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Publications: Hassan, Kamrul
Journal Article
Le, T., Hoque, A.ORCID: 0000-0001-8369-6653 and Hassan, K.
(2021)
An open innovation intraday implied volatility for pricing Australian dollar options.
Journal of Open Innovation: Technology, Market, and Complexity, 7
(1).
Article 23.
Hoque, A.ORCID: 0000-0001-8369-6653, Ngoc Quynh Le, T. and Hassan, K.
(2020)
Does currency smirk predict foreign exchange return?
Investment Management and Financial Innovations, 17
(3).
pp. 219-230.
Hassan, K., Salim, R. and Bloch, H. (2020) Population age structure and real exchange rate in OECD Countries: An empirical analysis. Journal of International Logistics and Trade, 18 (1). pp. 33-48.
Hoque, A.ORCID: 0000-0001-8369-6653, Rakhi, S., Hassan, K. and Le, T.
(2020)
The performance of stock portfolios: Evidence from analysing Malaysia case, and implication for open innovation.
Journal of Open Innovation: Technology, Market, and Complexity, 6
(4).
Article 178.
Salim, R., Hassan, K. and Rahman, S. (2019) Impact of R&D expenditures, rainfall and temperature variations in agricultural productivity: empirical evidence from Bangladesh. Applied Economics, 52 (27). pp. 2977-2990.
Hassan, K., Hoque, A.ORCID: 0000-0001-8369-6653 and Gasbarro, D.
(2019)
Separating BRIC using Islamic stocks and crude oil: Dynamic conditional correlation and volatility spillover analysis.
Energy Economics, 80
.
pp. 950-969.
Rakhi, S., Hoque, A.ORCID: 0000-0001-8369-6653 and Hassan, K.
(2018)
Analysing the performance of Malaysian Islamic and conventional stock portfolios.
International Journal of Islamic Economics and Finance Research, 1
(2).
Hassan, K., Hoque, A.ORCID: 0000-0001-8369-6653 and Gasbarro, D.
(2017)
Sovereign default risk linkage: Implication for portfolio diversification.
Pacific-Basin Finance Journal, 41
.
pp. 1-16.
Osman, M., Hoque, A.ORCID: 0000-0001-8369-6653 and Hassan, K.
(2016)
Business cycle asymmetries and nonlinearity in UAE macroeconomic time series.
Australian Economic Papers, 55
(4).
pp. 476-490.
Hassan, K., Rao, A. and Hoque, A.ORCID: 0000-0001-8369-6653
(2016)
Current account sustainability in Middle East and Africa (MEA) countries: Evidence from panel data.
The Journal of Developing Areas, 50
(6).
pp. 291-304.
Salim, R., Mamun, S.A.K. and Hassan, K. (2016) Role of communication technologies in broadacre agriculture in Australia: An empirical analysis using panel data. Australian Journal of Agricultural and Resource Economics, 60 (2). pp. 243-264.
Hassan, K., Hoque, A.ORCID: 0000-0001-8369-6653 and Rao, A.
(2016)
Sustainability of Malaysian current account balance: Evidence from ardl bounds tests approach.
The Journal of Developing Areas, 50
(5).
pp. 199-214.
Hassan, K., Salim, R. and Bloch, H. (2015) Demographic transition and the real exchange rate in Australia: An empirical investigation. New Zealand Economic Papers, 49 (1). pp. 62-77.
Hoque, A.ORCID: 0000-0001-8369-6653, Hassan, K. and Krishnamurti, C.
(2015)
Does CIA occur during financial turbulence?
Academy of Taiwan Business Management Review, 11
(1).
pp. 18-20.
Hassan, K. and Salim, R. (2015) Population ageing, income growth and CO2 emission: Empirical evidence from high income OECD countries. Journal of Economic Studies, 42 (1). pp. 54-67.
Hassan, K. and Hoque, A.ORCID: 0000-0001-8369-6653
(2015)
Purchasing power parity in the SAARC region: Evidence from unit root test with cross-sectional dependence.
The Journal of Developing Areas, 49
(5).
pp. 129-137.
