Forecasting performance of exponential smooth transition autoregressive exchange rate models

by Baharumshah, Ahmad Zubaidi, Liew, Venus Khim Sen
Published 2006

Asymmetry dynamics in real exchange rates: new results on East Asian currencies

by Baharumshah, Ahmad Zubaidi, Liew, Venus Khim Sen, Chowdhury, Ibrahim
Published 2010

Real interest rate parity in the ASEAN-5 countries : a nonlinear perspective.

by Baharumshah, Ahmad Zubaidi, Liew, Venus Khim Sen, Hamzah, Nor Aishah
Published 2008

Is money neutral in stock markets? the case of Malaysia.

by Puah, Chin Hong, Habibullah, Muzafar Shah, Liew, Venus Khim Sen
Published 2010

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

by Baharumshah, Ahmad Zubaidi, Liew, Venus Khim-Sen, Chan, Tze Haw
Published 2009

Monetary model of exchange rate for Thailand : long-run relationship and monetary restrictions.

by Liew, Venus Khim Sen, Baharumshah, Ahmad Zubaidi, Puah, Chin Hong
Published 2009

Non-linearities in real interest rate parity : evidence from OECD and Asian developing economies.

by Baharumshah, Ahmad Zubaidi, Liew, Venus Khim Sen, Mittelhammer, Ron C.
Published 2010

Are Asian real exchange rates stationary?

by Liew, Venus Khim Sen, Baharumshah, Ahmad Zubaidi, Chong, Terence Tai Leung
Published 2004

The inadequacy of linear autoregressive model for real exchange rates: empirical evidence from Asian economies

by Liew, Venus Khim Sen, Chong, Terence Tai Leung, Lim, Kian Ping
Published 2003

Asean-5 exchange rate determination in the presence of nonlinearity.

by Liew, Venus Khim-Sen, Baharumshah, Ahmad Zubaidi, Midi, Habshah, Habibullah, Muzafar Shah
Published 2011

Performance of autoregressive order selection criteria: a simulation study

by Liew, Venus Khim-Sen, Shitan, Mahendran, Choong, Chee Keong, Hooy, Chee Wooi
Published 2008

Testing nonlinear convergence in Malaysia

by Habibullah, Muzafar Shah, Awang Marikan, Dayang Afizzah, Liew, Venus Khim Sen, Lim, Kian Ping
Published 2013