N. M. Sidek
Economics and Econometrics · 2009
A researcher in the Science corpus: 1 paper; trusts 5 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 10 citations into it
Whom N. M. Sidek trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts N. M. Sidek overall
Papers from N. M. Sidek's perspective
Ordered by how strongly the researchers N. M. Sidek trusts endorse each paper. Same corpus, a different order for every researcher.
- A vector error correction model of the Singapore stock market
- Cointegration and Granger Causality Tests of Stock Price and Exchange Rate Interactions in Malaysia
- Breaks and persistency: macroeconomic causes of stock market volatility
- EXCHANGE RATES AND STOCK PRICES: A STUDY OF THE US CAPITAL MARKETS UNDER FLOATING EXCHANGE RATES
- The macroeconomic determinants of technology stock price volatility
- Stock market and macroeconomic fundamental dynamic interactions: ASEAN-5 countries
- Macroeconomic variables and the Malaysian equity market: A view through rolling subsamples
- Further developments in the study of cointegrated variables
- MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY
- Statistics for long-memory processes
Their papers
- Macroeconomic determinants of Malaysian stock market (2009) — 179 citations