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

11

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CITATIONS
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12

Scholarly Papers (11)

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 867 (8,823)
Citation 7

Abstract:

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 169 (140,216)
Citation 4

Abstract:

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 97 (207,137)
Citation 1

Abstract:

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 89 (236,214)

Abstract:

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 47 (319,564)

Abstract:

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 24 (408,304)

Abstract:

income convergence, Nordic, non-linear test

7.

Does Fisher Hypothesis Hold for the East Asian Economies? An Application of Panel Unit Root Tests

Comparative Economic Studies, Vol. 52, No. 2, pp. 273-285, 2010
Number of pages: 13 Posted: 06 Jul 2010
Tai-Hu Ling, Venus Khim-Sen Liew and Syed Azizi Wafa
Universiti Malaysia Sabah - Labuan School of International Business and Finance, Universiti Malaysia Sarawak and Universiti Malaysia Sabah
Downloads 3 (521,539)

Abstract:

8.

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 (536,520)

Abstract:

9.

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

Abstract:

10.

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:

Purchasing power parity, nonlinear unit root test

11.

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

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

Abstract:

Purchasing power parity, nonparametric test, rank test of cointegration