Access Statistics for Chi Keung marco lau

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A R&D Based Real Business Cycle Model 0 0 0 67 0 2 2 157
An Analysis of the Relationship between U.S. State Level Carbon Dioxide Emissions and Health Care Expenditure 0 0 0 54 0 0 0 316
Are Multifractal Processes Suited to Forecasting Electricity Price Volatility? Evidence from Australian Intraday Data 0 0 0 40 0 0 1 71
Are Uncertainties across the World Convergent? 0 0 0 21 0 0 0 48
Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data 0 0 0 26 0 0 0 96
Assessing Debt Stationarity and Sustainability in the Longer Run with Fourier DF Unit Root Tests and Time-Varying Fiscal Reaction Functions 0 0 0 10 1 1 1 20
Assessing Debt Stationarity and Sustainability in the Longer-Run with Fourier DF Unit Root Tests and Time-Varying Fiscal Reaction Functions 0 0 0 14 1 3 4 41
Bitcoin and Global Financial Stress: A Copula-Based Approach to Dependence and Causality-in-Quantiles 0 0 0 84 1 1 4 371
Determinants of Innovative Activities: Evidence from Europe and Central Asia Region 0 0 0 51 0 1 2 154
Determinants of Retailers' Cross-channel Integration: An Innovation Diffusion Perspective on Omni-channel Retailing 0 0 0 0 1 2 3 45
Determinants of firm competitiveness: case of the Turkish textile and apparel industry 0 0 0 66 0 1 6 149
Does Global Fear Predict Fear in BRICS Stock Markets? Evidence from a Bayesian Graphical VAR Model 0 0 0 20 0 1 8 178
EXPLORATIVE VERSUS EXPLOITATIVE ALLIANCES—EVIDENCE FROM THE GLASS INDUSTRY IN CHINA 0 0 0 48 0 0 0 78
Effects of Conventional and Unconventional Monetary Policy Shocks on Housing Prices in the United States: The Role of Sentiment 0 0 0 27 1 2 4 134
Financial Development, Econmic Growth and R&D Cyclical Movement 0 0 0 65 0 1 3 112
Forecasting Monthly Prices and Quantities: A Study of Apparel Cottons Export 0 0 1 12 1 1 3 37
Hedging China’s Energy Oil Market Risks 0 0 0 30 1 2 2 67
Impact of Volatility and Equity Market Uncertainty on Herd Behavior: Evidence from UK REITs 0 0 0 20 0 0 2 94
Impact of Volatility and Equity Market Uncertainty on Herd Behaviour: Evidence from UK REITs 0 1 1 14 1 3 4 64
Import Demand Response of MFA Apparel/Non-Apparel Fibers & Cottons in the U.S.: A Case of China & HK 1 1 1 2 1 1 1 25
Is There a Role for Uncertainty in Forecasting Output Growth in OECD Countries? Evidence from a Time Varying Parameter-Panel Vector Autoregressive Model 0 0 0 34 0 0 2 132
Jumps Beyond the Realms of Cricket: India’s Performance in One Day Internationals and Stock Market Movements 0 0 0 10 2 5 6 127
MFA Fibers Imported From China & H.K. to U.S. - a Structural Change Analysis 0 0 0 0 0 1 2 18
Macroeconomic Uncertainty Connections across the US States: Evidence from a Bayesian Graphical Structural VAR (BGSVAR) Model 0 0 0 6 1 1 5 100
Moments-Based Spillovers across Gold and Oil Markets 0 0 0 17 0 0 1 87
Monetary Policy Uncertainty Spillovers in Time- and Frequency-Domains 0 0 0 26 0 1 1 59
OPEC News Announcement Effect on Volatility in the Crude Oil Market: A Reconsideration 0 0 0 33 0 1 4 130
Panel Unit Root Test with Nonlinear Mean Reversion and Smooth Breaks 0 0 0 7 0 0 0 54
Predicting Aggregate and State-Level US House Price Volatility: The Role of Sentiment 0 0 0 14 0 0 0 43
Risk Aversion and Bitcoin Returns in Normal, Bull, and Bear Markets 0 0 0 32 0 1 5 112
