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 18/944, Mar.
• Joseph Hughes & Choon-Geol Moon, 2018, "How Bad Is a Bad Loan? Distinguishing Inherent Credit Risk from Inefficient Lending (Does the Capital Market Price This Difference?)," Departmental Working Papers, Rutgers University, Department of Economics, number 201802, Jan.
• Joseph Hughes & Julapa Jagtiani & Choon-Geol Moon, 2018, "Consumer Lending Efficiency: Commercial Banks Versus A Fintech Lender," Departmental Working Papers, Rutgers University, Department of Economics, number 201806, Nov.
• Cathy Ning & Wanling Huang, 2018, "Is the potential for inter- and intro- continental diversification disappearing? A vine copula approach," Working Papers, Toronto Metropolitan University, Department of Economics, number 092, Aug.
• Humberto Valencia-Herrera & Francisco López-Herrera, 2018, "Markov Switching International Capital Asset Pricing Model, an Emerging Market Case: Mexico," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 17, issue 1, pages 96-129, April, DOI: 10.1177/0972652717748089.
• Mohammad Abu Sayeed & Mardi Dungey & Wenying Yao, 2018, "High-frequency Characterisation of Indian Banking Stocks," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 17, issue 2_suppl, pages 213-238, August, DOI: 10.1177/0972652718777081.
• John Francis T. Diaz, 2018, "Volatility Dynamics in the ASEAN– China Free Trade Agreement," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 17, issue 3, pages 287-306, December, DOI: 10.1177/0972652718797812.
• Thai-Ha Le & Donghyun Park & Cong-Phu-Khanh Tran & Binh Tran-Nam, 2018, "The Impact of the Hai Yang Shi You 981 Event on Vietnam’s Stock Markets," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 17, issue 3_suppl, pages 344-375, December, DOI: 10.1177/0972652718798215.
• Chiranjit Mukhopadhyay, 2018, "New More Powerful Likelihood Ratio Tests for Short Horizon Event Studies," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 6408700, Jun.
• VICTORIA NIKULINA & Maxim Bouev, 2018, "Measuring herding behavior in the Russian stock market," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 6409412, Jun.
• Ma?gorzata Just, 2018, "The Dynamics of Dependencies between the World Grain and Oilseed Markets," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 6910166, Oct.
• Tanapol Rattanasamakarn & Roengchai Tansuchat, 2018, "Realized Volatility in Agricultural Commodities Futures," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 7109342, Jun.
• Massa Roldán. Ricardo. & Pérez Navarro, Ricardo, 2018, "Relación entre la volatilidad de los rendimientos accionarios del sector desarrollo de vivienda y la actividad económica mexicana/Relationship between the housing development sector stock returns volatility and the Mexican economic activity," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 8, issue 1, pages 5-34, enero-jun.
• Reyes Hernández, Naim & Ponsich, Antonin & Hoyos Reyes, Luis Fernando, 2018, "Técnicas metaheurísticas de optimización multiobjetivo para resolver el problema del portafolio de inversión / Metaheuristic techniques of multiobjective optimization to solve the investment portfolio problem," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 8, issue 2, pages 149-182, julio-dic.
• Marcin Sztaudynger, 2018, "Czynniki makroekonomiczne a spłacalność kredytów konsumpcyjnych," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 4, pages 155-177.
• Marek Gruszczyñski, 2018, "Good Practices in Empirical Corporate Finance and Accounting Research," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, volume 2, issue 10, pages 45-51, December.
• Alicja Fras, 2018, "Are the Highest Mutual Fund Fees Justified by Their Performance? (Czy wyniki tlumacza wysokosc op³at w najdrozszych funduszach inwestycyjnych?)," Problemy Zarzadzania, University of Warsaw, Faculty of Management, volume 16, issue 74, pages 62-73.
• Barbara Bedowska-Sojka, 2018, "Emerging and Mature Markets – Behaviour of Low-Frequency Liquidity Measures. The Case of the German and Polish Stock Markets (Rynek wschodzacy i rynek dojrzaly – zachowanie miar plynnosci o niskiej czestotliwosci na przykladzie niemieckiego i polskie," Problemy Zarzadzania, University of Warsaw, Faculty of Management, volume 16, issue 76, pages 24-36.
• David Feldman & Xin Xu, 2018, "Equilibrium-based volatility models of the market portfolio rate of return (peacock tails or stotting gazelles)," Annals of Operations Research, Springer, volume 262, issue 2, pages 493-518, March, DOI: 10.1007/s10479-015-1972-8.
