Chi Keung marco lau : Citation Profile


Are you Chi Keung marco lau?

University of Northumbria

9

H index

8

i10 index

251

Citations

RESEARCH PRODUCTION:

40

Articles

33

Papers

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   17 years (2002 - 2019). See details.
   Cites by year: 14
   Journals where Chi Keung marco lau has often published
   Relations with other researchers
   Recent citing documents: 111.    Total self citations: 18 (6.69 %)

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   Permalink: http://citec.repec.org/pla429
   Updated: 2019-10-15    RAS profile: 2019-05-23    
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Relations with other researchers


Works with:

GUPTA, RANGAN (23)

Gözgör, Giray (9)

Demir, Ender (6)

Bouri, Elie (6)

Bilgin, Mehmet (4)

Apergis, Nicholas (4)

Brzeszczynski, Janusz (3)

Chan, Kwok Ho (3)

Wang, Shixuan (3)

Wohar, Mark (3)

coskun, yener (2)

Mukherjee, Zinnia (2)

Miller, Stephen (2)

Wilfling, Bernd (2)

Roubaud, David (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Chi Keung marco lau.

Is cited by:

GUPTA, RANGAN (19)

lucey, brian (9)

Panagiotidis, Theodore (8)

Apergis, Nicholas (8)

Otero, Jesus (7)

Gluschenko, Konstantin (6)

Bouri, Elie (5)

Genakos, Christos (4)

Demir, Ender (4)

Tiwari, Aviral (4)

Holmes, Mark (4)

Cites to:

GUPTA, RANGAN (87)

Bouri, Elie (34)

Taylor, Mark (23)

Roubaud, David (22)

Pesaran, M (21)

Balcilar, Mehmet (20)

Peel, David (18)

Sarno, Lucio (17)

lucey, brian (16)

Wohar, Mark (16)

Campbell, John (16)

Main data


Where Chi Keung marco lau has published?


Journals with more than one article published# docs
Finance Research Letters4
International Review of Financial Analysis3
Economic Modelling3
Research in International Business and Finance2
Emerging Markets Review2
Energy Policy2
Journal of International Financial Markets, Institutions and Money2
The Singapore Economic Review (SER)2

Working Papers Series with more than one paper published# docs
Working Papers / University of Pretoria, Department of Economics16
MPRA Paper / University Library of Munich, Germany10
EcoMod2007 / EcoMod2

Recent works citing Chi Keung marco lau (2019 and 2018)


YearTitle of citing document
2018Impact of Technology Adoption on the Performance of Small and Medium Enterprises in India. (2018). Anjum, Arif. In: The Journal of Social Sciences Research. RePEc:arp:tjssrr:2018:p:857-867.

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2018Does the time horizon of the return predictive effect of investor sentiment vary with stock characteristics? A Granger causality analysis in the frequency domain. (2018). Jiang, Yong ; Zhou, Zhongbao. In: Papers. RePEc:arx:papers:1803.02962.

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2018Does strategic commodities price respond to U.S. Partisan Conflict? Evidence from a parametric test of Granger causality in quantiles. (2018). Jiang, Yong. In: Papers. RePEc:arx:papers:1810.08396.

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2019Energy Consumption and Economic Growth for Small Island Developing States: A Panel ARDL Approach. (2019). Sheereen, Fauzel . In: Energy Economics Letters. RePEc:asi:eneclt:2019:p:23-29.

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2018Return and Volatility Spillover across stock markets of China and its Major Trading Partners: Evidence from Shanghai Stock Exchange Crash. (2018). Qarni, Muhammad Owais ; Saqib, Gulzar. In: Business & Economic Review. RePEc:bec:imsber:v:10:y:2018:i:3:p:1-20.

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2018Control of Corruption and Luxury Goods Consumption. (2018). Tajaddini, Reza ; Gholipour Fereidouni, Hassan. In: Kyklos. RePEc:bla:kyklos:v:71:y:2018:i:4:p:613-641.

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2018Are Fluctuations in Military Spending Transitory or Permanent? International Evidence. (2018). Shahbaz, Muhammad ; Mahalik, Mantu ; Khraief, Naceur ; Khan, Saleheen. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00163.

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2018Financial risk network architecture of energy firms. (2018). Uribe, Jorge ; Manotas, Diego ; Restrepo, Natalia . In: Applied Energy. RePEc:eee:appene:v:215:y:2018:i:c:p:630-642.

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2018Growth channels of human capital: A Chinese panel data study. (2018). Li, Tingting ; Wang, Yong. In: China Economic Review. RePEc:eee:chieco:v:51:y:2018:i:c:p:309-322.

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2019Macroeconomic uncertainty, high-level innovation, and urban green development performance in China. (2019). Peng, Chong ; Jin, Peizhen ; Song, Malin. In: China Economic Review. RePEc:eee:chieco:v:55:y:2019:i:c:p:1-18.