Strategic asset allocation and intertemporal demands: with commodities as an asset class 0 0 0 50 1 1 1 168
The Conditional CAPM, Cross-Section Returns and Stochastic Volatility 0 0 0 20 0 0 0 104
The Effects of Religious Beliefs on the Working Decisions of Women: Some Evidence from Turkey 0 0 0 47 2 2 3 119
The Impact of US Uncertainty on the Euro Area in Good and Bad Times: Evidence from a Quantile Structural Vector Autoregressive Model 0 0 0 39 0 0 1 168
The Predictability between Bitcoin and US Technology Stock Returns: Granger Causality in Mean, Variance, and Quantile 0 0 0 0 1 3 6 103
The Relationship between Economic Uncertainty and Corporate Tax Rates 0 0 0 15 0 1 2 60
The Role of Housing Sentiment in Forecasting US Home Sales Growth: Evidence from a Bayesian Compressed Vector Autoregressive Model 0 0 0 40 0 0 0 104
Time-Varying Impact of Geopolitical Risks on Oil Prices 0 0 0 30 0 2 5 176
Time-Varying Influence of Household Debt on Inequality in United Kingdom 0 0 0 13 0 0 1 88
U.S. Fiscal Policy and Asset Prices: The Role of Partisan Conflict 0 0 0 35 0 1 4 78
U.S. Fiscal Policy and Asset Prices: The Role of Partisan Conflict 0 0 0 16 1 1 4 68
Total Working Papers 1 2 3 1,155 17 43 103 4,355


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Nonlinear Model of Military Expenditure Convergence: Evidence From Estar Nonlinear Unit Root Test 0 0 1 6 0 0 2 37
A more powerful panel unit root test with an application to PPP 0 0 1 102 1 3 6 255
An R&D-based real business cycle model 0 0 0 9 0 0 0 63
Are Uncertainties across the World Convergent? 0 0 0 21 3 4 4 66
Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data 0 0 1 2 0 1 2 7
Asymmetric Effects of Energy Inflation, Agri-inflation and CPI on Agricultural Output: Evidence from NARDL and SVAR Models for the UK 1 2 10 12 3 5 19 25
Asymmetric effects of climate policy uncertainty and energy prices on bitcoin prices 1 1 1 11 1 1 1 13
Asymmetry in spillover effects: Evidence for international stock index futures markets 0 0 1 17 0 0 3 102
Bank performance in China: A Perspective from Bank efficiency, risk-taking and market competition 1 2 5 48 2 3 17 138
Bitcoin and global financial stress: A copula-based approach to dependence and causality in the quantiles 0 0 5 54 3 7 31 216
Causality and dynamic spillovers among cryptocurrencies and currency markets 0 0 5 10 0 0 9 28
Challenges for sustainable productivity in developing economies: shortage of energy and corruption 0 0 0 1 0 0 0 2
Commodity markets volatility transmission: Roles of risk perceptions and uncertainty in financial markets 0 0 1 18 0 1 7 134
Competition and Profitability: Impacts on Stability in Chinese Banking 0 0 0 1 0 0 2 10
Convergence Across the United States: Evidence from Panel ESTAR Unit Root Test 0 0 1 5 0 0 1 70
Convergence clustering in the Chinese provinces: New evidence from several macroeconomic indicators 0 0 1 5 0 0 2 18
DETERMINANTS OF INNOVATIVE ACTIVITIES: EVIDENCE FROM EUROPE AND CENTRAL ASIA REGION 0 0 0 6 0 1 3 65
Decoding the Australian electricity market: New evidence from three-regime hidden semi-Markov model 0 0 0 16 0 1 3 73
Dependence structure in the Australian electricity markets: New evidence from regular vine copulae 0 0 0 2 1 2 3 12
Dependence structures among geopolitical risks, energy prices, and carbon emissions prices 0 0 2 4 1 1 4 9
