Ahmed Shamiri

Personal Details

First Name:	Ahmed
Middle Name:	Ali
Last Name:	Shamiri
Suffix:
RePEc Short-ID:	pha223
	http://www.ukm.my/ftsg
	+60163380071

Affiliation

National University of Malaysia- School of Mathematical Science

http://www.ukm.my
Bangi

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. Shamiri, Ahmed, 2008. "Volatility Transmission: What Does Asia-Pacific Markets Expect?," MPRA Paper 13706, University Library of Munich, Germany.
   • Ahmed Shamiri & Zaidi Isa, 2010. "Volatility transmission: what do Asia‐Pacific markets expect?," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 27(4), pages 299-313, October.

   Cited by:

   1. J. Vineesh Prakash & D. K. Nauriyal, 2021. "Integration and Interdependence Among Equity Markets in South Asia: Measuring Through ARDL Bounds Approach," Millennial Asia, , vol. 12(2), pages 229-251, August.

2. Ahmed Shamiri & Abu Hassan, 2005. "Modeling and Forecasting Volatility of the Malaysian and the Singaporean stock indices using Asymmetric GARCH models and Non-normal Densities," Econometrics 0509015, University Library of Munich, Germany.

   Cited by:

   1. Do, A. & Powell, R. & Yong, J. & Singh, A., 2020. "Time-varying asymmetric volatility spillover between global markets and China’s A, B and H-shares using EGARCH and DCC-EGARCH models," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).

Articles

1. Ahmed Shamiri & Zaidi Isa, 2010. "Volatility transmission: what do Asia‐Pacific markets expect?," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 27(4), pages 299-313, October.
   • Shamiri, Ahmed, 2008. "Volatility Transmission: What Does Asia-Pacific Markets Expect?," MPRA Paper 13706, University Library of Munich, Germany.
   See citations under working paper version above.Sorry, no citations of articles recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.

1. NEP-FMK: Financial Markets (3) 2005-09-17 2008-08-06 2009-03-07
2. NEP-ECM: Econometrics (2) 2005-09-17 2008-08-06
3. NEP-ETS: Econometric Time Series (2) 2005-09-17 2008-08-06
4. NEP-FOR: Forecasting (2) 2005-09-17 2008-08-06
5. NEP-FIN: Finance (1) 2005-09-17
6. NEP-RMG: Risk Management (1) 2008-08-06
7. NEP-SEA: South East Asia (1) 2009-03-07

Corrections

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