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Study on the Diversification Ability of Fine Wine Investment Journal article
The Journal of Investing, 2014,Volume: 23,Issue: 1,Page: 123 – 139
Authors:  Patrick Kuok Kun Chu
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Granger Causality Analysis  Liv-ex Fine Wine Index  Stock Market Index  Cointegration Analysis  Johansen Approach  
The 1997 Asian Currency Crisis, Financial Linkages, and the Monetary Policy of Japan Journal article
Review of International Economics, 2012,Volume: 20,Issue: 1,Page: 1-17
Authors:  Chan, Kenneth S.;  Dang, Vinh Q.T.
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Size properties of Lagrange Multiplier cointegration tests in the presence of structural breaks Journal article
Applied Economics Letters, 2011,Volume: 19,Issue: 11,Page: 1061-1064
Authors:  Pui Sun Tam
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Cointegration  Structural Break  Monte Carlo  Spurious Rejection  
Relationship between Macroeconomic Variables and Net Asset Values (NAV) of Equity Funds: Cointegration Evidence and Vector Error Correction Model of the Hong Kong Mandatory Provident Funds (MPFs) Journal article
JOURNAL OF INTERNATIONAL FINANCIAL MARKETS INSTITUTIONS & MONEY, 2011,Volume: 21,Issue: 5,Page: 792-810
Authors:  Patrick Kuok-KunChu
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Pension Fund  Causality Test  Cointegration Analysis  Unit Root Test  
A Markov Regime-Switching Model of Stock Return Volatility: Evidence from Chinese Markets Book chapter
出自: Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration, London:Palgrave Macmillan UK, 2010, 页码: 49-73
Authors:  Thomas C. Chiang;  Zhuo Qiao;  Wing-Keung Wong
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Stock Market  Stock Return  Garch Model  Conditional Volatility  Chinese Stock Market  
A Markov regime-switching model of stock return volatility: Evidence from Chinese markets Book
2010
Authors:  Chiang,Thomas C.;  Qiao,Zhuo;  Wong,Wing Keung
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The Price Linkages between the Equity Fund Price Levels and the Stock Markets: Evidences from Cointegration Approach and Causality Analysis of Hong Kong Mandatory Provident Fund (MPF) Journal article
International Review of Financial Analysis, 2010,Volume: 19,Issue: 4,Page: 281-288
Authors:  Patrick Kuok-Kun Chu
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Pension Fund  Causality Test  Cointegration Analysis  Unit Root Test  
Long-run equilibrium, short-term adjustment, and spillover effects across Chinese segmented stock markets and the Hong Kong stock market Journal article
Journal of International Financial Markets, Institutions and Money, 2007,Volume: 18,Issue: 5,Page: 425-437
Authors:  Zhuo Qiao;  Thomas C. Chiang;  Wing-Keung Wong
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Stock Market Segmentation  Fivecm  Multivariate Garch  Cointegration  
A cointegration approach to the price dynamics of private housing A Singapore case study Journal article
Journal of Property Investment & Finance, 1999,Volume: 17,Issue: 1,Page: 35-60
Authors:  David Ho Kim Hin;  Javier Calero Cuervo
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Cointegration  Housing (Domestic Property)  Singapore