Faek Menla Ali

University of Sussex

University of Sussex

Brighton, East Sussex BN1 9SL

United Kingdom

  • University of Sussex

SCHOLARLY PAPERS

18

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16

CROSSREF CITATIONS

21

Scholarly Papers (18)

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1.

On the Linkages between Stock Prices and Exchange Rates: Evidence from the Banking Crisis of 2007-2010

Downloads 255 (168,002)
Citation 7

On the Linkages between Stock Prices and Exchange Rates: Evidence from the Banking Crisis of 2007-2010

DIW Berlin Discussion Paper No. 1289
Number of pages: 51 Posted: 12 Apr 2013 Last Revised: 03 Nov 2013
Guglielmo Maria Caporale, John Hunter and Faek Menla Ali
Brunel University London - Department of Economics and Finance, Brunel University - School of Social Science and University of Sussex
Downloads 200 (211,216)
Citation 4

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Stock prices, exchange rates, causality-in-variance, cointegration

On the Linkages between Stock Prices and Exchange Rates: Evidence from the Banking Crisis of 2007-2010

CESifo Working Paper Series No. 4189
Number of pages: 32 Posted: 16 Apr 2013
Guglielmo Maria Caporale, John Hunter and Faek Menla Ali
Brunel University London - Department of Economics and Finance, Brunel University - School of Social Science and University of Sussex
Downloads 55 (510,786)

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stock prices, exchange rates, causality-in-variance, cointegration

2.

Modelling Returns and Volatilities During Financial Crises: A Time Varying Coefficient Approach

Number of pages: 36 Posted: 29 Mar 2014
Menelaos Karanasos, Alexandros Paraskevopoulos, Faek Menla Ali, Michail Karoglou and stavroula Yfanti
Brunel University London - Economics and Finance, The Center for Research and Applications of Nonlinear Systems (CRANS) Department of Mathematics, Division of Applied Analysis, University of Patras, University of Sussex, Aston University and Brunel University London
Downloads 122 (316,045)
Citation 3

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financial crisis, stochastic difference equations, structural breaks, time varying coefficients, volatility spillovers

3.

The Long-Run Causal Relationship between Military Expenditure and Economic Growth in China: Revisited

Defence and Peace Economics, Forthcoming
Number of pages: 35 Posted: 18 May 2013
Ourania Dimitraki and Faek Menla Ali
University of Bedfordshire and University of Sussex
Downloads 119 (321,730)

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Bartlett corrected trace test, China, Cointegration, Economic growth, Long-run, Military expenditure

4.

The Bank Lending Channel in a Dual Banking System: Evidence from Malaysia

DIW Berlin Discussion Paper No. 1557
Number of pages: 34 Posted: 09 Mar 2016
Guglielmo Maria Caporale, Abdurrahman Nazif Catik, Abdurrahman Nazif Catik, Mohamad Helmi, Faek Menla Ali and Mohammad Tajik
Brunel University London - Department of Economics and Finance, Ege University Department of Economicsaffiliation not provided to SSRN, Brunel University London, University of Sussex and Brunel University London - Economics and Finance
Downloads 113 (333,589)
Citation 2

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Bank lending channel, Malaysia, Monetary transmission, Threshold VAR

5.

Exchange Rate Uncertainty and International Portfolio Flows

Downloads 110 (339,926)
Citation 2

Exchange Rate Uncertainty and International Portfolio Flows

CESifo Working Paper Series No. 4234
Number of pages: 31 Posted: 22 May 2013
Guglielmo Maria Caporale, Faek Menla Ali and Nicola Spagnolo
Brunel University London - Department of Economics and Finance, University of Sussex and Brunel University London - Economics and Finance
Downloads 67 (463,141)

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exchange rate uncertainty, equity flows, bond flows, causality-in-variance

Exchange Rate Uncertainty and International Portfolio Flows

DIW Berlin Discussion Paper No. 1296
Number of pages: 36 Posted: 14 May 2013 Last Revised: 29 Oct 2014
Guglielmo Maria Caporale, Faek Menla Ali and Nicola Spagnolo
Brunel University London - Department of Economics and Finance, University of Sussex and Brunel University London - Economics and Finance
Downloads 43 (568,210)
Citation 1

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Exchange rate uncertainty, Equity flows, Bond flows, Causality-in-variance

6.

