ORCID Profile
0000-0002-8853-7157
Current Organisation
Deakin University
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Publisher: Wiley
Date: 17-03-2020
DOI: 10.1111/JFIR.12207
Publisher: Elsevier BV
Date: 04-2012
Publisher: Elsevier
Date: 2014
Publisher: Wiley
Date: 07-02-2011
Publisher: Elsevier BV
Date: 09-2009
Publisher: Emerald Group Publishing Limited
Date: 2012
Publisher: Elsevier BV
Date: 2013
DOI: 10.2139/SSRN.2268830
Publisher: Elsevier BV
Date: 07-2023
Publisher: Cognizant, LLC
Date: 22-08-2014
DOI: 10.3727/108354214X14029467968484
Abstract: This article investigates how external shocks affect tourist arrivals to Cambodia. The study relies on the random walk approach to test whether the shocks to tourist arrivals are temporary or persistent in nature. To facilitate the empirical investigation, the study applies and compares the results from different unit root tests and variance-ratio tests to the monthly tourists' arrival data from 1994 to December 2012. Both tests provide evidence of random walk hypothesis, implying that shocks to tourists' arrival to Cambodia have a persistent effect requiring short- to medium-term policies to combat the vulnerability due to those shocks. Public–private coordinated policies could reduce the impact, as we found that once the crisis (external shocks) is minimized, the magnitude of the shocks decays slowly.
Publisher: Elsevier BV
Date: 08-2014
Publisher: World Scientific Pub Co Pte Ltd
Date: 17-03-2020
DOI: 10.1142/S0217590819420049
Abstract: This study investigates the relationship between macroeconomic risk and low-frequency volatility of conventional and Islamic stock markets from around the world. Using a panel of 36 countries, representing developed, emerging and Islamic countries for the period from 2000 to 2016, the study finds that low-frequency market volatility is lower for Islamic countries and, markets with more number of listed companies, higher market capitalization relative to GDP and larger variability in industrial production. The study also finds that low-frequency component of volatility is greater when the macroeconomic factors of GDP, unemployment, short-term interest rates, inflation, money supply and foreign exchange rates are more volatile. The empirical results are robust to various alternative specifications and split s le analyses. The findings imply that religiosity has an influence on the correction of market volatility and investors may consider the Islamic stocks to ersify their risks.
Publisher: Elsevier BV
Date: 07-2015
Publisher: Elsevier BV
Date: 2014
Publisher: Elsevier BV
Date: 07-2014
Publisher: Wiley
Date: 03-2009
Publisher: Wiley
Date: 20-04-2011
Publisher: Elsevier BV
Date: 06-2015
No related grants have been discovered for A.S.M. Sohel Azad.