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ASEAN-5 exchange rate determination in the presence of nonlinearity

Liew, Venus Khim-sen; Baharumshah, Ahmad Zubaidi; … - In: Journal of international economic review 4 (2011) 1, pp. 1-11

Persistent link: https://www.econbiz.de/10009409661

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

The real interest rate differential : international evidence based on non-linear unit root tests

Baharumshah, Ahmad Zubaidi; Liew, Venus Khim-sen; Haw, … - In: Bulletin of economic research 61 (2009) 1, pp. 83-94

Persistent link: https://www.econbiz.de/10003800457

The Real Interest Rate Differential : International Evidence Based on Non-Linear Unit Root Tests

Baharumshah, Ahmad Zubaidi; Liew, Venus Khim-sen; Haw, … - 2009

This paper aims at testing international parity conditions by using non-linear unit root tests advocated by Kapetanios et al. (2003, KSS). Results from the KSS tests based on 17 countries (G7 and 10 Asian countries) overwhelmingly show that the adjustment of real interest rates towards real...

Persistent link: https://www.econbiz.de/10014211409

Performance of GARCH models in forecasting stock market volatility

Chong, Choo Wei; Ahmad, Muhammad Idrees; Abdullah, Mat … - In: Journal of forecasting 18 (1999) 5, pp. 333-343

Persistent link: https://www.econbiz.de/10001433977

Exports, imports and economic growth in Malaysia : empirical evidence based on multivariate time series

Baharumshah, Ahmad Zubaidi; Rashid, Salim - In: Asian economic journal : journal of the East Asian … 13 (1999) 4, pp. 389-406

Persistent link: https://www.econbiz.de/10001486310

Spot rates, forward rates and the efficiency market hypothesis : evidence on the Malaysian currency market

Baharumshah, Ahmad Zubaidi - In: Malaysian journal of economic studies 32 (1995) 1, pp. 1-15

Persistent link: https://www.econbiz.de/10001230588

Disparities in international commodity prices : some results from cointegration analysis

Baharumshah, Ahmad Zubaidi - In: Rivista internazionale di scienze economiche e … 44 (1997) 4, pp. 879-891

Persistent link: https://www.econbiz.de/10001234070

Purchasing power parity in South East Asian countries economies : a cointegration approach

Baharumshah, Ahmad Zubaidi - In: Asian economic journal : journal of the East Asian … 11 (1997) 2, pp. 141-153

Persistent link: https://www.econbiz.de/10001241507

The purchasing power parity puzzle in Indonesia : insights from ESTAR model

Liew, K. S.; Baharumshah, Ahmad Zubaidi; Lim, K. P. - In: Economics and finance in Indonesia : EFI 51 (2003) 3, pp. 253-269

Persistent link: https://www.econbiz.de/10001910378