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 1 2 66 0 3 10 148
An Analysis of the Relationship between U.S. State Level Carbon Dioxide Emissions and Health Care Expenditure 0 0 0 54 0 5 22 296
Are Multifractal Processes Suited to Forecasting Electricity Price Volatility? Evidence from Australian Intraday Data 0 0 0 40 0 0 7 65
Are Uncertainties across the World Convergent? 0 0 0 21 0 0 5 47
Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data 0 0 5 26 1 3 19 80
Assessing Debt Stationarity and Sustainability in the Longer Run with Fourier DF Unit Root Tests and Time-Varying Fiscal Reaction Functions 0 1 7 7 1 2 13 13
Assessing Debt Stationarity and Sustainability in the Longer-Run with Fourier DF Unit Root Tests and Time-Varying Fiscal Reaction Functions 2 6 7 7 7 12 14 14
Bitcoin and Global Financial Stress: A Copula-Based Approach to Dependence and Causality-in-Quantiles 0 0 0 84 1 4 22 345
Determinants of Innovative Activities: Evidence from Europe and Central Asia Region 0 0 0 51 0 1 2 147
Determinants of Retailers' Cross-channel Integration: An Innovation Diffusion Perspective on Omni-channel Retailing 0 0 0 0 0 1 7 42
Determinants of firm competitiveness: case of the Turkish textile and apparel industry 0 0 1 65 0 1 2 140
Does Global Fear Predict Fear in BRICS Stock Markets? Evidence from a Bayesian Graphical VAR Model 0 0 0 20 0 2 7 158
EXPLORATIVE VERSUS EXPLOITATIVE ALLIANCES—EVIDENCE FROM THE GLASS INDUSTRY IN CHINA 0 0 1 48 0 1 4 73
Effects of Conventional and Unconventional Monetary Policy Shocks on Housing Prices in the United States: The Role of Sentiment 0 0 0 27 2 3 15 117
Financial Development, Econmic Growth and R&D Cyclical Movement 0 0 0 65 0 0 5 106
Forecasting Monthly Prices and Quantities: A Study of Apparel Cottons Export 0 0 0 10 0 0 0 31
Hedging China’s Energy Oil Market Risks 0 1 1 30 0 1 3 64
Impact of Volatility and Equity Market Uncertainty on Herd Behavior: Evidence from UK REITs 0 0 0 20 0 0 6 86
Impact of Volatility and Equity Market Uncertainty on Herd Behaviour: Evidence from UK REITs 0 1 1 13 0 2 5 54
Import Demand Response of MFA Apparel/Non-Apparel Fibers & Cottons in the U.S.: A Case of China & HK 0 0 0 1 0 0 0 23
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 4 126
Jumps Beyond the Realms of Cricket: India’s Performance in One Day Internationals and Stock Market Movements 0 0 0 10 0 0 4 111
MFA Fibers Imported From China & H.K. to U.S. - a Structural Change Analysis 0 0 0 0 0 0 0 15
Macroeconomic Uncertainty Connections across the US States: Evidence from a Bayesian Graphical Structural VAR (BGSVAR) Model 0 0 0 6 0 4 11 84
Moments-Based Spillovers across Gold and Oil Markets 0 0 0 17 0 1 8 83
Monetary Policy Uncertainty Spillovers in Time- and Frequency-Domains 0 0 0 26 0 1 2 56
OPEC News Announcement Effect on Volatility in the Crude Oil Market: A Reconsideration 0 0 0 33 0 1 4 122
Panel Unit Root Test with Nonlinear Mean Reversion and Smooth Breaks 0 0 0 7 0 0 2 52
Predicting Aggregate and State-Level US House Price Volatility: The Role of Sentiment 0 0 0 14 0 0 1 41
Risk Aversion and Bitcoin Returns in Normal, Bull, and Bear Markets 0 0 0 32 0 5 15 88
Strategic asset allocation and intertemporal demands: with commodities as an asset class 0 1 1 50 0 2 3 164
The Conditional CAPM, Cross-Section Returns and Stochastic Volatility 0 0 1 19 0 3 7 99
The Effects of Religious Beliefs on the Working Decisions of Women: Some Evidence from Turkey 0 0 1 47 0 0 1 115
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 9 162
The Predictability between Bitcoin and US Technology Stock Returns: Granger Causality in Mean, Variance, and Quantile 0 0 0 0 1 2 18 88
The Relationship between Economic Uncertainty and Corporate Tax Rates 0 0 0 15 1 3 8 56
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 1 102
Time-Varying Impact of Geopolitical Risks on Oil Prices 0 0 1 30 3 7 15 164
Time-Varying Influence of Household Debt on Inequality in United Kingdom 0 0 0 13 1 1 9 85
U.S. Fiscal Policy and Asset Prices: The Role of Partisan Conflict 0 0 0 35 0 0 3 69
U.S. Fiscal Policy and Asset Prices: The Role of Partisan Conflict 0 0 0 16 0 0 2 64
Total Working Papers 2 11 29 1,138 18 71 295 3,995


