Publications: Hassan, Kamrul

Journal Article

Zhang, J., Hassan, K., Wu, Z. and Gasbarro, D. (2022) Does corporate social responsibility affect risk spillovers between the carbon emissions trading market and the stock market? Journal of Cleaner Production, 362 . Art. 132330.

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.