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Kian Teng Kwek

Personal Details

First Name:Kian Teng
Middle Name:
Last Name:Kwek
Suffix:
RePEc Short-ID:pkw31
[This author has chosen not to make the email address public]

Affiliation

Faculty of Business and Economics
Universiti Malaya

Kuala Lumpur, Malaysia
https://fpe.um.edu.my/
RePEc:edi:feaummy (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Anthony W. Hughes & Maxwell L. King & Kwek Kian Teng, 1999. "Selecting the Order of an ARCH Model," School of Economics and Public Policy Working Papers 1999-01, University of Adelaide, School of Economics and Public Policy.

Articles

  1. Suresh Ramanathan & Kwek Kian Ting, 2017. "Political Economy of Financial Market Regulation - An Emerging Asia Perspective," Institutions and Economies (formerly known as International Journal of Institutions and Economies), Faculty of Economics and Administration, University of Malaya, vol. 9(2), pages 15-33, April.
  2. Suresh Ramanathan & Kian-Teng Kwek, 2014. "Modeling an Alternative Expression of Covered Interest Parity – in Inflation Targeting Economies of Emerging Asia," Journal of Reviews on Global Economics, Lifescience Global, vol. 3, pages 373-376.
  3. Boon Hwa Tng & Kian Teng Kwek & Andrew Sheng, 2012. "Financial Stress In Asean-5 Economies From The Asian Crisis To The Global Crisis," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 57(02), pages 1-24.
  4. Andrew Sheng & Kian Teng Kwek & Cho Wai Cho, 2012. "Patterns Of Exchange Rates And Current Accounts: The East Asian Waltz," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 57(02), pages 1-34.
  5. Pei-Tha, Gan & Kian-Teng, Kwek, 2010. "The Monetary Policy Reaction Function: Evidence from Asean-3," Asian Academy of Management Journal of Accounting and Finance (AAMJAF), Penerbit Universiti Sains Malaysia, vol. 6(1), pages 1-24.
  6. Sheng, Andrew & Kwek, Kian-Teng & Cho, Cho-Wai, 2009. "A tale of Asian exchange rate management: Romance of the three currencies," Journal of Asian Economics, Elsevier, vol. 20(5), pages 519-535, September.
  7. Pei-Tha Gan & Kian-Teng Kwek, 2007. "Estimating monetary policy rules for Malaysia: an optimal monetary conditions index," Economics Bulletin, AccessEcon, vol. 28(11), pages 1.
  8. Kian-Teng Kwek & Cho-Wai Cho, 2006. "The State-And-Speed Of The Economies In Asean-5: A Geometry Analysis," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 51(03), pages 303-324.
  9. Kian Teng Kwek & Kuan Nee Koay, 2006. "Exchange rate volatility and volatility asymmetries: an application to finding a natural dollar currency," Applied Economics, Taylor & Francis Journals, vol. 38(3), pages 307-323.
  10. Hughes, Anthony W. & King, Maxwell L. & Kwek, Kian Teng, 2004. "Selecting the order of an ARCH model," Economics Letters, Elsevier, vol. 83(2), pages 269-275, May.

    RePEc:taf:apfiec:v:23:y:2013:i:18:p:1433-1446 is not listed on IDEAS

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Anthony W. Hughes & Maxwell L. King & Kwek Kian Teng, 1999. "Selecting the Order of an ARCH Model," School of Economics and Public Policy Working Papers 1999-01, University of Adelaide, School of Economics and Public Policy.

    Cited by:

    1. Rinke, Saskia & Sibbertsen, Philipp, 2015. "Information Criteria for Nonlinear Time Series Models," Hannover Economic Papers (HEP) dp-548, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
    2. Manera, Matteo & Nicolini, Marcella & Vignati, Ilaria, 2016. "Modelling futures price volatility in energy markets: Is there a role for financial speculation?," Energy Economics, Elsevier, vol. 53(C), pages 220-229.

Articles

  1. Boon Hwa Tng & Kian Teng Kwek & Andrew Sheng, 2012. "Financial Stress In Asean-5 Economies From The Asian Crisis To The Global Crisis," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 57(02), pages 1-24.

    Cited by:

    1. Mansour Ishrakieh, Layal & Dagher, Leila & El Hariri, Sadika, 2018. "The Institute of Financial Economics Financial Stress Index (IFEFSI) for Lebanon," MPRA Paper 116054, University Library of Munich, Germany.
    2. Layal MansourIshrakieh & Leila Dagher & Sadika El Hariri, 2020. "A financial stress index for a highly dollarized developing country : The case of Lebanon," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 20(2), pages 43-52.
    3. Koong, Seow Shin & Law, Siong Hook & Ibrahim, Mansor H., 2017. "Credit expansion and financial stability in Malaysia," Economic Modelling, Elsevier, vol. 61(C), pages 339-350.
    4. Mansour-Ichrakieh, Layal & Zeaiter, Hussein, 2019. "The role of geopolitical risks on the Turkish economy opportunity or threat," The North American Journal of Economics and Finance, Elsevier, vol. 50(C).
    5. Haddou, Samira, 2022. "International financial stress spillovers to bank lending: Do internal characteristics matter?," International Review of Financial Analysis, Elsevier, vol. 83(C).