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2018Sectoral dynamics of financial contagion in Europe - The cases of the recent crises episodes. (2018). Alexakis, Christos ; Pappas, Vasileios. In: Economic Modelling. RePEc:eee:ecmode:v:73:y:2018:i:c:p:222-239.

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2018Growth in emerging economies: Is there a role for education?. (2018). Vecchi, Michela ; Mustafa, Ghulam ; Lenkei, Balint. In: Economic Modelling. RePEc:eee:ecmode:v:73:y:2018:i:c:p:240-253.

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2018Which information matters to market risk spreading in Brazil? Volatility transmission modelling using MGARCH-BEKK, DCC, t-Copulas. (2018). de Oliveira, Felipe A ; Da, Cassio ; de Jesus, Diego P ; Maia, Sinezio F. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:45:y:2018:i:c:p:83-100.

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2018Exploring the dynamic relationships between cryptocurrencies and other financial assets. (2018). Corbet, Shaen ; Yarovaya, Larisa ; Lucey, Brian ; Larkin, Charles ; Meegan, Andrew. In: Economics Letters. RePEc:eee:ecolet:v:165:y:2018:i:c:p:28-34.

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2018Bitcoin Futures—What use are they?. (2018). Corbet, Shaen ; Vigne, Samuel ; Peat, Maurice ; Lucey, Brian. In: Economics Letters. RePEc:eee:ecolet:v:172:y:2018:i:c:p:23-27.

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2019Bitcoin price forecasting with neuro-fuzzy techniques. (2019). Pasiouras, Fotios ; Zopounidis, Constantin ; Atsalaki, Ioanna G ; Atsalakis, George S. In: European Journal of Operational Research. RePEc:eee:ejores:v:276:y:2019:i:2:p:770-780.

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2018International financial integration: Stock return linkages and volatility transmission between Vietnam and advanced countries. (2018). Vo, Xuan Vinh ; Ellis, Craig . In: Emerging Markets Review. RePEc:eee:ememar:v:36:y:2018:i:c:p:19-27.

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2018Financial connectedness of BRICS and global sovereign bond markets. (2018). Ahmad, Wasim ; Daly, Kevin J ; Mishra, Anil V. In: Emerging Markets Review. RePEc:eee:ememar:v:37:y:2018:i:c:p:1-16.

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2019Bitcoin price growth and Indonesias monetary system. (2019). Setiawan, Iwan ; Rahman, Eki R ; Narayan, Seema. In: Emerging Markets Review. RePEc:eee:ememar:v:38:y:2019:i:c:p:364-376.

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2018Dynamic and directional network connectedness of crude oil and currencies: Evidence from implied volatility. (2018). Singh, Vipul Kumar ; Kumar, Pawan ; Nishant, Shreyank. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:48-63.

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2019Price and volatility spillovers across the international steam coal market. (2019). , Marco ; Ciner, Cetin ; Brzeszczynski, Janusz ; Batten, Jonathan A ; Yarovaya, Larisa ; Lucey, Brian. In: Energy Economics. RePEc:eee:eneeco:v:77:y:2019:i:c:p:119-138.

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2019The asymmetric response of gasoline prices to oil price shocks and policy uncertainty. (2019). Ratti, Ronald ; Kang, Wensheng ; de Gracia, Fernando Perez. In: Energy Economics. RePEc:eee:eneeco:v:77:y:2019:i:c:p:66-79.

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2019Human capital and export diversification as new determinants of energy demand in the United States. (2019). Shahbaz, Muhammad ; Gözgör, Giray ; Hammoudeh, Shawkat. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:335-349.

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2018Asymmetric pass through of oil prices to gasoline prices: Evidence from a new country sample. (2018). Apergis, Nicholas ; Vouzavalis, Grigorios. In: Energy Policy. RePEc:eee:enepol:v:114:y:2018:i:c:p:519-528.

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2019Does skewed pattern of income distribution matter for the environmental quality? Evidence from selected BRICS economies with an application of Quantile-on-Quantile regression (QQR) approach. (2019). Mahalik, Mantu Kumar ; Padhan, Hemachandra ; Mallick, Hrushikesh. In: Energy Policy. RePEc:eee:enepol:v:129:y:2019:i:c:p:120-131.

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2019Is energy security a driver for economic growth? Evidence from a global sample. (2019). LE, Thai-Ha ; Canh, Nguyen ; Nguyen, Canh Phuc. In: Energy Policy. RePEc:eee:enepol:v:129:y:2019:i:c:p:436-451.

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2018Asymmetric dependence structure between emissions allowances and wholesale diesel/gasoline prices in emerging Chinas emissions trading scheme pilots. (2018). Chang, Kai ; Zhang, Chao. In: Energy. RePEc:eee:energy:v:164:y:2018:i:c:p:124-136.

