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Details about Chi Keung marco lau

Homepage:https://scholar.google.co.uk/citations?user=9G9NwVsAAAAJ&hl=en
Workplace:Department of Economics and Finance, Hang Seng University of Hong Kong, (more information at EDIRC)

Access statistics for papers by Chi Keung marco lau.

Last updated 2024-11-06. Update your information in the RePEc Author Service.

Short-id: pla429


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Working Papers

2022

  1. Assessing Debt Stationarity and Sustainability in the Longer Run with Fourier DF Unit Root Tests and Time-Varying Fiscal Reaction Functions
    Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg Downloads
    Also in Working Papers, International Network for Economic Research - INFER (2022) Downloads

2020

  1. Monetary Policy Uncertainty Spillovers in Time- and Frequency-Domains
    Working Papers, University of Pretoria, Department of Economics View citations (6)
    See also Journal Article Monetary policy uncertainty spillovers in time and frequency domains, Journal of Economic Structures, Springer (2020) Downloads View citations (6) (2020)
  2. Time-Varying Influence of Household Debt on Inequality in United Kingdom
    Working Papers, University of Pretoria, Department of Economics View citations (3)
    See also Journal Article Time-varying influence of household debt on inequality in United Kingdom, Empirical Economics, Springer (2021) Downloads (2021)

2019

  1. Are Uncertainties across the World Convergent?
    Working Papers, University of Pretoria, Department of Economics View citations (5)
    See also Journal Article Are Uncertainties across the World Convergent?, Economics Bulletin, AccessEcon (2020) Downloads View citations (3) (2020)
  2. Effects of Conventional and Unconventional Monetary Policy Shocks on Housing Prices in the United States: The Role of Sentiment
    Working Papers, University of Pretoria, Department of Economics View citations (5)
    See also Journal Article Effects of Conventional and Unconventional Monetary Policy Shocks on Housing Prices in the United States: The Role of Sentiment, Journal of Behavioral Finance, Taylor & Francis Journals (2022) Downloads (2022)
  3. Macroeconomic Uncertainty Connections across the US States: Evidence from a Bayesian Graphical Structural VAR (BGSVAR) Model
    Working Papers, University of Pretoria, Department of Economics
  4. Moments-Based Spillovers across Gold and Oil Markets
    Working Papers, University of Pretoria, Department of Economics View citations (1)
    See also Journal Article Moments-based spillovers across gold and oil markets, Energy Economics, Elsevier (2020) Downloads View citations (37) (2020)
  5. Risk Aversion and Bitcoin Returns in Normal, Bull, and Bear Markets
    Working Papers, University of Pretoria, Department of Economics View citations (3)
  6. The Predictability between Bitcoin and US Technology Stock Returns: Granger Causality in Mean, Variance, and Quantile
    Working Papers, University of Pretoria, Department of Economics
  7. The Relationship between Economic Uncertainty and Corporate Tax Rates
    Working Papers, University of Pretoria, Department of Economics

2018

  1. Determinants of Retailers' Cross-channel Integration: An Innovation Diffusion Perspective on Omni-channel Retailing
    Post-Print, HAL
  2. Impact of Volatility and Equity Market Uncertainty on Herd Behaviour: Evidence from UK REITs
    ERES, European Real Estate Society (ERES) Downloads View citations (10)
    Also in Working Papers, University of Pretoria, Department of Economics (2016) View citations (3)
  3. Is There a Role for Uncertainty in Forecasting Output Growth in OECD Countries? Evidence from a Time Varying Parameter-Panel Vector Autoregressive Model
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article Is there a role for uncertainty in forecasting output growth in OECD countries? Evidence from a time-varying parameter-panel vector autoregressive model, Applied Economics, Taylor & Francis Journals (2019) Downloads View citations (9) (2019)
  4. Jumps Beyond the Realms of Cricket: India’s Performance in One Day Internationals and Stock Market Movements
    Working Papers, University of Pretoria, Department of Economics View citations (1)
    See also Journal Article Jumps beyond the realms of cricket: India's performance in One Day Internationals and stock market movements, Journal of Applied Statistics, Taylor & Francis Journals (2020) Downloads View citations (1) (2020)
  5. Predicting Aggregate and State-Level US House Price Volatility: The Role of Sentiment
    Working Papers, University of Pretoria, Department of Economics
  6. The Role of Housing Sentiment in Forecasting US Home Sales Growth: Evidence from a Bayesian Compressed Vector Autoregressive Model
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article The role of housing sentiment in forecasting U.S. home sales growth: evidence from a Bayesian compressed vector autoregressive model, Economic Research-Ekonomska Istraživanja, Taylor & Francis Journals (2019) Downloads View citations (1) (2019)
  7. Time-Varying Impact of Geopolitical Risks on Oil Prices
    Working Papers, University of Pretoria, Department of Economics View citations (4)
    See also Journal Article Time-Varying Impact of Geopolitical Risks on Oil Prices, Defence and Peace Economics, Taylor & Francis Journals (2020) Downloads View citations (76) (2020)

