Faek Menla Ali

University of Sussex

University of Sussex

Brighton, East Sussex BN1 9SL

United Kingdom

SCHOLARLY PAPERS

18

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1,488

SSRN CITATIONS
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Top 25,472

in Total Papers Citations

16

CROSSREF CITATIONS

21

Scholarly Papers (18)

On the Linkages between Stock Prices and Exchange Rates: Evidence from the Banking Crisis of 2007-2010

DIW Berlin Discussion Paper No. 1289
Number of pages: 51 Posted: 12 Apr 2013 Last Revised: 03 Nov 2013
Brunel University London - Department of Economics and Finance, Brunel University - School of Social Science and University of Sussex
Downloads 200 (196,368)
Citation 4

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Stock prices, exchange rates, causality-in-variance, cointegration

On the Linkages between Stock Prices and Exchange Rates: Evidence from the Banking Crisis of 2007-2010

Number of pages: 32 Posted: 16 Apr 2013
Brunel University London - Department of Economics and Finance, Brunel University - School of Social Science and University of Sussex
Downloads 54 (483,397)

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stock prices, exchange rates, causality-in-variance, cointegration

2.

The Long-Run Causal Relationship between Military Expenditure and Economic Growth in China: Revisited

Defence and Peace Economics, Forthcoming
Number of pages: 35 Posted: 18 May 2013
Ourania Dimitraki and Faek Menla Ali
University of Bedfordshire and University of Sussex
Downloads 119 (300,493)

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Bartlett corrected trace test, China, Cointegration, Economic growth, Long-run, Military expenditure

3.

Modelling Returns and Volatilities During Financial Crises: A Time Varying Coefficient Approach

Number of pages: 36 Posted: 29 Mar 2014
Brunel University London - Economics and Finance, The Center for Research and Applications of Nonlinear Systems (CRANS) Department of Mathematics, Division of Applied Analysis, University of Patras, University of Sussex, Aston University and Brunel University London
Downloads 118 (302,262)
Citation 3

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financial crisis, stochastic difference equations, structural breaks, time varying coefficients, volatility spillovers

4.

The Bank Lending Channel in a Dual Banking System: Evidence from Malaysia

DIW Berlin Discussion Paper No. 1557
Number of pages: 34 Posted: 09 Mar 2016
Brunel University London - Department of Economics and Finance, Ege University Department of Economicsaffiliation not provided to SSRN, Brunel University London, University of Sussex and Brunel University London - Economics and Finance
Downloads 113 (311,610)
Citation 2

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Bank lending channel, Malaysia, Monetary transmission, Threshold VAR

Exchange Rate Uncertainty and International Portfolio Flows

Number of pages: 31 Posted: 22 May 2013
Brunel University London - Department of Economics and Finance, University of Sussex and Brunel University London - Economics and Finance
Downloads 65 (441,112)

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exchange rate uncertainty, equity flows, bond flows, causality-in-variance

Exchange Rate Uncertainty and International Portfolio Flows

DIW Berlin Discussion Paper No. 1296
Number of pages: 36 Posted: 14 May 2013 Last Revised: 29 Oct 2014
Brunel University London - Department of Economics and Finance, University of Sussex and Brunel University London - Economics and Finance
Downloads 40 (548,965)
Citation 1

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Exchange rate uncertainty, Equity flows, Bond flows, Causality-in-variance

6.

Monetary Policy Rules in Emerging Countries: Is There an Augmented Nonlinear Taylor Rule?

Number of pages: 37 Posted: 26 Jul 2016
Brunel University London - Department of Economics and Finance, Ege University Department of Economicsaffiliation not provided to SSRN, Brunel University London - College of Business, Arts and Social Sciences, University of Sussex and Ege University - Department of EconomicsTekirda? Nam?k Kemal University
Downloads 97 (345,210)

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Taylor rule, nonlinearities, emerging countries

7.

Cross-Border Portfolio Flows and News Media Coverage

Number of pages: 41 Posted: 27 Feb 2020
Brunel University London - Department of Economics and Finance, University of Sussex, Brunel University London - Economics and Finance and Brunel University London - Economics and Finance
Downloads 91 (359,488)

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Bloomberg, bond flows, equity flows, news

8.