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2018Return and volatility linkages between CO2 emission and clean energy stock prices. (2018). Dutta, Anupam ; Noor, Md Hasib ; Bouri, Elie. In: Energy. RePEc:eee:energy:v:164:y:2018:i:c:p:803-810.

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2019Sustainable economic development in China: Modelling the role of hydroelectricity consumption in a multivariate framework. (2019). solarin, sakiru ; Shahbaz, Muhammad ; Hammoudeh, Shawkat. In: Energy. RePEc:eee:energy:v:168:y:2019:i:c:p:516-531.

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2019Renewable and non-renewable categories of energy consumption and trade: Do the development degree and the industrialization degree matter?. (2019). Amri, Fethi. In: Energy. RePEc:eee:energy:v:173:y:2019:i:c:p:374-383.

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2019Visiting effects of crude oil price on economic growth in BRICS countries: Fresh evidence from wavelet-based quantile-on-quantile tests. (2019). Chen, Cuiqiong ; Mo, Bin ; Jiang, Yonghong ; Nie, HE. In: Energy. RePEc:eee:energy:v:178:y:2019:i:c:p:234-251.

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2018Future directions in international financial integration research - A crowdsourced perspective. (2018). Zaghini, Andrea ; Piljak, Vanja ; Kearney, Fearghal ; Fernandez, Viviana ; Gogolin, Fabian ; Versteeg, Roald ; Ly, Kim Cuong ; Urquhart, Andrew ; Lonarski, Igor ; Dimic, Nebojsa ; Stafylas, Dimitrios ; Lindblad, Annika ; Carchano, Oscar ; Sheng, Xin ; Larkin, Charles J ; Brzeszczynski, Janusz ; Sevic, Aleksandar ; Laing, Elaine ; Barbopoulos, Leonidas ; Ballester, Laura ; Ohagan-Luff, Martha ; Ichev, Riste ; Yarovaya, Larisa ; Vigne, Samuel A ; Neville, Conor ; Helbing, Pia ; Wolfe, Simon ; Lucey, Brian M ; McGroarty, Frank ; Goodell, John W ; Vu, Anh N ; McGee, Richard J ; Gonzalez-Urteaga, Ana ; Marin, Matej . In: International Review of Financial Analysis. RePEc:eee:finana:v:55
2018Bitcoin is not the New Gold – A comparison of volatility, correlation, and portfolio performance. (2018). Walther, Thomas ; Thu, Hien Pham ; Klein, Tony. In: International Review of Financial Analysis. RePEc:eee:finana:v:59:y:2018:i:c:p:105-116.

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2018Heterogeneous dependence and dynamic hedging between sectors of BRIC and global markets. (2018). Mishra, Anil ; Ahmad, Wasim ; Daly, Kevin. In: International Review of Financial Analysis. RePEc:eee:finana:v:59:y:2018:i:c:p:117-133.

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2018Volatility connectedness in the cryptocurrency market: Is Bitcoin a dominant cryptocurrency?. (2018). Yi, Shuyue ; Wang, Gang-Jin ; Xu, Zishuang. In: International Review of Financial Analysis. RePEc:eee:finana:v:60:y:2018:i:c:p:98-114.

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2019Does global economic uncertainty matter for the volatility and hedging effectiveness of Bitcoin?. (2019). GUPTA, RANGAN ; Bouri, Elie ; Roubaud, David ; Fang, Libing. In: International Review of Financial Analysis. RePEc:eee:finana:v:61:y:2019:i:c:p:29-36.

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2019Cryptocurrencies as a financial asset: A systematic analysis. (2019). Yarovaya, Larisa ; Urquhart, Andrew ; Lucey, Brian ; Corbet, Shaen. In: International Review of Financial Analysis. RePEc:eee:finana:v:62:y:2019:i:c:p:182-199.

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2019Today I got a million, tomorrow, I dont know: On the predictability of cryptocurrencies by means of Google search volume. (2019). Dimpfl, Thomas ; Bleher, Johannes. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:147-159.

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2019The effects of markets, uncertainty and search intensity on bitcoin returns. (2019). Stengos, Thanasis ; Panagiotidis, Theodore ; Vravosinos, Orestis. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:220-242.

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2019Dynamic connectedness and integration in cryptocurrency markets. (2019). Roubaud, David ; Marco, Chi Keung ; Bouri, Elie ; Ji, Qiang. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:257-272.

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2019Giver and the receiver: Understanding spillover effects and predictive power in cross-market Bitcoin prices. (2019). Jayasekera, Ranadeva ; Gillaizeau, Marc ; Volokitina, Evgeniia ; Parhi, Mamata ; Mishra, Tapas ; Maaitah, Ahmad. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:86-104.

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2019Comparison of range-based volatility estimators against integrated volatility in European emerging markets. (2019). Sori, Petar ; Matkovi, Mario ; Arneri, Josip. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:118-124.

