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Details about Albert K. C. Tsui

E-mail:
Postal address:Department of Economics National University of Singapore Singapore
Workplace:Department of Economics, National University of Singapore (NUS), (more information at EDIRC)

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

Last updated 2016-04-08. Update your information in the RePEc Author Service.

Short-id: pts70


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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 Downloads
    See also Journal Article in Insurance: Mathematics and Economics (2015)

2009

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

2008

  1. Volatility Dynamics in Foreign Exchange Rates: Further Evidence from the Malaysian Ringgit and Singapore Dollar
    Finance Working Papers, East Asian Bureau of Economic Research Downloads View citations (1)

2005

  1. Medical Savings Accounts in Singapore: How much is adequate?
    Finance Working Papers, East Asian Bureau of Economic Research Downloads View citations (4)
    See also Journal Article in Journal of Health Economics (2005)
  2. Reverse Mortgages as Retirement Financing Instrument: An Option for “Asset-rich and Cash-poor†Singaporeans
    Finance Working Papers, East Asian Bureau of Economic Research Downloads

2004

  1. 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 Downloads

2003

  1. Taxes and Traffic in Asian Cities: Ownership and use taxes on Autos in Singapore
    UWO Department of Economics Working Papers, University of Western Ontario, Department of Economics Downloads

2001

  1. Ownership and Use Taxes as Congestion Correcting Instruments
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (10)

2000

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

Journal Articles

2015

  1. Forecasting life expectancy: Evidence from a new survival function
    Insurance: Mathematics and Economics, 2015, 65, (C), 208-226 Downloads
    See also Working Paper (2015)

2014

  1. Conditional heteroscedasticity with leverage effect in stock returns: Evidence from the Chinese stock market
    Economic Modelling, 2014, 37, (C), 89-102 Downloads View citations (7)
  2. 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 Downloads View citations (5)
  3. Exchange Rate Exposure of Sectoral Returns and Volatilities: Further Evidence From Japanese Industrial Sectors
    Pacific Economic Review, 2014, 19, (2), 216-236 Downloads View citations (1)
  4. New estimates of time-varying currency betas: A trivariate BEKK approach
    Economic Modelling, 2014, 42, (C), 128-139 Downloads View citations (8)

2013

  1. CONDITIONAL VOLATILITY ASYMMETRY OF BUSINESS CYCLES: EVIDENCE FROM FOUR OECD COUNTRIES
    Journal of Economic Development, 2013, 38, (3), 33-56 Downloads View citations (2)
  2. 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 Downloads View citations (4)

2009

  1. Volatility Dynamics of the UK Business Cycle: a Multivariate Asymmetric Garch Approach
    Economie Internationale, 2009, (117), 31-46 Downloads View citations (5)
    Also in Mathematics and Computers in Simulation (MATCOM), 2009, 79, (9), 2856-2868 (2009) Downloads View citations (6)

2008

  1. Exchange rate exposure of sectoral returns and volatilities: Evidence from Japanese industrial sectors
    Japan and the World Economy, 2008, 20, (4), 639-660 Downloads View citations (25)

2007

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

2005

  1. Medical savings accounts in Singapore: how much is adequate?
    Journal of Health Economics, 2005, 24, (5), 855-875 Downloads View citations (6)
    See also Working Paper (2005)

2004

  1. Analysis of real GDP growth rates of greater China: An asymmetric conditional volatility approach
    China Economic Review, 2004, 15, (4), 424-442 Downloads View citations (6)
  2. Analytically calibrated Box-Cox percentile limits for duration and event-time models
    Insurance: Mathematics and Economics, 2004, 35, (3), 649-677 Downloads View citations (3)
  3. Conditional heteroscedasticity of exchange rates: further results based on the fractionally integrated approach
    Journal of Applied Econometrics, 2004, 19, (5), 637-642 Downloads View citations (7)
  4. Diagnostics for conditional heteroscedasticity models: some simulation results
    Mathematics and Computers in Simulation (MATCOM), 2004, 64, (1), 113-119 Downloads

2003

  1. 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 Downloads View citations (12)
  2. Life annuities of compulsory savings and income adequacy of the elderly in Singapore
    Journal of Pension Economics and Finance, 2003, 2, (1), 41-65 Downloads View citations (13)

2002

  1. A Multivariate Generalized Autoregressive Conditional Heteroscedasticity Model with Time-Varying Correlations
    Journal of Business & Economic Statistics, 2002, 20, (3), 351-62 View citations (347)
  2. Evaluating the hedging performance of the constant-correlation GARCH model
    Applied Financial Economics, 2002, 12, (11), 791-798 Downloads View citations (68)

2000

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

1999

  1. 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 Downloads View citations (20)

1997

  1. Conditional volatility in foreign exchange rates: Evidence from the Malaysian ringgit and Singapore dollar
    Pacific-Basin Finance Journal, 1997, 5, (3), 345-356 Downloads View citations (21)
  2. On tests for long memory in Pacific Basin stock returns
    Mathematics and Computers in Simulation (MATCOM), 1997, 43, (3), 445-449 Downloads View citations (3)

1994

  1. 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 Downloads View citations (5)
 
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