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Exchange rate exposure of sectoral returns and volatilities: Evidence from Japanese industrial sectors
Jayasinghe, Prabhath; Tsui, Albert K. - In: Japan and the world economy : international journal of … 20 (2008) 4, pp. 639-661
Persistent link: https://www.econbiz.de/10008880482
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Exchange rate exposure of sectoral returns and volatilities: Evidence from Japanese industrial sectors
Jayasinghe, Prabhath; Tsui, Albert K. - In: Japan and the world economy : international journal of … 20 (2008) 4, pp. 639-660
Persistent link: https://www.econbiz.de/10008137876
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Monetary services and money demand in China
Yu, Qiao; Tsui, Albert K. - In: China economic review : an international journal 11 (2000) 2, pp. 134-148
Persistent link: https://www.econbiz.de/10007673981
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An analysis of the conditional volatility dynamics of the Australian business cycle
Ho, Kin Yip; Tsui, Albert K.; Zhang, Zhaoyong - In: Journal of economic development 32 (2007) 2, pp. 157-182
Persistent link: https://www.econbiz.de/10009929486
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Conditional heteroscedasticity of exchange rates: further results based on the fractionally integrated approach
Tsui, Albert K.; Ho, Kin-Yip - In: Journal of applied econometrics 19 (2004) 5, pp. 637
Persistent link: https://www.econbiz.de/10006962079
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Measuring asymmetry and persistence in conditional volatility in real output: evidence from three East Asian tigers using a multivariate GARCH approach
Hai, Vu Thanh; Tsui, Albert K.; Zhang, Zhaoyong - In: Applied economics 45 (2013) 20, pp. 2909-2914
Persistent link: https://www.econbiz.de/10010053552