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 0 5 0 0 0 35
A more powerful panel unit root test with an application to PPP 0 0 0 101 1 1 2 249
An R&D-based real business cycle model 0 0 0 9 0 0 2 62
Are Uncertainties across the World Convergent? 0 0 4 19 1 1 5 58
Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data 0 0 0 0 0 0 3 3
Asymmetry in spillover effects: Evidence for international stock index futures markets 0 0 1 16 1 1 3 98
Bank performance in China: A Perspective from Bank efficiency, risk-taking and market competition 0 1 11 34 0 2 18 102
Bitcoin and global financial stress: A copula-based approach to dependence and causality in the quantiles 0 2 8 30 1 4 31 118
Causality and dynamic spillovers among cryptocurrencies and currency markets 0 0 1 1 0 1 2 2
Commodity markets volatility transmission: Roles of risk perceptions and uncertainty in financial markets 0 0 0 17 0 1 6 116
Competition and Profitability: Impacts on Stability in Chinese Banking 0 0 1 1 1 1 2 5
Convergence Across the United States: Evidence from Panel ESTAR Unit Root Test 0 0 2 4 0 2 14 66
Convergence clustering in the Chinese provinces: New evidence from several macroeconomic indicators 0 0 0 3 0 0 2 14
DETERMINANTS OF INNOVATIVE ACTIVITIES: EVIDENCE FROM EUROPE AND CENTRAL ASIA REGION 0 0 1 5 0 1 4 52
Decoding the Australian electricity market: New evidence from three-regime hidden semi-Markov model 0 0 1 15 0 0 7 67
Dependence structure in the Australian electricity markets: New evidence from regular vine copulae 0 0 1 2 0 1 2 8
Determinants of Competitiveness: Observations in China's Textile and Apparel Industries 0 0 1 161 0 0 6 539
Do energy prices converge across Russian regions? 0 0 0 18 0 0 3 125
Do structural breaks in exchange rate volatility matter? Evidence from Asia-Pacific currencies 0 0 0 0 0 0 1 172
Does economic policy uncertainty predict the Bitcoin returns? An empirical investigation 4 5 31 97 12 23 104 317
Does global fear predict fear in BRICS stock markets? Evidence from a Bayesian Graphical Structural VAR model 0 0 1 16 0 0 7 77
Does policy uncertainty affect economic globalization? An empirical investigation 0 2 5 5 0 2 8 8
Dynamic connectedness and integration in cryptocurrency markets 2 6 21 58 5 14 68 222
Effects of Conventional and Unconventional Monetary Policy Shocks on Housing Prices in the United States: The Role of Sentiment 0 1 1 1 1 3 3 3
Effects of idiosyncratic jumps and co-jumps on oil, gold, and copper markets 0 0 0 0 0 1 9 9
Effects of the geopolitical risks on Bitcoin returns and volatility 3 4 24 64 5 20 84 289
Energy consumption and economic growth: New evidence from the OECD countries 1 6 14 80 6 20 41 306
Estimating Peak uranium production in China – Based on a Stella model 0 0 0 7 0 0 3 26
Experience-based corporate corruption and stock market volatility: Evidence from emerging markets 0 1 1 41 0 7 25 234
Explorative versus exploitative alliances: evidence from the glass industry in China 0 0 1 3 0 0 2 18
Forecasting Value-at-Risk of Cryptocurrencies with RiskMetrics type models 0 1 9 29 1 2 37 149
Graph theory-based network analysis of regional uncertainties of the US Economy 0 0 0 5 0 5 29 76
Hedging with Chinese Aluminum Futures: International Evidence with Return and Volatility Spillover Indices Under Structural Breaks 0 0 0 41 0 1 11 212
Hotel Revenue Convergence: Evidence Across Star Hotels in Chinese Provinces 0 0 0 0 0 2 2 2
How deviations from FOMC’s monetary policy decisions from a benchmark monetary policy rule affect bank profitability: evidence from U.S. banks 0 0 0 9 0 0 2 46
Institutions and gravity model: the role of political economy and corporate governance 2 3 6 24 3 7 37 132
Inter- and intra-regional analysis on spillover effects across international stock markets 0 0 0 3 0 4 19 56
Intra- and inter-regional return and volatility spillovers across emerging and developed markets: Evidence from stock indices and stock index futures 0 2 4 14 0 7 25 159
Investors’ sentiment and US Islamic and conventional indexes nexus: A time–frequency analysis 0 1 1 18 0 1 4 69
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 10 0 0 3 52
