1995 Journal Article Temporal causality and dynamic interactions among macroeconomic activity within a multivariate cointegrated system: evidence from Singapore and KoreaMasih, Abul M. and Masih, Rumi (1995). Temporal causality and dynamic interactions among macroeconomic activity within a multivariate cointegrated system: evidence from Singapore and Korea. Weltwirtschaftliches Archiv, 131 (2), 265-285. |
1994 Journal Article Using cointegration in finance and accounting studies: an application of high frequency Thai and Malaysian daily stock pricesMasih, Abul M. and Masih, Rumi (1994). Using cointegration in finance and accounting studies: an application of high frequency Thai and Malaysian daily stock prices. Pacific Accounting Review, 6 (1), 94-113. |
1994 Journal Article Temporal causality between money and prices and the error-correction approach in LDCs: New evidence from IndiaMasih, Abul M. and Masih, Rumi (1994). Temporal causality between money and prices and the error-correction approach in LDCs: New evidence from India. Indian Economic Review, 29 (1), 33-55. |
1994 Journal Article On the robustness of cointegration tests of the market efficiency hypothesis: evidence from six European foreign exchange marketsMasih, Abul M. and Masih, Rumi (1994). On the robustness of cointegration tests of the market efficiency hypothesis: evidence from six European foreign exchange markets. Economia Internazionale, 47 (2-3), 160-180. |
1994 Journal Article The dynamics of macroeconomic activity and granger temporal causality: New evidence from Bangladesh based on dynamic multivariate and cointegrated time series techniquesMasih, Abul M. and Masih, Rumi (1994). The dynamics of macroeconomic activity and granger temporal causality: New evidence from Bangladesh based on dynamic multivariate and cointegrated time series techniques. Bangladesh Development Studies, 22 (1), 63-88. |