Browsing by Topic Conventional finance

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  • Academic Proceeding


  • Authors: V. Rasiah, R. Ratneswary; Thuraisingam, Ambikai S.; Abdul Hamid, Baharom; Habibullah, Muzafar Shah (2014)

  • The paper "Unemployment, economic development and happiness: a cross-sectional study" presented 6th International Borneo Business Conference (IBBC) 2014, Kuching, Sarawak, Malaysia.

  • Unraveling_the_financial_contagion_in_European_stock_markets_during_financial_crisis_dewandaru_et_al.pdf.jpg
  • Journal Article


  • Authors: Dewandaru, Ginanjar; Masih, Rumi; Mohammed Masih, Abul Mansur (2018)

  • The article investigates the evidence of financial contagion and market integration in selected European equity markets during nine major crises across regions. The focus is to identify whether (i) contagion evidence is pure or fundamental and (ii) dynamic evolution of integration is in the short run or long run. Wavelet decomposition in both its discrete and continuous forms is used. The findings reveal the following: (i) prior to the subprime crisis, contagion effects generated short-term shocks. The most recent US subprime crisis, however, reveals the evidence of fundamental based contagion. (ii) We find increasing short-run and long-run stock market integration, driven by several ...

  • the_wage_transition_in_developed_countries_and_its_implications_for_china_Belal_Bertrand_Qing.pdf.jpg
  • Journal Article


  • Authors: Baaquie, Belal E.; Roehner, Bertrand M.; Qing-hai, Wang (2017)

  • The expression "wage transition" refers to the fact that over the past three decades in almost all developed economies wage increases have leveled off. There has been a widening divergence and decoupling between wages on the one hand and GDP per capita on the other hand. Yet, in China wages and GDP per capita climbed in sync (at least up to now). In the first part of the paper we present comparative statistical evidence which measures the extent of the wage transition effect. In a second part we consider the reasons of this phenomenon, in particular we explain how the transfers of labor from low productivity sectors (such as agriculture) to high productivity sectors (such as manufactu...

  • bail_out_success_evidence_investment-cash_flow_relationship_adib_mansor_pisal_yusoff.pdf.jpg
  • Journal article


  • Authors: Ismail, Mohd Adib; Ibrahim, Mansor H.; Zainal, Mohd-Pisal; Yusoff, Mohammed (2013)

  • The 1997-1998 Asian financial crisis affected the balance sheets of many Malaysian firms, which increased the financial constraints on such firms. To counter the impacts, the Malaysian government carried out various directed policy measures known collectively as the bail-out policy. The present paper examines the success of the policy to reduce the financial constraints. The present paper uses panel estimation methods to analyze the relationship between firms’ investments and their cash flows. The sample of study is split into two subsamples, consisting of the periods before and after the financial crisis, respectively. The success of the policy is measured based upon the easing of fi...

  • what_can_wavelets_unveil_vulnerabilities_monetary_integration_tale_eurozone_stock_markets_mansur.pdf.jpg
  • Journal Article


  • Authors: Dewandaru, Ginanjar; Masih, Rumi; Mohammed Masih, Abul Mansur (2016)

  • The study has two main objectives: (i) to investigate whether there is pure contagion or fundamental-based contagion/interdependence among the Eurozone equity markets (Germany, France, Italy, Spain and Netherlands), attributable to the shocks stemming from nine major crises around the world (ii) to investigate the evolution of market integration, whether mainly short-run or long-run. Wavelet decompositions, in both its discrete and continuous forms, are employed to unveil the multi-horizon nature of co-movements, volatility and lead–lag relationships. This is to unveil the path of linkages and the behavior underlying the transmission mechanism of financial shocks across major Eurozone...