Monetary Policy Rules in Emerging Countries: Is There an Augmented Nonlinear Taylor Rule?

CESifo Working Paper Series No. 5965
Number of pages: 37 Posted: 26 Jul 2016
Guglielmo Maria Caporale, Abdurrahman Nazif Catik, Abdurrahman Nazif Catik, Mohamad Helmi, Faek Menla Ali, Coskun Akdeniz and Coskun Akdeniz
Brunel University London - Department of Economics and Finance, Ege University Department of Economicsaffiliation not provided to SSRN, Brunel University London - College of Business, Arts and Social Sciences, University of Sussex and Ege University - Department of EconomicsTekirda? Nam?k Kemal University
Downloads 109 (344,124)

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Taylor rule, nonlinearities, emerging countries

7.

Cross-Border Portfolio Flows and News Media Coverage

CESifo Working Paper No. 8112
Number of pages: 41 Posted: 27 Feb 2020
Guglielmo Maria Caporale, Faek Menla Ali, Fabio Spagnolo and Nicola Spagnolo
Brunel University London - Department of Economics and Finance, University of Sussex, Brunel University London - Economics and Finance and Brunel University London - Economics and Finance
Downloads 99 (364,537)

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Bloomberg, bond flows, equity flows, news

8.

Military Spending and Economic Growth in China: A Regime-Switching Analysis

Applied Economics, Forthcoming
Number of pages: 39 Posted: 02 Jun 2014
Faek Menla Ali and Ourania Dimitraki
University of Sussex and University of Bedfordshire
Downloads 81 (412,022)
Citation 1

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China; Economic growth; Markov-switching; Military spending

9.

Oil Price Uncertainty and Sectoral Stock Returns in China: A Time-Varying Approach

Downloads 77 (424,284)
Citation 3

Oil Price Uncertainty and Sectoral Stock Returns in China: A Time-Varying Approach

DIW Berlin Discussion Paper No. 1394
Number of pages: 29 Posted: 28 Jun 2014
Guglielmo Maria Caporale, Faek Menla Ali and Nicola Spagnolo
Brunel University London - Department of Economics and Finance, University of Sussex and Brunel University London - Economics and Finance
Downloads 44 (562,983)

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China, Oil price uncertainty, Sectoral stock returns

Oil Price Uncertainty and Sectoral Stock Returns in China: A Time-Varying Approach

CESifo Working Paper Series No. 4881
Number of pages: 27 Posted: 23 Jul 2014
Guglielmo Maria Caporale, Faek Menla Ali and Nicola Spagnolo
Brunel University London - Department of Economics and Finance, University of Sussex and Brunel University London - Economics and Finance
Downloads 33 (625,942)
Citation 3

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China, oil price uncertainty, sectoral stock returns

10.

Financial Crises and the Dynamic Linkages between Stock and Bond Returns

Bundesbank Discussion Paper No. 17/2017
Number of pages: 60 Posted: 27 Jun 2017
Sercan Eraslan and Faek Menla Ali
Deutsche Bundesbank and University of Sussex
Downloads 65 (464,113)

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Bond prices, Financial crisis, Stock prices, Time-varying GARCH models, Volatility spillovers

11.

What Does Investors' Online Divergence of Opinion Tell Us about Stock Returns and Trading Volume?

Journal of Business Research, Forthcoming
Number of pages: 37 Posted: 09 Jan 2018
Alya Al-Nasseri and Faek Menla Ali
Salalah College of Technology and University of Sussex
Downloads 64 (467,840)
Citation 3

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Disagreement, Online tweets, Stock returns, Trading volume

12.

