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Institutions and gravity model : the role of political economy and corporate governance

Bilgin, Mehmet Huseyin; Gozgor, Giray; Lau, Chi Keung - In: Eurasian business review 7 (2017) 3, pp. 421-436

Using panel data on 166 countries, this paper analyzes the effects of corporate governance, employment protection, investor protection, and political environments on the exporting performance. Our gravity model predicts that stronger democratic political institutions encourage exports. We also...

Persistent link: https://www.econbiz.de/10011813535

The relationship between economic policy uncertainty and corporate tax rates

Clance, Matthew; Gozgor, Giray; Gupta, Rangan; Lau, Chi … - In: Annals of financial economics 16 (2021) 1, pp. 1-13

Persistent link: https://www.econbiz.de/10012650833

Does policy uncertainty affect economic globalization? : an empirical investigation

Fang, Jianchun; Gozgor, Giray; Lau, Chi Keung; Neelu … - In: Applied economics 54 (2022) 22, pp. 2510-2528

Persistent link: https://www.econbiz.de/10013171095

A more powerful panel unit root test with an application to PPP

Lau, Chi Keung - In: Applied economics letters 16 (2009) 1/3, pp. 75-80

Persistent link: https://www.econbiz.de/10003822571

Multiobjective portfolio optimization : forecasting and evaluation under investment horizon heterogeneity

Dai, Xingyu; Zhang, Dongna; Lau, Chi Keung; Wang, Qunwei - In: Journal of forecasting 42 (2023) 8, pp. 2167-2196

Persistent link: https://www.econbiz.de/10014432869

The asymmetric effect of bitcoin on altcoins : evidence from the nonlinear autoregressive distributed lag (NARDL) model

Demir, Ender; Simonyan, Serdar; García-Gómez, … - In: Finance research letters 40 (2021), pp. 1-6

Persistent link: https://www.econbiz.de/10012819942

Some cautions on the use of nonlinear panel unit root tests : evidence from a modified series-specific non-linear panel unit-root test

Lau, Chi Keung; Suvankulov, Farrukh; Su, Yongyang; … - In: Economic modelling 29 (2012) 3, pp. 810-816

Persistent link: https://www.econbiz.de/10009545513

A nonlinear model of military expenditure convergence : evidence from ESTAR nonlinear unit root test

Lau, Chi Keung; Demir, Ender; Bilgin, Mehmet Huseyin - In: Defence and peace economics 27 (2016) 3, pp. 392-403

Persistent link: https://www.econbiz.de/10011620776

Measuring Quantile Dependence and Testing Directional Predictability between Bitcoin, Altcoins and Traditional Financial Assets

Corbet, Shaen; Katsiampa, Paraskevi; Lau, Chi Keung - 2021

This paper studies causal relationships and the potential of improving conditional quantile forecasting between Bitcoin and seven altcoin markets as well as between Bitcoin and three mainstream assets, namely gold, oil, and the S&P500, by applying the Granger-causality in distribution and in...

Persistent link: https://www.econbiz.de/10013242182

On the intraday return curves of Bitcoin : predictability and trading opportunities

Bouri, Elie; Lau, Chi Keung; Saeed, Tareq; Wang, Shixuan; … - In: International review of financial analysis 76 (2021), pp. 1-12

Persistent link: https://www.econbiz.de/10012804738