2017

  1. Are Multifractal Processes Suited to Forecasting Electricity Price Volatility? Evidence from Australian Intraday Data
    Working Papers, University of Pretoria, Department of Economics
    Also in CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster (2017) Downloads

    See also Journal Article Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data, Studies in Nonlinear Dynamics & Econometrics, De Gruyter (2022) Downloads (2022)
  2. Bitcoin and Global Financial Stress: A Copula-Based Approach to Dependence and Causality-in-Quantiles
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article Bitcoin and global financial stress: A copula-based approach to dependence and causality in the quantiles, The Quarterly Review of Economics and Finance, Elsevier (2018) Downloads View citations (101) (2018)
  3. Does Global Fear Predict Fear in BRICS Stock Markets? Evidence from a Bayesian Graphical VAR Model
    Working Papers, University of Pretoria, Department of Economics View citations (4)
  4. OPEC News Announcement Effect on Volatility in the Crude Oil Market: A Reconsideration
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article OPEC News Announcement Effect on Volatility in the Crude Oil Market: A Reconsideration, Advances in Decision Sciences, Asia University, Taiwan (2019) Downloads View citations (3) (2019)
  5. U.S. Fiscal Policy and Asset Prices: The Role of Partisan Conflict
    Working papers, University of Connecticut, Department of Economics Downloads View citations (2)
    Also in Working Papers, University of Pretoria, Department of Economics (2017) View citations (2)

    See also Journal Article US Fiscal Policy and Asset Prices: The Role of Partisan Conflict, International Review of Finance, International Review of Finance Ltd. (2019) Downloads View citations (4) (2019)

2016

  1. An Analysis of the Relationship between U.S. State Level Carbon Dioxide Emissions and Health Care Expenditure
    Working Papers, University of Pretoria, Department of Economics View citations (1)
  2. The Impact of US Uncertainty on the Euro Area in Good and Bad Times: Evidence from a Quantile Structural Vector Autoregressive Model
    Working Papers, University of Pretoria, Department of Economics View citations (6)
    See also Journal Article The impact of US uncertainty on the Euro area in good and bad times: evidence from a quantile structural vector autoregressive model, Empirica, Springer (2019) Downloads View citations (48) (2019)

2013

  1. A R&D Based Real Business Cycle Model
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
    See also Journal Article An R&D-based real business cycle model, International Review of Economics, Springer (2016) Downloads (2016)
  2. Determinants of Innovative Activities: Evidence from Europe and Central Asia Region
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
    See also Journal Article DETERMINANTS OF INNOVATIVE ACTIVITIES: EVIDENCE FROM EUROPE AND CENTRAL ASIA REGION, The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd. (2015) Downloads View citations (21) (2015)
  3. EXPLORATIVE VERSUS EXPLOITATIVE ALLIANCES—EVIDENCE FROM THE GLASS INDUSTRY IN CHINA
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article Explorative versus exploitative alliances: evidence from the glass industry in China, Journal of Chinese Economic and Business Studies, Taylor & Francis Journals (2015) Downloads View citations (1) (2015)
  4. Financial Development, Econmic Growth and R&D Cyclical Movement
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
  5. Hedging China’s Energy Oil Market Risks
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
  6. The Conditional CAPM, Cross-Section Returns and Stochastic Volatility
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)