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2019The inefficiency of Bitcoin revisited: A high-frequency analysis with alternative currencies. (2019). Sensoy, Ahmet. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:68-73.

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2019Good and bad volatility spillovers: An asymmetric connectedness. (2019). Bensaida, Ahmed. In: Journal of Financial Markets. RePEc:eee:finmar:v:43:y:2019:i:c:p:78-95.

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2019Vine copula-based dependence and portfolio value-at-risk analysis of the cryptocurrency market. (2019). Tiwari, Aviral Kumar ; Boako, Gideon ; Roubaud, David. In: International Economics. RePEc:eee:inteco:v:158:y:2019:i:c:p:77-90.

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2018Volatility connectedness in the Chinese banking system: Do state-owned commercial banks contribute more?. (2018). Wang, Gang-Jin ; Jiang, Zhi-Qiang ; Zhao, Longfeng ; Xie, Chi. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:57:y:2018:i:c:p:205-230.

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2019The role of trading volume, open interest and trader positions on volatility transmission between spot and futures markets. (2019). Soytas, Ugur ; Ordu-Akkaya, Beyza Mina ; Ugurlu-Yildirim, Ecenur. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:410-422.

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2019Can economic policy uncertainty, oil prices, and investor sentiment predict Islamic stock returns? A multi-scale perspective. (2019). Hadhri, Sinda ; Ftiti, Zied. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:53:y:2019:i:c:p:40-55.

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2018Revisiting the investor sentiment–stock returns relationship: A multi-scale perspective using wavelets. (2018). Lao, Jiashun ; Jiang, Yonghong ; Nie, HE. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:499:y:2018:i:c:p:420-427.

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2018Time-varying efficiency of developed and emerging bond markets: Evidence from long-spans of historical data. (2018). GUPTA, RANGAN ; Charfeddine, Lanouar ; Aye, Goodness C ; ben Khediri, Karim. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:505:y:2018:i:c:p:632-647.

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2018Time-varying causality between equity and currency returns in the United Kingdom: Evidence from over two centuries of data. (2018). Kanda, Patrick ; GUPTA, RANGAN ; Burke, Michael. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:506:y:2018:i:c:p:1060-1080.

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2018A return spillover network perspective analysis of Chinese financial institutions’ systemic importance. (2018). Huang, Wei-qiang ; Wang, Dan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:509:y:2018:i:c:p:405-421.

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2019Forecasting the KOSPI200 spot volatility using various volatility measures. (2019). Chun, Dohyun ; Ryu, Doojin ; Cho, Hoon. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:514:y:2019:i:c:p:156-166.

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2018Volatility spillovers across global asset classes: Evidence from time and frequency domains. (2018). Tiwari, Aviral Kumar ; Wohar, Mark E ; Gupta, Rangan ; Cunado, Juncal. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:70:y:2018:i:c:p:194-202.

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2018Network causality structures among Bitcoin and other financial assets: A directed acyclic graph approach. (2018). Ji, Qiang ; Roubaud, David ; Gupta, Rangan ; Bouri, Elie. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:70:y:2018:i:c:p:203-213.

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2019Centralized and decentralized bitcoin markets: Euro vs USD vs GBP. (2019). Matkovskyy, Roman. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:71:y:2019:i:c:p:270-279.

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2019Islamic and conventional equity markets: Two sides of the same coin, or not?. (2019). , Walid. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:72:y:2019:i:c:p:191-205.

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2018Poverty and the resource curse: Evidence from a global panel of countries. (2018). Apergis, Nicholas ; Katsaiti, Marina-Selini. In: Research in Economics. RePEc:eee:reecon:v:72:y:2018:i:2:p:211-223.

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2019The effect of biomass energy consumption on economic growth in BRICS countries: A country-specific panel data analysis. (2019). Aydin, Mucahit. In: Renewable Energy. RePEc:eee:renene:v:138:y:2019:i:c:p:620-627.

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2019The impacts of government ideology on innovation: What are the main implications?. (2019). Wen, Jun ; Chen, Yin E ; Feng, Gen-Fu ; Wang, Quan-Jing ; Chang, Chun-Ping. In: Research Policy. RePEc:eee:respol:v:48:y:2019:i:5:p:1232-1247.

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2018Labour reallocation, productivity growth and dualism: The case of China. (2018). Kwan, Fung ; Zhuo, Shuaihe ; Zhang, Yang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:57:y:2018:i:c:p:198-210.

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2018Investor sentiment, soccer games and stock returns. (2018). Dimic, Nebojsa ; Aijo, Janne ; Orlov, Vitaly ; Neudl, Manfred. In: Research in International Business and Finance. RePEc:eee:riibaf:v:43:y:2018:i:c:p:90-98.

