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The global financial crisis and retail interest rate pass-through in Australia Journal article
Review of Pacific Basin Financial Markets and Policies, 2016,Volume: 19,Issue: 4
Authors:  Liu,Ming Hua;  Margaritis,Dimitris;  Qiao,Zhuo
Favorite | View/Download:11/0 | TC[WOS]:1 TC[Scopus]:0 | Submit date:2019/08/01
Australian Banks  Error Correction Model  Global Financial Crisis  Mortgages  Personal Loans  Small Business Loans  
Stochastic dominance relationships between stock and stock index futures markets: International evidence Journal article
Economic Modelling, 2013,Issue: 33,Page: 552-559
Authors:  Zhuo Qiao;  Wing-Keung Wong;  Joseph K.W. Fung
Favorite | View/Download:7/0 | TC[WOS]:7 TC[Scopus]:0 | Submit date:2019/11/01
Stochastic Dominance  Risk Averter  Risk Seeker  Stock  Index Futures  
Regime-dependent relationships among the stock markets of the US, Australia and New Zealand: a Markov-switching VAR approach Journal article
Applied Financial Economics, 2011,Volume: 21,Issue: 24,Page: 1831-1841
Authors:  Zhuo Qiao;  Yuming Li;  Wing-Keung Wong
Favorite | View/Download:7/0 | TC[WOS]:0 TC[Scopus]:0 | Submit date:2019/10/22
Markov Switching Var  Stock Markets  Dynamic Relationships  Regime-dependent Impulse Response  Hansen Test  
Examining the Day-of-the-Week effects in Chinese stock markets: New evidence from a stochastic dominance approach Journal article
Global Economic Review, 2011,Volume: 40,Issue: 3
Authors:  Zhuo Qiao;  Weiwei Qia;  Wing-Keung Wong
Favorite | View/Download:3/0 | TC[WOS]:21 TC[Scopus]:0 | Submit date:2019/11/01
Day-of-the-week Effect  Stochastic Dominance  Chinese Stock Markets  Mean-variance Criterion  
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:10/0 | TC[WOS]:0 TC[Scopus]:0 | Submit date:2019/10/22
Granger Causality  Nonlinearity  Greater China  Stock Market  
Policy change and lead–lag relations among China's segmented stock markets Journal article
Journal of Multinational Financial Management, 2007,Volume: 18,Issue: 3,Page: 276-289
Authors:  Zhuo Qiao;  Yuming Li;  Wing-Keung Wong
Favorite | View/Download:4/0 | TC[WOS]:0 TC[Scopus]:0 | Submit date:2019/11/01
Stock Market Segmentation  Nonlinearity  Lead–lag Relation  Granger Causality  
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
Favorite | View/Download:5/0 | TC[WOS]:0 TC[Scopus]:0 | Submit date:2019/11/01
Stock Market Segmentation  Fivecm  Multivariate Garch  Cointegration