Works by Masih, Mansur

Results: 35

Model uncertainty and asset return predictability: an application of Bayesian model averaging.

Published in:

Applied Economics, 2010, v. 42, n. 15, p. 1963, doi. 10.1080/00036840701736214

By:

Masih, Rumi;
Masih, A. Mansur M.;
Mie, Kilian

Publication type:

Article

Tests of the different variants of the monetary model in a developing economy: Malaysian experience in the pre- and post-crisis periods.

Published in:

Applied Economics, 2009, v. 41, n. 15, p. 1893, doi. 10.1080/00036840601131797

By:

Chin, Lee;
Azali, M.;
Masih, A. Mansur M.

Publication type:

Article

Causality between financial development and economic growth: an application of vector error correction and variance decomposition methods to Saudi Arabia.

Published in:

Applied Economics, 2009, v. 41, n. 13, p. 1691, doi. 10.1080/00036840701320233

By:

Masih, Mansur;
Al-Elg, Ali;
Madani, Haider

Publication type:

Article

Fractional cointegration, low frequency dynamics and long-run purchasing power parity: an analysis of the Australian dollar over its recent float.

Published in:

Applied Economics, 2004, v. 36, n. 6, p. 593, doi. 10.1080/0003684042000217634

By:

Masih, A. Mansur M.;
Masih, Rumi

Publication type:

Article

Common stochastic trends and the dynamic linkages driving european stock markets: evidence from pre- and post-october 1987 crash eras.

Published in:

European Journal of Finance, 2004, v. 10, n. 1, p. 81, doi. 10.1080/13518470110040591

By:

Masih, Rumi;
Masih, A. Mansur M.

Publication type:

Article

Risk-Taking Behavior and Capital Adequacy in a Mixed Banking System: New Evidence from Malaysia Using Dynamic OLS and Two-Step Dynamic System GMM Estimators.

Published in:

Emerging Markets Finance & Trade, 2017, v. 53, n. 1, p. 180, doi. 10.1080/1540496X.2016.1162151

By:

Abdul Wahab, Hishamuddin;
Saiti, Buerhan;
Rosly, Saiful Azhar;
Masih, Abul Mansur Mohammed

Publication type:

Article

Testing the Conventional and Islamic Financial Market Contagion: Evidence from Wavelet Analysis.

Published in:

Emerging Markets Finance & Trade, 2016, v. 52, n. 8, p. 1832, doi. 10.1080/1540496X.2015.1087784

By:

Saiti, Buerhan;
Bacha, Obiyathulla Ismath;
Masih, Mansur

Publication type:

Article

Does Heterogeneity in Investment Horizons Affect Portfolio Diversification? Some Insights Using M-GARCH-DCC and Wavelet Correlation Analysis.

Published in:

Emerging Markets Finance & Trade, 2015, v. 51, n. 1, p. 188, doi. 10.1080/1540496X.2015.1011531

By:

Najeeb, Syed Faiq;
Bacha, Obiyathulla;
Masih, Mansur

Publication type:

Article

Volatility spillover and connectedness among REITs, NFTs, cryptocurrencies and other assets: Portfolio implications.

Published in:

Investment Analysts Journal, 2023, v. 52, n. 2, p. 83, doi. 10.1080/10293523.2023.2179161

By:

Alam, Masud;
Chowdhury, Mohammad Ashraful Ferdous;
Abdullah, Mohammad;
Masih, Mansur

Publication type:

Article

Bitcoin—A hype or digital gold? Global evidence.

Published in:

Australian Economic Papers, 2020, v. 59, n. 3, p. 215, doi. 10.1111/1467-8454.12178

By:

Uddin, Md Akther;
Ali, Md Hakim;
Masih, Mansur

Publication type:

Article

Re-examining oil and BRICS' stock markets: new evidence from wavelet and MGARCH-DCC.

Published in:

Macroeconomics & Finance in Emerging Market Economies, 2022, v. 15, n. 2, p. 196, doi. 10.1080/17520843.2020.1861047

By:

Karim, Muhammad Mahmudul;
Chowdhury, Mohammad Ashraful Ferdous;
Masih, Mansur

Publication type:

Article

TIME VARYING CORRELATION BETWEEN ISLAMIC EQUITY AND COMMODITY RETURNS: IMPLICATIONS FOR PORTFOLIO DIVERSIFICATION.

Published in:

Journal of Developing Areas, 2015, v. 49, n. 5, p. 115, doi. 10.1353/jda.2015.0069

By:

Khan, Aftab Parvez;
Kabir, Sarkar Humayun;
Bashar, Omar K. M. R.;
Masih, A. Mansur M.

Publication type:

Article

IS DOMESTIC STOCK PRICE COINTEGRATED WITH EXCHANGE RATE AND FOREIGN STOCK PRICE? EVIDENCE FROM MALAYSIA.

