Abul M. M. Masih

King Fahd University of Petroleum & Minerals (KFUPM) - Department of Finance & Economics (FINEC)

Dhahran 31261

Saudi Arabia

SCHOLARLY PAPERS

8

DOWNLOADS

184

SSRN CITATIONS

0

CROSSREF CITATIONS

2

Scholarly Papers (8)

1.

Linear and Non-Linear Granger Causality between Oil Spot and Futures Prices: A Wavelet Based Test

Journal of International Money and Finance, Forthcoming
Number of pages: 42 Posted: 06 Jul 2014
Mohammed Alzahrani, Abul M. M. Masih and Omar Al-Titi
King Fahd University of Petroleum & Minerals, King Fahd University of Petroleum & Minerals (KFUPM) - Department of Finance & Economics (FINEC) and King Fahd University of Petroleum & Minerals (KFUPM)
Downloads 122 (253,587)

Abstract:

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Oil, causality, nonlinear causality, price discovery, futures, wavelet

2.

Systematic Risk and Time Scales: New Evidence from an Application of Wavelet Approach to the Emerging Gulf Stock Markets

International Review of Financial Analysis, Vol. 19, No. 1, 2010
Number of pages: 9 Posted: 24 Jun 2012
Abul M. M. Masih, Mohammed Alzahrani and Omar Al-Titi
King Fahd University of Petroleum & Minerals (KFUPM) - Department of Finance & Economics (FINEC), King Fahd University of Petroleum & Minerals and King Fahd University of Petroleum & Minerals (KFUPM)
Downloads 62 (385,317)

Abstract:

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Systematic risk, Different time scales, Wavelet approach, Value at risk, Gulf stock markets

3.

Reversal of Monetary History: Is Return to Trimetalism a Viable Alternative?

Posted: 27 Oct 2017
Alam Asadov and Abul M. M. Masih
International Centre for Education in Islamic Finance (INCEIF), Students and King Fahd University of Petroleum & Minerals (KFUPM) - Department of Finance & Economics (FINEC)

Abstract:

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Trimetalism, Fiat Currency System, MGARCH-DCC, Wavelet Coherence

4.

Stock Market Co-Movements: Islamic Versus Conventional Equity Indices with Multi-Timescales Analysis

Economic Systems, Vol. 38, No. 4, 2014
Posted: 02 Nov 2015
International Centre for Education in Islamic Finance (INCEIF), Independent, Goldman Sachs Asset Management, King Fahd University of Petroleum & Minerals (KFUPM) - Department of Finance & Economics (FINEC) and International Centre for Education in Islamic Finance (INCEIF)

Abstract:

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Islamic finance, Shock transmission, Financial crisis, Contagion, Wavelet analysis

5.

The Stability of Money Demand in China: Evidence from the ARDL Model

Economic Systems, Vol. 33, No. 3, 2009
Posted: 30 Sep 2009
University Putra Malaysia - Faculty of Economics and Management, affiliation not provided to SSRN and King Fahd University of Petroleum & Minerals (KFUPM) - Department of Finance & Economics (FINEC)

Abstract:

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Money demand, Stability, Stock price, ARDL

6.

Price Discovery between Informationally Linked Markets During Different Trading Phases

Posted: 15 Feb 2002
Abul M. M. Masih, Rumi Masih and Allan Hodgson
King Fahd University of Petroleum & Minerals (KFUPM) - Department of Finance & Economics (FINEC), Goldman Sachs Asset Management and University of Queensland - Faculty of Business, Economics and Law

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7.

Is a Significant Socio-Economic Structural Change a Pre-Requisite for 'Initial' Fertility Decline in the Ldcs? Evidence from Thailand Based on a Multivariate Cointegration/Vector Error Correction Modelling Approach

Posted: 13 Sep 1999
Abul M. M. Masih and Rumi Masih
King Fahd University of Petroleum & Minerals (KFUPM) - Department of Finance & Economics (FINEC) and Goldman Sachs Asset Management

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8.

Dynamic Linkages and the Propagation Mechanism Driving Major International Stock Markets: An Analysis of the Pre-And Post-Crash Eras

Quarterly Review of Economics and Finance, Vol. 37 No. 4, Winter 1997
Posted: 12 Jan 1998
Rumi Masih and Abul M. M. Masih
Goldman Sachs Asset Management and King Fahd University of Petroleum & Minerals (KFUPM) - Department of Finance & Economics (FINEC)

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