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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
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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
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Volume, volatility and information linkages in the stock and option markets
Ho, Kin-Yip; Lin Zheng; Zhang, Zhaoyong - In: Review of financial economics : RFE 21 (2012) 4, pp. 168-174
Persistent link: https://www.econbiz.de/10009703996
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Volatility and correlation dynamics of the mainland Chinese and Hong Kong stock markets : evidence from the A-, B-, hand- and red chip markets
Ho, Kin-Yip; Shi, Yanlin; Zhang, Zhaoyong - In: The journal of wealth management 17 (2014/15) 2, pp. 55-67
Persistent link: https://www.econbiz.de/10010401008
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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
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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
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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
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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
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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
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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