Determinants of Competitiveness: Observations in China's Textile and Apparel Industries 0 0 2 165 0 2 11 559
Determinants of carbon emissions cycles in the G7 countries 0 0 0 0 1 1 1 1
Do energy prices converge across Russian regions? 0 0 0 18 0 1 2 128
Do structural breaks in exchange rate volatility matter? Evidence from Asia-Pacific currencies 0 0 0 0 0 0 0 174
Does economic policy uncertainty predict the Bitcoin returns? An empirical investigation 0 0 12 134 0 12 56 461
Does global fear predict fear in BRICS stock markets? Evidence from a Bayesian Graphical Structural VAR model 0 0 0 19 1 3 4 96
Does policy uncertainty affect economic globalization? An empirical investigation 0 0 2 15 0 0 4 24
Dynamic connectedness and integration in cryptocurrency markets 1 1 8 77 2 2 26 297
Economic globalization convergence in high and low globalized developing economies: Implications for the post Covid-19 era 0 0 0 2 0 1 7 13
Effectiveness of Fiscal and Monetary Policies in Promoting Environmental Quality: Evidence from Five Large Emerging Economies 0 3 4 4 0 4 7 7
Effects of Conventional and Unconventional Monetary Policy Shocks on Housing Prices in the United States: The Role of Sentiment 0 1 1 7 0 3 5 24
Effects of idiosyncratic jumps and co-jumps on oil, gold, and copper markets 0 0 0 1 0 0 1 18
Effects of the geopolitical risks on Bitcoin returns and volatility 0 3 11 90 4 12 49 447
Emissions Prices, Commodity Futures, Equity Prices, and Geopolitical Risks Dependence Structure: Implications for Portfolio Diversification 2 2 2 2 2 2 2 2
Energy Price Inflation, Geopolitical Risk, and Bitcoin Dependence Structure: Evidence from BRICS 0 0 0 0 0 0 0 0
Energy consumption and economic growth: New evidence from the OECD countries 0 0 7 112 2 6 37 413
Estimating Peak uranium production in China – Based on a Stella model 0 0 0 8 0 0 0 29
Experience-based corporate corruption and stock market volatility: Evidence from emerging markets 0 0 3 45 1 2 8 277
Explorative versus exploitative alliances: evidence from the glass industry in China 0 0 0 3 0 0 0 18
Exploring the role of oil shocks on the financial stability of Gulf Cooperation Council countries 0 0 0 0 0 1 2 2
Forecasting Value-at-Risk of Cryptocurrencies with RiskMetrics type models 0 0 1 33 0 0 3 161
Graph theory-based network analysis of regional uncertainties of the US Economy 0 0 0 5 0 0 0 106
Hedging with Chinese Aluminum Futures: International Evidence with Return and Volatility Spillover Indices Under Structural Breaks 0 0 0 41 0 0 1 241
Hotel Revenue Convergence: Evidence Across Star Hotels in Chinese Provinces 0 0 1 1 0 0 2 7
How deviations from FOMC’s monetary policy decisions from a benchmark monetary policy rule affect bank profitability: evidence from U.S. banks 0 0 2 12 0 0 4 53
How do natural resource rents and productive capacity affect carbon emissions? Evidence from developed and developing countries 1 2 6 6 1 3 13 13
Impacts of weather conditions on the US commodity markets systemic interdependence across multi-timescales 0 3 10 14 1 7 26 36
Implications of cryptocurrency energy usage on climate change 0 0 2 6 0 0 5 22
Inclusive finance and sustainability: The dynamic spillover effects of uncertainties on access to credit 0 2 2 2 0 3 3 3
Institutions and gravity model: the role of political economy and corporate governance 0 1 8 43 0 2 25 188
