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The inadequacy of linear autoregressive model for real exchange rates : empirical evidence from Asian economies
Liew, Venus Khim-sen; Chong, Terence Tai-Leung; Lim, … - In: Applied economics 35 (2003) 12, pp. 1387-1392
Persistent link: https://www.econbiz.de/10001804522
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Are Asian real exchange rates stationary?
Liew, Venus Khim-sen; Baharumshah, Ahmad Zubaidi; … - In: Economics letters 83 (2004) 3, pp. 313-316
Persistent link: https://www.econbiz.de/10002049128
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Non-linearities in real interest rate parity : evidence from OECD and Asian developing economies
Baharumshah, Ahmad Zubaidi; Liew, Venus Khim-sen; … - In: Global economic review 39 (2010) 4, pp. 351-364
Persistent link: https://www.econbiz.de/10008936707
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Nonlinear mean reversion in stock prices : evidence from Asian markets
Lim, Kian-Ping; Liew, Venus Khim-sen - In: Applied financial economics letters 3 (2007) 1, pp. 25-29
Persistent link: https://www.econbiz.de/10003540134
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Statistical inadequacy of GARCH models for Asian stock markets : evidence and implications
Lim, Kian-Ping; Hinich, Melvin J.; Liew, Venus Khim-sen - In: Journal of emerging market finance 4 (2005) 3, pp. 263-279
Persistent link: https://www.econbiz.de/10003255763
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Forecasting performance of exponential smooth transition autoregressive exchange rate models
Baharumshah, Ahmad Zubaidi; Liew, Venus Khim-sen - In: Open economies review 17 (2006) 2, pp. 235-251
Persistent link: https://www.econbiz.de/10003306949