Thursday, June 11, 2009

Publications in Impact Factor Journals


  1. Asymmetry dynamics in real exchange rates: New results on East Asian currencies. (with Ahmad Zubaidi Baharumshah and Ibrahim Chowdhury). 2010.  Forthcoming in International Review of Economics and Finance. ISSN: 1059-0560. http://dx.doi.org/10.1016/j.iref.2010.03.002.

  2. Long-run validity of purchasing power parity and rank tests for cointegration for Central Asian Countries (with Ricky Chee-Jiun Chia and Tai-Hu Ling). 2009. forthcoming in Applied Economics Letter. SSCI Impact factor: 0.294. Journal Citation Reports 2007, published by Thomson Reuters ®.

  3. Real Interest Rate Differential: International Evidence Based on Nonlinear Unit Root Tests (with Ahmad Zubaidi Baharumshah and Chan Tze-Haw). 2009. Bulletin of Economics Research, 61, 83-94. Wiley-Blackwell. (Social Science Citation Index Journal starting from year 2008).

  4. Real Interest Rate Parity in the ASEAN-5: A Non-linear Perspective (with Ahmad Zubaidi Baharumshah and Nor Aishah Hamzah), 2008. Applied Economics Letters, 15, 955-958. Taylor & Francis. SSCI Impact Factor: 0.294. Journal Citation Reports 2007, published by Thomson Reuters ®.

  5. Time Series Test of Nonlinear Convergence and Transitional Dynamics (with Terence Chong Tai-Leung, Melvin Hinich and Kian-Ping Lim), 2008. Economics Letters, 100, 337-339. Elsevier Science.SSCI Impact factor: 0.302. Journal Citation Reports 2007, published by Thomson Reuters ®.

  6. Income Convergence: Fresh Evidence from the Nordic Countries (with Yusuf Ahmad), 2009. Applied Economics Letters, 16, 1245-1248. Taylor & Francis. SSCI Impact Factor: 0.294. Journal Citation Reports 2007, published by Thomson Reuters ®.

  7. Purchasing Power Parity in Asian Economies: Further Evidence from Rank Tests for Cointegration (with Hock-Ann Lee and Kian-Ping Lim), 2009. Applied Economics Letters, 16, 51-54. Taylor & Francis. SSCI Impact Factor: 0.294. Journal Citation Reports 2007, published by Thomson Reuters ®.

  8. Forecasting Performance of Exponential Smooth Transition Autoregressive Exchange Rate Models (with Ahmad Zubaidi Baharumshah). Open Economies Review, Vol. 17, 261 – 277. (US:Springer). SSCI Impact Factor: 0.143. Journal Citation Reports 2007, published by Thomson Reuters ®.

  9. Are Asian Real Exchange Rates Stationary? (with Ahmad Zubaidi Baharumshah and Terence Tai-Leung Chong), 2004. Economics Letters, Vol. 83, 313 – 316. Elsevier Science. SSCI Impact factor: 0.366. Journal Citation Reports 2007, published by Thomson Reuters ®.

  10. Inadequacy of Linear Autoregressive Model for Real Exchange Rates: Empirical Evidence from Asian Economies (with Terence Tai-leung Chong and Kian-Ping Lim), 2003. Applied Economics, 35, 1387 – 1392. Routledge. SSCI Impact factor: 0.522. Journal Citation Reports 2007, published by Thomson Reuters ®.

  11. Non-linear Mean Reversion in Stock Prices: Evidence from Asian Markets (with Kian-Ping Lim). Applied Financial Economics Letters, 3, 25 – 29. (UK: Routledge). (Renamed as Applied Economic Letters incorporating Applied Financial Economics Letters starting from 2009, with an SSCI impact factor of 0.294).

