Details about Albert K. C. Tsui

Access statistics for papers by Albert K. C. Tsui.

Last updated 2024-06-08. Update your information in the RePEc Author Service.

Short-id: pts70

Working Papers

2015

1. Forecasting Life Expectancy: Evidence from a New Survival Function
   CEI Working Paper Series, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University View citations (2)
   See also Journal Article Forecasting life expectancy: Evidence from a new survival function, Insurance: Mathematics and Economics, Elsevier (2015) View citations (2) (2015)

2009

2. Monetizing Housing Equity to Generate Retirement Incomes
   Microeconomics Working Papers, East Asian Bureau of Economic Research View citations (1)
3. Time-Varying Currency Betas: Evidence from Developed and Emerging Markets
   Finance Working Papers, East Asian Bureau of Economic Research

2008

4. Volatility Dynamics in Foreign Exchange Rates: Further Evidence from the Malaysian Ringgit and Singapore Dollar
   Finance Working Papers, East Asian Bureau of Economic Research View citations (1)
   See also Journal Article VOLATILITY DYNAMICS IN FOREIGN EXCHANGE RATES: FURTHER EVIDENCE FROM THE MALAYSIAN RINGGIT AND SINGAPORE DOLLAR, Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd. (2008) View citations (1) (2008)

2005

5. Medical Savings Accounts in Singapore: How much is adequate?
   Finance Working Papers, East Asian Bureau of Economic Research View citations (5)
   See also Journal Article Medical savings accounts in Singapore: how much is adequate?, Journal of Health Economics, Elsevier (2005) View citations (7) (2005)
6. Reverse Mortgages as Retirement Financing Instrument: An Option for “Asset-rich and Cash-poor†Singaporeans
   Finance Working Papers, East Asian Bureau of Economic Research View citations (1)

2004

7. Volatility Dynamics of the Tokyo Stock Exchange: A Sectoral Analysis based on the Multivariate GARCH Approach
   Money Macro and Finance (MMF) Research Group Conference 2004, Money Macro and Finance Research Group View citations (3)

2003

8. Taxes and Traffic in Asian Cities: Ownership and use taxes on Autos in Singapore
   University of Western Ontario, Departmental Research Report Series, University of Western Ontario, Department of Economics

2001

9. Ownership and Use Taxes as Congestion Correcting Instruments
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (11)

2000

10. A Multivariate GARCH Model with Time-Varying Correlations
    Econometrics, University Library of Munich, Germany View citations (12)
    Also in Econometric Society World Congress 2000 Contributed Papers, Econometric Society (2000) View citations (39)
    Econometrics, University Library of Munich, Germany (2000) View citations (12)

Journal Articles

2023

1. Forecasting term structure of the Japanese bond yields in the presence of a liquidity trap
   Journal of Forecasting, 2023, 42, (5), 1205-1227

2021

2. Trading Macro-Cycles of Foreign Exchange Markets Using Hybrid Models
   Sustainability, 2021, 13, (17), 1-20 View citations (1)

2020

3. ECONOMIC-DEMOGRAPHIC DEPENDENCY RATIO IN A LIFE-CYCLE MODEL
   Macroeconomic Dynamics, 2020, 24, (7), 1635-1673 View citations (1)

2019

4. Nexus between housing and pension policies in Singapore: measuring retirement adequacy of the Central Provident Fund
   Journal of Pension Economics and Finance, 2019, 18, (2), 304-330 View citations (1)
5. Volatility Timing in CPF Investment Funds in Singapore: Do They Outperform Non-CPF Funds?
   Risks, 2019, 7, (4), 1-16 View citations (3)

2018

6. Macroeconomic forecasting with mixed data sampling frequencies: Evidence from a small open economy
   Journal of Forecasting, 2018, 37, (6), 666-675 View citations (5)

2015

7. Forecasting life expectancy: Evidence from a new survival function
   Insurance: Mathematics and Economics, 2015, 65, (C), 208-226 View citations (2)
   See also Working Paper Forecasting Life Expectancy: Evidence from a New Survival Function, CEI Working Paper Series (2015) View citations (2) (2015)

2014

8. Conditional heteroscedasticity with leverage effect in stock returns: Evidence from the Chinese stock market
   Economic Modelling, 2014, 37, (C), 89-102 View citations (12)
9. Estimating time-varying currency betas with contagion: New evidence from developed and emerging financial markets
   Japan and the World Economy, 2014, 30, (C), 10-24 View citations (6)
10. Exchange Rate Exposure of Sectoral Returns and Volatilities: Further Evidence From Japanese Industrial Sectors
    Pacific Economic Review, 2014, 19, (2), 216-236 View citations (2)
11. New estimates of time-varying currency betas: A trivariate BEKK approach
    Economic Modelling, 2014, 42, (C), 128-139 View citations (16)