Hassan, K., Hoque, A.ORCID: 0000-0001-8369-6653 and Rao, A.
(2015)
Revisiting the Link Between Stock Prices and Goods Prices in OECD Countries.
Australian Economic Papers, 54
(3).
pp. 135-150.
Hassan, K., Hoque, A.ORCID: 0000-0001-8369-6653 and Rao, A.
(2015)
Sustainability of current account balance in ASEAN countries: Evidence from a panel error correction model.
The Journal of Developing Areas, 49
(6).
pp. 189-204.
Salim, R.A., Hassan, K. and Shafiei, S. (2014) Renewable and non-renewable energy consumption and economic activities: Further evidence from OECD countries. Energy Economics, 44 . pp. 350-360.
Hassan, A.F.M.K. and Salim, R.A. (2013) Does the Balassa–Samuelson Theory explain the link between relative population growth and purchasing power parity? The Singapore Economic Review, 58 (1). 1350007-1-1350007-19.
Hassan, A.F.M.K. (2013) Is Malaysia's current account balance sustainable? Evidence from inter-temporal solvency model. International Journal of Business and Society, 14 (2). pp. 207-220.
Hassan, K. and Hoque, A.ORCID: 0000-0001-8369-6653
(2013)
Temporal causality in purchasing power parity relationship: Evidence from Australia.
Academy of Taiwan Business Management Review, 9
(3).
pp. 138-146.
Hassan, K., Bin Rahman, K. and Molla, I. (2012) Population growth and demand for money: Temporal dynamics in panel data. Bank Parikrama, 37 (1&2). pp. 16-31.
Hassan, K. and Salim, R.A. (2011) Determinants of private investment: Time series evidence from Bangladesh. The Journal of Developing Areas, 45 (1). pp. 229-249.
Hassan, K. and Salim, R.A. (2011) Is there any link between commodity price and monetary policy? Evidence from Australia. Economic Analysis and Policy, 41 (3). pp. 205-215.
Hassan, A.F.M.K., Salim, R. and Bloch, H. (2011) Population age structure, saving, capital flows and the real exchange rate: A survey of the literature. Journal of Economic Surveys, 25 (4). pp. 708-736.
Hassan, A.F.M.K. and Salim, R. (2011) Purchasing Power Parity (PPP) of Australian dollar: Do test procedures matter? Economic Analysis and Policy, 41 (1). pp. 71-81.
Hassan, K. and Salim, R. (2011) The linkage between relative population growth and purchasing power parity. International Journal of Development Issues, 10 (2). pp. 154-169.
Salim, R. and Hassan, K. (2009) Does the relative population growth affect purchasing power parity? Applied Economics Letters, 16 (1). pp. 103-107.
Ruhul, S., Rafiq, S. and Hassan, A.F.M.K. (2008) Causality and dynamics of energy consumption and output: Evidence from non-OECD Asian countries. Journal of Economic Development, 33 (2). pp. 1-26.
Ali, M.M. and Hassan, A.F.M.K. (2008) Dynamics of financial development in co-integrated Eerror Correction Mechanism (ECM): Evidence from Bangladesh. Studies in Business and Economics, 14 (2). pp. 5-23.
Hassan, A.F.M.K. (2006) Determinants of current account deficit in developing countries: The case of Bangladesh. Studies in Business and Economics, 12 (1). pp. 5-24.
Hassan, A.F.M.K. and Rafiqul Islam, M. (2006) Financial sector reform and competition in banking sector in Bangladesh- A preliminary assessment. Journal of Business Administration, 32 (3&4). pp. 79-104.
Hassan, A.F.M.K. (2005) Forecasting money multiplier in Bangladesh: An application of Box-Jenkins (Bj) methodology. The Journal of the Institute of Bangladesh Studies, 28 . pp. 7-18.
Hassan, A.F.M.K. (2005) Trade openness and economic growth: Search for a causal relationship. Does openness reduce poverty? South Asian Journal of Management, 12 (4). pp. 38-51.
