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Volatility dynamics of the UK business cycle : a multivariate asymmetric GARCH approach
Ho, Kin-Yip; Tsui, Albert K.; Zhang, Zhaoyong - In: International economics : a journal published by CEPII … 117 (2009) 1, pp. 31-46
Persistent link: https://www.econbiz.de/10003885910
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Conditional volatility asymmetry of business cycles : evidence from four OECD countries
Ho, Kin-Yip; Tsui, Albert K.; Zhang, Zhaoyong - In: Journal of economic development 38 (2013) 3, pp. 33-56
Persistent link: https://www.econbiz.de/10010196456
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It takes two to tango : a regime-switching analysis of the correlation dynamics between the Mainland Chinese and Hong Kong stock markets
Ho, Kin-Yip; Shi, Yanlin; Zhang, Zhaoyong - In: Scottish journal of political economy : the journal of … 63 (2016) 1, pp. 41-65
Persistent link: https://www.econbiz.de/10011454981
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Volatility and correlation dynamics of the mainland Chinese and Hong Kong stock markets : evidence from the A-, B-, hand- and red chip markets
Ho, Kin-Yip; Shi, Yanlin; Zhang, Zhaoyong - In: The journal of wealth management 17 (2014/15) 2, pp. 55-67
Persistent link: https://www.econbiz.de/10010401008
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Exchange rate exposure of sectoral returns and volatilities : further evidence from Japanese industrial sectors
Jayasinghe, Prabhath; Tsui, Albert K.; Zhang, Zhaoyong - In: Pacific economic review 19 (2014) 2, pp. 216-236
Persistent link: https://www.econbiz.de/10010503073
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Public information arrival, price discovery and dynamic correlations in the Chinese renminbi markets
Ho, Kin-Yip; Shi, Yanlin; Zhang, Zhaoyong - In: The North American journal of economics and finance : a … 46 (2018), pp. 168-186
Persistent link: https://www.econbiz.de/10012036615