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Details about Xiao-Ming Li

E-mail:
Homepage:https://www.massey.ac.nz/massey/expertise/profile.cfm?stref=735430
Postal address:School of Economics and Finance (Albany) College of Business Massey University Private Bag 102 904 North Shore MSC Auckland 0745 New Zealand
Workplace:Department of Economics and Finance, College of Business, Massey University, (more information at EDIRC)

Access statistics for papers by Xiao-Ming Li.

Last updated 2017-03-12. Update your information in the RePEc Author Service.

Short-id: pli190


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Working Papers

Undated

  1. A Comparision of the economic performance of different micro-states and between micro-states and larger countries
    Working Papers, Department of Economics, University of Lancaster View citations (2)
    See also Journal Article in World Development (1998)

Journal Articles

2017

  1. US economic policy uncertainty and co-movements between Chinese and US stock markets
    Economic Modelling, 2017, 61, (C), 27-39 Downloads View citations (1)

2016

  1. Recent hikes in oil-equity market correlations: Transitory or permanent?
    Energy Economics, 2016, 53, (C), 305-315 Downloads View citations (1)

2015

  1. Economic policy uncertainty shocks and stock–bond correlations: Evidence from the US market
    Economics Letters, 2015, 132, (C), 91-96 Downloads View citations (5)

2014

  1. Asset Pricing and Share Reforms: An Anatomy of China’s Investable Stocks
    Asia-Pacific Financial Markets, 2014, 21, (1), 15-34 Downloads
  2. Has there been any change in the comovement between the Chinese and US stock markets?
    International Review of Economics & Finance, 2014, 29, (C), 525-536 Downloads View citations (10)
  3. Rethinking Long Memory and Structural Breaks in the Forward Premium
    Scottish Journal of Political Economy, 2014, 61, (4), 455-485 Downloads
  4. Testing the evolution of crude oil market efficiency: Data have the conn
    Energy Policy, 2014, 68, (C), 39-52 Downloads View citations (3)

2011

  1. How do exchange rates co-move? A study on the currencies of five inflation-targeting countries
    Journal of Banking & Finance, 2011, 35, (2), 418-429 Downloads View citations (11)

2009

  1. Estimation of dynamic asymmetric tail dependences: an empirical study on Asian developed futures markets
    Applied Financial Economics, 2009, 19, (4), 273-290 Downloads View citations (4)
  2. The tail risk of emerging stock markets
    Emerging Markets Review, 2009, 10, (4), 242-256 Downloads View citations (5)

2008

  1. How do policy and information shocks impact co-movements of China's T-bond and stock markets?
    Journal of Banking & Finance, 2008, 32, (3), 347-359 Downloads View citations (12)

2007

  1. Evaluating density forecasts of the model with a conditional skewed-t distribution for China's stock markets
    Applied Financial Economics, 2007, 18, (3), 213-227 Downloads
  2. Market integration and extreme co-movements in APEC emerging equity markets
    Applied Financial Economics, 2007, 18, (2), 99-113 Downloads View citations (4)

2006

  1. A REVISIT OF INTERNATIONAL STOCK MARKET LINKAGES: NEW EVIDENCE FROM RANK TESTS FOR NONLINEAR COINTEGRATION
    Scottish Journal of Political Economy, 2006, 53, (2), 174-197 Downloads View citations (10)
  2. IS TECHNICAL ANALYSIS USEFUL FOR STOCK TRADERS IN CHINA? EVIDENCE FROM THE SZSE COMPONENT A-SHARE INDEX
    Pacific Economic Review, 2006, 11, (4), 477-488 Downloads View citations (1)

2005

  1. CHINA'S ECONOMIC GROWTH: WHAT DO WE LEARN FROM MULTIPLE-BREAK UNIT ROOT TESTS?
    Scottish Journal of Political Economy, 2005, 52, (2), 261-281 Downloads

2004

  1. A Quasi-Bayesian Analysis of Structural Breaks: China's Output and Productivity Series
    International Journal of Business and Economics, 2004, 3, (1), 57-65 Downloads
  2. The Long-run and Short-run Multipliers of Fiscal Policy in the Chinese Economy
    Journal of Chinese Economic and Business Studies, 2004, 2, (2), 115-131 Downloads

2003

  1. China: Further Evidence on the Evolution of Stock Markets in Transition Economies
    Scottish Journal of Political Economy, 2003, 50, (3), 341-358 Downloads View citations (12)
  2. Time-varying Informational Efficiency in China's A-Share and B-Share Markets
    Journal of Chinese Economic and Business Studies, 2003, 1, (1), 33-56 Downloads View citations (4)

2000

  1. Reforming China's financial system and monetary policies: a sovereign remedy for locally initiated investment expansion?
    Journal of Development Economics, 2000, 62, (2), 423-443 Downloads View citations (1)
  2. The Great Leap Forward, Economic Reforms, and the Unit Root Hypothesis: Testing for Breaking Trend Functions in China's GDP Data
    Journal of Comparative Economics, 2000, 28, (4), 814-827 Downloads View citations (11)

1998

  1. A comparison of the economic performance of different micro-states, and between micro-states and larger countries
    World Development, 1998, 26, (4), 639-656 Downloads View citations (33)
    See also Working Paper

1996

  1. Financial Reforms and Regional Investment Conflicts in China: A Game-Theoretic Analysis
    Economic Change and Restructuring, 1996, 29, (2), 117-30 View citations (2)
 
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