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Does fine wine price contain useful information to forecast GDP? Evidence from major developed countries Journal article
Economic Modelling, 2014,Volume: 38,Page: 75 – 79
Authors:  Zhuo Qiao;  Patrick Kuok-Kun Chu
Favorite | View/Download:10/0 | TC[WOS]:6 TC[Scopus]:0 | Submit date:2019/11/01
Price Of Fine Wine  Gdp  Granger Causality Test  Forecast  
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.
Favorite | View/Download:5/0 | TC[WOS]:0 TC[Scopus]:0 | Submit date:2018/11/06
Granger causal relations among Greater China stock markets: a Nonlinear perspective Journal article
Applied Financial Economics, 2011,Volume: 21,Page: 1437-1450
Authors:  Zhuo Qiao;  Keith Lam
Favorite | View/Download:7/0 | TC[WOS]:0 TC[Scopus]:0 | Submit date:2019/10/22
Granger Causality  Nonlinearity  Greater China  Stock Market  
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  
New evidence on the relation between return volatility and trading volume Journal article
Journal of Forecasting, 2010,Issue: 29,Page: 502–515
Authors:  Thomas C. Chiang;  Zhuo Qiao;  Wing-Keung Wong
Favorite | View/Download:6/0 | TC[WOS]:23 TC[Scopus]:0 | Submit date:2019/11/01
Return Volatility  High Frequency Data  Trading Volume  Non-linear Granger Causality  
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  
Global capital market interdependence and spillover effect of credit risk: Evidence from the 2007-2009 global financial crisis Journal article
Applied Financial Economics, 2010,Volume: 20,Issue: 2018-01-02,Page: 85
Authors:  Cheung W.;  Fung S.;  Tsai S.
Favorite | View/Download:6/0 | TC[WOS]:0 TC[Scopus]:0 | Submit date:2018/10/30
Do Information Transmissions between Stock Markets of the Greater China Become Stronger? A Nonlinear Perspective Conference paper
Proceedings of the 17th Conference on the Theories and Practices of Securities and Financial Markets, Kaohsiung, Taiwan, December 11-12, 2009
Authors:  Keith Lam;  Zhuo Qiao
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Granger Causality  Greater China  Stock Market  Nonlinearity  
Policy change and lead-lag relations among China's segmented stock markets Journal article
Journal of Multinational Financial Management, 2008,Volume: 18,Issue: 3,Page: 276
Authors:  Qiao Z.;  Li Y.;  Wong W.-K.
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Granger causality  Lead-lag relation  Nonlinearity  Stock market segmentation  
Policy change and lead-lag relations among China's segmented stock markets Journal article
Journal of Multinational Financial Management, 2008,Volume: 18,Issue: 3,Page: 276
Authors:  Qiao Z.;  Li Y.;  Wong W.-K.
Favorite | View/Download:6/0 | TC[WOS]:0 TC[Scopus]:0 | Submit date:2018/10/30
Granger causality  Lead-lag relation  Nonlinearity  Stock market segmentation