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).