Gamini Premaratne

University of Brunei Darussalam

Jalan Tungku Link

Gadong, BE1410

Brunei

University of Illinois at Urbana-Champaign - Department of Economics

410 David Kinley Hall

1407 W. Gregory

Urbana, IL 61801

United States

  • University of Brunei Darussalam

  • University of Illinois at Urbana-Champaign - Department of Economics

SCHOLARLY PAPERS

21

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18

Scholarly Papers (21)

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1.

Modeling Asymmetry and Excess Kurtosis in Stock Return Data

Illinois Research & Reference Working Paper No. 00-123
Number of pages: 25 Posted: 12 Feb 2001
Gamini Premaratne and Anil K. Bera
University of Brunei Darussalam and University of Illinois at Urbana-Champaign - Department of Economics
Downloads 1,641 (10,483)
Citation 38

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Pearson type IV, Excess Kurtosis, Skewness, GARCH

2.

Stock Market Volatility: Examining North America, Europe and Asia

National University of Singapore, Economics Working Paper
Number of pages: 42 Posted: 21 Apr 2003
Gamini Premaratne and Lakshmi Balasubramanyan
University of Brunei Darussalam and Pennsylvania State University - Department of Finance
Downloads 718 (35,766)
Citation 5

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Volatility co-movement, volatility spillover, multivariate GARCH

3.

An Empirical Investigation on Intellectual Capital Performance: Evidence from Banking Sector

Number of pages: 15 Posted: 06 Oct 2012
Sampath Kehelwalatenna and Gamini Premaratne
University of Brunei Darussalam and University of Brunei Darussalam
Downloads 389 (77,763)

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Intellectual capital, Firm performance, Banking sector, VAIC, NYSE

4.

A Test for Asymmetry with Leptokurtic Financial Data

University of Illinois Economics Working Paper
Number of pages: 23 Posted: 15 Aug 2001
Gamini Premaratne and Anil K. Bera
University of Brunei Darussalam and University of Illinois at Urbana-Champaign - Department of Economics
Downloads 323 (96,101)
Citation 1

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skewness, Leptokurtosis, Pearson type IV, Rao Score, Symmetry Test

5.

How Should We Interpret Evidence of Time Varying Conditional Skewness?

National U of Singapore Economics Working Paper
Number of pages: 28 Posted: 27 May 2002
Anthony S. Tay and Gamini Premaratne
Singapore Management University - School of Economics and University of Brunei Darussalam
Downloads 219 (143,987)

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Conditional skewness, Runs test, ARCD model, Hansen t, heteroskewness, heterokurtosis, third moments, time-varying higher moments

6.

An Examination of the Value Relevance of Intellectual Capital: The Case of Banking Industry

Proceedings of 19th International Business Research Conference 2012
Number of pages: 12 Posted: 12 Nov 2012
Sampath Kehelwalatenna and Gamini Premaratne
University of Brunei Darussalam and University of Brunei Darussalam
Downloads 216 (145,885)

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Intellectual capital, Firm performance, VAIC, Banking sector, NYSE

7.

Adjusting the Tests for Skewness and Kurtosis for Distributional Misspecifications

UIUC-CBA Research Working Paper No. 01-0116
Number of pages: 29 Posted: 25 May 2002
Anil K. Bera and Gamini Premaratne
University of Illinois at Urbana-Champaign - Department of Economics and University of Brunei Darussalam
Downloads 197 (159,056)
Citation 6

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8.

Exchange Rate Exposure of Stock Returns at Firm Level

Number of pages: 40 Posted: 07 Jul 2014
Prabhath Jayasinghe and Gamini Premaratne
University of Colombo - Department of Business Economics and University of Brunei Darussalam
Downloads 86 (301,294)
Citation 1

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Exchange rate exposure, GARCH, t distribution, Asymmetric volatility

9.

Exploring Diversification Benefits from Asia-Pacific Equity Markets

Number of pages: 29 Posted: 26 Aug 2012 Last Revised: 19 Dec 2019
Jones Odei Mensah and Gamini Premaratne
University of Brunei Darussalam and University of Brunei Darussalam
Downloads 51 (397,117)

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Asia-Pacific Region, Sectoral diversification benefits, Relative Strength Ranking, Mean-Variance Spanning

10.

Dependence Patterns Among Banking Sectors in Asia: A Copula Approach

Number of pages: 58 Posted: 21 Oct 2014 Last Revised: 25 Nov 2014
Jones Odei Mensah and Gamini Premaratne
Wits Business School and University of Brunei Darussalam
Downloads 39 (442,080)
Citation 1

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Asia Banking Sector, Dynamic Copula, Asymmetric dependence

11.