2012

  1. Determinants of firm competitiveness: case of the Turkish textile and apparel industry
    MPRA Paper, University Library of Munich, Germany Downloads View citations (4)
  2. The Effects of Religious Beliefs on the Working Decisions of Women: Some Evidence from Turkey
    MPRA Paper, University Library of Munich, Germany Downloads

2011

  1. Panel Unit Root Test with Nonlinear Mean Reversion and Smooth Breaks
    MPRA Paper, University Library of Munich, Germany Downloads

2010

  1. Strategic asset allocation and intertemporal demands: with commodities as an asset class
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)

2007

  1. Forecasting Monthly Prices and Quantities: A Study of Apparel Cottons Export
    EcoMod2007, EcoMod Downloads
  2. Import Demand Response of MFA Apparel/Non-Apparel Fibers & Cottons in the U.S.: A Case of China & HK
    EcoMod2007, EcoMod Downloads

2006

  1. MFA Fibers Imported From China & H.K. to U.S. - a Structural Change Analysis
    EcoMod2006, EcoMod Downloads

Journal Articles

2025

  1. Inclusive finance and sustainability: The dynamic spillover effects of uncertainties on access to credit
    Research in International Business and Finance, 2025, 73, (PA) Downloads
  2. The role of green bonds on industrial sustainability for achieving carbon neutrality: Evidence from the artificial neural network method
    Research in International Business and Finance, 2025, 73, (PB) Downloads

2024

  1. Determinants of carbon emissions cycles in the G7 countries
    Technological Forecasting and Social Change, 2024, 201, (C) Downloads View citations (1)
  2. Effectiveness of Fiscal and Monetary Policies in Promoting Environmental Quality: Evidence from Five Large Emerging Economies
    Emerging Markets Finance and Trade, 2024, 60, (1), 203-215 Downloads View citations (1)
  3. Emissions Prices, Commodity Futures, Equity Prices, and Geopolitical Risks Dependence Structure: Implications for Portfolio Diversification
    Emerging Markets Finance and Trade, 2024, 60, (14), 3237-3253 Downloads
  4. Energy Price Inflation, Geopolitical Risk, and Bitcoin Dependence Structure: Evidence from BRICS
    Emerging Markets Finance and Trade, 2024, 60, (12), 2631-2645 Downloads
  5. Exploring the role of oil shocks on the financial stability of Gulf Cooperation Council countries
    International Journal of Finance & Economics, 2024, 29, (2), 1804-1819 Downloads
  6. How do natural resource rents and productive capacity affect carbon emissions? Evidence from developed and developing countries
    Resources Policy, 2024, 93, (C) Downloads
  7. Predicting energy source diversification in emerging Asia: The role of global supply chain pressure
    Energy Economics, 2024, 136, (C) Downloads View citations (1)
  8. Social media sentiment of hydrogen fuel cell vehicles in China: Evidence from artificial intelligence algorithms
    Energy Economics, 2024, 133, (C) Downloads
  9. Support Policies for Small Businesses During the Covid-19 Crisis: Evidence from Club Convergence Clustering Approach
    Emerging Markets Finance and Trade, 2024, 60, (3), 401-416 Downloads
  10. Testing fiscal sustainability in OECD countries: new evidence from the past centuries
    Applied Economics Letters, 2024, 31, (7), 676-682 Downloads View citations (2)
  11. The impact of economic uncertainty on corporate ESG performance: Global evidence
    Research in International Business and Finance, 2024, 72, (PB) Downloads