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2018Information transmission across stock indices and stock index futures: International evidence using wavelet framework. (2018). Aloui, Chaker ; Yarovaya, Larisa ; Keung, Marco Chi ; Hkiri, Besma. In: Research in International Business and Finance. RePEc:eee:riibaf:v:44:y:2018:i:c:p:411-421.

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2019Asymmetric monetary policy effects on cryptocurrency markets. (2019). Pham, Huy ; Nguyen, Kien Son ; Vu, Thai. In: Research in International Business and Finance. RePEc:eee:riibaf:v:48:y:2019:i:c:p:335-339.

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2019Spillover Effect of Islamic Stock Markets in Asia. (2019). , Sumardi ; Silvia, Ani. In: European Research Studies Journal. RePEc:ers:journl:v:xxii:y:2019:i:2:p:28-40.

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2019Comparative Analysis of the Energy Sector Development Trends and Forecast of Final Energy Demand in the Baltic States. (2019). Miskinis, Vaclovas ; Neniskis, Eimantas ; Lekavicius, Vidas ; Konstantinaviciute, Inga ; Galinis, Arvydas. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:2:p:521-:d:199202.

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2019Renewable Energy Production, Energy Consumption and Sustainable Economic Growth in Turkey: A VECM Approach. (2019). Akdoan, Ece C ; Din, Dilek Temiz . In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:5:p:1273-:d:209704.

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2019On the Relationship between Economic Policy Uncertainty and the Implied Volatility Index. (2019). Shaikh, Imlak. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:6:p:1628-:d:214829.

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2019Estimación de la distribución multivariada de los rendimientos de los tipos de cambio contra el dólar de las criptomonedas Bitcoin, Ripple y Ether. (2019). Nuez, Jose Antonio ; Aragon, Beatriz Mota . In: Remef - The Mexican Journal of Economics and Finance. RePEc:imx:journl:v:14:y:2019:i:3:p:447-457.

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2018Volatility Spillover Analysis Post Implementation of AEC 2015 Agreement: Empirical Study on ASEAN-5 Stock Market. (2018). Panjaitan, Yunia ; Saadah, Siti . In: International Journal of Financial Research. RePEc:jfr:ijfr11:v:9:y:2018:i:2:p:105-111.

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2018Corruption, Types of Corruption and Firm Financial Performance: New Evidence from a Transitional Economy. (2018). Tran, Tuyen ; Lim, Steven ; Nguyen, Tuan ; Vu, Huong. In: Journal of Business Ethics. RePEc:kap:jbuset:v:148:y:2018:i:4:d:10.1007_s10551-016-3016-y.

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2017Has the Special Economic Zone Approach Improve Ghana¡¯s Competitiveness in the Global Market?. (2017). Florence, Kutin-Mensah ; Rutendo, Chiponga ; Richard, Boateng Ofosu ; Huang, Dechun. In: Business and Economic Research. RePEc:mth:ber888:v:7:y:2017:i:2:p:19-34.

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2018Firm Internal Factors and Competitive Position of Export-oriented Companies in Pakistan: Evidence from the Textile Sector. (2018). Abbas, Syed Zagham ; Nadeem, Syed Amad. In: Business and Economic Research. RePEc:mth:ber888:v:8:y:2018:i:3:p:29-39.

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2018The drivers of regional growth in Russia: A baseline model with applications. (2018). Durand-Lasserve, Olivier ; Blochliger, Hansjorg. In: OECD Economics Department Working Papers. RePEc:oec:ecoaaa:1523-en.

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2018Market of the Novosibirsk Oblast in the System of Regional Markets. (2018). Gluschenko, Konstantin. In: MPRA Paper. RePEc:pra:mprapa:83649.

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2018Spatial Integration of Siberian Regional Markets. (2018). Gluschenko, Konstantin. In: MPRA Paper. RePEc:pra:mprapa:85667.

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2018Military Spending Response to Defense Shocks? International Evidence. (2018). Shahbaz, Muhammad ; Khraief, Naceur ; Khan, Saleheen ; Mahalik, Mantu Kumar. In: MPRA Paper. RePEc:pra:mprapa:87362.

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2018Exploring the Driving Forces of the Bitcoin Exchange Rate Dynamics: An EGARCH Approach. (2018). Zhou, Siwen. In: MPRA Paper. RePEc:pra:mprapa:89445.

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2018How Persistent and Dependent are Pricing of Bitcoin to other Cryptocurrencies Before and After 2017/18 Crash?. (2018). YAYA, OLAOLUWA ; Ogbonna, Ahamuefula ; Olubusoye, Olusanya E. In: MPRA Paper. RePEc:pra:mprapa:91253.

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2019Measuring Macroeconomic Uncertainty in Zimbabwe. (2019). Bonga, Wellington. In: MPRA Paper. RePEc:pra:mprapa:94759.

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2018On the Transmission Mechanism of Country-Specific and International Economic Uncertainty Spillovers: Evidence from a TVP-VAR Connectedness Decomposition Approach. (2018). GUPTA, RANGAN ; Gabauer, David. In: Working Papers. RePEc:pre:wpaper:201829.

