Mansor H Ibrahim
Biographic Data
| ID | 6278725 |
|---|---|
| NAME | Mansor H Ibrahim |
| GIVEN NAMES | Mansor H |
| FAMILY NAME | Ibrahim |
| SIGNATURE | IBRAHIM M H |
| AFFILIATIONS | International Islamic University Malaysia |
| ORCID | 0000-0003-0413-0075 |
| VERIFIED | Yes |
| TOTAL WORKS | 6 |
| TOTAL CITATIONS | 61 |
| WORKS AS AUTHOR | 6 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 2003 |
| LATEST PUBLICATION YEAR | 2021 |
| H-INDEX | 2 |
Competition, diversification and performance in dual banking
This article investigates the dynamic relationship among competition, diversification and bank performance using data for 18 countries with a dual banking system over the period 2000 to 2016. Analyses using panel vector autoregression (P.V.A.R.) model, impulse response function (I.R.F.) and variance decomposition (V.D.C.) methods confirm that market power increases the profitability and the stability of banks the dual banking system while revenue…
House prices and bank credits in Malaysia
How inflationary are oil price hikes? A disaggregated look at Thailand using symmetric and asymmetric cointegration models
The present paper analyzes the inflationary effects of oil prices at the aggregate and disaggregated levels for Thailand using symmetric and asymmetric cointegration and error-correction modeling approaches. The cointegration test results suggest the presence of long-run relations between oil prices and the following price indices: aggregate consumer price index, non-food and beverage price index, housing and furnishing price index, energy price …
Assessment of residential satisfaction in newly designed public low-cost housing in Kuala Lumpur, Malaysia
Integration or Segmentation of the Malaysian Equity Market
This paper utilizes cointegration and vector autoregression (VAR) to assess integration or segmentation of the Malaysian equity market both prior to the Asian crisis and after the imposition of capital controls. We consider both regional and international financial forces represented respectively by the ASEAN markets and the advanced markets of US and Japan. We form three systems of share prices: (i) ASEAN markets; (ii) US, Japan and Malaysia; an…
Macroeconomic forces and capital market integration A VAR analysis for Malaysia
This paper applies cointegration and VAR modeling to evaluate the long-run relationship and dynamic interactions between the Malaysian equity market, various economic variables, and major equity markets of the US and Japan. From the analysis, we find evidence for cointegration among the variables. The variance decompositions and impulse-response functions generated from the VAR suggest the dominant influence of nominal variables, particularly the…
Assessment of residential satisfaction in newly designed public low-cost housing in Kuala Lumpur, Malaysia
House prices and bank credits in Malaysia
How inflationary are oil price hikes? A disaggregated look at Thailand using symmetric and asymmetric cointegration models
The present paper analyzes the inflationary effects of oil prices at the aggregate and disaggregated levels for Thailand using symmetric and asymmetric cointegration and error-correction modeling approaches. The cointegration test results suggest the presence of long-run relations between oil prices and the following price indices: aggregate consumer price index, non-food and beverage price index, housing and furnishing price index, energy price …
Integration or Segmentation of the Malaysian Equity Market
This paper utilizes cointegration and vector autoregression (VAR) to assess integration or segmentation of the Malaysian equity market both prior to the Asian crisis and after the imposition of capital controls. We consider both regional and international financial forces represented respectively by the ASEAN markets and the advanced markets of US and Japan. We form three systems of share prices: (i) ASEAN markets; (ii) US, Japan and Malaysia; an…
Macroeconomic forces and capital market integration A VAR analysis for Malaysia
This paper applies cointegration and VAR modeling to evaluate the long-run relationship and dynamic interactions between the Malaysian equity market, various economic variables, and major equity markets of the US and Japan. From the analysis, we find evidence for cointegration among the variables. The variance decompositions and impulse-response functions generated from the VAR suggest the dominant influence of nominal variables, particularly the…
Macroeconomic forces and capital market integration A VAR analysis for Malaysia
This paper applies cointegration and VAR modeling to evaluate the long-run relationship and dynamic interactions between the Malaysian equity market, various economic variables, and major equity markets of the US and Japan. From the analysis, we find evidence for cointegration among the variables. The variance decompositions and impulse-response functions generated from the VAR suggest the dominant influence of nominal variables, particularly the…
Integration or Segmentation of the Malaysian Equity Market
This paper utilizes cointegration and vector autoregression (VAR) to assess integration or segmentation of the Malaysian equity market both prior to the Asian crisis and after the imposition of capital controls. We consider both regional and international financial forces represented respectively by the ASEAN markets and the advanced markets of US and Japan. We form three systems of share prices: (i) ASEAN markets; (ii) US, Japan and Malaysia; an…
Assessment of residential satisfaction in newly designed public low-cost housing in Kuala Lumpur, Malaysia
How inflationary are oil price hikes? A disaggregated look at Thailand using symmetric and asymmetric cointegration models
The present paper analyzes the inflationary effects of oil prices at the aggregate and disaggregated levels for Thailand using symmetric and asymmetric cointegration and error-correction modeling approaches. The cointegration test results suggest the presence of long-run relations between oil prices and the following price indices: aggregate consumer price index, non-food and beverage price index, housing and furnishing price index, energy price …
House prices and bank credits in Malaysia
Competition, diversification and performance in dual banking
This article investigates the dynamic relationship among competition, diversification and bank performance using data for 18 countries with a dual banking system over the period 2000 to 2016. Analyses using panel vector autoregression (P.V.A.R.) model, impulse response function (I.R.F.) and variance decomposition (V.D.C.) methods confirm that market power increases the profitability and the stability of banks the dual banking system while revenue…
Econometrics (5 works) · Economics (5 works) · Monetary economics (5 works) · Monetary Policy and Economic Impact (4 works) · Cointegration (3 works) · Finance (3 works) · Macroeconomics (3 works) · Market Dynamics and Volatility (3 works) · Business (2 works) · Equity (law (2 works)