Narrow search
Showing 1 - 10 of 29
Cover Image
Asymmetric volatility of real GDP : some evidence from Canada, Japan, the United Kingdom and the United States
Ho, Kin-Yip; Tsui, Albert K. - In: Japan and the world economy : international journal of … 15 (2003) 4, pp. 437-445
Persistent link: https://www.econbiz.de/10001813583
Cover Image
Analysis of real GDP growth rates of greater China : an asymmetric conditional volatility approach
Ho, Kin-Yip; Tsui, Albert K. - In: China economic review : an international journal 15 (2004) 4, pp. 424-442
Persistent link: https://www.econbiz.de/10015174908
Cover Image
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
Cover Image
Volatility dynamics of the UK business cycle : a multivariate asymmetric GARCH approach
Ho, Kin-Yip; Tsui, Albert K.; Zhang, Zhaoyong - In: International economics : a journal published by CEPII … 117 (2009) 1, pp. 31-46
Persistent link: https://www.econbiz.de/10003885910
Cover Image
Conditional volatility in foreign exchange rates : evidence from the alaysian ringgit and Singapore dollar
Tse, Yiu Kuen - In: Pacific-Basin finance journal 5 (1997) 3, pp. 345-356
Persistent link: https://www.econbiz.de/10001229128
Cover Image
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
Cover Image
Conditional heteroscedasticity with leverage effect in stock returns : evidence from the Chinese stock market
Long, Ling; Tsui, Albert K.; Zhang, Zhaoyong - In: Economic modelling 37 (2014), pp. 89-102
Persistent link: https://www.econbiz.de/10010416824
Cover Image
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
Cover Image
Exchange rate exposure of sectoral returns and volatilities : further evidence from Japanese industrial sectors
Jayasinghe, Prabhath; Tsui, Albert K.; Zhang, Zhaoyong - In: Pacific economic review 19 (2014) 2, pp. 216-236
Persistent link: https://www.econbiz.de/10010503073
Cover Image
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