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2018Herding Behaviour in the Cryptocurrency Market. (2018). Roubaud, David ; GUPTA, RANGAN ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:201834.

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2018Greek Economic Policy Uncertainty: Does it Matter for the European Union?. (2018). GUPTA, RANGAN ; Gabauer, David ; Antonakakis, Nikolaos. In: Working Papers. RePEc:pre:wpaper:201840.

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2018Does Global Economic Uncertainty Matter for the Volatility and Hedging Effectiveness of Bitcoin?. (2018). Roubaud, David ; GUPTA, RANGAN ; Bouri, Elie ; Fang, Libing. In: Working Papers. RePEc:pre:wpaper:201858.

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2018Geopolitical Risks and the Predictability of Regional Oil Returns and Volatility. (2018). Tiwari, Aviral ; Ji, Qiang ; GUPTA, RANGAN ; Demirer, Riza. In: Working Papers. RePEc:pre:wpaper:201860.

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2019Is the Housing Market in the United States Really Weakly-Efficient?. (2019). Wohar, Mark E ; Gupta, Rangan ; Tiwari, Aviral Kumar. In: Working Papers. RePEc:pre:wpaper:201934.

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2019The Predictability of Stock Market Volatility in Emerging Economies: Relative Roles of Local, Regional and Global Business Cycles. (2019). GUPTA, RANGAN ; Demirer, Riza ; Sun, Xiaojin ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:201938.

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2019Spillovers across Macroeconomic, Financial and Real Estate Uncertainties: A Time-Varying Approach. (2019). GUPTA, RANGAN ; Gabauer, David. In: Working Papers. RePEc:pre:wpaper:201944.

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2019Effects of Conventional and Unconventional Monetary Policy Shocks on Housing Prices in the United States: The Role of Sentiment. (2019). Marfatia, Hardik A ; Marco, Chi Keung ; Gupta, Rangan ; Caraiani, Petre. In: Working Papers. RePEc:pre:wpaper:201953.

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2019Predicting Bitcoin Returns: Comparing the Roles of Newspaper- and Internet Search-Based Measures of Uncertainty. (2019). GUPTA, RANGAN ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:201955.

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2019Time-Varying Impact of Uncertainty Shocks on Macroeconomic Variables of the United Kingdom: Evidence from Over 150 Years of Monthly Data. (2019). Gupta, Rangan ; Gabauer, David ; Christou, Christina. In: Working Papers. RePEc:pre:wpaper:201962.

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2019Spillovers in Higher-Order Moments of Bitcoin, Gold, and Oil. (2019). Roubaud, David ; Gupta, Rangan ; Bouri, Elie ; Gkillas, Konstantinos. In: Working Papers. RePEc:pre:wpaper:201965.

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2019Moments-Based Spillovers across Gold and Oil Markets. (2019). Wang, Shixuan ; Marco, Chi Keung ; Gupta, Rangan ; Bonato, Matteo. In: Working Papers. RePEc:pre:wpaper:201966.

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2018The effects of markets, uncertainty and search intensity on bitcoin returns. (2018). Vravosinos, Orestis ; Stengos, Thanasis ; Panagiotidis, Theodore. In: Working Paper series. RePEc:rim:rimwps:18-39.

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2018Do political risks matter in the financial markets?: evidence from Turkey. (2018). Tuncay, Merve . In: Eurasian Business Review. RePEc:spr:eurasi:v:8:y:2018:i:2:d:10.1007_s40821-017-0077-5.

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2019How does national culture affect corporate risk-taking?. (2019). Garcia-Gomez, Conrado Diego ; Farinha, Jorge Bento ; Diez-Esteban, Jose Maria. In: Eurasian Business Review. RePEc:spr:eurasi:v:9:y:2019:i:1:d:10.1007_s40821-018-0105-0.

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2019Uncertainty and energy-sector equity returns in Iran: a Bayesian and quasi-Monte Carlo time-varying analysis. (2019). Fazelabdolabadi, Babak. In: Financial Innovation. RePEc:spr:fininn:v:5:y:2019:i:1:d:10.1186_s40854-019-0128-2.

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2018Information Transmission between Mature and Emerging Equity Markets During Normal and Crisis Periods: An Empirical Examination. (2018). Deisting, Florent ; Jain, Payal ; Sehgal, Sanjay. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:16:y:2018:i:1:d:10.1007_s40953-016-0067-y.

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2018Asymmetric causality between military expenditures and economic growth in top six defense spenders. (2018). Hatemi-J, Abdulnasser ; GUPTA, RANGAN ; Chang, Tsangyao ; Lin, Feng-Li ; Chen, Wen-Yi. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:52:y:2018:i:3:d:10.1007_s11135-017-0512-9.

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More than 100 citations found, this list is not complete...

