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Moments-based spillovers across gold and oil markets

Bonato, Matteo; Gupta, Rangan; Lau, Chi Keung; Wang, Shixuan - In: Energy economics 89 (2020), pp. 1-16

Persistent link: https://www.econbiz.de/10012517023

Causality and dynamic spillovers among cryptocurrencies and currency markets

Elsayed, Ahmed H.; Gozgor, Giray; Lau, Chi Keung - In: International journal of finance & economics : IJFE 27 (2022) 2, pp. 2026-2040

Persistent link: https://www.econbiz.de/10013184641

Hedging with Chinese aluminum futures : international evidence with return and volatility spillover indices under structural breaks

Lau, Chi Keung; Bilgin, Mehmet Huseyin - In: Emerging markets finance & trade : a journal of the … 49 (2013), pp. 37-48

Persistent link: https://www.econbiz.de/10009743748

The impact of US uncertainty on the Euro area in good and bad times : evidence from a quantile structural vector autoregressive model

Gupta, Rangan; Lau, Chi Keung; Wohar, Mark E. - In: Empirica : journal of european economics 46 (2019) 2, pp. 353-368

Persistent link: https://www.econbiz.de/10012241954

Price and volatility spillovers across the international steam coal market

Batten, Jonathan A.; Brzeszczyński, Janusz; Ciner, Cetin; … - In: Energy economics 77 (2019), pp. 119-138

Persistent link: https://www.econbiz.de/10012306398

Monetary policy uncertainty spillovers in time and frequency domains

Gupta, Rangan; Lau, Chi Keung; Nel, Jacobus A.; Sheng, Xin - In: Journal of economic structures : JES; the official … 9 (2020) 41, pp. 1-30

We use the recently created monthly Interest Rate Uncertainty measure, to investigate monetary policy uncertainty across the US, Germany, France, Italy, Spain, UK, Japan, Canada, and Sweden in both the time and frequency domains. We find that the largest spillover indices are from innovations in...

Persistent link: https://www.econbiz.de/10012256519

Intra- and inter-regional return and volatility spillovers across emerging and developed markets : evidence from stock indices and stock index futures

Yarovaya, Larisa; Brzeszczyński, Janusz; Lau, Chi Keung - In: International review of financial analysis 43 (2016), pp. 96-114

Persistent link: https://www.econbiz.de/10011623719

Media sentiment and CDS spread spillovers : evidence from the GIIPS countries

Apergēs, Nikolaos; Lau, Chi Keung; Yarovaya, Larisa - In: International review of financial analysis 47 (2016), pp. 50-59

Persistent link: https://www.econbiz.de/10011624044

Commodity markets volatility transmission : roles of risk perceptions and uncertainty in financial markets

Gozgor, Giray; Lau, Chi Keung; Bilgin, Mehmet Huseyin - In: Journal of international financial markets, … 44 (2016), pp. 35-45

Persistent link: https://www.econbiz.de/10011690371

Volatility spillovers across stock index futures in Asian markets : evidence from range volatility estimators

Yarovaya, Larisa; Brzeszczyński, Janusz; Lau, Chi Keung - In: Finance research letters 17 (2016), pp. 158-166

Persistent link: https://www.econbiz.de/10011596275