• Ephraim Clark & Selima Baccar, 2018, "Modelling credit spreads with time volatility, skewness, and kurtosis," Annals of Operations Research, Springer, volume 262, issue 2, pages 431-461, March, DOI: 10.1007/s10479-015-1975-5.
• Christos Avdoulas & Stelios Bekiros & Sabri Boubaker, 2018, "Evolutionary-based return forecasting with nonlinear STAR models: evidence from the Eurozone peripheral stock markets," Annals of Operations Research, Springer, volume 262, issue 2, pages 307-333, March, DOI: 10.1007/s10479-015-2078-z.
• Dimitrios Koutmos, 2018, "Interdependencies between CDS spreads in the European Union: Is Greece the black sheep or black swan?," Annals of Operations Research, Springer, volume 266, issue 1, pages 441-498, July, DOI: 10.1007/s10479-018-2788-0.
• Giovanni Bonaccolto & Massimiliano Caporin & Sandra Paterlini, 2018, "Asset allocation strategies based on penalized quantile regression," Computational Management Science, Springer, volume 15, issue 1, pages 1-32, January, DOI: 10.1007/s10287-017-0288-3.
• Taras Bodnar & Yarema Okhrin & Valdemar Vitlinskyy & Taras Zabolotskyy, 2018, "Determination and estimation of risk aversion coefficients," Computational Management Science, Springer, volume 15, issue 2, pages 297-317, June, DOI: 10.1007/s10287-018-0317-x.
• L. C. G. Rogers, 2018, "Sense, nonsense and the S&P500," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 41, issue 2, pages 447-461, November, DOI: 10.1007/s10203-018-0230-3.
• Neharika Sobti, 2018, "Domestic intermarket linkages: measuring dynamic return and volatility connectedness among Indian financial markets," DECISION: Official Journal of the Indian Institute of Management Calcutta, Springer;Indian Institute of Management Calcutta, volume 45, issue 4, pages 325-344, December, DOI: 10.1007/s40622-018-0196-6.
• Gopal K. Basak & Arnab Bhattacharjee & Samarjit Das, 2018, "Causal ordering and inference on acyclic networks," Empirical Economics, Springer, volume 55, issue 1, pages 213-232, August, DOI: 10.1007/s00181-018-1454-3.
• Bastian Gribisch, 2018, "A latent dynamic factor approach to forecasting multivariate stock market volatility," Empirical Economics, Springer, volume 55, issue 2, pages 621-651, September, DOI: 10.1007/s00181-017-1278-6.
• Gordon H. Dash & Nina Kajiji & Domenic Vonella, 2018, "The role of supervised learning in the decision process to fair trade US municipal debt," EURO Journal on Decision Processes, Springer;EURO - The Association of European Operational Research Societies, volume 6, issue 1, pages 139-168, June, DOI: 10.1007/s40070-018-0079-2.
• Omar Euch & Masaaki Fukasawa & Mathieu Rosenbaum, 2018, "The microstructural foundations of leverage effect and rough volatility," Finance and Stochastics, Springer, volume 22, issue 2, pages 241-280, April, DOI: 10.1007/s00780-018-0360-z.
• Hazem Krichene & Mhamed-Ali El-Aroui, 2018, "Artificial stock markets with different maturity levels: simulation of information asymmetry and herd behavior using agent-based and network models," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 13, issue 3, pages 511-535, October, DOI: 10.1007/s11403-017-0191-6.
• Vinodh Madhavan & Partha Ray, 2018, "Evolving Efficiency of Dually-Listed Indian Stocks: A Nonlinear Perspective," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 16, issue 1, pages 13-35, March, DOI: 10.1007/s40953-017-0076-5.
• Alok Dixit & Shivam Singh, 2018, "Ad-Hoc Black–Scholes vis-à-vis TSRV-based Black–Scholes: Evidence from Indian Options Market," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 16, issue 1, pages 57-88, March, DOI: 10.1007/s40953-017-0078-3.
• Fang Duan & Dominik Wied, 2018, "A residual-based multivariate constant correlation test," Metrika: International Journal for Theoretical and Applied Statistics, Springer, volume 81, issue 6, pages 653-687, August, DOI: 10.1007/s00184-018-0675-y.
• Gerhard Lechner & Rupert Beinhauer, 2018, "Are Commodity Hedge Funds interesting for institutional investors?," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, volume 7, issue 1, pages 1-1.