Inter- and intra-regional analysis on spillover effects across international stock markets 0 1 1 4 0 2 3 78
Intra- and inter-regional return and volatility spillovers across emerging and developed markets: Evidence from stock indices and stock index futures 0 0 1 16 2 2 6 207
Introducing a new measure of energy transition: Green quality of energy mix and its impact on CO2 emissions 0 1 1 5 0 1 5 13
Investor flow-chasing and price–performance puzzle: Evidence from global infrastructure funds 0 0 1 4 1 1 7 11
Investors’ sentiment and US Islamic and conventional indexes nexus: A time–frequency analysis 0 0 1 20 0 1 3 74
Is there a role for uncertainty in forecasting output growth in OECD countries? Evidence from a time-varying parameter-panel vector autoregressive model 0 0 1 14 0 0 3 63
Jumps beyond the realms of cricket: India's performance in One Day Internationals and stock market movements 0 0 0 1 0 2 2 12
Listed zombie firms and top executive gender: Evidence from an emerging market 0 0 0 11 1 2 8 70
Market Integration between Turkey and Eurozone Countries 0 0 0 2 1 1 2 8
Measuring quantile dependence and testing directional predictability between Bitcoin, altcoins and traditional financial assets 0 1 2 6 0 2 5 35
Moments-based spillovers across gold and oil markets 0 0 0 7 1 1 3 45
Monetary policy uncertainty spillovers in time and frequency domains 0 0 0 12 0 0 1 84
Multiobjective portfolio optimization: Forecasting and evaluation under investment horizon heterogeneity 0 0 1 1 0 2 5 5
New evidence about regional income divergence in China 0 0 1 82 2 3 6 404
New evidence of regional income divergence in post-reform Russia 0 0 1 15 1 1 3 160
OPEC News Announcement Effect on Volatility in the Crude Oil Market: A Reconsideration 0 0 1 25 0 0 3 104
On the intraday return curves of Bitcoin: Predictability and trading opportunities 0 1 6 21 0 2 9 49
Performance Evaluation of China's Basic Pension Insurance Based on a Three-Stage Superefficient SBM-DEA Model 0 0 2 9 0 1 3 21
Predicting energy source diversification in emerging Asia: The role of global supply chain pressure 0 0 3 3 0 0 5 5
Preferences and Tourism Development under Uncertainty: An Empirical Study 0 0 0 4 0 0 0 17
Price regulation and relative price convergence: Evidence from the retail gasoline market in Canada 1 1 4 35 2 3 8 186
Reexamining sports-sentiment hypothesis: Microeconomic evidences from Borsa Istanbul 0 0 0 17 0 0 2 99
Rethinking financial contagion: Information transmission mechanism during the COVID-19 pandemic 0 0 1 7 1 2 8 24
Risk aversion and Bitcoin returns in extreme quantiles 0 0 1 34 0 3 12 103
Risk transmissions between bitcoin and traditional financial assets during the COVID-19 era: The role of global uncertainties 0 0 4 7 1 1 9 35
Segmenting global tourism markets: A panel club convergence approach 0 0 0 3 0 0 2 102
Social media sentiment of hydrogen fuel cell vehicles in China: Evidence from artificial intelligence algorithms 0 0 1 1 2 2 12 12
Some cautions on the use of nonlinear panel unit root tests: Evidence from a modified series-specific non-linear panel unit-root test 0 0 0 31 3 3 5 128
Sovereign ESG and corporate investment: New insights from the United Kingdom 0 1 3 18 0 5 19 59
Support Policies for Small Businesses During the Covid-19 Crisis: Evidence from Club Convergence Clustering Approach 0 0 0 0 0 0 1 1
Suppressed ion-scale turbulence in a hot high-β plasma 0 0 0 1 0 0 0 2
