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Fat-tails in VAR models
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27
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23
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21
Systemic financial stress and macroeconomic amplifications in the United Kingdom
Chatterjee, Somnath
;
Chiu, Ching Wai Jeremy
;
Duprey, Thibaut
- In:
Oxford bulletin of economics and statistics
84
(
2022
)
2
,
pp. 380-400
Persistent link: https://www.econbiz.de/10013188559
Saved in:
22
Partisan conflict, policy uncertainty and aggregate corporate cash holdings
Cheng, Chak Hung Jack
;
Chiu, Ching Wai Jeremy
;
Hankins, …
- In:
Journal of macroeconomics
58
(
2018
),
pp. 78-90
Persistent link: https://www.econbiz.de/10012128090
Saved in:
23
Does US partisan conflict matter for the Euro area?
Cheng, Chak Hung Jack
;
Hankins, William B.
;
Chiu, Ching …
- In:
Economics letters
138
(
2016
),
pp. 64-67
Persistent link: https://www.econbiz.de/10011615495
Saved in:
24
A new approach for detecting shifts in forecast accuracy
Chiu, Ching Wai Jeremy
;
Hayes, Simon
;
Kapetanios, George
; …
- In:
International journal of forecasting
35
(
2019
)
4
,
pp. 1596-1612
Persistent link: https://www.econbiz.de/10012305469
Saved in:
25
Nonlinearities of mortgage spreads over the business cycles
Cheng, Chak Hung Jack
;
Chiu, Ching Wai Jeremy
-
2016
Persistent link: https://www.econbiz.de/10011581600
Saved in:
26
Does partisan conflict impact the cash holdings of firms? : a sign restrictions approach
Hankins, William B.
;
Cheng, Chak Hung Jack
;
Chiu, Ching …
-
2016
Persistent link: https://www.econbiz.de/10011581614
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27
How important are global geopolitical risks to emerging countries?
Cheng, Chak Hung Jack
;
Chiu, Ching Wai Jeremy
- In:
International economics : a journal published by CEPII …
156
(
2018
),
pp. 305-325
Persistent link: https://www.econbiz.de/10012027296
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28
Financial market volatility, macroeconomic fundamentals and investor sentiment
Chiu, Ching Wai Jeremy
;
Harris, Richard D. F.
;
Stoja, …
- In:
Journal of banking & finance
92
(
2018
),
pp. 130-145
Persistent link: https://www.econbiz.de/10011964550
Saved in:
29
The rate elasticity of retail deposits in the United Kingdom : a macroeconomic investigation
Chiu, Ching Wai Jeremy
;
Hill, John
- In:
International journal of central banking : IJCB
14
(
2018
)
2
,
pp. 113-158
Persistent link: https://www.econbiz.de/10011825999
Saved in:
30
A financial stress index for the United Kingdom
Chatterjee, Somnath
;
Chiu, Ching Wai Jeremy
;
Duprey, Thibaut
-
2017
Persistent link: https://www.econbiz.de/10011912983
Saved in:
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