Venus Khim-Sen Liew

Universiti Malaysia Sarawak

Associate Professor

Faculty of Economics and Business

Kota Samarahan, Sarawak 94300

Malaysia

http://www.feb.unimas.my/

SCHOLARLY PAPERS

10

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SSRN CITATIONS
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Top 20,595

in Total Papers Citations

8

CROSSREF CITATIONS

40

Scholarly Papers (10)

1.

Which Lag Length Selection Criteria Should We Employ?

Economics Bulletin, Vol. 3, No. 33, pp. 1−9, 2004
Number of pages: 9 Posted: 27 Feb 2006
Venus Khim-Sen Liew
Universiti Malaysia Sarawak
Downloads 2,323 (6,946)
Citation 5

Abstract:

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lag length, selection criteria

2.

Does the Us it Stock Market Dominate Other it Stock Markets: Evidence from Multivariate GARCH Model

Number of pages: 19 Posted: 15 Aug 2006
Zhuo Qiao, Venus Khim-Sen Liew and Wing-Keung Wong
University of Macau, Universiti Malaysia Sarawak and Asia University, Department of Finance
Downloads 186 (189,306)
Citation 9

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Volatility, Information Technology, Stock markets, Multivariate GARCH, IT Bubble

3.

Nonlinear Adjustment of Asean−5 Real Exchange Rates: Symmetrical or Asymmetrical?

Economics Bulletin, Vol. 6, No. 8 pp. 1−19, 2004
Number of pages: 8 Posted: 28 Feb 2006
Venus Khim-Sen Liew
Universiti Malaysia Sarawak
Downloads 130 (256,547)

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ASEAN−5, Real Exchange Rates, nonlinear

4.

Linearity and Stationarity of G7 Government Bond Returns

Number of pages: 12 Posted: 10 Sep 2010
Zhuo Qiao, Venus Khim-Sen Liew and Wing-Keung Wong
University of Macau, Universiti Malaysia Sarawak and Asia University, Department of Finance
Downloads 93 (322,102)

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government bond returns, G7, linearity, stationarity, nonlinear

5.

Linear and Nonlinear Monetary Approaches to the Exchange Rate of the Philippines Peso-Japanese Yen

Economics Bulletin, Vol. 29, Issue 2, pp. 1331-1340, 2009
Number of pages: 10 Posted: 18 Jun 2009
Venus Khim-Sen Liew
Universiti Malaysia Sarawak
Downloads 63 (402,485)

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exchange rate, Philippines, monetary model, nonlinear, cointegration, peso-yen

6.

Income Convergence: Fresh Evidence from the Nordic Countries

Applied Economics Letters, Forthcoming
Number of pages: 11 Posted: 12 May 2009
Venus Khim-Sen Liew and Yusuf Ahmad
Universiti Malaysia Sarawak and affiliation not provided to SSRN
Downloads 29 (544,970)

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income convergence, Nordic, non-linear test

7.

The Real Interest Rate Differential: International Evidence Based on Non-Linear Unit Root Tests

Bulletin of Economic Research, Vol. 61, Issue 1, pp. 83-94, January 2009
Number of pages: 12 Posted: 17 Jan 2009
Ahmad Zubaidi Baharumshah, Venus Khim-Sen Liew and Chan Tze Haw
University Putra Malaysia - Faculty of Economics and Management, Universiti Malaysia Sarawak and affiliation not provided to SSRN
Downloads 1 (745,816)
Citation 1
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8.

Evidence on the Day-of-The-Week Effect and Asymmetric Behavior in the Bombay Stock Exchange

The IUP Journal of Applied Finance, Vol. 16, No. 6, pp. 17-29, October 2010
Posted: 01 Dec 2010
Venus Khim-Sen Liew and Ricky Chee-Jiun Chia
Universiti Malaysia Sarawak and Universiti Malaysia Sabah

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9.

Unit Root Tests of Purchasing Power Parity

Time Series Econometric Analysis: Selected Issues in ASEAN Economies, pp. 101-108, 2006
Posted: 28 Feb 2006
Venus Khim-Sen Liew
Universiti Malaysia Sarawak

Abstract:

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Purchasing power parity, nonlinear unit root test

10.

Purchasing Power Parity in Asian Economies: Further Evidence from Rank Tests for Cointegration

Posted: 27 Feb 2006
Venus Khim-Sen Liew
Universiti Malaysia Sarawak

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Purchasing power parity, nonparametric test, rank test of cointegration