Details about Chi Keung marco lau
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
Jump to Journal Articles Edited books
Working Papers
2022
- 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 
Also in Working Papers, International Network for Economic Research - INFER (2022)
2020
- 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) View citations (6) (2020)
- 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) (2021)
2019
- 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) View citations (3) (2020)
- 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) (2022)
- Macroeconomic Uncertainty Connections across the US States: Evidence from a Bayesian Graphical Structural VAR (BGSVAR) Model
Working Papers, University of Pretoria, Department of Economics
- 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) View citations (37) (2020)
- Risk Aversion and Bitcoin Returns in Normal, Bull, and Bear Markets
Working Papers, University of Pretoria, Department of Economics View citations (3)
- The Predictability between Bitcoin and US Technology Stock Returns: Granger Causality in Mean, Variance, and Quantile
Working Papers, University of Pretoria, Department of Economics
- The Relationship between Economic Uncertainty and Corporate Tax Rates
Working Papers, University of Pretoria, Department of Economics
2018
- Determinants of Retailers' Cross-channel Integration: An Innovation Diffusion Perspective on Omni-channel Retailing
Post-Print, HAL
- Impact of Volatility and Equity Market Uncertainty on Herd Behaviour: Evidence from UK REITs
ERES, European Real Estate Society (ERES) View citations (10)
Also in Working Papers, University of Pretoria, Department of Economics (2016) View citations (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) View citations (9) (2019)
- 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) View citations (1) (2020)
- Predicting Aggregate and State-Level US House Price Volatility: The Role of Sentiment
Working Papers, University of Pretoria, Department of Economics
- 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) View citations (1) (2019)
- 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) View citations (76) (2020)
2017
- 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) 
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) (2022)
- 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) View citations (101) (2018)
- 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)
- 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) View citations (3) (2019)
- U.S. Fiscal Policy and Asset Prices: The Role of Partisan Conflict
Working papers, University of Connecticut, Department of Economics 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) View citations (4) (2019)
2016
- 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)
- 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) View citations (48) (2019)
2013
- A R&D Based Real Business Cycle Model
MPRA Paper, University Library of Munich, Germany View citations (1)
See also Journal Article An R&D-based real business cycle model, International Review of Economics, Springer (2016) (2016)
- Determinants of Innovative Activities: Evidence from Europe and Central Asia Region
MPRA Paper, University Library of Munich, Germany 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) View citations (21) (2015)
- EXPLORATIVE VERSUS EXPLOITATIVE ALLIANCES—EVIDENCE FROM THE GLASS INDUSTRY IN CHINA
MPRA Paper, University Library of Munich, Germany 
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) View citations (1) (2015)
- Financial Development, Econmic Growth and R&D Cyclical Movement
MPRA Paper, University Library of Munich, Germany View citations (1)
- Hedging China’s Energy Oil Market Risks
MPRA Paper, University Library of Munich, Germany View citations (1)
- The Conditional CAPM, Cross-Section Returns and Stochastic Volatility
MPRA Paper, University Library of Munich, Germany View citations (2)
2012
- Determinants of firm competitiveness: case of the Turkish textile and apparel industry
MPRA Paper, University Library of Munich, Germany View citations (4)
- The Effects of Religious Beliefs on the Working Decisions of Women: Some Evidence from Turkey
MPRA Paper, University Library of Munich, Germany