Non-refereed Article
Hassan, K. (2015) Our ageing populations could help slow greenhouse emissions. The Conversation, 9 June 2015 .
Rafiqul Islam, M. and Kamrul Hassan, A.F.M. (2006) Does government expenditure reduce GDP gap? Evidence from Bangladesh. Journal of Nepalese Business Studies, 3 (1). pp. 1-8.
Hassan, A.F.M.K. (2005) The Behavior of Velocity of Money in Bangladesh: 1974/75-2001/02. Management & Accounting Research, 7 (3-4). pp. 43-59.
Kamrul Hassan, A.F.M. and Rafiqul Islam, M. (2005) Temporal causality and dynamics of financial development, trade openness, and economic growth in Vector Auto Regression (VAR) for Bangladesh, 1974-2003: Implication for poverty reduction. Journal of Nepalese Business Studies, 2 (1). pp. 1-12.
Hassan, A.F.M.K. (2005) An examination of development approach to trade-poverty relationship in the context of Bangladesh. Development Review, 17 . pp. 93-106.
Kamrul Hassan, A.F.M. (2004) The impact of fiscal and monetary policies on nominal income in Bangladesh. The Philippine Review of Economics, XLI (1). pp. 79-90.
Hassan, A.F.M.K. and Rafiqul Islam, M. (2003) Choice of exchange rate regime- should Bangladesh float? Management & Accounting Research, 6 (3&4). pp. 93-106.
Hassan, A.F.M.K., Ali, Md. A. and Rafiqul Islam, M. (2003) Trade liberalization in Bangladesh-A critical evaluation. The Cost & Management, 31 (3). pp. 25-29.
Conference Paper
Huda, Z., Hoque, A.ORCID: 0000-0001-8369-6653, Hassan, K. and Gasbarro, D.
(2018)
Analysis of major currency options market efficiency using Intra-Daily Ultra-High frequency data for Pre-GFC, GFC and Post-GFC period.
In: 14th Annual London Business Research Conference, 6 - 7 August 2020, London, UK
Osman, W.A.M., Hoque, A.ORCID: 0000-0001-8369-6653 and Hassan, K.
(2016)
Business cycle asymmetries and nonlinearity in UAE macroeconomic time series.
In: International conference on Asia-Pacific Economic and Financial Development, 24 - 26 July, Ho Chi Minh City, Vietnam
Hassan, K., Rao, A. and Hoque, A.ORCID: 0000-0001-8369-6653
(2016)
Current account sustainability in Middle East and Africa (MEA) countries: Evidence from panel data.
In: Australia-Middle East Conference on Business and Social Sciences, 17 - 18 April, Dubai, United Arab Emirates
Hassan, K. and Hoque, A.ORCID: 0000-0001-8369-6653
(2016)
Is long rate decoupling from short rate? Revisiting expectation hypothesis of Australian term etructure of interest rate.
In: 14th Asian Business Research Conference, 30 - 31 December, Dhaka, Bangladesh
Hoque, A.ORCID: 0000-0001-8369-6653, Hassan, K., Gasbarro, D. and Krishnamurti, C.
(2015)
Does currency smirk predict foreign exchange return?
In: International Congress on Banking, Economics Finance And Business, 5 - 7 August, Kurume, Japan
pp. 92-100.
Hassan, K., Hoque, A.ORCID: 0000-0001-8369-6653 and Rao, A.
(2015)
Sustainability of Malaysian current account balance: Evidence from ARDL bounds tests approach.
In: Asia Pacific Conference on Business and Social Sciences, 23 - 24 November, Kuala Lumpur, Malaysia
Hassan, K., Hoque, A.ORCID: 0000-0001-8369-6653 and Rao, A.
(2015)
Sustainability of current account balance in ASEAN countries: Evidence from a panel error correction model.
In: Australasian Conference on Business and Social Sciences, 13 - 14 April, Sydney, Australia
Hoque, A.ORCID: 0000-0001-8369-6653, Hassan, K. and Krishnamurti, C.
(2014)
Covered interest parity and the European sovereign debt crisis.
