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Is being a super-power more important than being your close neighbour? A study of what moves the Australian stock market

Chen, Heng; Smyth, Russell; Wong, Wing-Keung - In: Applied Financial Economics 18 (2008) 9, pp. 733-747

This article employs a Fractionally Integrated Vector Error Correction Model (FIVECM) to examine the return transmission between the Australian and New Zealand stock markets and the Australian and the United States stock markets. We augment the FIVECM with a multivariate GARCH model. In so...

Persistent link: https://www.econbiz.de/10005485094

Multi-dimensional latent group structures with heterogeneous distributions

Leng, Xuan; Chen, Heng; Wang, Wendun - In: Journal of econometrics 233 (2023) 1, pp. 1-21

Persistent link: https://www.econbiz.de/10014340642

Competition for attention and news quality

Chen, Heng; Suen, Wing-chuen - In: American economic journal 15 (2023) 3, pp. 1-32

Persistent link: https://www.econbiz.de/10014340824

Falling dominoes : a theory of rare events and crisis contagion

Chen, Heng; Suen, Wing-chuen - In: American economic journal : a journal of the American … 8 (2016) 1, pp. 228-255

Persistent link: https://www.econbiz.de/10011443513

Inference for the correlation coefficient between potential outcomes in the Gaussian switching regime model

Chen, Heng; Fan, Yanqin; Liu, Ruixuan - In: Journal of econometrics 195 (2016) 2, pp. 255-270

Persistent link: https://www.econbiz.de/10011705260

Aspiring for change : a theory of middle class activism

Chen, Heng; Suen, Wing-chuen - In: The economic journal : the journal of the Royal … 127 (2017) 603, pp. 1318-1347

Persistent link: https://www.econbiz.de/10011757787

Attention misallocation, social welfare and policy implications

Chen, Heng; Luo, Yulei; Pei, Guangyu - In: Journal of economic dynamics & control 59 (2015), pp. 37-57

Persistent link: https://www.econbiz.de/10011575054

A spatial panel model of bank branches in Canada

Chen, Heng; Strathearn, Matthew - In: The econometrics of networks, (pp. 175-204). 2020

Persistent link: https://www.econbiz.de/10012318926

Identification and wavelet estimation of weighted ATE under discontinuous and kink incentive assignment mechanisms

Chen, Heng; Fan, Yanqin - In: Journal of econometrics 212 (2019) 2, pp. 476-502

Persistent link: https://www.econbiz.de/10012304074

Variance estimation for survey-weighted data using bootstrap resampling methods : 2013 methods-of-payment surveyquestionnaire

Chen, Heng; Shen, Q. Rallye - In: The econometrics of complex survey data : theory and …, (pp. 87-106). 2019

Persistent link: https://www.econbiz.de/10012104613