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.