  • what_drives_carbon-dioxide_emissions_income_electricity_generation_evidence_saudi_arabia_mansur.pdf.jpg
  • Journal Article


  • Authors: Mohammed Masih, Abul Mansur; Al-Sahlawi, Mohammed A.; De Mello, Lurion (2010)

  • Saudi Arabia ranks sixteenth among nations based on 2002 fossil-fuel carbon-dioxide emissions per capita. Even though Saudi Arabia is the world's largest exporter of oil, not suprisingly consumption of petroleum products represents the bulk of the country's fossil-fuel emissions is from electricity generation. Use of natural gas increasingly has become important since the mid-1980s and in 2008 accounts for 31.3 percent of total fossil-fuel carbon-dioxide emissions.

  • who leads the Australian interest rates_mansur masih.pdf.jpg
  • Journal Article


  • Authors: Mohammed Masih, Abul Mansur; Winduss, Trent (2006)

  • The focus of this paper is to test the cointegrating and Granger-causal relationships between Australian short-run interest rate securities and those of the UK, US, Japan, Hong Kong, Singapore and New Zealand. A relatively new methodology known as Long Run Structural Model (LRSM) (Pesaran and Shin, 2002) followed by vector error-correction model, generalized variance decompositions, generalized impulse response, and persistence profile have been used. The findings tend to suggest that Australia's short-term interest rates are cointegrated with those of its major trading partners. The results of this paper indicate that the ability of Australian policy makers to target and manipulate d...

  • why_no_financial_crisis_dress_rehearsal_next_exploring_contagious_heterogeneities_across_major_asian_stock_markets_mm.pdf.jpg
  • Journal Article


  • Authors: Dewandaru, Ginanjar; Masih, Rumi; Mohammed Masih, Abul Mansur (2015)

  • Our study attempts to discover pure contagion or interdependence amongst the Asian equity markets (China, India, Taiwan and South Korea) due to the shocks stemming from eleven major crises around the world. We apply wavelet decomposition in both its discrete and continuous forms to unveil the multi-horizon nature of co-movement, volatility and lead–lag relationship. We find that most of the earlier shocks were transmitted via excessive linkages or pure contagion, while the recent subprime crisis appears to have resulted mostly in fundamentals-based contagion or interdependence. This assertion is based mainly on the deepening fundamental integration particularly after the Asian financi...

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 263 to 270 of 270
  • item.jpg
  • Academic Proceeding


  • Authors: V. Rasiah, R. Ratneswary; Thuraisingam, Ambikai S.; Abdul Hamid, Baharom; Habibullah, Muzafar Shah (2014)

  • The paper "Unemployment, economic development and happiness: a cross-sectional study" presented 6th International Borneo Business Conference (IBBC) 2014, Kuching, Sarawak, Malaysia.

  • Unraveling_the_financial_contagion_in_European_stock_markets_during_financial_crisis_dewandaru_et_al.pdf.jpg
  • Journal Article


  • Authors: Dewandaru, Ginanjar; Masih, Rumi; Mohammed Masih, Abul Mansur (2018)

  • The article investigates the evidence of financial contagion and market integration in selected European equity markets during nine major crises across regions. The focus is to identify whether (i) contagion evidence is pure or fundamental and (ii) dynamic evolution of integration is in the short run or long run. Wavelet decomposition in both its discrete and continuous forms is used. The findings reveal the following: (i) prior to the subprime crisis, contagion effects generated short-term shocks. The most recent US subprime crisis, however, reveals the evidence of fundamental based contagion. (ii) We find increasing short-run and long-run stock market integration, driven by several ...

  • the_wage_transition_in_developed_countries_and_its_implications_for_china_Belal_Bertrand_Qing.pdf.jpg
  • Journal Article


  • Authors: Baaquie, Belal E.; Roehner, Bertrand M.; Qing-hai, Wang (2017)

  • The expression "wage transition" refers to the fact that over the past three decades in almost all developed economies wage increases have leveled off. There has been a widening divergence and decoupling between wages on the one hand and GDP per capita on the other hand. Yet, in China wages and GDP per capita climbed in sync (at least up to now). In the first part of the paper we present comparative statistical evidence which measures the extent of the wage transition effect. In a second part we consider the reasons of this phenomenon, in particular we explain how the transfers of labor from low productivity sectors (such as agriculture) to high productivity sectors (such as manufactu...