2011
- Panel Unit Root Test with Nonlinear Mean Reversion and Smooth Breaks
MPRA Paper, University Library of Munich, Germany
2010
- Strategic asset allocation and intertemporal demands: with commodities as an asset class
MPRA Paper, University Library of Munich, Germany View citations (1)
2007
- Forecasting Monthly Prices and Quantities: A Study of Apparel Cottons Export
EcoMod2007, EcoMod
- Import Demand Response of MFA Apparel/Non-Apparel Fibers & Cottons in the U.S.: A Case of China & HK
EcoMod2007, EcoMod
2006
- MFA Fibers Imported From China & H.K. to U.S. - a Structural Change Analysis
EcoMod2006, EcoMod
Journal Articles
2025
- Inclusive finance and sustainability: The dynamic spillover effects of uncertainties on access to credit
Research in International Business and Finance, 2025, 73, (PA)
- 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)
2024
- Determinants of carbon emissions cycles in the G7 countries
Technological Forecasting and Social Change, 2024, 201, (C) View citations (1)
- 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 View citations (1)
- 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
- Energy Price Inflation, Geopolitical Risk, and Bitcoin Dependence Structure: Evidence from BRICS
Emerging Markets Finance and Trade, 2024, 60, (12), 2631-2645
- 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
- How do natural resource rents and productive capacity affect carbon emissions? Evidence from developed and developing countries
Resources Policy, 2024, 93, (C)
- Predicting energy source diversification in emerging Asia: The role of global supply chain pressure
Energy Economics, 2024, 136, (C) View citations (1)
- Social media sentiment of hydrogen fuel cell vehicles in China: Evidence from artificial intelligence algorithms
Energy Economics, 2024, 133, (C)
- 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
- Testing fiscal sustainability in OECD countries: new evidence from the past centuries
Applied Economics Letters, 2024, 31, (7), 676-682 View citations (2)
- The impact of economic uncertainty on corporate ESG performance: Global evidence
Research in International Business and Finance, 2024, 72, (PB)
2023
- 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) View citations (2)
- Asymmetric effects of climate policy uncertainty and energy prices on bitcoin prices
Innovation and Green Development, 2023, 2, (2) View citations (8)
- Challenges for sustainable productivity in developing economies: shortage of energy and corruption
Journal of Chinese Economic and Business Studies, 2023, 21, (2), 239-261
- Dependence structures among geopolitical risks, energy prices, and carbon emissions prices
Resources Policy, 2023, 83, (C) View citations (20)
- Impacts of weather conditions on the US commodity markets systemic interdependence across multi-timescales
Energy Economics, 2023, 123, (C) View citations (6)
- Implications of cryptocurrency energy usage on climate change
Technological Forecasting and Social Change, 2023, 187, (C) View citations (13)
- Introducing a new measure of energy transition: Green quality of energy mix and its impact on CO2 emissions
Energy Economics, 2023, 122, (C) View citations (43)
- Investor flow-chasing and price–performance puzzle: Evidence from global infrastructure funds
Research in International Business and Finance, 2023, 65, (C)
- Multiobjective portfolio optimization: Forecasting and evaluation under investment horizon heterogeneity
Journal of Forecasting, 2023, 42, (8), 2167-2196 View citations (3)
- The impact of COVID-19 on stock market liquidity: Fresh evidence on listed Chinese firms
International Review of Financial Analysis, 2023, 90, (C) View citations (3)
- 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 View citations (1)
- 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
- Which return regime induces overconfidence behavior? Artificial intelligence and a nonlinear approach
Financial Innovation, 2023, 9, (1), 1-34 View citations (2)
2022
- Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data
Studies in Nonlinear Dynamics & Econometrics, 2022, 26, (1), 73-98 
See also Working Paper Are Multifractal Processes Suited to Forecasting Electricity Price Volatility? Evidence from Australian Intraday Data, Working Papers (2017) (2017)