Published in:

Journal of Developing Areas, 2014, v. 48, n. 3, p. 285, doi. 10.1353/jda.2014.0051

By:

Kabir, Sarkar Humayun;
Bashar, Omar K. M. R.;
Masih, A. Mansur M.

Publication type:

Article

DIVERSIFICATION IN CRUDE OIL AND OTHER COMMODITIES: A COMPARATIVE ANALYSIS.

Published in:

Asian Academy of Management Journal of Accounting & Finance, 2016, v. 12, n. 1, p. 101

By:

Abdullah, Ahmad Monir;
Masih, Abul Mansur Mohammed

Publication type:

Article

The dynamics of Australian stock indices and commodities based on MGARCH-DCC and wavelet techniques.

Published in:

Cogent Business & Management, 2022, v. 9, n. 1, p. 1, doi. 10.1080/23311975.2022.2152154

By:

Abdullah, Ahmad Monir;
Abdul Wahab, Hishamuddin;
Ghazali, Mohd Fahmi;
Yaacob, Mohd Hasimi;
Masih, Abul Mansur Mohammed

Publication type:

Article

IS THE ASSOCIATION BETWEEN FDI AND INFLATION SYMMETRIC OR ASYMMETRIC? EVIDENCE FROM ARDL AND NARDL TECHNIQUES.

Published in:

Singapore Economic Review, 2024, v. 69, n. 8, p. 2659, doi. 10.1142/S0217590823500455

By:

HOSSAIN, SADDAM;
HOSEN, MOSHARROF;
MOHD THAS THAKER, HASSANUDIN;
SHARMA, GAGAN DEEP;
MASIH, MANSUR;
PEK, CHUEN-KHEE

Publication type:

Article

DOES FOREIGN AID HELP OR HINDER THE INSTITUTIONAL QUALITY OF THE RECIPIENT COUNTRY? NEW EVIDENCE FROM THE OIC COUNTRIES.

Published in:

Singapore Economic Review, 2022, v. 67, n. 1, p. 189, doi. 10.1142/S0217590819420037

By:

CHOWDHURY, MOHAMMAD ASHRAFUL FERDOUS;
ARIFF, MOHAMED;
MASIH, MANSUR;
ISMAIL, IZLIN

Publication type:

Article

Downside Risk Measures Incorporated in Islamic Capital Asset Pricing Model.

Published in:

COMSATS Journal of Islamic Finance (CJIF), 2022, v. 7, n. 2, p. 21, doi. 10.26652/cjif.7202222

By:

Ayub, Usman;
Raza, Naveed;
Mujtaba, Ghulam;
Masih, Mansur;
saleem, Usama;
Shafique, Attayah

Publication type:

Article

Who drives whom ‐ sukuk or bond? A new evidence from granger causality and wavelet approach.

Published in:

Review of Financial Economics, 2018, v. 36, n. 2, p. 117, doi. 10.1016/j.rfe.2017.09.002

By:

Haque, Md. Mahmudul;
Chowdhury, Mohammad Ashraful Ferdous;
Buriev, Abdul Aziz;
Bacha, Obiyathulla Ismath;
Masih, Mansur

Publication type:

Article

Do the Islamic Stock Market Returns Respond Differently to the Realized and Implied Volatility of Oil Prices? Evidence from the Time–Frequency Analysis.

Published in:

Emerging Markets Finance & Trade, 2021, v. 57, n. 9, p. 2616, doi. 10.1080/1540496X.2019.1663409

By:

Karim, Muhammad Mahmudul;
Masih, Mansur

Publication type:

Article

Too Small to Succeed versus Too Big to Fail: How Much Does Size Matter in Banking?

Published in:

Emerging Markets Finance & Trade, 2020, v. 56, n. 1, p. 164, doi. 10.1080/1540496X.2019.1612359

By:

Naseri, Marjan;
Bacha, Obiyathulla Ismath;
Masih, Mansur

Publication type:

Article

The Impact of Charter Values on Bank Capital in Asia: A Threshold Regression Analysis.

Published in:

Emerging Markets Finance & Trade, 2019, v. 55, n. 3, p. 655, doi. 10.1080/1540496X.2018.1453803

By:

Daher, Hassan;
Masih, Mansur;
Ibrahim, Mansor

Publication type:

Article

Portfolio Diversification Benefits at Different Investment Horizons During the Arab Uprisings: Turkish Perspectives Based on MGARCH-DCC and Wavelet Approaches.

Published in:

Emerging Markets Finance & Trade, 2018, v. 54, n. 14, p. 3272, doi. 10.1080/1540496X.2017.1362555

By:

Buriev, Abdul Aziz;
Dewandaru, Ginanjar;
Zainal, Mohd-Pisal;
Masih, Mansur

Publication type:

Article

Do Islamic Stock Returns Hedge Against Inflation? A Wavelet Approach.