2013

12. CONDITIONAL VOLATILITY ASYMMETRY OF BUSINESS CYCLES: EVIDENCE FROM FOUR OECD COUNTRIES
    Journal of Economic Development, 2013, 38, (3), 33-56 View citations (2)
13. Measuring asymmetry and persistence in conditional volatility in real output: evidence from three East Asian tigers using a multivariate GARCH approach
    Applied Economics, 2013, 45, (20), 2909-2914 View citations (5)

2009

14. Volatility Dynamics of the UK Business Cycle: a Multivariate Asymmetric Garch Approach
    Economie Internationale, 2009, (117), 31-46 View citations (10)
    Also in Mathematics and Computers in Simulation (MATCOM), 2009, 79, (9), 2856-2868 (2009) View citations (10)

2008

15. Exchange rate exposure of sectoral returns and volatilities: Evidence from Japanese industrial sectors
    Japan and the World Economy, 2008, 20, (4), 639-660 View citations (43)
16. VOLATILITY DYNAMICS IN FOREIGN EXCHANGE RATES: FURTHER EVIDENCE FROM THE MALAYSIAN RINGGIT AND SINGAPORE DOLLAR
    Annals of Financial Economics (AFE), 2008, 04, (01), 1-27 View citations (1)
    See also Working Paper Volatility Dynamics in Foreign Exchange Rates: Further Evidence from the Malaysian Ringgit and Singapore Dollar, Finance Working Papers (2008) View citations (1) (2008)

2007

17. AN ANALYSIS OF THE CONDITIONAL VOLATILITY DYNAMICS OF THE AUSTRALIAN BUSINESS CYCLE
    Journal of Economic Development, 2007, 32, (2), 157-182

2005

18. Medical savings accounts in Singapore: how much is adequate?
    Journal of Health Economics, 2005, 24, (5), 855-875 View citations (7)
    See also Working Paper Medical Savings Accounts in Singapore: How much is adequate?, Finance Working Papers (2005) View citations (5) (2005)

2004

19. Analysis of real GDP growth rates of greater China: An asymmetric conditional volatility approach
    China Economic Review, 2004, 15, (4), 424-442 View citations (7)
20. Analytically calibrated Box-Cox percentile limits for duration and event-time models
    Insurance: Mathematics and Economics, 2004, 35, (3), 649-677 View citations (3)
21. Conditional heteroscedasticity of exchange rates: further results based on the fractionally integrated approach
    Journal of Applied Econometrics, 2004, 19, (5), 637-642 View citations (7)
22. Diagnostics for conditional heteroscedasticity models: some simulation results
    Mathematics and Computers in Simulation (MATCOM), 2004, 64, (1), 113-119

2003

23. Asymmetric volatility of real GDP: some evidence from Canada, Japan, the United Kingdom and the United States
    Japan and the World Economy, 2003, 15, (4), 437-445 View citations (23)
24. Life annuities of compulsory savings and income adequacy of the elderly in Singapore
    Journal of Pension Economics and Finance, 2003, 2, (1), 41-65 View citations (15)

2002

25. A Multivariate Generalized Autoregressive Conditional Heteroscedasticity Model with Time-Varying Correlations
    Journal of Business & Economic Statistics, 2002, 20, (3), 351-62 View citations (510)
26. Evaluating the hedging performance of the constant-correlation GARCH model
    Applied Financial Economics, 2002, 12, (11), 791-798 View citations (94)

2000

27. Monetary services and money demand in China
    China Economic Review, 2000, 11, (2), 134-148 View citations (14)

1999

28. Constant conditional correlation in a bivariate GARCH model: evidence from the stock markets of China
    Mathematics and Computers in Simulation (MATCOM), 1999, 48, (4), 503-509 View citations (26)

1997

29. Conditional volatility in foreign exchange rates: Evidence from the Malaysian ringgit and Singapore dollar
    Pacific-Basin Finance Journal, 1997, 5, (3), 345-356 View citations (24)
30. On tests for long memory in Pacific Basin stock returns
    Mathematics and Computers in Simulation (MATCOM), 1997, 43, (3), 445-449 View citations (3)

1994

31. Exact distributions, density functions and moments of the last squares estimator in a first-order autoregressive model
    Computational Statistics & Data Analysis, 1994, 17, (4), 433-454 View citations (8)