- Causality and dynamic spillovers among cryptocurrencies and currency markets
International Journal of Finance & Economics, 2022, 27, (2), 2026-2040 View citations (13)
- Does policy uncertainty affect economic globalization? An empirical investigation
Applied Economics, 2022, 54, (22), 2510-2528 View citations (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 View citations (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 
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)
- Hotel Revenue Convergence: Evidence Across Star Hotels in Chinese Provinces
Atlantic Economic Journal, 2022, 50, (1), 37-51
- 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 View citations (2)
- Rethinking financial contagion: Information transmission mechanism during the COVID-19 pandemic
Journal of International Financial Markets, Institutions and Money, 2022, 79, (C) View citations (63)
- 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) View citations (68)
- Sovereign ESG and corporate investment: New insights from the United Kingdom
Technological Forecasting and Social Change, 2022, 183, (C) View citations (9)
- Twitter-Based uncertainty and cryptocurrency returns
Research in International Business and Finance, 2022, 59, (C) View citations (24)
- WHY PARTICIPATE IN THE “ONE BELT AND ONE ROAD†INITIATIVE? AN INCOME CONVERGENCE APPROACH
The Singapore Economic Review (SER), 2022, 67, (04), 1209-1223
2021
- Competition and Profitability: Impacts on Stability in Chinese Banking
International Journal of the Economics of Business, 2021, 28, (2), 197-220 View citations (1)
- Effects of idiosyncratic jumps and co-jumps on oil, gold, and copper markets
Energy Economics, 2021, 104, (C) View citations (19)
- Market Integration between Turkey and Eurozone Countries
Emerging Markets Finance and Trade, 2021, 57, (9), 2674-2686 View citations (1)
- On the intraday return curves of Bitcoin: Predictability and trading opportunities
International Review of Financial Analysis, 2021, 76, (C) View citations (10)
- Preferences and Tourism Development under Uncertainty: An Empirical Study
Sustainability, 2021, 13, (5), 1-9 View citations (3)
- Risk aversion and Bitcoin returns in extreme quantiles
Economics Bulletin, 2021, 41, (3), 1374-1386
- THE RELATIONSHIP BETWEEN ECONOMIC POLICY UNCERTAINTY AND CORPORATE TAX RATES
Annals of Financial Economics (AFE), 2021, 16, (01), 1-13 View citations (2)
- The asymmetric effect of bitcoin on altcoins: evidence from the nonlinear autoregressive distributed lag (NARDL) model
Finance Research Letters, 2021, 40, (C) View citations (23)
- Time-varying influence of household debt on inequality in United Kingdom
Empirical Economics, 2021, 61, (4), 1917-1933 
See also Working Paper Time-Varying Influence of Household Debt on Inequality in United Kingdom, Working Papers (2020) View citations (3) (2020)
2020
- Are Uncertainties across the World Convergent?
Economics Bulletin, 2020, 40, (1), 855-862 View citations (3)
See also Working Paper Are Uncertainties across the World Convergent?, Working Papers (2019) View citations (5) (2019)
- Dependence structure in the Australian electricity markets: New evidence from regular vine copulae
Energy Economics, 2020, 90, (C) View citations (15)
- Forecasting Value-at-Risk of Cryptocurrencies with RiskMetrics type models
Research in International Business and Finance, 2020, 54, (C) View citations (15)
- Graph theory-based network analysis of regional uncertainties of the US Economy
Physica A: Statistical Mechanics and its Applications, 2020, 540, (C) View citations (2)
- 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 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)
- Listed zombie firms and top executive gender: Evidence from an emerging market
Pacific-Basin Finance Journal, 2020, 62, (C) View citations (13)
- Measuring quantile dependence and testing directional predictability between Bitcoin, altcoins and traditional financial assets
International Review of Financial Analysis, 2020, 71, (C) View citations (22)
- Moments-based spillovers across gold and oil markets
Energy Economics, 2020, 89, (C) View citations (37)
See also Working Paper Moments-Based Spillovers across Gold and Oil Markets, Working Papers (2019) View citations (1) (2019)
