Narrow search
Showing 1 - 10 of 13
Cover Image
On the intraday return curves of Bitcoin : predictability and trading opportunities
Bouri, Elie; Lau, Chi Keung; Saeed, Tareq; Wang, Shixuan; … - In: International review of financial analysis 76 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10012804738
Cover Image
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
Cover Image
The role of housing sentiment in forecasting U.S. home sales growth : evidence from a Bayesian compressed vector autoregressive model
Gupta, Rangan; Lau, Chi Keung; Plakandaras, Vasilios; … - In: Economic research 32 (2019) 1,3, pp. 2554-2567
Persistent link: https://www.econbiz.de/10012584751
Cover Image
Time-varying influence of household debt on inequality in United Kingdom
Berisha, Edmond; Gabauer, David; Gupta, Rangan; Lau, … - In: Empirical economics : a quarterly journal of the … 61 (2021) 4, pp. 1917-1933
Persistent link: https://www.econbiz.de/10012622453
Cover Image
Trading volume and the predictability of return and volatility in the cryptocurrency market
Bouri, Elie; Lau, Chi Keung; Lucey, Brian M.; Roubaud, David - In: Finance research letters 29 (2019), pp. 340-346
Persistent link: https://www.econbiz.de/10012419202
Cover Image
Does economic policy uncertainty predict the Bitcoin returns? : an empirical investigation
Demir, Ender; Gozgor, Giray; Lau, Chi Keung; Vigne, … - In: Finance research letters 26 (2018), pp. 145-149
Persistent link: https://www.econbiz.de/10012005628
Cover Image
Does global fear predict fear in BRICS stock markets? : evidence from a Bayesian Graphical Structural VAR model
Bouri, Elie; Gupta, Rangan; Hosseini, Seyedmehdi; Lau, … - In: Emerging markets review 34 (2018), pp. 124-142
Persistent link: https://www.econbiz.de/10012114689
Cover Image
Is there a role for uncertainty in forecasting output growth in OECD countries? : evidence from a time-varying parameter-panel vector autoregressive model
Aye, Goodness C.; Gupta, Rangan; Lau, Chi Keung; Sheng, Xin - In: Applied economics 51 (2019) 33, pp. 3624-3631
Persistent link: https://www.econbiz.de/10012196883
Cover Image
The impact of Baidu Index sentiment on the volatility of China's stock markets
Fang, Jianchun; Gozgor, Giray; Lau, Chi Keung; Lu, Zhou - In: Finance research letters 32 (2020), pp. 1-8
Persistent link: https://www.econbiz.de/10012430747
Cover Image
Measuring quantile dependence and testing directional predictability between Bitcoin, altcoins and traditional financial assets
Corbet, Shaen; Katsiampa, Paraskevi; Lau, Chi Keung - In: International review of financial analysis 71 (2020), pp. 1-21
Persistent link: https://www.econbiz.de/10012437167