TECHNOLOGY TRANSFER, FINANCE CHANNELS, AND SME PERFORMANCE: NEW EVIDENCE FROM DEVELOPING COUNTRIES 0 0 0 5 0 0 2 30
THE EFFECT OF INTERNATIONAL SOCCER GAMES ON EXCHANGE RATES USING EVIDENCE FROM TURKEY 0 0 0 0 0 0 0 16
THE RELATIONSHIP BETWEEN ECONOMIC POLICY UNCERTAINTY AND CORPORATE TAX RATES 0 2 5 13 0 2 6 35
Technology transfer and enterprise performance: a firm-level analysis in China 0 0 1 9 1 1 2 39
Testing fiscal sustainability in OECD countries: new evidence from the past centuries 1 1 6 6 2 2 9 9
The asymmetric effect of bitcoin on altcoins: evidence from the nonlinear autoregressive distributed lag (NARDL) model 0 2 7 28 1 4 16 75
The causal relationship between Bitcoin attention and Bitcoin returns: Evidence from the Copula-based Granger causality test 0 2 3 28 0 3 5 139
The conditional equity premium, cross-sectional returns and stochastic volatility 0 0 0 11 0 0 0 89
The effectiveness of the legal system and inbound tourism 1 1 1 12 1 1 4 63
The effects of uncertainty measures on the price of gold 0 1 2 64 2 6 20 270
The impact of Baidu Index sentiment on the volatility of China's stock markets 1 2 3 21 1 2 6 75
The impact of COVID-19 on stock market liquidity: Fresh evidence on listed Chinese firms 0 1 5 5 0 1 6 6
The impact of US uncertainty on the Euro area in good and bad times: evidence from a quantile structural vector autoregressive model 0 1 1 20 0 1 3 113
The impact of economic uncertainty on corporate ESG performance: Global evidence 1 2 7 7 5 7 19 19
The impact of green quality of the energy consumption on carbon emissions in the United States 0 0 2 2 1 4 8 8
The impact of technology frontier on the total factor productivity growth in African economies: the role of human capital 0 0 0 0 0 0 0 0
The relationship between oil and financial markets in emerging economies: The significant role of Kazakhstan as the oil exporting country 0 0 0 4 0 0 0 27
The role of green bonds on industrial sustainability for achieving carbon neutrality: Evidence from the artificial neural network method 0 0 0 0 1 7 7 7
The role of housing sentiment in forecasting U.S. home sales growth: evidence from a Bayesian compressed vector autoregressive model 0 0 0 1 1 2 4 7
The role of uncertainty measures on the returns of gold 1 1 2 10 1 1 2 33
Time-Varying Impact of Geopolitical Risks on Oil Prices 0 0 7 28 0 2 17 81
Time-varying influence of household debt on inequality in United Kingdom 0 0 0 4 0 1 3 16
Trading volume and the predictability of return and volatility in the cryptocurrency market 0 1 13 84 2 5 39 261
Twitter-Based uncertainty and cryptocurrency returns 0 2 7 31 0 3 18 91
U.S. state-level carbon dioxide emissions: Does it affect health care expenditure? 0 0 2 35 0 2 8 160
US Fiscal Policy and Asset Prices: The Role of Partisan Conflict 0 0 1 4 0 0 2 35
Uncertainty and herding behavior: evidence from cryptocurrencies 0 3 6 32 1 6 17 103
Volatility spillovers across stock index futures in Asian markets: Evidence from range volatility estimators 0 0 1 33 0 0 1 109
WHY PARTICIPATE IN THE “ONE BELT AND ONE ROAD†INITIATIVE? AN INCOME CONVERGENCE APPROACH 0 0 0 0 0 1 1 1
Which return regime induces overconfidence behavior? Artificial intelligence and a nonlinear approach 0 0 1 2 0 2 5 9
Total Journal Articles 13 51 239 2,130 68 206 813 9,305


Statistics updated 2025-03-03