Chi Keung marco lau has edited the books:


YearTitleTypeCited

Works by Chi Keung marco lau:


YearTitleTypeCited
2018Impact of Volatility and Equity Market Uncertainty on Herd Behaviour: Evidence from UK REITs In: ERES.
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2016Impact of Volatility and Equity Market Uncertainty on Herd Behavior: Evidence from UK REITs.(2016) In: Working Papers.
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This paper has another version. Agregated cites: 1
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2009Determinants of Competitiveness: Observations in Chinas Textile and Apparel Industries In: China & World Economy.
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article2
2017Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data In: CQE Working Papers.
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2017Are Multifractal Processes Suited to Forecasting Electricity Price Volatility? Evidence from Australian Intraday Data.(2017) In: Working Papers.
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2019Segmenting global tourism markets: A panel club convergence approach In: Annals of Tourism Research.
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2010New evidence about regional income divergence in China In: China Economic Review.
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article29
2012Some cautions on the use of nonlinear panel unit root tests: Evidence from a modified series-specific non-linear panel unit-root test In: Economic Modelling.
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article11
2012Do energy prices converge across Russian regions? In: Economic Modelling.
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article12
2014The conditional equity premium, cross-sectional returns and stochastic volatility In: Economic Modelling.
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article2
2013Experience-based corporate corruption and stock market volatility: Evidence from emerging markets In: Emerging Markets Review.
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article7
2018Does global fear predict fear in BRICS stock markets? Evidence from a Bayesian Graphical Structural VAR model In: Emerging Markets Review.
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article5
2019Decoding the Australian electricity market: New evidence from three-regime hidden semi-Markov model In: Energy Economics.
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article0
2018Estimating Peak uranium production in China – Based on a Stella model In: Energy Policy.
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article0
2012Price regulation and relative price convergence: Evidence from the retail gasoline market in Canada In: Energy Policy.
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article21
2018Energy consumption and economic growth: New evidence from the OECD countries In: Energy.
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article10
2016Intra- and inter-regional return and volatility spillovers across emerging and developed markets: Evidence from stock indices and stock index futures In: International Review of Financial Analysis.
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article29
2017Asymmetry in spillover effects: Evidence for international stock index futures markets In: International Review of Financial Analysis.
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article1
2018The effects of uncertainty measures on the price of gold In: International Review of Financial Analysis.
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article2
2016Volatility spillovers across stock index futures in Asian markets: Evidence from range volatility estimators In: Finance Research Letters.
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article8
2016Investors’ sentiment and US Islamic and conventional indexes nexus: A time–frequency analysis In: Finance Research Letters.
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article9
2018Does economic policy uncertainty predict the Bitcoin returns? An empirical investigation In: Finance Research Letters.
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article24
2019The causal relationship between Bitcoin attention and Bitcoin returns: Evidence from the Copula-based Granger causality test In: Finance Research Letters.
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article4
2015Reexamining sports-sentiment hypothesis: Microeconomic evidences from Borsa Istanbul In: Journal of International Financial Markets, Institutions and Money.
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article5
2016Commodity markets volatility transmission: Roles of risk perceptions and uncertainty in financial markets In: Journal of International Financial Markets, Institutions and Money.
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article8
2018Bitcoin and global financial stress: A copula-based approach to dependence and causality in the quantiles In: The Quarterly Review of Economics and Finance.
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article4
2018U.S. state-level carbon dioxide emissions: Does it affect health care expenditure? In: Renewable and Sustainable Energy Reviews.
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article0
2018Inter- and intra-regional analysis on spillover effects across international stock markets In: Research in International Business and Finance.
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article0
2019Effects of the geopolitical risks on Bitcoin returns and volatility In: Research in International Business and Finance.
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article0
2002Forecasting Monthly Prices and Quantities: A Study of Apparel Cottons Export In: EcoMod2007.
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2002Import Demand Response of MFA Apparel/Non-Apparel Fibers & Cottons in the U.S.: A Case of China & HK In: EcoMod2007.
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paper0
0000MFA Fibers Imported From China & H.K. to U.S. - a Structural Change Analysis In: EcoMod2006.
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2017How deviations from monetary policy decisions from a benchmark monetary policy rule affect bank profitability: Evidence from US banks In: Journal of Financial Economic Policy.
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article0
2018Determinants of Retailers Cross-channel Integration: An Innovation Diffusion Perspective on Omni-channel Retailing In: Post-Print.
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2011Do structural breaks in exchange rate volatility matter? Evidence from Asia-Pacific currencies In: Iktisat Isletme ve Finans.
