Sharmila Thinagar

@um.edu.my

Senior Lecturer, Department of Arts and Social Sciences
University Malaya

Sharmila Thinagar


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https://researchid.co/sham1910

RESEARCH, TEACHING, or OTHER INTERESTS

General Economics, Econometrics and Finance, Multidisciplinary
5

Scopus Publications

Scopus Publications

  • Estimation of stock market index volatility using the GARCH model: Causality between stock indices
    Doong Toong Lim, Khang Wen Goh, Yee Wai Sim, Khairunnisa Mokhtar, Sharmila Thinagar
    Asian Economic and Financial Review, 2023
    This paper aims to model the volatility of returns for selected stock indices and examine the causal relationships between the markets using the historical daily prices of the Financial Times Stock Exchange (FTSE), Bursa Malaysia Kuala Lumpur Composite Index (KLCI), the Indonesia Stock Exchange Index (LQ45), and the Stock Exchange of Thailand (SET) from January 2008 to November 2019. The study employs univariate GARCH models that are prominent in capturing the volatility clustering of financial instruments in association with the Box–Jenkins methodology for better estimation. Generally, the ARMA-GARCH model is used to capture the volatility series, while the Granger causality test examines the causal directions between the markets. The findings revealed leverage effects on the markets, with the outperformance of the EGARCH in analyzing the empirical properties of stock returns. An initial test that yielded positive correlations suggests the existence of co-movement between the derived volatility series. The study concluded bidirectional causal relationships between the selected markets, and based on the resulting relationships, it is proposed that supervision of markets among the ASEAN members could be advantageous in predicting the corresponding market performance.
  • Mental Health Disorder among Malaysian Universities Students during COVID-19 Pandemic
    Vikniswari Vija Kumaran, M. Ismail, Sharmila Thinagar, S. Munawwarah, Roslan
    Asian Journal of University Education, 2022
    In Malaysia, the prevalence of mental diseases has risen dramatically over the last decade. University students tend to be particularly vulnerable to the harmful effects of quarantine when compared to the general population. Indeed, even before the COVID-19 pandemic, young adults' mental health was already a global concern. Young adults (aged 16-24 years) have been demonstrated to be especially vulnerable to mental health difficulties during prior lockdowns. Furthermore, increased public and clinician knowledge of mental health issues has likely resulted in improved reporting and identification of mental disorders. The study aims to evaluate Malaysian students' mental health, particularly from private universities during the COVID-19 pandemic. This study used a quantitative research approach. Descriptive analysis and Exploratory Factor Analysis (EFA) were used to analyze the data collected among university students in Malaysia. The results show that Malaysian university students were facing mental health issues due to high anxiety and depression. Furthermore, results of this study show that high level of depression, anxiety, and stress among Malaysian universities students incurred due to a drastic change in the education system especially in teaching delivery. Overall, this study will contribute to the advancement of research on the mental health and well-being of tertiary education students, particularly in Malaysia for their future growth and further development of the education system. © 2022. All Rights Reserved.
  • Covid-19: B40 household's financial and consumption during the implementation of Movement Control Order (MCO)
    Sharmila Thinagar, Siti Nurul Munawwarah Roslan, Mohd Khairi Ismail, Norshamliza Chamhuri
    Planning Malaysia, 2021
    The outbreak of COVID-19 caused the Malaysian Government to take steps to implement the Movement Control Order (MCO). According to Bank Negara Malaysia, the implementation of MCO will have an impact on national incomes, with Malaysia’s estimated economic growth in 2020. The effect of MCO not only affects the macro level, but also at the micro level, particularly those groups of households with the lowest income of 40%. (B40). The B40 income group is a group of households that are expected to face high economic risk and directly affect their patterns of consumption during the implementation of the MCO. This study contributes to the empiric study related to COVID-19 and the implementation of MCO in the B40 group. This study analysed the pattern of financial and consumption of B40 households in Malaysia during the implementation of MCO. The findings show that the financial situation of the B40 household has changed the patterns of daily consumption following the implementation of the MCO.
  • The causal direction of equity returns volatility: Evidence from selected developed and emerging market's economies
    International Journal of Economics and Management, 2019
  • Crude palm oil price forecasting in Malaysia: An econometric approach
    Norlin Khalid, Hakimah Nur Ahmad Hamidi, Sharmila Thinagar, Nur Fakhzan Marwan
    Jurnal Ekonomi Malaysia, 2018

GRANT DETAILS

Burnout among Healthcare Workers during COVID-19 Pandemic: A Comparative Study of Malaysia and India.
Role: Principal Researcher
Mini Grant MACFEA