In: 21st Annual Conference of the Multinational Finance Society, 29 June - 2 July, Prague, Czech Republic
Hoque, A.ORCID: 0000-0001-8369-6653 and Hassan, A.F.M.K.
(2014)
Modelling of a single currency for Australia and New Zealand.
In: 2nd International Congress on Interdisciplinary Behavior and Social Science, ICIBSoS 2013, 04-05 November 2013, Swiss Bell Ciputra Hotel Jakarta Jalan Letnan Jenderal S. Parman, Jakarta 11470
pp. 407-410.
Hassan, K., Hoque, A.ORCID: 0000-0001-8369-6653 and Koku, P.S.
(2014)
Purchasing Power Parity in the SAARC region: Evidence from unit root test with cross-sectional dependence.
In: Australian Academy of Business and Social Sciences Conference, 25 - 26 August, Kuala Lumpur, Malaysia
Le, K-S., Hassan, K., Gasbarro, D. and Cullen, G. (2014) The relation between financial development, energy consumption and economic growth: empirical evidence for the United States. In: 27th Australasian Finance & Banking Conference, 16 - 18 December, Sydney, Australia
Hassan, K. (2013) Purchasing power parity (PPP) relationship in Australia: Evidence from cointegration and causality tests. In: 42nd Australian Conference of Economists, 8 - 10 July, Murdoch University, Perth, Australia
Salim, R.A. and Hassan, K. (2012) Exploring the relationship between population age structure and real exchange rate in OECD countries. In: 5th Global Business and Social Science Research Conference, 25-26 JUne 2012, Beijing, China pp. 1-30.
Salim, R. and Hassan, K. (2011) Does population transition influence real exchange rate? Empirical evidence from Australia. In: International Business Research Conference, 21 - 23 November, Sydney, Australia
Salim, R. and Hassan, K. (2011) Population ageing and CO2 emission: Empirical evidence from high income OECD countries. In: Proceedings of the World Business and Economics Research Conference, Hoque, M. (ed), 12 - 13 December, Auckland, New Zealand
Hassan, K. (2009) Population structure and real exchange rate: Evidence from OECD countries. In: PhD Conference in Economics and Business, 4 - 6 November, Perth, Western Australia
Salim, R. and Hassan, K. (2009) The linkage between relative population growth and purchasing power parity: empirical evidence from selected countries. In: In Zia Haqq (ed.) Proceedings of annual London conference on “money, economy and management”, 9 - 10 July, London, UK pp. 1-14.
Hassan, A.F.M.K. (2008) Can relative population growth explain movements in purchasing power parity exchange rate? Evidence from panel data. In: CBS Doctoral Colloquium, 2 - 3 October, Curtin University
Salim, R. and Hassan, K. (2008) Does commodity price impact monetary policy? Evidence from Australia. In: Annual London conference on money, economy and management, 3 - 4 July, South Kensington, UK pp. 1-17.
Hassan, K. and Salim, R. (2007) Short-run and long-run determinants of provate investment in Bangladesh: an empirical analysis. In: Proceedings of the seventh international business research conference, M. Z. Hoque (ed), 3 - 6 December, Sydney, Australia
Book Chapter
Hassan, A.F.M.K. (2008) Financial development, trade openness and economic growth in India: A causality analysis. In: Uppal, R.K., (ed.) Paradigm Shift in Indian Banking. Mahamaya Publishing House, New Delhi, India, pp. 10-41.
Hassan, A.F.M.K. (2005) Finance-growth nexus and banking sector in Bangladesh-some observations. In: Ttripathy, N.P., (ed.) Emerging Scenario of Indian Banking Industry. Mahamaya Publishing House, New Delhi, India, pp. 224-241.
Book
Hassan, A.F.M.K. (2011) Financial sector reform and financial intermediation in Bangladesh. An empirical assessment. LAMBERT Academic Publishing GmbH & Co.
Report
Cabalu, H., Hassan, K. and Manuhutu, C. (2008) Innovation policy in resource – rich economies. School of Economic & Finance, Curtin University of Technology, Perth, Western Australia.