  2. Pei-Tha, Gan & Kian-Teng, Kwek, 2010. "The Monetary Policy Reaction Function: Evidence from Asean-3," Asian Academy of Management Journal of Accounting and Finance (AAMJAF), Penerbit Universiti Sains Malaysia, vol. 6(1), pages 1-24.

    Cited by:

    1. Lavaneesvari Manogaran* & Siok Kun Sek, 2018. "Examining the Threshold Effect of Exchange Rate Changes on Monetary Policy Reaction Function of ASEAN-5: A Panel Threshold Approach," The Journal of Social Sciences Research, Academic Research Publishing Group, pages 243-248:2.
    2. Khalid, Norlin & Abdul Karim, Zulkefly & Yussof, Izzuddin, 2014. "Testing a Non-Linear Model of Monetary Policy Reaction Function: Evidence from Malaysia," Jurnal Ekonomi Malaysia, Faculty of Economics and Business, Universiti Kebangsaan Malaysia, vol. 48(2), pages 19-27.

  3. Sheng, Andrew & Kwek, Kian-Teng & Cho, Cho-Wai, 2009. "A tale of Asian exchange rate management: Romance of the three currencies," Journal of Asian Economics, Elsevier, vol. 20(5), pages 519-535, September.

    Cited by:

    1. Maria Socorro Gochoco-Bautista & Jianxin Wang & Minxian Yang, 2014. "Commodity Price, Carry Trade, and the Volatility and Liquidity of Asian Currencies," The World Economy, Wiley Blackwell, vol. 37(6), pages 811-833, June.

  4. Pei-Tha Gan & Kian-Teng Kwek, 2007. "Estimating monetary policy rules for Malaysia: an optimal monetary conditions index," Economics Bulletin, AccessEcon, vol. 28(11), pages 1.

    Cited by:

    1. Ndiaye, Ndeye Djiba & Masih, Mansur, 2017. "Is inflation targeting the proper monetary policy regime in a dual banking system? new evidence from ARDL bounds test," MPRA Paper 79420, University Library of Munich, Germany.
    2. El Alaoui, Abdelkader O. & Jusoh, Hashim Bin & Yussof, Sheila Ainon & Hanifa, Mohamed Hisham, 2019. "Evaluation of monetary policy: Evidence of the role of money from Malaysia," The Quarterly Review of Economics and Finance, Elsevier, vol. 74(C), pages 119-128.

  5. Kian Teng Kwek & Kuan Nee Koay, 2006. "Exchange rate volatility and volatility asymmetries: an application to finding a natural dollar currency," Applied Economics, Taylor & Francis Journals, vol. 38(3), pages 307-323.

    Cited by:

    1. Nikolaos Sariannidis & Ioannis Koskosas & Nikos Kartalis & George Konteos, 2009. "Macroeconomic effects on D.J.S.I.-World Returns," International Journal of Business and Economic Sciences Applied Research (IJBESAR), International Hellenic University (IHU), Kavala Campus, Greece (formerly Eastern Macedonia and Thrace Institute of Technology - EMaTTech), vol. 2(2), pages 95-110, December.
    2. Jinliang Li & Chihwa Kao & Wei David Zhang, 2010. "Bounded influence estimator for GARCH models: evidence from foreign exchange rates," Applied Economics, Taylor & Francis Journals, vol. 42(11), pages 1437-1445.
    3. Ding, Yashuang (Dexter), 2023. "A simple joint model for returns, volatility and volatility of volatility," Journal of Econometrics, Elsevier, vol. 232(2), pages 521-543.
    4. Palazzi, Rafael Baptista & Meira, Erick & Klotzle, Marcelo Cabus, 2022. "The sugar-ethanol-oil nexus in Brazil: Exploring the pass-through of international commodity prices to national fuel prices," Journal of Commodity Markets, Elsevier, vol. 28(C).
    5. Xiafei Li & Dongxin Li & Xuhui Zhang & Guiwu Wei & Lan Bai & Yu Wei, 2021. "Forecasting regular and extreme gold price volatility: The roles of asymmetry, extreme event, and jump," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(8), pages 1501-1523, December.
    6. Ying-Sing Liu, 2021. "The Impact of Trading Information Sets on Exchange Rate Change and Volatility: Evidence From Taiwan," SAGE Open, , vol. 11(4), pages 21582440211, November.
    7. Nikolaos Sariannidis, 2011. "Stock, Energy and Currency Effects on the Asymmetric Wheat Market," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 17(2), pages 181-192, May.
    8. Ten-Der Jane & Cherng Ding, 2009. "On the multivariate EGARCH model," Applied Economics Letters, Taylor & Francis Journals, vol. 16(17), pages 1757-1761.
    9. Palazzi, Rafael Baptista & Júnior, Gerson de Souza Raimundo & Klotzle, Marcelo Cabus, 2021. "The dynamic relationship between bitcoin and the foreign exchange market: A nonlinear approach to test causality between bitcoin and currencies," Finance Research Letters, Elsevier, vol. 42(C).

  6. Hughes, Anthony W. & King, Maxwell L. & Kwek, Kian Teng, 2004. "Selecting the order of an ARCH model," Economics Letters, Elsevier, vol. 83(2), pages 269-275, May.
    See citations under working paper version above.

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