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Towards an East Asian monetary union : an econometrics analysis of shocks

Satō, Kiyotaka (contributor); Zhang, Zhaoyong (contributor) - 2005

Persistent link: https://www.econbiz.de/10003129624

Measuring asymmetry and persistence in conditional volatility in real output : evidence from three East Asian tigers using a multivariate GARCH approach

Vu Thanh Hai; Tsui, Albert K.; Zhang, Zhaoyong - In: Applied economics 45 (2013) 19/21, pp. 2909-2914

Persistent link: https://www.econbiz.de/10010192361

Conditional volatility asymmetry of business cycles : evidence from four OECD countries

Ho, Kin-Yip; Tsui, Albert K.; Zhang, Zhaoyong - In: Journal of economic development 38 (2013) 3, pp. 33-56

Persistent link: https://www.econbiz.de/10010196456

How does news sentiment impact asset volatility? : evidence from long memory and regime-switching approaches

Ho, Kin-Yip; Shi, Yanlin; Zhang, Zhaoyong - In: The North American journal of economics and finance : a … 26 (2013), pp. 436-456

Persistent link: https://www.econbiz.de/10010367572

Estimating time-varying currency betas with contagion : new evidence from developed and emerging financial markets

Long, Ling; Tsui, Albert K.; Zhang, Zhaoyong - In: Japan and the world economy : international journal of … 30 (2014), pp. 10-24

Persistent link: https://www.econbiz.de/10010462927

New estimates of time-varying currency betas : a trivariate BEKK approach

Jayasinghe, Prabhath; Tsui, Albert K.; Zhang, Zhaoyong - In: Economic modelling 42 (2014), pp. 128-139

Persistent link: https://www.econbiz.de/10010478223

Whither currency union in Greater China?

Zhang, Zhaoyong (contributor); Satō, Kiyotaka (contributor) - 2005

Persistent link: https://www.econbiz.de/10003220900

Whither a currency union in Greater China?

Zhang, Zhaoyong; Satō, Kiyotaka - In: Open economies review 19 (2008) 3, pp. 355-370

Persistent link: https://www.econbiz.de/10003729109

New Estimates of Time-Varying Currency Betas : A Trivariate BEKK Approach

Jayasinghe, Prabhath - 2014

This paper examines the conditional time-varying currency betas from ﬁve developed markets and four emerging markets. We employ a modiﬁed trivariate BEKK-GARCH-in-mean model of Engle and Kroner (1995) to estimate the time-varying conditional variance and covariance of returns of stock index,...

Persistent link: https://www.econbiz.de/10013050759

Volatility timing in CPF investment funds in Singapore : do they outperform non-CPF funds?

Shen, Xiaoyi; Tsui, Albert K.; Zhang, Zhaoyong - In: Risks : open access journal 7 (2019) 4/106, pp. 1-16

The purpose of this study is to examine the volatility-timing performance of Singapore-based funds under the Central Provident Fund (CPF) Investment Scheme and non-CPF linked funds by taking into account the currency risk effect on internationally managed funds. In particular, we empirically...

Persistent link: https://www.econbiz.de/10012127925