2023

  1. Asymmetric Effects of Energy Inflation, Agri-inflation and CPI on Agricultural Output: Evidence from NARDL and SVAR Models for the UK
    Energy Economics, 2023, 126, (C) Downloads View citations (2)
  2. Asymmetric effects of climate policy uncertainty and energy prices on bitcoin prices
    Innovation and Green Development, 2023, 2, (2) Downloads View citations (8)
  3. Challenges for sustainable productivity in developing economies: shortage of energy and corruption
    Journal of Chinese Economic and Business Studies, 2023, 21, (2), 239-261 Downloads
  4. Dependence structures among geopolitical risks, energy prices, and carbon emissions prices
    Resources Policy, 2023, 83, (C) Downloads View citations (20)
  5. Impacts of weather conditions on the US commodity markets systemic interdependence across multi-timescales
    Energy Economics, 2023, 123, (C) Downloads View citations (6)
  6. Implications of cryptocurrency energy usage on climate change
    Technological Forecasting and Social Change, 2023, 187, (C) Downloads View citations (13)
  7. Introducing a new measure of energy transition: Green quality of energy mix and its impact on CO2 emissions
    Energy Economics, 2023, 122, (C) Downloads View citations (43)
  8. Investor flow-chasing and price–performance puzzle: Evidence from global infrastructure funds
    Research in International Business and Finance, 2023, 65, (C) Downloads
  9. Multiobjective portfolio optimization: Forecasting and evaluation under investment horizon heterogeneity
    Journal of Forecasting, 2023, 42, (8), 2167-2196 Downloads View citations (3)
  10. The impact of COVID-19 on stock market liquidity: Fresh evidence on listed Chinese firms
    International Review of Financial Analysis, 2023, 90, (C) Downloads View citations (3)
  11. The impact of green quality of the energy consumption on carbon emissions in the United States
    Economic Analysis and Policy, 2023, 80, (C), 850-860 Downloads View citations (1)
  12. The impact of technology frontier on the total factor productivity growth in African economies: the role of human capital
    Economic Research-Ekonomska Istraživanja, 2023, 36, (3), 1-18 Downloads
  13. Which return regime induces overconfidence behavior? Artificial intelligence and a nonlinear approach
    Financial Innovation, 2023, 9, (1), 1-34 Downloads View citations (2)

2022

  1. Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data
    Studies in Nonlinear Dynamics & Econometrics, 2022, 26, (1), 73-98 Downloads
    See also Working Paper Are Multifractal Processes Suited to Forecasting Electricity Price Volatility? Evidence from Australian Intraday Data, Working Papers (2017) (2017)
  2. Causality and dynamic spillovers among cryptocurrencies and currency markets
    International Journal of Finance & Economics, 2022, 27, (2), 2026-2040 Downloads View citations (13)
  3. Does policy uncertainty affect economic globalization? An empirical investigation
    Applied Economics, 2022, 54, (22), 2510-2528 Downloads View citations (4)
  4. Economic globalization convergence in high and low globalized developing economies: Implications for the post Covid-19 era
    Economic Analysis and Policy, 2022, 76, (C), 1027-1039 Downloads View citations (5)
  5. Effects of Conventional and Unconventional Monetary Policy Shocks on Housing Prices in the United States: The Role of Sentiment
    Journal of Behavioral Finance, 2022, 23, (3), 241-261 Downloads
    See also Working Paper Effects of Conventional and Unconventional Monetary Policy Shocks on Housing Prices in the United States: The Role of Sentiment, Working Papers (2019) View citations (5) (2019)
  6. Hotel Revenue Convergence: Evidence Across Star Hotels in Chinese Provinces
    Atlantic Economic Journal, 2022, 50, (1), 37-51 Downloads
  7. Performance Evaluation of China's Basic Pension Insurance Based on a Three-Stage Superefficient SBM-DEA Model
    Discrete Dynamics in Nature and Society, 2022, 2022, 1-10 Downloads View citations (2)
  8. Rethinking financial contagion: Information transmission mechanism during the COVID-19 pandemic
    Journal of International Financial Markets, Institutions and Money, 2022, 79, (C) Downloads View citations (63)
  9. Risk transmissions between bitcoin and traditional financial assets during the COVID-19 era: The role of global uncertainties
    International Review of Financial Analysis, 2022, 81, (C) Downloads View citations (68)
  10. Sovereign ESG and corporate investment: New insights from the United Kingdom
    Technological Forecasting and Social Change, 2022, 183, (C) Downloads View citations (9)
  11. Twitter-Based uncertainty and cryptocurrency returns
    Research in International Business and Finance, 2022, 59, (C) Downloads View citations (24)
  12. WHY PARTICIPATE IN THE “ONE BELT AND ONE ROAD†INITIATIVE? AN INCOME CONVERGENCE APPROACH
    The Singapore Economic Review (SER), 2022, 67, (04), 1209-1223 Downloads