• Moussa Wajdi & Mgadmi Nidhal & Regaïeg Rym, 2018, "On the Co-movements between Exchange Rate and Stock Price from Japan: A Multivariate FIGARCH-DCC Approach," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, volume 7, issue 4, pages 1-4.
• Cronin, David & Dunne, Peter G., 2018, "How effective are sovereign bond-backed securities as a spillover prevention device?," ESRB Working Paper Series, European Systemic Risk Board, number 66, Jan.
• Dunne, Peter G., 2018, "Positive liquidity spillovers from sovereign bond-backed securities," ESRB Working Paper Series, European Systemic Risk Board, number 67, Jan.
• Fiedor, Paweł, 2018, "Clearinghouse-Five: determinants of voluntary clearing in European derivatives markets," ESRB Working Paper Series, European Systemic Risk Board, number 72, Mar.
• Ansgar Belke & Irina Dubova & Thomas Osowski, 2018, "Policy uncertainty and international financial markets: the case of Brexit," Applied Economics, Taylor & Francis Journals, volume 50, issue 34-35, pages 3752-3770, July, DOI: 10.1080/00036846.2018.1436152.
• Mehmet Balcilar & Rangan Gupta & Duc Khuong Nguyen & Mark E. Wohar, 2018, "Causal effects of the United States and Japan on Pacific-Rim stock markets: nonparametric quantile causality approach," Applied Economics, Taylor & Francis Journals, volume 50, issue 53, pages 5712-5727, November, DOI: 10.1080/00036846.2018.1488062.
• Guillaume Gaetan Martinet & Michael McAleer, 2018, "On the invertibility of EGARCH(p, q)," Econometric Reviews, Taylor & Francis Journals, volume 37, issue 8, pages 824-849, September, DOI: 10.1080/07474938.2016.1167994.
• Dong Hwan Oh & Andrew J. Patton, 2018, "Time-Varying Systemic Risk: Evidence From a Dynamic Copula Model of CDS Spreads," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 36, issue 2, pages 181-195, April, DOI: 10.1080/07350015.2016.1177535.
• Hideyuki Takamizawa, 2018, "A term structure model of interest rates with quadratic volatility," Quantitative Finance, Taylor & Francis Journals, volume 18, issue 7, pages 1173-1198, July, DOI: 10.1080/14697688.2017.1417623.
• Meltem Gulenay Chadwick, 2018, "Dependence of �Fragile Five" and �Troubled Ten" Emerging Markets' Financial System to US Monetary Policy and Monetary Policy Uncertainty," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1817.
• Chia-Lin Chang & Te-Ke Mai & Michael McAleer, 2018, "Pricing Carbon Emissions in China," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 18-001/III, Jan.
• Chia-Lin Chang & Shu-Han Hsu & Michael McAleer, 2018, "An Event Study of Chinese Tourists to Taiwan," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 18-003/III, Jan.
• Francisco (F.) Blasques & Paolo Gorgi & Siem Jan (S.J.) Koopman, 2018, "Missing Observations in Observation-Driven Time Series Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 18-013/III, Feb.
• Silvia Garcia Mandico & Pilar (P.) Garcia-Gomez & Anne (A.C.) Gielen & Owen (O.A.) O'Donnell, 2018, "Earnings responses to disability benefit cuts," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 18-023/V, Mar.
• Chia-Lin Chang & Te-Ke Mai & Michael McAleer, 2018, "Establishing National Carbon Emission Prices for China," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 18-028/III, Mar.
• Chia-Lin Chang & Shu-Han Hsu & Michael McAleer, 2018, "Risk Spillovers in Returns for Chinese and International Tourists to Taiwan," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 18-031/III, Mar.
• Chia-Lin Chang & Shu-Han Hsu & Michael McAleer, 2018, "Asymmetric Risk Impacts of Chinese Tourists to Taiwan," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 18-047/III, May.
• Jukka Ilomaki & Hannu Laurila & Michael McAleer, 2018, "Simple Market Timing with Moving Averages," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 18-048/III, May.
• Chia-Lin Chang & Michael McAleer & Yu-Ann Wang, 2018, "Latent Volatility Granger Causality and Spillovers in Renewable Energy and Crude Oil ETFs," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 18-052/III, May.
• Francisco (F.) Blasques & Siem Jan (S.J.) Koopman & Marc Nientker, 2018, "A Time-Varying Parameter Model for Local Explosions," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 18-088/III, Nov.
• Andries C. van Vlodrop & Andre (A.) Lucas, 2018, "Estimation Risk and Shrinkage in Vast-Dimensional Fundamental Factor Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 18-099/III, Dec.