Money Demand Instability and Real Exchange Rate Persistence in the Monetary Model of USD-JPY Exchange Rate

Brunel University Working Paper No. 13-08
Number of pages: 42 Posted: 22 Apr 2013 Last Revised: 15 Mar 2014
John Hunter and Faek Menla Ali
Brunel University - School of Social Science and University of Sussex
Downloads 62 (475,238)

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Cointegration, Exchange rates, Monetary model, Weak exogeneity

13.

International Portfolio Flows and Exchange Rate Volatility for Emerging Markets

DIW Berlin Discussion Paper No. 1519
Number of pages: 26 Posted: 19 Nov 2015
Guglielmo Maria Caporale, Faek Menla Ali, Fabio Spagnolo and Nicola Spagnolo
Brunel University London - Department of Economics and Finance, University of Sussex, Brunel University London - Economics and Finance and Brunel University London - Economics and Finance
Downloads 61 (482,915)
Citation 1

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Bond flows, Equity flows, Exchange rates, Regime switching

14.

International Portfolio Flows and Exchange Rate Volatility for Emerging Markets

CESifo Working Paper Series No. 5615
Number of pages: 25 Posted: 22 Dec 2015
Guglielmo Maria Caporale, Faek Menla Ali, Fabio Spagnolo and Nicola Spagnolo
Brunel University London - Department of Economics and Finance, University of Sussex, Brunel University London - Economics and Finance and Brunel University London - Economics and Finance
Downloads 59 (486,790)
Citation 2

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bond flows, equity flows, exchange rates, regime switching

15.

Oil Price Shocks and Stock Return Volatility: New Evidence Based on Volatility Impulse Response Analysis

Deutsche Bundesbank Discussion Paper No. 38/2018
Number of pages: 14 Posted: 03 Oct 2018 Last Revised: 18 Nov 2021
Sercan Eraslan and Faek Menla Ali
Deutsche Bundesbank and University of Sussex
Downloads 55 (502,625)

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Oil price shocks, Stock returns, Volatility impulse response analysis

16.

The Bank Lending Channel in a Dual Banking System: Evidence from Malaysia

CESifo Working Paper Series No. 5807
Number of pages: 33 Posted: 15 Apr 2016
Guglielmo Maria Caporale, Abdurrahman Nazif Catik, Abdurrahman Nazif Catik, Mohamad Helmi, Faek Menla Ali and Mohammad Tajik
Brunel University London - Department of Economics and Finance, Ege University Department of Economicsaffiliation not provided to SSRN, Brunel University London, University of Sussex and Brunel University London - Economics and Finance
Downloads 54 (506,771)

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bank lending channel, Malaysia, monetary transmission, threshold VAR

17.

Monetary Policy Rules in Emerging Countries: Is There an Augmented Nonlinear Taylor Rule?

DIW Berlin Discussion Paper No. 1588
Number of pages: 39 Posted: 19 Jun 2016
Guglielmo Maria Caporale, Abdurrahman Nazif Catik, Abdurrahman Nazif Catik, Mohamad Helmi, Faek Menla Ali, Coskun Akdeniz and Coskun Akdeniz
Brunel University London - Department of Economics and Finance, Ege University Department of Economicsaffiliation not provided to SSRN, Brunel University London, University of Sussex and Ege University - Department of EconomicsTekirda? Nam?k Kemal University
Downloads 48 (533,087)
Citation 3

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Taylor rule, nonlinearities, emerging countries

18.

Modelling Time Varying Volatility Spillovers and Conditional Correlations Across Commodity Metal Futures

International Review of Financial Analysis, Forthcoming
Number of pages: 34 Posted: 01 Oct 2015 Last Revised: 22 Sep 2021
Menelaos Karanasos, Faek Menla Ali, Zannis Margaronis and R. Nath
Brunel University London - Economics and Finance, University of Sussex, Brunel University London and Brunel University London
Downloads 0 (906,128)

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Financial Crisis, Metal Futures, Structural Breaks, Time-Varying Volatility