2021

  1. Competition and Profitability: Impacts on Stability in Chinese Banking
    International Journal of the Economics of Business, 2021, 28, (2), 197-220 Downloads View citations (1)
  2. Effects of idiosyncratic jumps and co-jumps on oil, gold, and copper markets
    Energy Economics, 2021, 104, (C) Downloads View citations (19)
  3. Market Integration between Turkey and Eurozone Countries
    Emerging Markets Finance and Trade, 2021, 57, (9), 2674-2686 Downloads View citations (1)
  4. On the intraday return curves of Bitcoin: Predictability and trading opportunities
    International Review of Financial Analysis, 2021, 76, (C) Downloads View citations (10)
  5. Preferences and Tourism Development under Uncertainty: An Empirical Study
    Sustainability, 2021, 13, (5), 1-9 Downloads View citations (3)
  6. Risk aversion and Bitcoin returns in extreme quantiles
    Economics Bulletin, 2021, 41, (3), 1374-1386 Downloads
  7. THE RELATIONSHIP BETWEEN ECONOMIC POLICY UNCERTAINTY AND CORPORATE TAX RATES
    Annals of Financial Economics (AFE), 2021, 16, (01), 1-13 Downloads View citations (2)
  8. The asymmetric effect of bitcoin on altcoins: evidence from the nonlinear autoregressive distributed lag (NARDL) model
    Finance Research Letters, 2021, 40, (C) Downloads View citations (23)
  9. Time-varying influence of household debt on inequality in United Kingdom
    Empirical Economics, 2021, 61, (4), 1917-1933 Downloads
    See also Working Paper Time-Varying Influence of Household Debt on Inequality in United Kingdom, Working Papers (2020) View citations (3) (2020)

2020

  1. Are Uncertainties across the World Convergent?
    Economics Bulletin, 2020, 40, (1), 855-862 Downloads View citations (3)
    See also Working Paper Are Uncertainties across the World Convergent?, Working Papers (2019) View citations (5) (2019)
  2. Dependence structure in the Australian electricity markets: New evidence from regular vine copulae
    Energy Economics, 2020, 90, (C) Downloads View citations (15)
  3. Forecasting Value-at-Risk of Cryptocurrencies with RiskMetrics type models
    Research in International Business and Finance, 2020, 54, (C) Downloads View citations (15)
  4. Graph theory-based network analysis of regional uncertainties of the US Economy
    Physica A: Statistical Mechanics and its Applications, 2020, 540, (C) Downloads View citations (2)
  5. Jumps beyond the realms of cricket: India's performance in One Day Internationals and stock market movements
    Journal of Applied Statistics, 2020, 47, (6), 1109-1127 Downloads View citations (1)
    See also Working Paper Jumps Beyond the Realms of Cricket: India’s Performance in One Day Internationals and Stock Market Movements, Working Papers (2018) View citations (1) (2018)
  6. Listed zombie firms and top executive gender: Evidence from an emerging market
    Pacific-Basin Finance Journal, 2020, 62, (C) Downloads View citations (13)
  7. Measuring quantile dependence and testing directional predictability between Bitcoin, altcoins and traditional financial assets
    International Review of Financial Analysis, 2020, 71, (C) Downloads View citations (22)
  8. Moments-based spillovers across gold and oil markets
    Energy Economics, 2020, 89, (C) Downloads View citations (37)
    See also Working Paper Moments-Based Spillovers across Gold and Oil Markets, Working Papers (2019) View citations (1) (2019)
  9. Monetary policy uncertainty spillovers in time and frequency domains
    Journal of Economic Structures, 2020, 9, (1), 1-30 Downloads View citations (6)
    See also Working Paper Monetary Policy Uncertainty Spillovers in Time- and Frequency-Domains, Working Papers (2020) View citations (6) (2020)
  10. The impact of Baidu Index sentiment on the volatility of China's stock markets
    Finance Research Letters, 2020, 32, (C) Downloads View citations (29)
  11. The relationship between oil and financial markets in emerging economies: The significant role of Kazakhstan as the oil exporting country
    Finance Research Letters, 2020, 32, (C) Downloads View citations (7)
  12. Time-Varying Impact of Geopolitical Risks on Oil Prices
    Defence and Peace Economics, 2020, 31, (6), 692-706 Downloads View citations (76)
    See also Working Paper Time-Varying Impact of Geopolitical Risks on Oil Prices, Working Papers (2018) View citations (4) (2018)
  13. Uncertainty and herding behavior: evidence from cryptocurrencies
    Research in International Business and Finance, 2020, 54, (C) Downloads View citations (14)

