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

24

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5,464

TOTAL CITATIONS
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Top 41,175

in Total Papers Citations

73

Scholarly Papers (24)

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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, Gamini Premaratne and Anil K. Bera
University of Illinois at Urbana-Champaign - Department of EconomicsUniversity of Brunei Darussalam and University of Illinois at Urbana-Champaign - Department of Economics
Downloads 2,156 (15,680)
Citation 49

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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, Gamini Premaratne and Lakshmi Balasubramanyan
University of Illinois at Urbana-Champaign - Department of EconomicsUniversity of Brunei Darussalam and Case Western Reserve University - Weatherhead School of Management
Downloads 872 (60,100)
Citation 7

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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, Gamini Premaratne and Gamini Premaratne
University of Brunei Darussalam and University of Illinois at Urbana-Champaign - Department of EconomicsUniversity of Brunei Darussalam
Downloads 457 (136,953)

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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, Gamini Premaratne and Anil K. Bera
University of Illinois at Urbana-Champaign - Department of EconomicsUniversity of Brunei Darussalam and University of Illinois at Urbana-Champaign - Department of Economics
Downloads 365 (177,069)
Citation 1

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

5.

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, Gamini Premaratne and Gamini Premaratne
University of Brunei Darussalam and University of Illinois at Urbana-Champaign - Department of EconomicsUniversity of Brunei Darussalam
Downloads 277 (238,011)

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

6.

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, Gamini Premaratne and Gamini Premaratne
University of Illinois at Urbana-Champaign - Department of Economics and University of Illinois at Urbana-Champaign - Department of EconomicsUniversity of Brunei Darussalam
Downloads 267 (247,087)
Citation 11

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7.

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, Gamini Premaratne and Gamini Premaratne
Singapore Management University - School of Economics and University of Illinois at Urbana-Champaign - Department of EconomicsUniversity of Brunei Darussalam
Downloads 253 (260,941)

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

8.

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, Gamini Premaratne and Gamini Premaratne
The Republic of Indonesia - Ministry of Trade and University of Illinois at Urbana-Champaign - Department of EconomicsUniversity of Brunei Darussalam
Downloads 170 (379,334)

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

9.

Exchange Rate Exposure of Stock Returns at Firm Level

Number of pages: 40 Posted: 07 Jul 2014
Prabhath Jayasinghe, Gamini Premaratne and Gamini Premaratne
University of Colombo - Department of Business Economics and University of Illinois at Urbana-Champaign - Department of EconomicsUniversity of Brunei Darussalam
Downloads 135 (459,451)
Citation 2

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Exchange rate exposure, GARCH, t distribution, Asymmetric volatility

10.

Exploring Diversification Benefits in Asia-Pacific Equity Markets

Number of pages: 29 Posted: 25 Nov 2014
Jones Odei Mensah, Gamini Premaratne and Gamini Premaratne
Wits Business School and University of Illinois at Urbana-Champaign - Department of EconomicsUniversity of Brunei Darussalam
Downloads 89 (621,743)
Citation 1

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

11.

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, Gamini Premaratne and Gamini Premaratne
Wits Business School and University of Illinois at Urbana-Champaign - Department of EconomicsUniversity of Brunei Darussalam
Downloads 87 (630,572)
Citation 1

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Asia Banking Sector, Dynamic Copula, Asymmetric dependence

12.

Exploring Diversification Benefits from Asia-Pacific Equity Markets

Number of pages: 29 Posted: 26 Aug 2012 Last Revised: 19 Dec 2019
Jones Odei Mensah, Gamini Premaratne and Gamini Premaratne
University of Brunei Darussalam and University of Illinois at Urbana-Champaign - Department of EconomicsUniversity of Brunei Darussalam
Downloads 86 (635,094)
Citation 1

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

13.

Risk Dynamics of Sectoral Stocks in BRICS Countries

Number of pages: 62 Posted: 16 Nov 2020
Kingsley Etornam Dogah, Gamini Premaratne and Gamini Premaratne
University of Nottingham, Ningbo - University of Nottingham Ningbo China and University of Illinois at Urbana-Champaign - Department of EconomicsUniversity of Brunei Darussalam
Downloads 73 (698,043)

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Volatility Spillovers, Co-movement, Diversification, Hedge ratios, Oil-risks, BRICS

14.

