Prof. Dr. Abul Mansur Mohammed Masih
Email : mansurmasih@inceif.org
Phone : +603 7651 4199

QUALIFICATION

Ph.D.in Applied Financial Econometrics, University of Leeds U.K. (1974)

  1. Time Varying Correlation between Islamic Equity and Commodity Returns: Implications for Portfolio Diversification. Journal of Developing Areas. Volume 49 No. 5 (2015).
  2. The unique risk exposures of Islamic banks’ capital buffers: A dynamic panel data analysis (with Hassan Daher and Mansor Ibrahim) Journal of International Financial Markets, Institutions and Money. Vol. 36 (2015) pp. 36-52.
  3. Linkages and co-movement between international stock market returns: Case of Dow Jones Islamic Dubai Financial Market Index (with Abdelkader O. el Alaoui, Ginanjar Dewandaru and Saiful Azhar Rosly) Journal of International Financial Markets, Institutions and Money. Vol. 36 (2015) pp. 53-70.
  4. Why is No Financial Crisis a Dress Rehearsal for the Next? Exploring Contagious Heterogeneities across Major Asian Stock Markets. (with Ginanjar Dewandaru and Rumi Masih) Physica A: Statistical Mechanics and its Applications. Volume 419, February 2015, Pages 241–259.
  5. Risk-return characteristics of Islamic equity indices: Multi-timescales analysis. (with Ginanjar Dewandaru, Obiyathulla Ismath bacha and Rumi Masih) Journal of Multinational Financial Management. 29 (2015) 115-138.

Finance and Econometrics

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