Items where Author is "Lau, Marco C. K."

Up a level
Export as [feed] Atom [feed] RSS
Group by: Item Type | No Grouping
Number of items: 6.

Journal Article

Gupta, Rangan and Lau, Marco C. K. and Sheng, Xin (2020) Graph theory-based network analysis of regional uncertainties of the US Economy. Physica A: Statistical Mechanics and its Applications, 540. p. 123064. ISSN 0378-4371

Gozgor, Giray and Lau, Marco C. K. and Sheng, Xin and Yarovaya, Larisa (2019) The role of uncertainty measures on the returns of gold. Economics Letters, 185. p. 108680. ISSN 0165-1765

Aloui, Chaker and Lau, Marco C. K. and Hkiri, Besma and Yarovaya, Larisa (2018) Information transmission across stock indices and stock index futures: international evidence using wavelet framework. Research in International Business and Finance, 44. pp. 411-421. ISSN 0275-5319

Yarovaya, Larisa and BrzeszczyƄski, Janusz and Lau, Marco C. K. (2017) Asymmetry in spillover effects: Evidence for international stock index futures markets. International Review of Financial Analysis, 53. pp. 94-111. ISSN 1057-5219

Lau, Marco C. K. and Vigne, Samuel A. and Wang, Shixuan and Yarovaya, Larisa (2017) Return spillovers between White Metals ETFs: The Role of Oil, Gold, and Global Equity. International Review of Financial Analysis, 52. pp. 316-332. ISSN 1057-5219

Apergis, Nicholas and Lau, Marco C. K. and Yarovaya, Larisa (2016) Media sentiment and CDS spread spillovers: Evidence from the GIIPS countries. International Review of Financial Analysis, 47. pp. 50-59. ISSN 1057-5219

This list was generated on Wed Feb 26 02:20:17 2020 GMT.