  12. On Singaporean Dollar and Purchasing Power Parity (with Ahmad Zubaidi Baharumshah and Kian-Ping Lim). Singapore Economic Review, Vol. 49, No. 1, 71 – 84. Singapore: National University of Singapore. (Social Science Citation Index Journal starting from 2009).
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Publications in Journals Indexed in SCOPUS

  1. Venus Khim-Sen Liew, Zhuo Qiao abd Wing Keung Wong. 2010. Linearity and Stationarity of G7 Government Bond Returns. Economics Bulletin, Vol. 30, No. 4, 2264 – 2265. SCOPUS.
  2. Venus Khim-Sen Liew, Chin-Hong Puah, Chee-Keong Choong and Evan Lau. 2010. Revisiting Purchasing Power Parity for Central Asian Countries Using Threshold Cointegration Tests. Economics Bulletin, Vol. 30, No. 2, 1283-1292. SCOPUS.

  3. Venus Khim-Sen Liew and Tuck Cheong Tang. An Empirical Investigation of Purchasing Power Parity for a Transition Economy – Cambodia. Economics Bulletin, Vol. 30, No. 2, 1025 – 1031. SCOPUS.

  4. Chee-Keong Choong and Venus Khim-Sen Liew. 2009. Impact of Foreign Direct Investment Volatility and Economic Growth on ASEAN-5 Countries. Economic Bulletin. Vol. 29, No. 3, 1838-1850. USA: Vanderbilt University. (SCOPUS).

  5. Venus Khim-Sen Liew. 2009. Linear and Nonlinear Monetary Approaches to the Exchange Rate of the Philippines peso-Japanese yen. Economics Bulletin, Vol. 29, No. 2, 1331 - 1440. USA: Vanderbilt University. (SCOPUS).

  6. Hock-Ann Lee and Kian-Ping Lim and Venus Khim-Sen Liew. 2009. Is There Any International Diversification Benefits in ASEAN Stock Markets?, Economics Bulletin, Vol. 29, No.1, 393-407. USA: Vanderbilt University. (SCOPUS).

  7. Ricky Chee-Jiun Chia, Venus Khim-Sen Liew and Syed Azizi Wafa Syed Khalid Wafa. 2008. Day-Of-The-Week Effects In Selected East Asian Stock Markets, Economics Bulletin, Vol. 7, No. 5, 1 – 8. USA: Vanderbilt University. (SCOPUS).

  8. Zhuo Qiao, Venus Khim-Sen Liew and Wing-Keung Wong, (2007), Does the US IT Stock Market Dominate Other IT Stock Markets: Evidence from Multivariate GARCH Model, Economics Bulletin, 6(27), 1-7. USA: Vanderbilt University. (SCOPUS).

  9. Terence Tai-Leung Chong, Venus Khim Sen Liew, Yuanxiu Zhang and Chi-Leung Wong. 2006. Estimation of Autoregressive Model in the Presence of Measurement. Economics Bulletin, May, Vol. 3, No. 12, 1-10. USA: Vanderbilt University. (SCOPUS).

  10. Emmanual Anoruo, Venus Khim-Sen Liew and Uchenna Elike. 2006. Nonlinear Real Exchange Rate Behaviour: Are African Countries Exceptional? International Research Journal of Finance and Economics. USA: Eurojournal, 1, 97 - 110. (SCOPUS).

  11. Venus Khim-Sen Liew, Kian-Ping Lim, Evan Lau and Chee-Keong Choong. 2005. Exchange Rate – Relative Price Nonlinear Cointegration Relationship in Malaysia. Economics Bulletin, Vol. 6, No. 11, 1 – 16. USA: Vanderbilt University. (SCOPUS).

  12. Kian-Ping Lim and Melvin J. Hinich and Venus Khim-Sen Liew. 2005. Statistical Inadequacy of GARCH Models for Asian Stock Markets: Evidence and Implications. Journal of Emerging Market Finance, Vol. 4, No. 3, 263-279. (India). SAGE Journal. (SCOPUS).

  13. Venus Khim-Sen Liew and Terence Tai-Leung Chong. 2005. Autoregressive Lag Length Selection Criteria in the Presence of ARCH Errors. Economics Bulletin, 2005, Vol. 3, No. 19, 1 – 5. USA: Vanderbilt University. (SCOPUS).

