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On the predictability of carry trade returns : the case of the Chinese Yuan

Cheong, Calvin W. H.; Sinnakkannu, Jothee; Ramasamy, … - In: Research in international business and finance 39 (2017), pp. 358-376

Persistent link: https://www.econbiz.de/10011876500

Exchange-rate volatility, exchange-rate regime, and trade in OIC countries

Poon, Wai Ching; Hooy, Chee Wooi - In: Journal of Asia Pacific business 14 (2013) 3, pp. 182-201

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Inflation targeting in ASEAN-10

Poon, Wai Ching; Lee, Yong Shen - In: The South African journal of economics 82 (2014) 1, pp. 141-157

Persistent link: https://www.econbiz.de/10010501414

Exchange rate volatility and exports for selected East Asian countries : evidence from error correction model

Poon, Wai-ching; Choong, Chee-keong; Habibhullah, … - In: ASEAN economic bulletin 22 (2005) 2, pp. 144-159

Persistent link: https://www.econbiz.de/10003090483

Forecasting volatility in the biofuel feedstock markets in the presence of structural breaks : a comparison of alternative distribution functions

Hasanov, Akram Shavkatovich; Poon, Wai Ching; … - In: Energy economics 70 (2018), pp. 307-333

Persistent link: https://www.econbiz.de/10011942743

The US-China trade war and the volatility linkages between energy and agricultural commodities

Cheng, Natalie Fang Ling; Hasanov, Akram Shavkatovich; … - In: Energy economics 120 (2023), pp. 1-17

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Output Growth, Inflation and Interest Rate on Stock Return and Volatility : The Predictive Power

Poon, Wai-Ching - 2010

Using monthly data from seven mature and emerging markets and GARCH and EGARCH models, the study of Davis and Kutan (Applied Financial Economics, 13, 693-700, 2003) on inflation and output on stock returns and volatility is extended by including interest rate to compare the effect between three...

Persistent link: https://www.econbiz.de/10013143522