[Citation analysis]
article1
2019The impact of US uncertainty on the Euro area in good and bad times: evidence from a quantile structural vector autoregressive model In: Empirica.
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2016The Impact of US Uncertainty on the Euro Area in Good and Bad Times: Evidence from a Quantile Structural Vector Autoregressive Model.(2016) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 6
paper
2010Convergence Across the United States: Evidence from Panel ESTAR Unit Root Test In: International Advances in Economic Research.
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article3
2013Hedging with Chinese Aluminum Futures: International Evidence with Return and Volatility Spillover Indices Under Structural Breaks In: Emerging Markets Finance and Trade.
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article4
2010Strategic asset allocation and intertemporal demands: with commodities as an asset class In: MPRA Paper.
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paper0
2012The Effects of Religious Beliefs on the Working Decisions of Women: Some Evidence from Turkey In: MPRA Paper.
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2012Determinants of firm competitiveness: case of the Turkish textile and apparel industry In: MPRA Paper.
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paper3
2013EXPLORATIVE VERSUS EXPLOITATIVE ALLIANCES—EVIDENCE FROM THE GLASS INDUSTRY IN CHINA In: MPRA Paper.
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2015Explorative versus exploitative alliances: evidence from the glass industry in China.(2015) In: Journal of Chinese Economic and Business Studies.
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This paper has another version. Agregated cites: 0
article
2013Hedging China’s Energy Oil Market Risks In: MPRA Paper.
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2013Determinants of Innovative Activities: Evidence from Europe and Central Asia Region In: MPRA Paper.
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2015DETERMINANTS OF INNOVATIVE ACTIVITIES: EVIDENCE FROM EUROPE AND CENTRAL ASIA REGION.(2015) In: The Singapore Economic Review (SER).
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This paper has another version. Agregated cites: 3
article
2013The Conditional CAPM, Cross-Section Returns and Stochastic Volatility In: MPRA Paper.
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2013Financial Development, Econmic Growth and R&D Cyclical Movement In: MPRA Paper.
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paper1
2013A R&D Based Real Business Cycle Model In: MPRA Paper.
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2016An R&D-based real business cycle model.(2016) In: International Review of Economics.
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This paper has another version. Agregated cites: 0
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2011Panel Unit Root Test with Nonlinear Mean Reversion and Smooth Breaks In: MPRA Paper.
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paper0
2016An Analysis of the Relationship between U.S. State Level Carbon Dioxide Emissions and Health Care Expenditure In: Working Papers.
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paper0
2017Does Global Fear Predict Fear in BRICS Stock Markets? Evidence from a Bayesian Graphical VAR Model In: Working Papers.
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paper1
2017U.S. Fiscal Policy and Asset Prices: The Role of Partisan Conflict In: Working Papers.
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2017U.S. Fiscal Policy and Asset Prices: The Role of Partisan Conflict.(2017) In: Working papers.
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This paper has another version. Agregated cites: 0
paper
2017Bitcoin and Global Financial Stress: A Copula-Based Approach to Dependence and Causality-in-Quantiles In: Working Papers.
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paper0
2017OPEC News Announcement Effect on Volatility in the Crude Oil Market: A Reconsideration In: Working Papers.
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2018Is There a Role for Uncertainty in Forecasting Output Growth in OECD Countries? Evidence from a Time Varying Parameter-Panel Vector Autoregressive Model In: Working Papers.
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2018Time-Varying Impact of Geopolitical Risks on Oil Prices In: Working Papers.
[Citation analysis]
paper1
2018The Role of Housing Sentiment in Forecasting US Home Sales Growth: Evidence from a Bayesian Compressed Vector Autoregressive Model In: Working Papers.
[Citation analysis]
paper0
2018Predicting Aggregate and State-Level US House Price Volatility: The Role of Sentiment In: Working Papers.
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2018Jumps Beyond the Realms of Cricket: India’s Performance in One Day Internationals and Stock Market Movements In: Working Papers.
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2019Are Uncertainties across the World Convergent? In: Working Papers.
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paper1
2019Macroeconomic Uncertainty Connections across the US States: Evidence from a Bayesian Graphical Structural VAR (BGSVAR) Model In: Working Papers.
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2019Risk Aversion and Bitcoin Returns in Normal, Bull, and Bear Markets In: Working Papers.
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2017Institutions and gravity model: the role of political economy and corporate governance In: Eurasian Business Review.
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In: .
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2009A more powerful panel unit root test with an application to PPP In: Applied Economics Letters.
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article8
2013New evidence of regional income divergence in post-reform Russia In: Applied Economics.
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article11
2016A Nonlinear Model of Military Expenditure Convergence: Evidence From Estar Nonlinear Unit Root Test In: Defence and Peace Economics.
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article6
2011Technology transfer and enterprise performance: a firm-level analysis in China In: Journal of Business Economics and Management.
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article1
2012TECHNOLOGY TRANSFER, FINANCE CHANNELS, AND SME PERFORMANCE: NEW EVIDENCE FROM DEVELOPING COUNTRIES In: The Singapore Economic Review (SER).
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CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 1st 2019. Contact: CitEc Team