  14. Venus Khim-Sen Liew and Kian-Ping Lim. 2005. Income Divergence? Evidence of Non-linearity in the East Asian Economies. Economics Bulletin, Vol. 15, No. 1, 1 – 7. USA: Vanderbilt University. (SCOPUS).

  15. Venus Khim-Sen Liew, Ahmad Zubaidi Baharumshah and Kian-Ping Lim. 2005. Nonlinear Adjustment of Exchange Rates towards Purchasing Power Parity and the Asian Financial Crisis. International Journal of Business and Society, Vol. 6, No. 1, 122 – 140. Malaysia: UNIMAS. (SCOPUS).

  16. Venus Khim-Sen Liew. 2004. Which Lag Length Selection Criteria Should We Employ? Economics Bulletin, Vol. 3, No. 33, 1 – 9. USA: Vanderbilt University. (SCOPUS).

  17. Venus Khim-Sen Liew. 2004. Nonlinear Adjustment of ASEAN-5 Real Exchange Rates: Symmetrical or Asymmetrical? Economics Bulletin, Vol. 6 No. 8, 1 – 8. USA: Vanderbilt University. (SCOPUS).

  18. Venus Khim-Sen Liew, Ahmad Zubaidi Baharumshah and Kian-Ping Lim. 2005. Nonlinear Adjustment of Real Exchange Rates Towards Purchasing Power Parity and the Asian Financial Crisis. International Journal of Business and Society, Vol. 6, No. 1, 122 – 140. Malaysia: UNIMAS. (SCOPUS).

  19. Kian-Ping Lim, Melvin J. Hinich and Venus Khim-Sen Liew. 2005. Adequacy of GARCH Models for ASEAN Exchange Rates Return Series. International Journal of Business and Society, Vol. 5, No. 2, 17 – 32. Malaysia: UNIMAS. (SCOPUS).

  20. Evan Lau and Venus Khim-Sen Liew. 2004. The Tale of the Twin Deficits Nexus: An alternative approach. International Journal of Business and Society, Vol. 5, No. 2, 35 – 53. Malaysia: UNIMAS. (SCOPUS).
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Sunday, January 4, 2009

Forthcoming Articles




  1. Tuck-Cheong Tang and Venus Khim-Sen Liew. Purchasing Power Parity (PPP) in a Transition Economy - Cambodia: Empirical Evidence from Bilateral Exchange Rates . Forthcoming in Asia Pacific Journal of  Economics and Business.
  2. Ahmad Zubaidi Baharumshah, Venus Khim-Sen Liew and Ibrahim Chowdhury. Asymmetry dynamics in real exchange rates: New results on East Asian currencies. Forthcoming in International Review of Economics and Finance. ISSN: 1059-0560. Indexed in SSCI, SCOPUS. http://dx.doi.org/10.1016/j.iref.2010.03.002

  3. Venus Khim-Sen Liew, Ricky Chee-Jiun Chia and Tai-Hu Ling. Long-run validity of purhcasing power parity and rank tests for cointegration for Central Asian Countries, forthcoming in Applied Economics Letters. 1 -5, iFirst. SCOPUS, SSCI.

  4. Tai-Hu Ling,Venus Khim-Sen Liew and Syed Azizi Wafa Syed Khalid Wafa. Does Fisher hypothesis hold for the East Asian Economies? an application of panel unit root tests. In press, Comparative Economic Studies. SCOPUS.

  5. Ricky Chee-Jiun Chia and Venus Khim-Sen Liew.  Evidence on the Day-of-the-week Effect and Asymmetric Behavior in the Bombay Stock Exchange. Forthcoming in ICFAI Journal of Applied Finance.

