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Nexus between housing and pension policies in Singapore : measuring retirement adequacy of the Central Provident Fund

Chia, Ngee-Choon; Tsui, Albert K. - In: Journal of pension economics and finance 18 (2019) 2, pp. 304-330

Persistent link: https://www.econbiz.de/10012107849

Life annuities of compulsory savings and income adequacy of the elderly in Singapore

CHIA, NGEE CHOON; TSUI, ALBERT K. C. - In: Journal of Pension Economics and Finance 2 (2003) 01, pp. 41-65

Persistent link: https://www.econbiz.de/10005250029

Conditional volatility in foreign exchange rates: Evidence from the Malaysian ringgit and Singapore dollar

Tse, Y. K.; Tsui, Albert K. C. - In: Pacific-Basin Finance Journal 5 (1997) 3, pp. 345-356

Persistent link: https://www.econbiz.de/10005351885

Forecasting term structure of the Japanese bond yields in the presence of a liquidity trap

Tsui, Albert K.; Wu, Junxiang; Zhang, Zhaoyong; Zheng, … - In: Journal of forecasting 42 (2023) 5, pp. 1205-1227

Persistent link: https://www.econbiz.de/10014338847

A Multivariate GARCH Model with Time-Varying Correlations

Tse, Yiu Kuen; Tsui, Albert K. C. - Econometric Society - 2000

In this paper we propose a new multivariate GARCH model with time-varying correlations. We adopt the vech representation based on the conditional variances and the conditional correlations. While each conditional-variance term is assumed to follow a univariate GARCH formulation, the...

Persistent link: https://www.econbiz.de/10005699453

A Multivariate GARCH Model with Time-Varying correlations

Tse, Y. K.; Tsui, Albert K. C. - EconWPA - 2000

In this paper we propose a new multivariate GARCH model with time- varying correlations. We adopt the vech representation based on the conditional variances and the conditional correlations. While each conditional-variance term is assumed to follow a univariate GARCH formulation, the...

Persistent link: https://www.econbiz.de/10005119111

Dynamic linkages among financial markets in the Greater China region : a multivariate asymmetric approach

Ho, Kin-Yip; Zhang, Zhaoyong - In: The world economy : the leading journal on … 35 (2012) 4, pp. 500-523

Persistent link: https://www.econbiz.de/10009533582

The book-to-market anomaly in the Chinese stock markets

Ho, Kin-Yip; An, Jiyoun; Zhou, Lanyue - In: Journal of East Asian economic integration 19 (2015) 3, pp. 223-241

Persistent link: https://www.econbiz.de/10011376181

Value premium and institutional ownership in Chinese stock

An, Jiyoun; Ho, Kin-Yip; Zhou, Lanyue - In: KIEP visiting scholar's paper series (2011), pp. 366-384

Persistent link: https://www.econbiz.de/10009667753

How does news sentiment impact asset volatility? : evidence from long memory and regime-switching approaches

Ho, Kin-Yip; Shi, Yanlin; Zhang, Zhaoyong - In: The North American journal of economics and finance : a … 26 (2013), pp. 436-456

Persistent link: https://www.econbiz.de/10010367572

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