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Hasan, Md Bokhtiar and Mahi, Masnun and Hassan, M. Kabir and Bhuiyan, Abul Bashar (2021) Impact of COVID-19 pandemic on stock markets: Conventional vs. Islamic indices using wavelet-based multi-timescales analysis. The North American Journal of Economics and Finance, 58. ISSN 1062-9408, DOI https://doi.org/10.1016/j.najef.2021.101504.
Liew, Ping Xin and Lim, Kian Ping and Goh, Kim Leng (2018) Foreign equity flows: Boon or bane to the liquidity of Malaysian stock market? The North American Journal of Economics and Finance, 45. pp. 161-181. ISSN 1062-9408, DOI https://doi.org/10.1016/j.najef.2018.02.007.
Ong, Sheue Li and Sato, Kiyotaka (2018) Regional or global shock? A global VAR analysis of Asian economic and financial integration. The North American Journal of Economics and Finance, 46. pp. 232-248. ISSN 1062-9408, DOI https://doi.org/10.1016/j.najef.2018.04.009.
Tan, Chia-Yen and Koh, You-Beng and Ng, Kok-Haur and Ng, Kooi-Huat (2021) Dynamic volatility modelling of Bitcoin using time-varying transition probability Markov-switching GARCH model. The North American Journal of Economics and Finance, 56. ISSN 1062-9408, DOI https://doi.org/10.1016/j.najef.2021.101377.
Tan, Shay Kee and Ng, Kok Haur and Chan, Jennifer So Kuen and Mohamed, Ibrahim (2019) Quantile range-based volatility measure for modelling and forecasting volatility using high frequency data. The North American Journal of Economics and Finance, 47. pp. 537-551. ISSN 1062-9408, DOI https://doi.org/10.1016/j.najef.2018.06.010.