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Details about Chi Keung marco lau

Homepage:https://www.northumbria.ac.uk/about-us/our-staff/l/chi-keung-lau
Workplace:Newcastle Business School, University of Northumbria, (more information at EDIRC)

Access statistics for papers by Chi Keung marco lau.

Last updated 2019-05-23. Update your information in the RePEc Author Service.

Short-id: pla429


Jump to Journal Articles Edited books

Working Papers

2019

  1. Are Uncertainties across the World Convergent?
    Working Papers, University of Pretoria, Department of Economics Downloads
  2. Macroeconomic Uncertainty Connections across the US States: Evidence from a Bayesian Graphical Structural VAR (BGSVAR) Model
    Working Papers, University of Pretoria, Department of Economics
  3. Risk Aversion and Bitcoin Returns in Normal, Bull, and Bear Markets
    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
    Also in Working Papers, University of Pretoria, Department of Economics (2016) View citations (1)
  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
  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
  5. Predicting Aggregate and State-Level US House Price Volatility: The Role of Sentiment
    Working Papers, University of Pretoria, Department of Economics Downloads
  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
  7. Time-Varying Impact of Geopolitical Risks on Oil Prices
    Working Papers, University of Pretoria, Department of Economics View citations (1)

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
  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 in The Quarterly Review of Economics and Finance (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 (2)
  4. OPEC News Announcement Effect on Volatility in the Crude Oil Market: A Reconsideration
    Working Papers, University of Pretoria, Department of Economics Downloads
  5. U.S. Fiscal Policy and Asset Prices: The Role of Partisan Conflict
    Working papers, University of Connecticut, Department of Economics Downloads
    Also in Working Papers, University of Pretoria, Department of Economics (2017)

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
  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 (3)
    See also Journal Article in Empirica (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 in International Review of Economics (2016)
  2. Determinants of Innovative Activities: Evidence from Europe and Central Asia Region
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in The Singapore Economic Review (SER) (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 in Journal of Chinese Economic and Business Studies (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 (1)

2012

  1. Determinants of firm competitiveness: case of the Turkish textile and apparel industry
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)
  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

Undated

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

Journal Articles

2019

  1. Decoding the Australian electricity market: New evidence from three-regime hidden semi-Markov model
    Energy Economics, 2019, 78, (C), 129-142 Downloads
  2. Effects of the geopolitical risks on Bitcoin returns and volatility
    Research in International Business and Finance, 2019, 47, (C), 511-518 Downloads
  3. Segmenting global tourism markets: A panel club convergence approach
    Annals of Tourism Research, 2019, 75, (C), 165-185 Downloads
  4. 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 (2)
  5. 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 (2)
    See also Working Paper (2016)

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 (5)
    See also Working Paper (2017)
  2. Does economic policy uncertainty predict the Bitcoin returns? An empirical investigation
    Finance Research Letters, 2018, 26, (C), 145-149 Downloads View citations (21)
  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 (7)
  4. Energy consumption and economic growth: New evidence from the OECD countries
    Energy, 2018, 153, (C), 27-34 Downloads View citations (9)
  5. Estimating Peak uranium production in China – Based on a Stella model
    Energy Policy, 2018, 120, (C), 250-258 Downloads
  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
  7. The effects of uncertainty measures on the price of gold
    International Review of Financial Analysis, 2018, 58, (C), 1-7 Downloads View citations (1)
  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

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 (2)
  2. How deviations from monetary policy decisions from a benchmark monetary policy rule affect bank profitability: Evidence from US 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 (1)

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 (6)
  2. An R&D-based real business cycle model
    International Review of Economics, 2016, 63, (4), 327-358 Downloads
    See also Working Paper (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 (8)
  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 (33)
  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 (8)
  6. 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 (9)

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 (3)
    See also Working Paper (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
    See also Working Paper (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 (5)

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 (1)
  2. The conditional equity premium, cross-sectional returns and stochastic volatility
    Economic Modelling, 2014, 38, (C), 316-327 Downloads View citations (2)

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 (7)
  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 (7)
  3. New evidence of regional income divergence in post-reform Russia
    Applied Economics, 2013, 45, (18), 2675-2682 Downloads View citations (10)

2012

  1. Do energy prices converge across Russian regions?
    Economic Modelling, 2012, 29, (5), 1623-1631 Downloads View citations (12)
  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 (21)
  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 (12)
  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 (1)

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 (3)
  2. New evidence about regional income divergence in China
    China Economic Review, 2010, 21, (2), 293-309 Downloads View citations (28)

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 (11)
  2. Determinants of Competitiveness: Observations in China's Textile and Apparel Industries
    China & World Economy, 2009, 17, (2), 45-64 Downloads View citations (2)

Edited books

2015

  1. Innovation, Finance, and the Economy
    Eurasian Studies in Business and Economics, Springer
 
Page updated 2019-08-20