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

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Journal Article

Gupta, Rangan and Lau, Marco C. K. and Nel, Jacobus A. and Sheng, Xin (2020) Monetary policy uncertainty spillovers in time and frequency domains. Journal of Economic Structures, 9 (1). p. 41. ISSN 2193-2409

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

Cunado, Juncal and Gupta, Rangan and Lau, Marco C. K. and Sheng, Xin (2020) Time-Varying Impact of Geopolitical Risks on Oil Prices. Defence and Peace Economics, 31 (6). pp. 692-706. ISSN 1476-8267

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

Aye, Goodness C. and Gupta, Rangan and Lau, Marco C. K. and Sheng, Xin (2019) Is there a role for uncertainty in forecasting output growth in OECD countries? Evidence from a time-varying parameter-panel vector autoregressive model. Applied Economics, 51 (33). pp. 3624-3631. ISSN 1466-4283

Lau, Marco C. K. and Sheng, Xin (2018) Inter- and intra-regional analysis on spillover effects across international stock markets. Research in International Business and Finance, 46. pp. 420-429. ISSN 0275-5319

Bilgin, Mehmet H. and Gozgor, Giray and Lau, Marco C. K. and Sheng, Xin (2018) The effects of uncertainty measures on the price of gold. International Review of Financial Analysis, 58. pp. 1-7. ISSN 1057-5219

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

Yarovaya, Larisa and BrzeszczyƄski, Janusz and Lau, Marco C. K. (2016) Intra- and inter-regional return and volatility spillovers across emerging and developed markets: Evidence from stock indices and stock index futures. International Review of Financial Analysis, 43. pp. 96-114. ISSN 1057-5219

This list was generated on Thu May 13 02:25:40 2021 BST.