Browsing by Topic Conventional finance

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Showing results 87 to 96 of 265
  • economic_impact_natural_disasters_fatalities_baharom.pdf.jpg
  • Journal Article


  • Authors: Padli, Jaharudin; Habibullah, Muzafar Shah; Abdul Hamid, Baharom (2010)

  • The purpose of this paper is to find the meaningful relationship between the economic impact of the natural disaster and economic condition. The paper employed cross‐sectional analysis to investigate the relationship between economic condition namely, gross domestic product per capita (GDPpc); gross domestic product per capita squared (GDPpc2); government consumption ratio to GDP (gc); ratio of M2 over GDP(M2); years of schooling attainment (sc); land area and finally; population and the economic impact of natural disasters, whereby ten types of natural disasters were chosen. The degree to which the human and economic losses due to these ten natural disasters were measured by, the var...

  • item.jpg
  • Chapter in Book


  • Authors: Wilson, Rodney (2011)

  • The events of the Arab Spring have not only profound political implications but also have significance for the economies of the Middle East and their trading partners. In the short run the political uncertainty and lack of law and order has damaged economic activity, but in the long term the Arab Spring could prove beneficial for the region which has seriously underperformed other emerging markets. How can partners such as the United Kingdom help ensure a positive economic outcome from the Arab Spring rather than continuing economic meltdown if domestic turbulence continues?

  • item.jpg
  • Journal Article


  • Authors: Radam, Alias; Abdul Hamid, Baharom; Awang Marikan, Dayang Affizzah; Ismail, Farhana (2008-06-04)

  • This study is undertaken to investigate the extent to which mergers lead to efficiency by which services are provided to the public and the productivity of Malaysia’s banking institutions sector. The data cover the period 1993 to 2004, which includes the pre-merger years and the post-merger years. This study attempts to evaluate technical efficiency, efficiency change, technical change and productivity of commercial banks, finance companies and merchant banks using a non-parametric Data Envelopment Analysis (DEA) and Malmquist Index approach as the framework for the analyses. It is found that: (1) that on average, productivity across banking institutions increased at annual rate of 5....

  • emissions_trade_southeast_east_asian_countries_panel_co-integration_analysis_mansor.pdf.jpg
  • Journal Article


  • Authors: Ibrahim, Mansor H.; Rizvi, Syed Aun Raza (2015)

  • The purpose of this paper is to analyse the implication of trade on carbon emissions in a panel of eight highly trading Southeast and East Asian countries, namely, China, Indonesia, South Korea, Malaysia, Hong Kong, The Philippines, Singapore and Thailand. The analysis relies on the standard quadratic environmental Kuznets curve (EKC) extended to include energy consumption and international trade. A battery of panel unit root and co-integration tests is applied to establish the variables’ stochastic properties and their long-run relations. Then, the specified EKC is estimated using the panel dynamic ordinary least square (OLS) estimation technique. The panel co-integration statistics ...

  • empirical_microeconomics_action_functionals_belal.pdf.jpg
  • Journal Article


  • Authors: Baaquie, Belal E.; Xin, Du; Tanputraman, Winson (2015)

  • A statistical generalization of microeconomics has been made in Baaquie (2013), where the market price of every traded commodity, at each instant of time, is considered to be an independent random variable. The dynamics of commodity market prices is modeled by an action functional and the focus of this paper is to empirically determine the action functionals for different commodities. The correlation functions of the model are defined using a Feynman path integral. The model is calibrated using the unequal time correlation of the market commodity prices as well as their cubic and quartic moments using a perturbation expansion. The consistency of the perturbation expansion is verified ...

  • Energy_consumption_real_income_and_temporal_causality_mansur.pdf.jpg
  • Journal Article


  • Authors: Mohammed Masih, Abul Mansur; Masih, Rumi (1996)

  • Unlike previous studies on the causal relationship between energy consumption and economic growth, this paper illustrates how the finding of cointegration (i.e. long-term equilibrium relationship) between these variables, may be used in testing Granger causality. Based on the most recent Johansen's multivariate cointegration tests preceded by various unit root or non-stationarity tests, we test for cointegration between total energy consumption and real income of six Asian economies: India, Pakistan, Malaysia, Singapore, Indonesia and the Philippines. Non-rejection of cointegration between variables rules out Granger non-causality and imples at least one way of Granger-causality, eit...

  • enhancing_real_economy_what_role_social_cohesion.pdf.jpg
  • Academic Presentation


  • Authors: Tengku Zainal Abidin, Tengku Roziana; Abdul Kareem, Mohamed Ariff; Mohd Rasid, Mohamed Eskandar Shah (2017)

  • The slides highlight 1) finance growth theory used in the study; 2) social cohesion and growth nexus.

  • item.jpg
  • Journal Article


  • Authors: Mohammed Masih, Abul Mansur; Algahtani, Ibrahim (2008)

  • Using a portfolio balance approach, this paper makes an initial attempt to examine the importance of international factors, such as foreign interest rate and nominal effective exchange rate, on the stability of long-run money demand function in an open developing economy with free capital movement. Saudi Arabia is taken as a case study over the period (1986-2004). The method applied is the "Long Run Structural Modelling" (LRSM) (Pesaran and Shin, Econometric Reviews, 2002) which has tried to address the atheoretical nature of a lot of conventional cointegrating estimates. The stability of the functions has also been tested by CUSUM and CUSUMSQ. Our findings tend to suggest that the fo...