Exploring Diversification Benefits in Asia-Pacific Equity Markets

Number of pages: 29 Posted: 25 Nov 2014
Jones Odei Mensah and Gamini Premaratne
Wits Business School and University of Brunei Darussalam
Downloads 35 (459,032)

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Asia-Pacific Region, Sectoral diversification benefits, Relative Strength Ranking, Mean-Variance Spanning

12.

Exploring Curvilinear Relationship between Entrepreneurial Orientation and Firm Performance

Global Journal of Business and Social Science Review, Vol. 1(3), p. 17-25, 2013
Number of pages: 9 Posted: 18 Jul 2017 Last Revised: 28 Mar 2018
Gunathilaka Samantha and Gamini Premaratne
University of Brunei Darussalam and University of Brunei Darussalam
Downloads 24 (514,684)

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Entrepreneurial Orientation; Firm Performance; Small Medium Enterprises; Curvilinear Relationship

13.

A Quest for More Reliable Estimates of Exchange Rate Exposure

International Research Journal of Finance and Economics, Issue 43, 2010
Number of pages: 16 Posted: 04 Jul 2014
Prabhath Jayasinghe and Gamini Premaratne
University of Colombo - Department of Business Economics and University of Brunei Darussalam
Downloads 18 (550,593)

Abstract:

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exchange rate exposure; asymmetric volatility; GARCH-type models

14.

Analysis of Staple Food Price Behaviour: Multivariate BEKK-GARCH Model

Journal of Asian Finance, Economics and Business Vol 4 No 4 (2017) 27-37
Number of pages: 12 Posted: 13 Nov 2018
Kumara Jati and Gamini Premaratne
The Republic of Indonesia - Ministry of Trade and University of Brunei Darussalam
Downloads 14 (575,211)

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Staple Food Price, Multivariate BEKK-GARCH, Volatility, Food Crisis

15.

Regional Integration and Economic Growth in Southeast Asia

Posted: 13 Nov 2018
Gamini Premaratne
University of Brunei Darussalam

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Economic Growth, Regional Integration, International Trade, Southeast Asia

16.

Sectoral Exposure to Oil Risk Factors in BRICS Markets

Posted: 25 Mar 2018
Gamini Premaratne and Kingsley E. Dogah
University of Brunei Darussalam and University of Brunei Darussalam-School of Business and Economics (UBDSBE)

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Oil Risk Factors, Sectoral Stocks, OVX Index, BRICS, Random Forest (RF), VAR

17.

Integration, Comovement, and Spillovers Among ASEAN Banking Sector Stocks

Posted: 09 Feb 2016
Jones Odei Mensah and Gamini Premaratne
Wits Business School and University of Brunei Darussalam

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Banking Sector Integration; Cointegration; Conditional Asymmetry; Spillover; Dynamic correlation

18.

Measuring Systemic Risk Potential Across Banks in Asia

Posted: 28 Mar 2015
Jones Odei Mensah and Gamini Premaratne
Wits Business School and University of Brunei Darussalam

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Systemic Risk, Asia Banking Market, CoVaR, Granger causality network

19.

An Empirical Investigation into the Behavior of Intellectual Capital

Downloads 0 (688,095)

An Empirical Investigation into the Behavior of Intellectual Capital

The IUP Journal of Knowledge Management, (2013), Vol. XI, No.1
Posted: 30 Sep 2012 Last Revised: 19 Nov 2012
Sampath Kehelwalatenna and Gamini Premaratne
University of Brunei Darussalam and University of Brunei Darussalam

Abstract:

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intellectual capital, firm performance, banking sector, NYSE

An Empirical Investigation into the Behavior of Intellectual Capital

The IUP Journal of Knowledge Management, Vol. XI, No. 1, January 2013, pp. 38-57
Posted: 29 Mar 2013
Sampath Kehelwalatenna and Gamini Premaratne
University of Brunei Darussalam and University of Brunei Darussalam

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20.

A Test for Symmetry with Leptokurtic Financial Data

Journal of Financial Econometrics, Vol. 3, No. 2, pp. 169-187, Spring 2005
Posted: 29 Feb 2008
Gamini Premaratne and Anil K. Bera
University of Brunei Darussalam and University of Illinois at Urbana-Champaign - Department of Economics

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b test, kurtosis, Monte Carlo study, Pearson family of distributions, Rao`s score test, skewness, tan(ยท) function

21.

On Some Heteroskedasticity-Robust Estimators of Variance-Covariance Matrix of the Least Squares Estimators

Commerce & Bus. Admin. Working Paper No. 00-125
Posted: 26 Jun 2001
Anil K. Bera, Totok Suprayitno and Gamini Premaratne
University of Illinois at Urbana-Champaign - Department of Economics, Pusat Informatika and University of Brunei Darussalam

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Linear regression model, Unbiasedness, MINQUE