Event / Certifications
RMI Working Papers
Working Papers in Year 2006
Working Paper Series of Year 2007
WP07/29 (Download)
Would Globalization Spread Contagion? An Empirical Investigation
KHAN Habibullah, WONG Wing-Keung and YEO Siok Khai
WP07/28 (Download)
Fertility and the Real Exchange Rate: An Exploratory Analysis
Andrew K. ROSE and Saktiandi SUPAAT
WP07/27 (Download)
International Financial Remoteness and Macroeconomic Volatility
Andrew K. ROSE and Mark M. SPIEGEL
WP07/26 (Download)
A Mean-Variance Bound For A Three-Piece Linear Function
Karthik NATARJAN and ZHOU Linyi
WP07/25 (Download)
Stochastic Dominance Analysis of Asian Hedge Funds
PHOON Kok Fai, WONG Wing-Keung and LEAN Hooi Hooi
WP07/24 (Download)
When Does the Dividend-Price Ratio Predict Stock Returns
Cheolbeom PARK
WP07/23 (Download)
Globalization and Emerging Stock Market Integration: Evidence from a FIVECM-MGARCH Model
CHEN Heng, Bento J. LOBO and WONG Wing-Keung
WP07/22 (Download)
Pricing A Class of Multiasset Options using Information on Smaller Subsets of Assets
Karthik NATARJAN
WP07/21 (Download)
Evolution of Dollar/Euro Exchange Rate before and after the Birth of Euro and Policy Implications
CHEN Heng, Dietrich K. FAUSTEN and WONG Wing-Keung
WP07/20 (Download)
Policy Change and Lead-Lag Relations among China’s Segmented Stock Markets
QIAO Zhou, LI Yuming and WONG Wing-Keung
WP07/19 (Download)
The Determinants of Customer Interactions with Internet-enabled e-Banking Services
LIAO Ziqi and WONG Wing-Keung
WP07/18 (Download)
Stockastic Dominance Tests for Risk Lovers: with Application to Oil Spot and Futures Markets
Michael MCALEER, LEAN Hooi Hooi and WONG Wing-Keung
WP07/17 (Download)
Asset Performance Evaluation with Mean-Variance
BAI Zhidong, WANG Keyan and WONG Wing-Keung
WP07/16 (Download)
Does the US IT Stock Market Dominate Other IT Stock Markets? Evidence from Multivariate GARCH Model
QIAO Zhou, Venus Khim-Sen Liew and WONG Wing-Keung
WP07/15 (Download)
Statistical Analysis for Rounded Data
BAI Zhidong, ZHENG Shurong, ZHANG Baoxue and HU Guorong
WP07/14 (Download)
Are the Mortgage and Capital Markets Fully Integrated? An Fractional Heteroscedastic Cointegration Analysis
Keshab SHRESTHA, Howard E. THOMPSON and WONG Wing-Keung
WP07/13 (Download)
Asset Performance Evaluation with Mean-Variance Ratio
BAI Zhidong, WANG Keyan and WONG Wing-Keung
WP07/12 (Download)
Analysis of Rounded Data from Dependent Sequences
ZHANG Baoxue, LIU Tianqing and BAI Zhidong
WP07/11 (Download)
Was there Abnormal Trading in the S&P 500 Index Options Prior to the September 11 Attacks?
WONG Wing-Keung, Howard E. THOMPSON and TEH Kweehong
WP07/10 (Download)
Making Markowitz’s Portfolio Optimization Theory Practically Useful
BAI Zhidong, LIU Huixia and WONG Wing-Keung
WP07/09 (Download)
Revisiting Calendar Anomalies in Asian Stock Markets Using a Stochastic Dominance Approach
LEAN Hooi Hooi, Russell SMYTH and WONG Wing-Keung
WP07/08 (Download)
Do Winners perform better than Losers? A Stochastic Dominance Approach
WONG Wing-Keung, Howard E. THOMPSON, Steven X.WEI and CHOW Ying-Foon
WP07/07 (Download)
Stochastic Dominance Theory for Location-Scale Family
WONG Wing-Keung
WP07/06 (Download)
Revisit of Sheppard Corrections in Linear Regression
LIU Tianqing, ZHANG Baoxue, HU Guorong and BAI Zhidong
WP07/05 (Download)
From CVaR to Uncertainty Set: Implications in Joint Chance Constrained Optimization
CHEN Wenqing, Melvyn SIM, SUN Jie and TEO Chung-Piaw
WP07/04 (Download)
Is Being a Super-Power More Important Than Being Your Close Neighbor? A Study of What Moves the Australian Stock Market
CHEN Heng, Russell SMYTH and WONG Wing-Keung
WP07/03 (Download)
Bubbles and Momentum: The Market for Internet Stocks
FONG Wai-Mun
WP07/02 (Download)
Mean, Volatility Spillover and Time-Varying Conditional Dependence in Chinese Stock Markets
ZHENG Yi and WONG Wing-Keung
WP07/01 (Download)
Three-Factor Profile Analysis with GARCH Innovations
LEUNG Pui-Lam and WONG Wing-Keung
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