2019

  1. Bank performance in China: A Perspective from Bank efficiency, risk-taking and market competition
    Pacific-Basin Finance Journal, 2019, 56, (C), 290-309 Downloads View citations (31)
  2. Convergence clustering in the Chinese provinces: New evidence from several macroeconomic indicators
    Review of Development Economics, 2019, 23, (3), 1331-1346 Downloads View citations (1)
  3. Decoding the Australian electricity market: New evidence from three-regime hidden semi-Markov model
    Energy Economics, 2019, 78, (C), 129-142 Downloads View citations (18)
  4. Dynamic connectedness and integration in cryptocurrency markets
    International Review of Financial Analysis, 2019, 63, (C), 257-272 Downloads View citations (253)
  5. Effects of the geopolitical risks on Bitcoin returns and volatility
    Research in International Business and Finance, 2019, 47, (C), 511-518 Downloads View citations (116)
  6. Is there a role for uncertainty in forecasting output growth in OECD countries? Evidence from a time-varying parameter-panel vector autoregressive model
    Applied Economics, 2019, 51, (33), 3624-3631 Downloads View citations (9)
    See also Working Paper Is There a Role for Uncertainty in Forecasting Output Growth in OECD Countries? Evidence from a Time Varying Parameter-Panel Vector Autoregressive Model, Working Papers (2018) (2018)
  7. OPEC News Announcement Effect on Volatility in the Crude Oil Market: A Reconsideration
    Advances in Decision Sciences, 2019, 23, (4), 1-23 Downloads View citations (3)
    See also Working Paper OPEC News Announcement Effect on Volatility in the Crude Oil Market: A Reconsideration, Working Papers (2017) (2017)
  8. Segmenting global tourism markets: A panel club convergence approach
    Annals of Tourism Research, 2019, 75, (C), 165-185 Downloads View citations (2)
  9. The causal relationship between Bitcoin attention and Bitcoin returns: Evidence from the Copula-based Granger causality test
    Finance Research Letters, 2019, 28, (C), 160-164 Downloads View citations (97)
  10. The effectiveness of the legal system and inbound tourism
    Annals of Tourism Research, 2019, 76, (C), 24-35 Downloads View citations (12)
  11. The impact of US uncertainty on the Euro area in good and bad times: evidence from a quantile structural vector autoregressive model
    Empirica, 2019, 46, (2), 353-368 Downloads View citations (48)
    See also Working Paper The Impact of US Uncertainty on the Euro Area in Good and Bad Times: Evidence from a Quantile Structural Vector Autoregressive Model, Working Papers (2016) View citations (6) (2016)
  12. The role of housing sentiment in forecasting U.S. home sales growth: evidence from a Bayesian compressed vector autoregressive model
    Economic Research-Ekonomska Istraživanja, 2019, 32, (1), 2554-2567 Downloads View citations (1)
    See also Working Paper The Role of Housing Sentiment in Forecasting US Home Sales Growth: Evidence from a Bayesian Compressed Vector Autoregressive Model, Working Papers (2018) (2018)
  13. The role of uncertainty measures on the returns of gold
    Economics Letters, 2019, 185, (C) Downloads View citations (48)
  14. Trading volume and the predictability of return and volatility in the cryptocurrency market
    Finance Research Letters, 2019, 29, (C), 340-346 Downloads View citations (97)
  15. US Fiscal Policy and Asset Prices: The Role of Partisan Conflict
    International Review of Finance, 2019, 19, (4), 851-862 Downloads View citations (4)
    See also Working Paper U.S. Fiscal Policy and Asset Prices: The Role of Partisan Conflict, Working papers (2017) Downloads View citations (2) (2017)