  6. Tuck-Cheong Tang, Kian-Ping Lim and Venus Khim-Sen Liew. Is Balancing Item of Balance of Payments Accounts Sustainable? Fresh Evidence from Non-linear Unit Root Test. Finance Letters, Forthcoming.(UK).ISSN: 17406242.
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2009 Articles


  1. Terence Tai-Leung Chong, Daniel Wai-Hong wong, Venus Khim-Sen Liew. 2009. Do Spinoff Create Value in Hong Kong? Journal of Asian Business Studies, Fall, Vol. 3, No. 3, 23-32. US: University of San Francisco. ISSN: 1558-7894.

  2. Venus Khim-Sen Liew and Yusuf Ahmad. 2009. Income Convergence: Fresh Evidence from Nordic countries. Applied Economics Letters, Vol. 16, No. 12, 1245-1248. SSCI Impact factor: 0.294. Journal Citation Reports 2007, published by Thomson Reuters.

  3. Chee-Keong Choong and Venus Khim-Sen Liew. 2009. Impact of Foreign direct Investment Volatility on Economic Growth of ASEAN-5 Countries. Economics Bulletin, Vol. 29, No.3, 1838-1850. (Scopus). EISSN:15452921.

  4. Venus Khim-Sen Liew. 2009. Linear and nonlinear monetary approaches to the exchange rate of the philippines peso-japanese yen. Economics Bulletin, Vol. 29, No. 2, 1331 - 1440. (Scopus). EISSN:
    15452921.

  5. Hock-Ann Lee and Kian-Ping Lim and Venus Khim-Sen Liew. 2009. Is There Any International Diversification Benefits in ASEAN Stock Markets?, Economics Bulletin, Vol. 29, No.1, 393-407. (Scopus). EISSN:15452921.

  6. Venus Khim-Sen Liew, Hock-Ann Lee and Kian-Ping Lim. 2009. Purchasing Power Parity in Asian Economies: Further Evidence from Rank Tests for Cointegration. Applied Economics Letters, Vol. 16, No.1, (Special Theme: Long-run purchasing power parity and real exchange rates), 51 – 54. (UK:Taylor & Francis). SSCI Impact Factor: 0.294, Journal Citation Reports 2007, published by Thomson Reuters®.

  7. Ahmad Zubaidi Baharumshah, Venus Khim-Sen Liew and Chan Tze-Haw. 2009. Real Interest Rate Differential: International Evidence Based on Nonlinear Unit Root Tests. Bulletin of Economics Research, Vol. 61, No. 1 , 83-94. (Social Science Citation Index Journal starting from year 2008). ISSN: 03073378.
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2008 Articles

  1. Ahmad Zubaidi Baharumshah, Venus Khim-Sen Liew & Nor Aishah Hamzah. 2008. Real Interest Rate Parity in the ASEAN-5: A Non-linear Perspective. Applied Economics Letters, 15, 955-958. October 2008. (UK:Taylor & Francis). 2007 Impact Factor: 0.294 © 2008 Thomson Reuters, Journal Citation Reports ®.
  2. Terence Chong Tai-Leung, Melvin Hinich, Venus Khim-Sen Liew & Kian-Ping Lim. Time Series Test of Nonlinear Convergence and Transitional Dynamics. Economics Letters, 100, 337-339. September 2008. (USA: Elsevier Science). Impact factor: 0.302 © Journal Citation Reports 2008, published by Thomson Reuters.
  3. Venus Khim-Sen Liew, Hock-Ann Lee, Kian-Ping Lim & Huay-Huay Lee. Linearity and stationarity of South Asia Real Exchange Rates. 2008. ICFAI Journal of Applied Economics, Vol. 7, Issue 5, 48-58. September 2008.
  4. Venus Khim-Sen Liew, Hock-Ann Lee & Kian-Ping Lim. 2008. Purchasing Power Parity in Asian Economies: Further Evidence from Rank Tests for Cointegration. Applied Economics Letters, iPrint, 1-4. June 2008. (UK:Taylor & Francis). Impact Factor: 0.294 © 2008 Thomson Reuters, Journal Citation Reports ®.
  5. Ricky Chee-Jiun Chia, Venus Khim-Sen Liew & Syed Azizi Wafa Syed Khalid Wafa. 2008. Day-Of-The-Week Effects In Selected East Asian Stock Markets, Economics Bulletin, Vol. 7, No. 5, 1 – 8. (US: Vanderbilt University). (Scopus)
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2007 Articles

