Skip to menu Skip to content Skip to footer

2002

Journal Article

Propagative causal price transmission among international stock markets: evidence from the pre- and postglobalization period

Masih, A.Mansur M. and Masih, Rumi (2002). Propagative causal price transmission among international stock markets: evidence from the pre- and postglobalization period. Global Finance Journal, 13 (1), 63-91. doi: 10.1016/s1044-0283(02)00039-x

Propagative causal price transmission among international stock markets: evidence from the pre- and postglobalization period

2001

Journal Article

Long and short term dynamic causal transmission amongst international stock markets

Masih, R. and Masih, A. M. (2001). Long and short term dynamic causal transmission amongst international stock markets. Journal of International Money and Finance, 20 (4), 563-587. doi: 10.1016/s0261-5606(01)00012-2

Long and short term dynamic causal transmission amongst international stock markets

2001

Journal Article

Dynamic modeling of stock market interdependencies: an empirical investigation of Australia and the Asian NICs

Masih, Abul M. M. and Masih, Rumi (2001). Dynamic modeling of stock market interdependencies: an empirical investigation of Australia and the Asian NICs. Review of Pacific Basin Financial Markets and Policies, 04 (02), 235-264. doi: 10.1142/s0219091501000401

Dynamic modeling of stock market interdependencies: an empirical investigation of Australia and the Asian NICs

2000

Journal Article

The dynamics of fertility, family planning and female education in a developing economy

Masih, A. M. M. and Masih, R. (2000). The dynamics of fertility, family planning and female education in a developing economy. Applied Economics, 32 (12), 1617-1627. doi: 10.1080/000368400419005

The dynamics of fertility, family planning and female education in a developing economy

2000

Journal Article

A reassessment of long-run elasticities of Japanese import demand

Masih, Rumi and Masih, Abul M.M. (2000). A reassessment of long-run elasticities of Japanese import demand. Journal of Policy Modeling, 22 (5), 625-639. doi: 10.1016/s0161-8938(98)00014-3

A reassessment of long-run elasticities of Japanese import demand

2000

Journal Article

Mexico: trade and the convergence trade

Feler, Alain, Masih, Rumi and Viejo, Jesus (2000). Mexico: trade and the convergence trade. Current Issues (Feb), 18-22.

Mexico: trade and the convergence trade

2000

Journal Article

East Asia’s financial crisis: lessons for South Asia

Masih, Abul and Masih, Rumi (2000). East Asia’s financial crisis: lessons for South Asia. International Journal of Business Studies, 8 (1), 71-86.

East Asia’s financial crisis: lessons for South Asia

1999

Journal Article

Is a significant socio-economic structural change a pre-requisite for 'initial' fertility decline in the LDCs? Evidence from Thailand based on a multivariate cointegration/vector error correction modelling approach

Masih, Abul M. M. and Masih, Rumi (1999). Is a significant socio-economic structural change a pre-requisite for 'initial' fertility decline in the LDCs? Evidence from Thailand based on a multivariate cointegration/vector error correction modelling approach. Journal of Population Economics, 12 (3), 463-487. doi: 10.1007/s001480050109

Is a significant socio-economic structural change a pre-requisite for 'initial' fertility decline in the LDCs? Evidence from Thailand based on a multivariate cointegration/vector error correction modelling approach

1999

Journal Article

An empirical analysis of the demand for commercial television advertising

Masih, Rumi (1999). An empirical analysis of the demand for commercial television advertising. Applied Economics, 31 (2), 149-163. doi: 10.1080/000368499324381

An empirical analysis of the demand for commercial television advertising

1999

Journal Article

The shock persistence hypothesis: an alternative perspective

Masih, Rumi (1999). The shock persistence hypothesis: an alternative perspective. Scandinavian Journal of Development Alternatives, 18 (2).