Published in:

Emerging Markets Finance & Trade, 2018, v. 54, n. 10, p. 2348, doi. 10.1080/1540496X.2017.1363035

By:

Haniff, Norazza M.;
Masih, Abul Mansur M.

Publication type:

Article

Exploring Portfolio Diversification Opportunities Through Venture Capital Financing: Evidence from MGARCH-DCC, Markov Switching, and Wavelet Approaches.

Published in:

Emerging Markets Finance & Trade, 2018, v. 54, n. 6, p. 1320, doi. 10.1080/1540496X.2016.1277420

By:

Jaffar, Yusuf;
Dewandaru, Ginanjar;
Masih, Mansur

Publication type:

Article

Unraveling the Financial Contagion in European Stock Markets During Financial Crises: Multi-Timescale Analysis.

Published in:

Emerging Markets Finance & Trade, 2018, v. 54, n. 4, p. 859, doi. 10.1080/1540496X.2016.1266614

By:

Dewandaru, Ginanjar;
Masih, Rumi;
Masih, Mansur

Publication type:

Article

Issues in Islamic Equities: A Literature Survey.

Published in:

Emerging Markets Finance & Trade, 2018, v. 54, n. 1, p. 1, doi. 10.1080/1540496X.2016.1234370

By:

Masih, Mansur;
Kamil, Nazrol K. M.;
Bacha, Obiyathulla I.

Publication type:

Article

Does a Held-to-Maturity Strategy Impede Effective Portfolio Diversification for Islamic Bond (Sukuk) Portfolios? A Multi-Scale Continuous Wavelet Correlation Analysis.

Published in:

Emerging Markets Finance & Trade, 2017, v. 53, n. 10, p. 2377, doi. 10.1080/1540496X.2016.1205977

By:

Najeeb, Syed Faiq;
Bacha, Obiyathulla;
Masih, Mansur

Publication type:

Article

Islamic Finance and Banking.

Published in:

Emerging Markets Finance & Trade, 2017, v. 53, n. 7, p. 1455, doi. 10.1080/1540496X.2017.1361650

By:

Masih, Mansur

Publication type:

Article

Religion of Islam and Microfinance: Does It Make Any Difference?

Published in:

Emerging Markets Finance & Trade, 2017, v. 53, n. 7, p. 1547, doi. 10.1080/1540496X.2016.1268526

By:

Mobin, Mohammad Ashraful;
Masih, Mansur;
Alhabshi, Syed Othman

Publication type:

Article

Re-Examining the Determinants of Islamic Bank Performance: New Evidence from Dynamic GMM, Quantile Regression, and Wavelet Coherence Approaches.

Published in:

Emerging Markets Finance & Trade, 2017, v. 53, n. 7, p. 1519, doi. 10.1080/1540496X.2016.1250076

By:

Chowdhury, Mohammad Ashraful Ferdous;
Haque, Md. Mahmudul;
Masih, Mansur

Publication type:

Article

Risk–Return Profiles of Islamic Equities and Commodity Portfolios in Different Market Conditions.

Published in:

Emerging Markets Finance & Trade, 2017, v. 53, n. 7, p. 1477, doi. 10.1080/1540496X.2016.1216843

By:

Kabir, Sarkar Humayun;
Masih, A. Mansur M.;
Bacha, Obiyathulla Ismath

Publication type:

Article

THE CO-MOVEMENT OF CHINA AND US STOCK INDICES: A PORTFOLIO DIVERSIFICATION ANALYSIS.

Published in:

Journal of International Studies (1823-691X), 2023, v. 19, n. 1, p. 1, doi. 10.32890/jis2023.19.1.1

By:

Abdullah, Ahmad Monir;
Wahab, Hishamuddin Abdul;
Masih, Abul Mansur Mohammed;
Majid, Mariani Abdul;
Wai-Yan Wong

Publication type:

Article

WHAT DRIVES CARBON-DIOXIDE EMISSIONS: INCOME OR ELECTRICITY GENERATION? EVIDENCE FROM SAUDI ARABIA.

Published in:

Journal of Energy & Development, 2008, v. 33, n. 2, p. 201

By:

Masih, Mansur;
Al-Sahiawi, Mohammed A.;
De Mello, Lurion

Publication type:

Article

Who Leads the Australian Interest Rates in the Short and Long Run? An Application of Long Run Structural Modelling.

Published in:

Review of Pacific Basin Financial Markets & Policies, 2006, v. 9, n. 1, p. 1, doi. 10.1142/S0219091506000628

By:

Mansur M. Masih, A.;
Winduss, Trent

Publication type:

Article