2002 Journal Article Propagative causal price transmission among international stock markets: evidence from the pre- and postglobalization periodMasih, 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 |
2001 Journal Article Long and short term dynamic causal transmission amongst international stock marketsMasih, 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 |
2001 Journal Article Dynamic modeling of stock market interdependencies: an empirical investigation of Australia and the Asian NICsMasih, 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 |
2000 Journal Article The dynamics of fertility, family planning and female education in a developing economyMasih, 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 |
2000 Journal Article A reassessment of long-run elasticities of Japanese import demandMasih, 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 |
2000 Journal Article Mexico: trade and the convergence tradeFeler, Alain, Masih, Rumi and Viejo, Jesus (2000). Mexico: trade and the convergence trade. Current Issues (Feb), 18-22. |
2000 Journal Article East Asia’s financial crisis: lessons for South AsiaMasih, Abul and Masih, Rumi (2000). East Asia’s financial crisis: lessons for South Asia. International Journal of Business Studies, 8 (1), 71-86. |
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 approachMasih, 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 |
1999 Journal Article An empirical analysis of the demand for commercial television advertisingMasih, Rumi (1999). An empirical analysis of the demand for commercial television advertising. Applied Economics, 31 (2), 149-163. doi: 10.1080/000368499324381 |
1999 Journal Article The shock persistence hypothesis: an alternative perspectiveMasih, Rumi (1999). The shock persistence hypothesis: an alternative perspective. Scandinavian Journal of Development Alternatives, 18 (2). |
1999 Journal Article Are Asian stock market fluctuations due mainly to intra-regional contagion effects? Evidence based on Asian emerging stock marketsMasih, 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 |
1999 Journal Article Dynamic price relationships between small and large stocksHodgson, Allan, Masih, Abul M. and Masih, Rumi (1999). Dynamic price relationships between small and large stocks. Accounting Research Journal, 12 (2), 151-162. |
1998 Journal Article Does money cause prices, or the other way around? : Multi‐country econometric evidence including error‐correction modelling from South‐east AsiaMasih, 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 |
1998 Journal Article Tests of the Long-Run Neutrality of Money in Alternative Macroeconometric ModelsMasih, Rumi (1998). Tests of the Long-Run Neutrality of Money in Alternative Macroeconometric Models. Asian Economic Review, 40 (1), 40-53. |
1998 Journal Article A fractional cointegration analysis of the long-run relationship between black and official foreign exchange rates: the case of the Brazilian cruzeiroMasih, 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 |
1998 Journal Article Cointegration, fractional cointegration, and black/official exchange rate dynamicsMasih, Abul M. and Masih, Rumi (1998). Cointegration, fractional cointegration, and black/official exchange rate dynamics. Applied Economics, 30, 853-861. |
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 dynamicsMasih, 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 |
1998 Journal Article Exchange rate risk formation in an import demand model: empirical evidence from KoreaMasih, Rumi (1998). Exchange rate risk formation in an import demand model: empirical evidence from Korea. Economia Internazionale, 51 (2), 239-258. |
1998 Journal Article The impact of job search methods on job search durationMasih, Rumi (1998). The impact of job search methods on job search duration. Rivista Internazionale di Scienze Economiche e Commerciali, 45 (2), 219-244. |
1998 Journal Article Money-output causality in a dynamic multivariate context: an application of macroeconometric time series modellingMasih, 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. |