Jumps beyond the realms of cricket: India's performance in One Day Internationals and stock market movements 0 0 0 0 0 0 0 8
Listed zombie firms and top executive gender: Evidence from an emerging market 0 0 4 8 2 5 22 48
Market Integration between Turkey and Eurozone Countries 1 1 2 2 1 1 2 2
Measuring quantile dependence and testing directional predictability between Bitcoin, altcoins and traditional financial assets 0 0 0 2 0 0 4 24
Moments-based spillovers across gold and oil markets 0 0 3 7 0 1 13 35
Monetary policy uncertainty spillovers in time and frequency domains 0 2 3 11 0 7 20 70
New evidence about regional income divergence in China 0 0 1 79 0 2 10 388
New evidence of regional income divergence in post-reform Russia 0 0 0 14 0 0 3 154
OPEC News Announcement Effect on Volatility in the Crude Oil Market: A Reconsideration 0 0 1 23 0 0 14 95
On the intraday return curves of Bitcoin: Predictability and trading opportunities 0 3 13 14 0 4 23 32
Preferences and Tourism Development under Uncertainty: An Empirical Study 0 0 4 4 0 0 8 16
Price regulation and relative price convergence: Evidence from the retail gasoline market in Canada 0 0 0 31 0 1 28 178
Reexamining sports-sentiment hypothesis: Microeconomic evidences from Borsa Istanbul 0 0 0 16 0 1 4 95
Rethinking financial contagion: Information transmission mechanism during the COVID-19 pandemic 0 0 0 0 0 0 0 0
Risk aversion and Bitcoin returns in extreme quantiles 2 3 18 26 2 7 50 65
Risk transmissions between bitcoin and traditional financial assets during the COVID-19 era: The role of global uncertainties 0 0 1 1 3 5 8 8
Segmenting global tourism markets: A panel club convergence approach 0 0 1 3 0 5 37 76
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 1 31 0 2 6 122
Sovereign ESG and corporate investment: New insights from the United Kingdom 1 1 1 1 3 3 3 3
Suppressed ion-scale turbulence in a hot high-β plasma 0 0 1 1 0 0 1 1
TECHNOLOGY TRANSFER, FINANCE CHANNELS, AND SME PERFORMANCE: NEW EVIDENCE FROM DEVELOPING COUNTRIES 0 0 0 4 0 1 3 23
THE EFFECT OF INTERNATIONAL SOCCER GAMES ON EXCHANGE RATES USING EVIDENCE FROM TURKEY 0 0 0 0 0 0 1 14
THE RELATIONSHIP BETWEEN ECONOMIC POLICY UNCERTAINTY AND CORPORATE TAX RATES 0 0 1 5 2 4 10 21
Technology transfer and enterprise performance: a firm-level analysis in China 0 0 0 8 0 0 1 36
The asymmetric effect of bitcoin on altcoins: evidence from the nonlinear autoregressive distributed lag (NARDL) model 0 0 9 14 0 1 25 47
The causal relationship between Bitcoin attention and Bitcoin returns: Evidence from the Copula-based Granger causality test 0 0 7 20 2 4 28 92
The conditional equity premium, cross-sectional returns and stochastic volatility 0 0 0 11 0 4 10 79
The effectiveness of the legal system and inbound tourism 0 0 0 7 0 1 9 48
The effects of uncertainty measures on the price of gold 1 2 5 54 4 10 27 225
The impact of Baidu Index sentiment on the volatility of China's stock markets 1 3 4 15 2 5 13 57
The impact of US uncertainty on the Euro area in good and bad times: evidence from a quantile structural vector autoregressive model 0 0 5 18 0 0 15 103
The relationship between oil and financial markets in emerging economies: The significant role of Kazakhstan as the oil exporting country 0 1 1 4 0 1 5 25
The role of uncertainty measures on the returns of gold 0 0 0 7 0 1 6 28
Time-Varying Impact of Geopolitical Risks on Oil Prices 1 1 6 12 3 7 22 37
Time-varying influence of household debt on inequality in United Kingdom 0 0 3 4 0 0 6 11
Trading volume and the predictability of return and volatility in the cryptocurrency market 2 3 21 50 6 11 61 162
Twitter-Based uncertainty and cryptocurrency returns 2 3 10 10 7 12 37 37
U.S. state-level carbon dioxide emissions: Does it affect health care expenditure? 0 2 6 26 1 6 26 111
US Fiscal Policy and Asset Prices: The Role of Partisan Conflict 0 0 0 3 0 0 4 24
Uncertainty and herding behavior: evidence from cryptocurrencies 1 3 9 16 3 5 19 56
Volatility spillovers across stock index futures in Asian markets: Evidence from range volatility estimators 0 0 3 28 0 1 6 100
Total Journal Articles 24 63 295 1,556 79 253 1,226 7,109


Statistics updated 2022-11-05