Browsing by Topic Conventional finance

Jump to: 0-9 A B C D E F G H I J K L M N O P Q R S T U V W X Y Z
or enter first few letters:  
Showing results 87 to 96 of 265
  • economic_impact_natural_disasters_fatalities_baharom.pdf.jpg
  • Journal Article


  • Authors: Padli, Jaharudin; Habibullah, Muzafar Shah; Abdul Hamid, Baharom (2010)

  • The purpose of this paper is to find the meaningful relationship between the economic impact of the natural disaster and economic condition. The paper employed cross‐sectional analysis to investigate the relationship between economic condition namely, gross domestic product per capita (GDPpc); gross domestic product per capita squared (GDPpc2); government consumption ratio to GDP (gc); ratio of M2 over GDP(M2); years of schooling attainment (sc); land area and finally; population and the economic impact of natural disasters, whereby ten types of natural disasters were chosen. The degree to which the human and economic losses due to these ten natural disasters were measured by, the var...

  • item.jpg
  • Chapter in Book


  • Authors: Wilson, Rodney (2011)

  • The events of the Arab Spring have not only profound political implications but also have significance for the economies of the Middle East and their trading partners. In the short run the political uncertainty and lack of law and order has damaged economic activity, but in the long term the Arab Spring could prove beneficial for the region which has seriously underperformed other emerging markets. How can partners such as the United Kingdom help ensure a positive economic outcome from the Arab Spring rather than continuing economic meltdown if domestic turbulence continues?

  • item.jpg
  • Journal Article


  • Authors: Radam, Alias; Abdul Hamid, Baharom; Awang Marikan, Dayang Affizzah; Ismail, Farhana (2008-06-04)

  • This study is undertaken to investigate the extent to which mergers lead to efficiency by which services are provided to the public and the productivity of Malaysia’s banking institutions sector. The data cover the period 1993 to 2004, which includes the pre-merger years and the post-merger years. This study attempts to evaluate technical efficiency, efficiency change, technical change and productivity of commercial banks, finance companies and merchant banks using a non-parametric Data Envelopment Analysis (DEA) and Malmquist Index approach as the framework for the analyses. It is found that: (1) that on average, productivity across banking institutions increased at annual rate of 5....

  • emissions_trade_southeast_east_asian_countries_panel_co-integration_analysis_mansor.pdf.jpg
  • Journal Article


  • Authors: Ibrahim, Mansor H.; Rizvi, Syed Aun Raza (2015)

  • The purpose of this paper is to analyse the implication of trade on carbon emissions in a panel of eight highly trading Southeast and East Asian countries, namely, China, Indonesia, South Korea, Malaysia, Hong Kong, The Philippines, Singapore and Thailand. The analysis relies on the standard quadratic environmental Kuznets curve (EKC) extended to include energy consumption and international trade. A battery of panel unit root and co-integration tests is applied to establish the variables’ stochastic properties and their long-run relations. Then, the specified EKC is estimated using the panel dynamic ordinary least square (OLS) estimation technique. The panel co-integration statistics ...

  • empirical_microeconomics_action_functionals_belal.pdf.jpg
  • Journal Article


  • Authors: Baaquie, Belal E.; Xin, Du; Tanputraman, Winson (2015)

  • A statistical generalization of microeconomics has been made in Baaquie (2013), where the market price of every traded commodity, at each instant of time, is considered to be an independent random variable. The dynamics of commodity market prices is modeled by an action functional and the focus of this paper is to empirically determine the action functionals for different commodities. The correlation functions of the model are defined using a Feynman path integral. The model is calibrated using the unequal time correlation of the market commodity prices as well as their cubic and quartic moments using a perturbation expansion. The consistency of the perturbation expansion is verified ...

  • Energy_consumption_real_income_and_temporal_causality_mansur.pdf.jpg
  • Journal Article


  • Authors: Mohammed Masih, Abul Mansur; Masih, Rumi (1996)

  • Unlike previous studies on the causal relationship between energy consumption and economic growth, this paper illustrates how the finding of cointegration (i.e. long-term equilibrium relationship) between these variables, may be used in testing Granger causality. Based on the most recent Johansen's multivariate cointegration tests preceded by various unit root or non-stationarity tests, we test for cointegration between total energy consumption and real income of six Asian economies: India, Pakistan, Malaysia, Singapore, Indonesia and the Philippines. Non-rejection of cointegration between variables rules out Granger non-causality and imples at least one way of Granger-causality, eit...

  • enhancing_real_economy_what_role_social_cohesion.pdf.jpg
  • Academic Presentation


  • Authors: Tengku Zainal Abidin, Tengku Roziana; Abdul Kareem, Mohamed Ariff; Mohd Rasid, Mohamed Eskandar Shah (2017)

  • The slides highlight 1) finance growth theory used in the study; 2) social cohesion and growth nexus.

  • item.jpg
  • Journal Article


  • Authors: Mohammed Masih, Abul Mansur; Algahtani, Ibrahim (2008)

  • Using a portfolio balance approach, this paper makes an initial attempt to examine the importance of international factors, such as foreign interest rate and nominal effective exchange rate, on the stability of long-run money demand function in an open developing economy with free capital movement. Saudi Arabia is taken as a case study over the period (1986-2004). The method applied is the "Long Run Structural Modelling" (LRSM) (Pesaran and Shin, Econometric Reviews, 2002) which has tried to address the atheoretical nature of a lot of conventional cointegrating estimates. The stability of the functions has also been tested by CUSUM and CUSUMSQ. Our findings tend to suggest that the fo...