Military Spending and Economic Growth in China: A Regime-Switching Analysis

Applied Economics, Forthcoming
Number of pages: 39 Posted: 02 Jun 2014
Faek Menla Ali and Ourania Dimitraki
University of Sussex and University of Bedfordshire
Downloads 81 (385,812)
Citation 1

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China; Economic growth; Markov-switching; Military spending

Oil Price Uncertainty and Sectoral Stock Returns in China: A Time-Varying Approach

DIW Berlin Discussion Paper No. 1394
Number of pages: 29 Posted: 28 Jun 2014
Brunel University London - Department of Economics and Finance, University of Sussex and Brunel University London - Economics and Finance
Downloads 44 (528,623)

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China, Oil price uncertainty, Sectoral stock returns

Oil Price Uncertainty and Sectoral Stock Returns in China: A Time-Varying Approach

Number of pages: 27 Posted: 23 Jul 2014
Brunel University London - Department of Economics and Finance, University of Sussex and Brunel University London - Economics and Finance
Downloads 33 (588,066)
Citation 3

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China, oil price uncertainty, sectoral stock returns

10.

Financial Crises and the Dynamic Linkages between Stock and Bond Returns

Number of pages: 60 Posted: 27 Jun 2017
Sercan Eraslan and Faek Menla Ali
Deutsche Bundesbank and University of Sussex
Downloads 62 (445,783)

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Bond prices, Financial crisis, Stock prices, Time-varying GARCH models, Volatility spillovers

11.

Money Demand Instability and Real Exchange Rate Persistence in the Monetary Model of USD-JPY Exchange Rate

Brunel University Working Paper No. 13-08
Number of pages: 42 Posted: 22 Apr 2013 Last Revised: 15 Mar 2014
John Hunter and Faek Menla Ali
Brunel University - School of Social Science and University of Sussex
Downloads 61 (449,266)

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Cointegration, Exchange rates, Monetary model, Weak exogeneity

12.

International Portfolio Flows and Exchange Rate Volatility for Emerging Markets

DIW Berlin Discussion Paper No. 1519
Number of pages: 26 Posted: 19 Nov 2015
Brunel University London - Department of Economics and Finance, University of Sussex, Brunel University London - Economics and Finance and Brunel University London - Economics and Finance
Downloads 57 (464,199)
Citation 1

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Bond flows, Equity flows, Exchange rates, Regime switching

13.

International Portfolio Flows and Exchange Rate Volatility for Emerging Markets

Number of pages: 25 Posted: 22 Dec 2015
Brunel University London - Department of Economics and Finance, University of Sussex, Brunel University London - Economics and Finance and Brunel University London - Economics and Finance
Downloads 56 (467,906)
Citation 2

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bond flows, equity flows, exchange rates, regime switching

14.

Oil Price Shocks and Stock Return Volatility: New Evidence Based on Volatility Impulse Response Analysis

Number of pages: 14 Posted: 03 Oct 2018 Last Revised: 18 Nov 2021
Sercan Eraslan and Faek Menla Ali
Deutsche Bundesbank and University of Sussex
Downloads 52 (483,535)

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Oil price shocks, Stock returns, Volatility impulse response analysis

15.

The Bank Lending Channel in a Dual Banking System: Evidence from Malaysia

Number of pages: 33 Posted: 15 Apr 2016
Brunel University London - Department of Economics and Finance, Ege University Department of Economicsaffiliation not provided to SSRN, Brunel University London, University of Sussex and Brunel University London - Economics and Finance
Downloads 50 (491,905)

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bank lending channel, Malaysia, monetary transmission, threshold VAR

16.

Monetary Policy Rules in Emerging Countries: Is There an Augmented Nonlinear Taylor Rule?

DIW Berlin Discussion Paper No. 1588
Number of pages: 39 Posted: 19 Jun 2016
Brunel University London - Department of Economics and Finance, Ege University Department of Economicsaffiliation not provided to SSRN, Brunel University London, University of Sussex and Ege University - Department of EconomicsTekirda? Nam?k Kemal University
Downloads 48 (500,429)
Citation 3

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Taylor rule, nonlinearities, emerging countries

17.

What Does Investors' Online Divergence of Opinion Tell Us about Stock Returns and Trading Volume?

Journal of Business Research, Forthcoming
Number of pages: 37 Posted: 09 Jan 2018
Alya Al-Nasseri and Faek Menla Ali
Salalah College of Technology and University of Sussex
Downloads 47 (504,832)
Citation 3

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Disagreement, Online tweets, Stock returns, Trading volume

18.

Modelling Time Varying Volatility Spillovers and Conditional Correlations Across Commodity Metal Futures

International Review of Financial Analysis, Forthcoming
Number of pages: 34 Posted: 01 Oct 2015 Last Revised: 22 Sep 2021
Brunel University London - Economics and Finance, University of Sussex, Brunel University London and Brunel University London
Downloads 0 (829,320)

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Financial Crisis, Metal Futures, Structural Breaks, Time-Varying Volatility