  1. Venus Khim-Sen Liew & Yusuf Ahmad. 2007. Long Run Convergence and Catching Up in Income Convergence: Evidence from the Four Asian Dragons, Journal of International Economic Review, Vol. 1, No. 2, 121-128. (India: Serials Publications).
  2. Huzaimi Hussain & Venus Khim-Sen Liew. 2007. Money Demand in Malaysia: Further Empirical Evidence. ICFAI Journal of Applied Economics, November, Vol. V, No. 6, 17-27. (India).
  3. Huay-Huay Lee & Hock-Ann Lee & Venus Khim-Sen Liew. 2007. India-ASEAN-5 Economic Integration: Impact of Liberalization. ICFAI Journal of Applied Economics, Vol. 6, No. 6, November 2007, 7 - 20. (India: ICFAI University Press).
  4. Ahmad Baharumshah, Venus Khim-Sen Liew & Evan Lau. 2007. Assessing the Forecastability of ESTAR Model: Some Evidence from ringgit/yen Rate. ICFAI Journal of Applied Economics, Vol. 1, No. 1, January 2007. (India: ICFAI University Press).
  5. Syed Azizi Wafa Syed Khalid Wafa, Venus Khim-Sen Liew & Ricky Chee-Jiun Chia 2007. Calander Effects in Stock Returns: Evidence from Bursa Malaysia.ICFAI Journal of Applied Finance, 13(6), 1- 18. June 2007. (India: ICFAI University Press).
  6. Tai-Hu Ling, Venus Khim-Sen Liew & Syed Azizi Wafa Syed Khalid Wafa. 2007. Real Interest Rates Parity: The Case of Malaysia and Singapore. ICFAI Journal of Monetary Economics, V(3), 24 – 37, August 2007. (India: ICFAI University Press).
  7. Zhuo Qiao, Venus Khim-Sen Liew and Wing-Keung Wong, (2007), Does the US IT Stock Market Dominate Other IT Stock Markets: Evidence from Multivariate GARCH Model, Economics Bulletin, 6(27), 1-7. (Scopus).
  8. Venus Khim-Sen Liew, Sie-Hoe Lau & Siew-Eng Ling. 2007. A Complementary Test for ADF Test with an Application to the Exchange Rates Returns. Jurnal Akademik , December 2006/January 2007 issue, 99 – 107. Malaysia: UiTM Samarahan Campus.
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2006 Articles

  1. Kian-Ping Lim & Venus Khim-Sen Liew. 2006. Non-linear Mean Reversion in Stock Prices: Evidence from Asian Markets. Applied Financial Economics Letters, 3, 25 – 29. (UK: Routledge).(Renamed as Applied Economic Letters incorporating Applied Financial Economics Letters starting from 2009, with an SSCI impact factor of 0.294).
  2. Terence Tai-Leung Chong, Venus Khim Sen Liew, Yuanxiu Zhang & Chi-Leung Wong. 2006. Estimation of Autoregressive Model in the Presence of Measurement. Economics Bulletin, May, Vol. 3, No. 12, 1-10. (USA). (Scopus).
  3. Venus Khim-Sen Liew, Kian-Ping Lim & Ching-Hong Puah. 2006. New Evidence on On the Output-inflation Trade-off from ASEAN-5 Economies. ICFAI Journal of Applied Economics, March, Vol. V, No. 2, 16-25. (India).
  4. Terence Tai-Leung Chong, Cally Lok-Man Chiang & Venus Khim Sen Liew. 2006. Is the Yen-European Cross-Rate Market Efficient? International Economics and Finance Journal, Vol. 1, No. 1, 29-46. (Australia: American University of Sharjah).
  5. Emmanuel Anoruo, Venus Khim-Sen Liew & Uchenna Elike. 2006. Nonlinear Real Exchange Rate Behavior: Are the African Currencies Exceptional. International Research Journal of Finance Economics, 1, 97 – 110. (USA: Eurojournal). (Scopus).
  6. Ahmad Zubaidi Baharumshah & Venus Khim-Sen Liew. 2006. Forecasting Performance of Exponential Smooth Transition Autoregressive Exchange Rate Models. Open Economies Review, Vol. 17, 261 – 277. (USA:Springer).SSCI Impact Factor: 0.143. Journal Citation Reports 2007, published by Thomson Reuters ®.
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2005 Articles