2018

  1. Bitcoin and global financial stress: A copula-based approach to dependence and causality in the quantiles
    The Quarterly Review of Economics and Finance, 2018, 69, (C), 297-307 Downloads View citations (101)
    See also Working Paper Bitcoin and Global Financial Stress: A Copula-Based Approach to Dependence and Causality-in-Quantiles, Working Papers (2017) (2017)
  2. Does economic policy uncertainty predict the Bitcoin returns? An empirical investigation
    Finance Research Letters, 2018, 26, (C), 145-149 Downloads View citations (336)
  3. Does global fear predict fear in BRICS stock markets? Evidence from a Bayesian Graphical Structural VAR model
    Emerging Markets Review, 2018, 34, (C), 124-142 Downloads View citations (48)
  4. Energy consumption and economic growth: New evidence from the OECD countries
    Energy, 2018, 153, (C), 27-34 Downloads View citations (144)
  5. Estimating Peak uranium production in China – Based on a Stella model
    Energy Policy, 2018, 120, (C), 250-258 Downloads View citations (10)
  6. Inter- and intra-regional analysis on spillover effects across international stock markets
    Research in International Business and Finance, 2018, 46, (C), 420-429 Downloads View citations (6)
  7. The effects of uncertainty measures on the price of gold
    International Review of Financial Analysis, 2018, 58, (C), 1-7 Downloads View citations (95)
  8. U.S. state-level carbon dioxide emissions: Does it affect health care expenditure?
    Renewable and Sustainable Energy Reviews, 2018, 91, (C), 521-530 Downloads View citations (14)

2017

  1. Asymmetry in spillover effects: Evidence for international stock index futures markets
    International Review of Financial Analysis, 2017, 53, (C), 94-111 Downloads View citations (12)
  2. How deviations from FOMC’s monetary policy decisions from a benchmark monetary policy rule affect bank profitability: evidence from U.S. banks
    Journal of Financial Economic Policy, 2017, 9, (4), 354-371 Downloads
  3. Institutions and gravity model: the role of political economy and corporate governance
    Eurasian Business Review, 2017, 7, (3), 421-436 Downloads View citations (10)

2016

  1. A Nonlinear Model of Military Expenditure Convergence: Evidence From Estar Nonlinear Unit Root Test
    Defence and Peace Economics, 2016, 27, (3), 392-403 Downloads View citations (16)
  2. An R&D-based real business cycle model
    International Review of Economics, 2016, 63, (4), 327-358 Downloads
    See also Working Paper A R&D Based Real Business Cycle Model, MPRA Paper (2013) Downloads View citations (1) (2013)
  3. Commodity markets volatility transmission: Roles of risk perceptions and uncertainty in financial markets
    Journal of International Financial Markets, Institutions and Money, 2016, 44, (C), 35-45 Downloads View citations (52)
  4. Intra- and inter-regional return and volatility spillovers across emerging and developed markets: Evidence from stock indices and stock index futures
    International Review of Financial Analysis, 2016, 43, (C), 96-114 Downloads View citations (123)
  5. Investors’ sentiment and US Islamic and conventional indexes nexus: A time–frequency analysis
    Finance Research Letters, 2016, 19, (C), 54-59 Downloads View citations (32)
  6. Suppressed ion-scale turbulence in a hot high-β plasma
    Nature Communications, 2016, 7, (1), 1-11 Downloads
  7. Volatility spillovers across stock index futures in Asian markets: Evidence from range volatility estimators
    Finance Research Letters, 2016, 17, (C), 158-166 Downloads View citations (92)

