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Effects of the geopolitical risks on Bitcoin returns and volatility
Aysan, Ahmet Faruk; Demir, Ender; Gozgor, Giray; Lau, … - In: Research in international business and finance 47 (2019), pp. 511-518
Persistent link: https://www.econbiz.de/10012135791
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Modelling asymmetric conditional dependence between Shanghai and Hong Kong stock markets
Wu, Weiou; Lau, Chi Keung; Vigne, Samuel A. - In: Research in international business and finance 42 (2017), pp. 1137-1149
Persistent link: https://www.econbiz.de/10011760780
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Stock market comovements around the Global Financial Crisis: Evidence from the UK, BRICS and MIST markets
Yarovaya, Larisa; Lau, Chi Keung - In: Research in international business and finance 37 (2016), pp. 605-619
Persistent link: https://www.econbiz.de/10011595413
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Forecasting value-at-risk of cryptocurrencies with riskmetrics type models
Liu, Wei; Semeyutin, Artur; Lau, Chi Keung; Gozgor, Giray - In: Research in international business and finance 54 (2020), pp. 1-14
Persistent link: https://www.econbiz.de/10012581358
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Information transmission across stock indices and stock index futures : international evidence using wavelet framework
Aloui, Chaker; Hkiri, Besma; Lau, Chi Keung; Yarovaya, … - In: Research in international business and finance 44 (2018), pp. 411-421
Persistent link: https://www.econbiz.de/10011983072
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Inter- and intra-regional analysis on spillover effects across international stock markets
Lau, Chi Keung; Sheng, Xin - In: Research in international business and finance 46 (2018), pp. 420-429
Persistent link: https://www.econbiz.de/10011983692