- Monetary policy uncertainty spillovers in time and frequency domains
Journal of Economic Structures, 2020, 9, (1), 1-30 View citations (6)
See also Working Paper Monetary Policy Uncertainty Spillovers in Time- and Frequency-Domains, Working Papers (2020) View citations (6) (2020)
- The impact of Baidu Index sentiment on the volatility of China's stock markets
Finance Research Letters, 2020, 32, (C) View citations (29)
- 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) View citations (7)
- Time-Varying Impact of Geopolitical Risks on Oil Prices
Defence and Peace Economics, 2020, 31, (6), 692-706 View citations (76)
See also Working Paper Time-Varying Impact of Geopolitical Risks on Oil Prices, Working Papers (2018) View citations (4) (2018)
- Uncertainty and herding behavior: evidence from cryptocurrencies
Research in International Business and Finance, 2020, 54, (C) View citations (14)
2019
- Bank performance in China: A Perspective from Bank efficiency, risk-taking and market competition
Pacific-Basin Finance Journal, 2019, 56, (C), 290-309 View citations (31)
- Convergence clustering in the Chinese provinces: New evidence from several macroeconomic indicators
Review of Development Economics, 2019, 23, (3), 1331-1346 View citations (1)
- Decoding the Australian electricity market: New evidence from three-regime hidden semi-Markov model
Energy Economics, 2019, 78, (C), 129-142 View citations (18)
- Dynamic connectedness and integration in cryptocurrency markets
International Review of Financial Analysis, 2019, 63, (C), 257-272 View citations (253)
- Effects of the geopolitical risks on Bitcoin returns and volatility
Research in International Business and Finance, 2019, 47, (C), 511-518 View citations (116)
- 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 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)
- OPEC News Announcement Effect on Volatility in the Crude Oil Market: A Reconsideration
Advances in Decision Sciences, 2019, 23, (4), 1-23 View citations (3)
See also Working Paper OPEC News Announcement Effect on Volatility in the Crude Oil Market: A Reconsideration, Working Papers (2017) (2017)
- Segmenting global tourism markets: A panel club convergence approach
Annals of Tourism Research, 2019, 75, (C), 165-185 View citations (2)
- 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 View citations (97)
- The effectiveness of the legal system and inbound tourism
Annals of Tourism Research, 2019, 76, (C), 24-35 View citations (12)
- 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 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)
- 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 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)
- The role of uncertainty measures on the returns of gold
Economics Letters, 2019, 185, (C) View citations (48)
- Trading volume and the predictability of return and volatility in the cryptocurrency market
Finance Research Letters, 2019, 29, (C), 340-346 View citations (97)
- US Fiscal Policy and Asset Prices: The Role of Partisan Conflict
International Review of Finance, 2019, 19, (4), 851-862 View citations (4)
See also Working Paper U.S. Fiscal Policy and Asset Prices: The Role of Partisan Conflict, Working papers (2017) View citations (2) (2017)
2018
- 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 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)
- Does economic policy uncertainty predict the Bitcoin returns? An empirical investigation
Finance Research Letters, 2018, 26, (C), 145-149 View citations (336)
- 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 View citations (48)
- Energy consumption and economic growth: New evidence from the OECD countries
Energy, 2018, 153, (C), 27-34 View citations (144)
- Estimating Peak uranium production in China – Based on a Stella model
Energy Policy, 2018, 120, (C), 250-258 View citations (10)
- Inter- and intra-regional analysis on spillover effects across international stock markets
Research in International Business and Finance, 2018, 46, (C), 420-429 View citations (6)
- The effects of uncertainty measures on the price of gold
International Review of Financial Analysis, 2018, 58, (C), 1-7 View citations (95)
- U.S. state-level carbon dioxide emissions: Does it affect health care expenditure?