  1. Venus Khim-Sen Liew, Kian-Ping Lim, Evan Lau, & Chee-Keong Choong. 2005. Exchange Rate – Relative Price Nonlinear Cointegration Relationship in Malaysia. Economics Bulletin, Vol. 6, No. 11, 1 – 16. (USA). (Scopus).
  2. Kian-Ping Lim, Melvin J. Hinich & Venus Khim-Sen Liew. 2005. Statistical Inadequacy of GARCH Models for Asian Stock Markets: Evidence and Implications. Journal of Emerging Market Finance, Vol. 4, No. 3, 263-279. (India). (Scopus).
  3. Chee-Keong Choong, Zulkornain Yusop, Siong-Hook Law & Venus Khim-Sen Liew. 2005. Financial Development and Economic Growth in Malaysia: The Perspective of Stock Market. Investment Management and Financial Innovations, 4, 105-115. (Ukraine).
  4. Venus Khim-Sen Liew & Terence Tai-Leung Chong. 2005. Autoregressive Lag Length Selection Criteria in the Presence of ARCH Errors. Economics Bulletin, 2005, Vol. 3, No. 19, 1 – 5. (USA). (Scopus).
  5. Venus Khim-Sen Liew & Kian-Ping Lim. 2005. Income Divergence? Evidence of Non-linearity in the East Asian Economies. Economics Bulletin, Vol. 15, No. 1, 1 – 7. (USA). (Scopus)
  6. Huzaimi Hussain & Venus Khim-Sen Liew .2005. Causal Relationships between Exchange Rates and Stock Prices in Malaysia and Thailand during the 1997 Currency Crisis Turmoil. Economic Bulletin, 7, 1 – 13. Malaysia: UiTM Shah Alam.
  7. Kian-Ping Lim, Venus Khim-Sen Liew & Hock-Tsen Wong. 2005. Weak-form Efficient Market Hypothesis versus Behavioural Finance: A Different Perspective Drawn from the Malaysian Stock Market. International Journal of Management Studies, Vol. 12, No. 1, 1 – 28.
  8. Choong Chee Keong, Zulkornain Yusop & Venus Khim-Sen Liew (2005) Export-led Growth Hypothesis In Malaysia: An Investigation using Bound Test. Sunway Academic Journal, 2, 13-22.
  9. Venus Khim-Sen Liew, Ahmad Zubaidi Baharumshah & Sie-Hoe Lau. 2005. Forecasting Performance of Logistic Star Exchange Rate Model: The Original and Reparameterised Versions. Jurnal Akademik, December Issue, 79 – 91. Malaysia: UiTMCS.
  10. Venus Khim-Sen Liew, Sie-Hoe Lau & Chin-Hong Puah. 2005. On Autoregressive Order Selection Criteria. Jurnal Akademik, February Issue, 71 – 81. Malaysia: UiTMCS.
  11. Khim-Sen Liew, Ahmad Zubaidi Baharumshah & Kian-Ping Lim. 2005. Nonlinear Adjustment of Exchange Rates towards Purchasing Power Parity and the Asian Financial Crisis. International Journal of Business and Society, Vol. 6, No. 1, 122 – 140. Malaysia: UNIMAS.
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