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, Gamini Premaratne and Gamini Premaratne
University of Brunei Darussalam and University of Illinois at Urbana-Champaign - Department of EconomicsUniversity of Brunei Darussalam
Downloads 72 (703,468)

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

15.

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, Gamini Premaratne and Gamini Premaratne
University of Colombo - Department of Business Economics and University of Illinois at Urbana-Champaign - Department of EconomicsUniversity of Brunei Darussalam
Downloads 55 (809,200)

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exchange rate exposure; asymmetric volatility; GARCH-type models

16.

Strategic Insights: Unraveling National and Sectoral Technical Efficiency Patterns in the ECOWAS Economy

Number of pages: 29 Posted: 12 Mar 2024
Isaac Abekah-Koomson, Wei Pang, Gamini Premaratne, Gamini Premaratne, Teo Yean Yean and Bernard kyeremeh
University of Environment and Sustainable Development, University of Brunei Darussalam, University of Illinois at Urbana-Champaign - Department of EconomicsUniversity of Brunei Darussalam, University of Brunei Darussalam and University of Cape Coast
Downloads 34 (993,878)

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Productivity, Stochastic frontier production model, Technical Efficiency, ECOWAS

17.

Dynamic Heterogeneous Impact of Environment-Related and Climate Change Adaptation Technologies on Sustainable Energy Consumption

Number of pages: 30 Posted: 01 Jan 2025
Ismail Aremu Muhammed, Gamini Premaratne, Gamini Premaratne, Norulazidah Dk and Ahmed Masood Khalid
affiliation not provided to SSRN, University of Illinois at Urbana-Champaign - Department of EconomicsUniversity of Brunei Darussalam, University of Brunei Darussalam and Lahore University of Management Sciences
Downloads 16 (1,206,269)

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green technology, sustainable energy, environmental sustainability, Climate Change Adaptation, Renewable Energy, energy intensity

18.

Regional Integration and Economic Growth in Southeast Asia

Posted: 13 Nov 2018
Gamini Premaratne and Gamini Premaratne
University of Illinois at Urbana-Champaign - Department of EconomicsUniversity of Brunei Darussalam

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Economic Growth, Regional Integration, International Trade, Southeast Asia

19.

Sectoral Exposure to Oil Risk Factors in BRICS Markets

Posted: 25 Mar 2018
Gamini Premaratne, Gamini Premaratne and Kingsley E. Dogah
University of Illinois at Urbana-Champaign - Department of EconomicsUniversity 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

20.

Integration, Comovement, and Spillovers Among ASEAN Banking Sector Stocks

Posted: 09 Feb 2016
Jones Odei Mensah, Gamini Premaratne and Gamini Premaratne
Wits Business School and University of Illinois at Urbana-Champaign - Department of EconomicsUniversity of Brunei Darussalam

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

21.

Measuring Systemic Risk Potential Across Banks in Asia

Posted: 28 Mar 2015
Jones Odei Mensah, Gamini Premaratne and Gamini Premaratne
Wits Business School and University of Illinois at Urbana-Champaign - Department of EconomicsUniversity of Brunei Darussalam

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

22.

An Empirical Investigation into the Behavior of Intellectual Capital

Downloads 0 (1,342,233)

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, Gamini Premaratne and Gamini Premaratne
University of Brunei Darussalam and University of Illinois at Urbana-Champaign - Department of EconomicsUniversity 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, Gamini Premaratne and Gamini Premaratne
University of Brunei Darussalam and University of Illinois at Urbana-Champaign - Department of EconomicsUniversity of Brunei Darussalam

Abstract:

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23.

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, Gamini Premaratne and Anil K. Bera
University of Illinois at Urbana-Champaign - Department of EconomicsUniversity 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(·) function

24.

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, Gamini Premaratne and Gamini Premaratne
University of Illinois at Urbana-Champaign - Department of Economics, Pusat Informatika and University of Illinois at Urbana-Champaign - Department of EconomicsUniversity of Brunei Darussalam

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Linear regression model, Unbiasedness, MINQUE