2015

  1. DETERMINANTS OF INNOVATIVE ACTIVITIES: EVIDENCE FROM EUROPE AND CENTRAL ASIA REGION
    The Singapore Economic Review (SER), 2015, 60, (01), 1-18 Downloads View citations (21)
    See also Working Paper Determinants of Innovative Activities: Evidence from Europe and Central Asia Region, MPRA Paper (2013) Downloads View citations (1) (2013)
  2. Explorative versus exploitative alliances: evidence from the glass industry in China
    Journal of Chinese Economic and Business Studies, 2015, 13, (2), 127-146 Downloads View citations (1)
    See also Working Paper EXPLORATIVE VERSUS EXPLOITATIVE ALLIANCES—EVIDENCE FROM THE GLASS INDUSTRY IN CHINA, MPRA Paper (2013) Downloads (2013)
  3. Reexamining sports-sentiment hypothesis: Microeconomic evidences from Borsa Istanbul
    Journal of International Financial Markets, Institutions and Money, 2015, 34, (C), 337-355 Downloads View citations (10)

2014

  1. THE EFFECT OF INTERNATIONAL SOCCER GAMES ON EXCHANGE RATES USING EVIDENCE FROM TURKEY
    Journal of Advanced Studies in Finance, 2014, 5, (2), 145-156 View citations (2)
  2. The conditional equity premium, cross-sectional returns and stochastic volatility
    Economic Modelling, 2014, 38, (C), 316-327 Downloads View citations (4)

2013

  1. Experience-based corporate corruption and stock market volatility: Evidence from emerging markets
    Emerging Markets Review, 2013, 17, (C), 1-13 Downloads View citations (18)
  2. Hedging with Chinese Aluminum Futures: International Evidence with Return and Volatility Spillover Indices Under Structural Breaks
    Emerging Markets Finance and Trade, 2013, 49, (S1), 37-48 Downloads View citations (6)
  3. New evidence of regional income divergence in post-reform Russia
    Applied Economics, 2013, 45, (18), 2675-2682 Downloads View citations (14)

2012

  1. Do energy prices converge across Russian regions?
    Economic Modelling, 2012, 29, (5), 1623-1631 Downloads View citations (15)
  2. Price regulation and relative price convergence: Evidence from the retail gasoline market in Canada
    Energy Policy, 2012, 40, (C), 325-334 Downloads View citations (34)
  3. Some cautions on the use of nonlinear panel unit root tests: Evidence from a modified series-specific non-linear panel unit-root test
    Economic Modelling, 2012, 29, (3), 810-816 Downloads View citations (14)
  4. TECHNOLOGY TRANSFER, FINANCE CHANNELS, AND SME PERFORMANCE: NEW EVIDENCE FROM DEVELOPING COUNTRIES
    The Singapore Economic Review (SER), 2012, 57, (03), 1-20 Downloads View citations (5)

2011

  1. Do structural breaks in exchange rate volatility matter? Evidence from Asia-Pacific currencies
    Iktisat Isletme ve Finans, 2011, 26, (304), 57-78 View citations (2)
  2. Technology transfer and enterprise performance: a firm-level analysis in China
    Journal of Business Economics and Management, 2011, 13, (3), 489-498 Downloads View citations (1)

2010

  1. Convergence Across the United States: Evidence from Panel ESTAR Unit Root Test
    International Advances in Economic Research, 2010, 16, (1), 52-64 Downloads View citations (6)
  2. New evidence about regional income divergence in China
    China Economic Review, 2010, 21, (2), 293-309 Downloads View citations (39)

2009

  1. A more powerful panel unit root test with an application to PPP
    Applied Economics Letters, 2009, 16, (1), 75-80 Downloads View citations (13)
  2. Determinants of Competitiveness: Observations in China's Textile and Apparel Industries
    China & World Economy, 2009, 17, (2), 45-64 Downloads View citations (3)

Edited books

2015

  1. Innovation, Finance, and the Economy
    Eurasian Studies in Business and Economics, Springer View citations (2)
 
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