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The price linkages between the equity fund price levels and the stock markets : evidences from cointegration approach and causality analysis of Hong Kong Mandatory Provident Fund (MPF)

Chu, Patrick Kuok-Kun - In: International review of financial analysis 19 (2010) 4, pp. 281-288

Persistent link: https://www.econbiz.de/10009272665

The Price Linkages between the Equity Fund Price Levels and the Stock Markets : Evidences from Cointegration Approach and Causality Analysis of Hong Kong Mandatory Provident Fund (MPF)

Chu, Patrick Kuok-Kun - 2013

This paper is the first study to examine the short and long term price level linkages between the equity funds under the Hong Kong Mandatory Provident Fund (MPF) scheme and the benchmark indices proxied by different indices designed by the Hong Kong Investment Fund Association (HKIFA) over the...

Persistent link: https://www.econbiz.de/10013094962

The impact of exchange rate volatility on international trade flows

McKenzie, Michael D. - In: Journal of economic surveys 13 (1999) 1, pp. 71-106

Persistent link: https://www.econbiz.de/10001255597

The impact of exchange rate volatility on Australian trade flows

McKenzie, Michael D. - In: Journal of international financial markets, … 8 (1998) 1, pp. 21-38

Persistent link: https://www.econbiz.de/10001246203

Chaotic behavior in national stock market indices : new evidence from the close returns test

McKenzie, Michael D. - In: Global finance journal 12 (2001) 1, pp. 35-53

Persistent link: https://www.econbiz.de/10001601034

ARCH modelling of Australian bilateral exchange rate data

McKenzie, Michael D. - In: Applied financial economics 7 (1997) 2, pp. 147-164

Persistent link: https://www.econbiz.de/10001227575

The impact of exchange rate volatility on German-US trade flows

McKenzie, Michael D. - In: Journal of international financial markets, … 7 (1997) 1, pp. 73-87

Persistent link: https://www.econbiz.de/10001230294

New insights into the impact of the introduction of futures trading on stock price volatility

McKenzie, Michael D.; Brailsford, Timothy J.; Faff, … - In: The journal of futures markets 21 (2001) 3, pp. 237-255

Persistent link: https://www.econbiz.de/10001556709

The economics of exchange rate volatility asymmetry

McKenzie, Michael D. - In: International journal of finance & economics : IJFE 7 (2002) 3, pp. 247-260

Persistent link: https://www.econbiz.de/10001694050

The pricing of stock index futures spreads at contract expiration

Frino, Alex; McKenzie, Michael D. - In: The journal of futures markets 22 (2002) 5, pp. 451-469

Persistent link: https://www.econbiz.de/10001678512

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