Renewable and Sustainable Energy Reviews, 2018, 91, (C), 521-530 View citations (14)
2017
- Asymmetry in spillover effects: Evidence for international stock index futures markets
International Review of Financial Analysis, 2017, 53, (C), 94-111 View citations (12)
- 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
- Institutions and gravity model: the role of political economy and corporate governance
Eurasian Business Review, 2017, 7, (3), 421-436 View citations (10)
2016
- A Nonlinear Model of Military Expenditure Convergence: Evidence From Estar Nonlinear Unit Root Test
Defence and Peace Economics, 2016, 27, (3), 392-403 View citations (16)
- An R&D-based real business cycle model
International Review of Economics, 2016, 63, (4), 327-358 
See also Working Paper A R&D Based Real Business Cycle Model, MPRA Paper (2013) View citations (1) (2013)
- 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 View citations (52)
- 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 View citations (123)
- Investors’ sentiment and US Islamic and conventional indexes nexus: A time–frequency analysis
Finance Research Letters, 2016, 19, (C), 54-59 View citations (32)
- Suppressed ion-scale turbulence in a hot high-β plasma
Nature Communications, 2016, 7, (1), 1-11
- Volatility spillovers across stock index futures in Asian markets: Evidence from range volatility estimators
Finance Research Letters, 2016, 17, (C), 158-166 View citations (92)
2015
- DETERMINANTS OF INNOVATIVE ACTIVITIES: EVIDENCE FROM EUROPE AND CENTRAL ASIA REGION
The Singapore Economic Review (SER), 2015, 60, (01), 1-18 View citations (21)
See also Working Paper Determinants of Innovative Activities: Evidence from Europe and Central Asia Region, MPRA Paper (2013) View citations (1) (2013)
- Explorative versus exploitative alliances: evidence from the glass industry in China
Journal of Chinese Economic and Business Studies, 2015, 13, (2), 127-146 View citations (1)
See also Working Paper EXPLORATIVE VERSUS EXPLOITATIVE ALLIANCES—EVIDENCE FROM THE GLASS INDUSTRY IN CHINA, MPRA Paper (2013) (2013)
- Reexamining sports-sentiment hypothesis: Microeconomic evidences from Borsa Istanbul
Journal of International Financial Markets, Institutions and Money, 2015, 34, (C), 337-355 View citations (10)
2014
- 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)
- The conditional equity premium, cross-sectional returns and stochastic volatility
Economic Modelling, 2014, 38, (C), 316-327 View citations (4)
2013
- Experience-based corporate corruption and stock market volatility: Evidence from emerging markets
Emerging Markets Review, 2013, 17, (C), 1-13 View citations (18)
- 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 View citations (6)
- New evidence of regional income divergence in post-reform Russia
Applied Economics, 2013, 45, (18), 2675-2682 View citations (14)
2012
- Do energy prices converge across Russian regions?
Economic Modelling, 2012, 29, (5), 1623-1631 View citations (15)
- Price regulation and relative price convergence: Evidence from the retail gasoline market in Canada
Energy Policy, 2012, 40, (C), 325-334 View citations (34)
- 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 View citations (14)
- TECHNOLOGY TRANSFER, FINANCE CHANNELS, AND SME PERFORMANCE: NEW EVIDENCE FROM DEVELOPING COUNTRIES
The Singapore Economic Review (SER), 2012, 57, (03), 1-20 View citations (5)
2011
- 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)
- Technology transfer and enterprise performance: a firm-level analysis in China
Journal of Business Economics and Management, 2011, 13, (3), 489-498 View citations (1)
2010
- Convergence Across the United States: Evidence from Panel ESTAR Unit Root Test
International Advances in Economic Research, 2010, 16, (1), 52-64 View citations (6)
- New evidence about regional income divergence in China
China Economic Review, 2010, 21, (2), 293-309 View citations (39)
2009
- A more powerful panel unit root test with an application to PPP
Applied Economics Letters, 2009, 16, (1), 75-80 View citations (13)
- Determinants of Competitiveness: Observations in China's Textile and Apparel Industries
China & World Economy, 2009, 17, (2), 45-64 View citations (3)
Edited books
2015
- Innovation, Finance, and the Economy
Eurasian Studies in Business and Economics, Springer View citations (2)
|
The links between different versions of a paper are constructed automatically by matching on the titles.
Please contact if a link is incorrect.
Use this form
to add links between versions where the titles do not match.
|