  • bail_out_success_evidence_investment-cash_flow_relationship_adib_mansor_pisal_yusoff.pdf.jpg
  • Journal article


  • Authors: Ismail, Mohd Adib; Ibrahim, Mansor H.; Zainal, Mohd-Pisal; Yusoff, Mohammed (2013)

  • The 1997-1998 Asian financial crisis affected the balance sheets of many Malaysian firms, which increased the financial constraints on such firms. To counter the impacts, the Malaysian government carried out various directed policy measures known collectively as the bail-out policy. The present paper examines the success of the policy to reduce the financial constraints. The present paper uses panel estimation methods to analyze the relationship between firms’ investments and their cash flows. The sample of study is split into two subsamples, consisting of the periods before and after the financial crisis, respectively. The success of the policy is measured based upon the easing of fi...

  • what_can_wavelets_unveil_vulnerabilities_monetary_integration_tale_eurozone_stock_markets_mansur.pdf.jpg
  • Journal Article


  • Authors: Dewandaru, Ginanjar; Masih, Rumi; Mohammed Masih, Abul Mansur (2016)

  • The study has two main objectives: (i) to investigate whether there is pure contagion or fundamental-based contagion/interdependence among the Eurozone equity markets (Germany, France, Italy, Spain and Netherlands), attributable to the shocks stemming from nine major crises around the world (ii) to investigate the evolution of market integration, whether mainly short-run or long-run. Wavelet decompositions, in both its discrete and continuous forms, are employed to unveil the multi-horizon nature of co-movements, volatility and lead–lag relationships. This is to unveil the path of linkages and the behavior underlying the transmission mechanism of financial shocks across major Eurozone...

  • what_drives_carbon-dioxide_emissions_income_electricity_generation_evidence_saudi_arabia_mansur.pdf.jpg
  • Journal Article


  • Authors: Mohammed Masih, Abul Mansur; Al-Sahlawi, Mohammed A.; De Mello, Lurion (2010)

  • Saudi Arabia ranks sixteenth among nations based on 2002 fossil-fuel carbon-dioxide emissions per capita. Even though Saudi Arabia is the world's largest exporter of oil, not suprisingly consumption of petroleum products represents the bulk of the country's fossil-fuel emissions is from electricity generation. Use of natural gas increasingly has become important since the mid-1980s and in 2008 accounts for 31.3 percent of total fossil-fuel carbon-dioxide emissions.

  • who leads the Australian interest rates_mansur masih.pdf.jpg
  • Journal Article


  • Authors: Mohammed Masih, Abul Mansur; Winduss, Trent (2006)

  • The focus of this paper is to test the cointegrating and Granger-causal relationships between Australian short-run interest rate securities and those of the UK, US, Japan, Hong Kong, Singapore and New Zealand. A relatively new methodology known as Long Run Structural Model (LRSM) (Pesaran and Shin, 2002) followed by vector error-correction model, generalized variance decompositions, generalized impulse response, and persistence profile have been used. The findings tend to suggest that Australia's short-term interest rates are cointegrated with those of its major trading partners. The results of this paper indicate that the ability of Australian policy makers to target and manipulate d...

  • why_no_financial_crisis_dress_rehearsal_next_exploring_contagious_heterogeneities_across_major_asian_stock_markets_mm.pdf.jpg
  • Journal Article


  • Authors: Dewandaru, Ginanjar; Masih, Rumi; Mohammed Masih, Abul Mansur (2015)

  • Our study attempts to discover pure contagion or interdependence amongst the Asian equity markets (China, India, Taiwan and South Korea) due to the shocks stemming from eleven major crises around the world. We apply wavelet decomposition in both its discrete and continuous forms to unveil the multi-horizon nature of co-movement, volatility and lead–lag relationship. We find that most of the earlier shocks were transmitted via excessive linkages or pure contagion, while the recent subprime crisis appears to have resulted mostly in fundamentals-based contagion or interdependence. This assertion is based mainly on the deepening fundamental integration particularly after the Asian financi...