The shock persistence hypothesis: an alternative perspective

1999

Journal Article

Are Asian stock market fluctuations due mainly to intra-regional contagion effects? Evidence based on Asian emerging stock markets

Masih, Abul M.M. and Masih, Rumi (1999). Are Asian stock market fluctuations due mainly to intra-regional contagion effects? Evidence based on Asian emerging stock markets. Pacific Basin Finance Journal, 7 (3-4), 251-282. doi: 10.1016/s0927-538x(99)00013-x

Are Asian stock market fluctuations due mainly to intra-regional contagion effects? Evidence based on Asian emerging stock markets

1999

Journal Article

Dynamic price relationships between small and large stocks

Hodgson, Allan, Masih, Abul M. and Masih, Rumi (1999). Dynamic price relationships between small and large stocks. Accounting Research Journal, 12 (2), 151-162.

Dynamic price relationships between small and large stocks

1998

Journal Article

Does money cause prices, or the other way around? : Multi‐country econometric evidence including error‐correction modelling from South‐east Asia

Masih, Abul M.M. and Masih, Rumi (1998). Does money cause prices, or the other way around? : Multi‐country econometric evidence including error‐correction modelling from South‐east Asia. Journal of Economic Studies, 25 (3), 138-160. doi: 10.1108/01443589810215315

Does money cause prices, or the other way around? : Multi‐country econometric evidence including error‐correction modelling from South‐east Asia

1998

Journal Article

Tests of the Long-Run Neutrality of Money in Alternative Macroeconometric Models

Masih, Rumi (1998). Tests of the Long-Run Neutrality of Money in Alternative Macroeconometric Models. Asian Economic Review, 40 (1), 40-53.

Tests of the Long-Run Neutrality of Money in Alternative Macroeconometric Models

1998

Journal Article

A fractional cointegration analysis of the long-run relationship between black and official foreign exchange rates: the case of the Brazilian cruzeiro

Masih, Abul M.M. and Masih, Rumi (1998). A fractional cointegration analysis of the long-run relationship between black and official foreign exchange rates: the case of the Brazilian cruzeiro. Applied Economics, 30 (7), 853-861. doi: 10.1080/000368498325282

A fractional cointegration analysis of the long-run relationship between black and official foreign exchange rates: the case of the Brazilian cruzeiro

1998

Journal Article

Cointegration, fractional cointegration, and black/official exchange rate dynamics

Masih, Abul M. and Masih, Rumi (1998). Cointegration, fractional cointegration, and black/official exchange rate dynamics. Applied Economics, 30, 853-861.

Cointegration, fractional cointegration, and black/official exchange rate dynamics

1998

Journal Article

A fractional cointegration approach to testing mean reversion between spot and forward exchange rates: a case of high frequency data with low frequency dynamics

Masih, Abul M.M. and Masih, Rumi (1998). A fractional cointegration approach to testing mean reversion between spot and forward exchange rates: a case of high frequency data with low frequency dynamics. Journal of Business Finance and Accounting, 25 (7-8), 987-1003. doi: 10.1111/1468-5957.00222

A fractional cointegration approach to testing mean reversion between spot and forward exchange rates: a case of high frequency data with low frequency dynamics

1998

Journal Article

Exchange rate risk formation in an import demand model: empirical evidence from Korea

Masih, Rumi (1998). Exchange rate risk formation in an import demand model: empirical evidence from Korea. Economia Internazionale, 51 (2), 239-258.

Exchange rate risk formation in an import demand model: empirical evidence from Korea

1998

Journal Article

The impact of job search methods on job search duration

Masih, Rumi (1998). The impact of job search methods on job search duration. Rivista Internazionale di Scienze Economiche e Commerciali, 45 (2), 219-244.

The impact of job search methods on job search duration

1998

Journal Article

Money-output causality in a dynamic multivariate context: an application of macroeconometric time series modelling

Masih, Rumi and Masih, Abul M. (1998). Money-output causality in a dynamic multivariate context: an application of macroeconometric time series modelling. Rivista Internazionale di Scienze Economiche e Commerciali, 45, 185-208.

Money-output causality in a dynamic multivariate context: an application of macroeconometric time series modelling