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Convergence across the United States : evidence from panel ESTAR unit root test

Lau, Chi Keung - In: International advances in economic research : IAER ; an … 16 (2010) 1, pp. 52-64

Persistent link: https://www.econbiz.de/10003970702

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

Information transmission across stock indices and stock index futures : international evidence using wavelet framework

Aloui, Chaker; Hkiri, Besma; Lau, Chi Keung; Yarovaya, … - In: Research in international business and finance 44 (2018), pp. 411-421

Persistent link: https://www.econbiz.de/10011983072

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

Are multifractal processes suited to forecasting electricity price volatility? : evidence from Australian intraday data

Segnon, Mawuli; Lau, Chi Keung; Wilfling, Bernd; Gupta, … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 26 (2022) 1, pp. 73-98

Persistent link: https://www.econbiz.de/10013334628

Testing fiscal sustainability in OECD countries : new evidence from the past centuries

Saadaoui, Jamel; Lau, Chi Keung; Cai, Yifei - In: Applied economics letters 31 (2024) 7, pp. 676-682

Persistent link: https://www.econbiz.de/10014557825

Assessing Debt Stationarity and Sustainability in the Longer Run with Fourier DF Unit Root Tests and Time-Varying Fiscal Reaction Functions

Saadaoui, Jamel; Lau, Chi Keung Marco; Cai, Yifei - 2022

Thanks to various Fourier DF unit root tests, time-varying fiscal reaction functions and threshold regressions, this study examines the stationarity and the sustainability of public finance for six industrial countries over the period spanning from 1870 to 2017. Longer-run debt sustainability is...

Persistent link: https://www.econbiz.de/10013292090