By employing a battery of time-series techniques, the paper empirically examines the short- and long-run finance-growth nexus during the post-1997 financial turmoil in Malaysia and Indonesia. Based on the Autoregressive Distributed Lag (ARDL) models, the study documents a long-run equilibrium...

By employing a battery of time series techniques including Autoregressive Distributed Lag (ARDL), Vector Error Correction Model (VECM), Impulse Response Function (IRF) and Variance Decomposition (VDC), the paper empirically assesses the short and long-run finance growth nexus during the...

The paper explores the short- and long-run dynamics between sector-specific indices and the exchange rate in Malaysia during the post-1997 financial turmoil. Eight sector-specific indices are examined, namely, Construction (CONT), Consumer Product (CP), Finance (FIN), Industrial (IND),...

This study empirically examines market integration among five selected ASEAN emerging markets (i.e., Malaysia, Thailand, Indonesia, the Philippines and Singapore) and their interdependencies from the US and Japan based on a two-step estimation, cointegration and Generalized Method of Moments...

This study attempts to explore the extent to which the conditional volatilities of both conventional and Islamic stock markets in Malaysia are related to the conditional volatility of monetary policy variables. Among the monetary policy variables tested in the study are the narrow money supply...