Chi Keung Marco Lau

Teesside University

Tees Valley

Middlesbrough

Middlesbrough, Middlesbrough TS1 3BX

United Kingdom

http://https://research.tees.ac.uk/en/persons/chi-lau

SCHOLARLY PAPERS

11

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11

CROSSREF CITATIONS

2

Scholarly Papers (11)

1.

Strategic Asset Allocation and Intertemporal Hedging Demands: With Commodities as an Asset Class

Number of pages: 34 Posted: 01 Nov 2010 Last Revised: 02 Sep 2011
Yongyang Su and Chi Keung Marco Lau
Suffolk University - Department of Economics and Teesside University
Downloads 193 (218,646)
Citation 2

Abstract:

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Strategic asset allocation, portfolio choice, commodities, commodity futures, hedging demand

2.

Twitter-Based Uncertainty and Cryptocurrency Returns

Number of pages: 26 Posted: 22 Mar 2021
⸹ David Y. Aharon, Ender Demir, Chi Keung Marco Lau and Adam Zaremba
Ono Academic College, Istanbul Medeniyet University, Teesside University and Montpellier Business School
Downloads 192 (219,667)

Abstract:

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Uncertainty, Twitter, Cryptocurrency, Bitcoin, Quantile-in-Quantile, Directional test, Granger-causality, Copula

3.

Bank Performance in China: A Perspective from Bank Efficiency, Risk-taking and Market Competition

Number of pages: 43 Posted: 31 Mar 2017 Last Revised: 20 Jul 2020
Jianchun Fang, Chi Keung Marco Lau, Zhou Lu, Yong Tan and Hua Zhang
Zhejiang University, Teesside University, Tianijin Univesity of Commerce, University of Huddersfield - Business School and Zhejiang University
Downloads 172 (241,446)
Citation 5

Abstract:

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interest rate liberalization, bank competition, bank efficiency, bank profitability, China

4.

The Impacts of Competition and Profitability on Stability: Evidence from the Chinese Banking Industry

International Journal of the Economics of Business
Number of pages: 36 Posted: 03 Nov 2017 Last Revised: 05 Aug 2020
Yong Tan, Chi Keung Marco Lau and Giray Gozgor
University of Huddersfield - Business School, Teesside University and Istanbul Medeniyet University
Downloads 106 (349,212)
Citation 2

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competition, risk, efficiency, Chinese banking

5.

Risk Transmissions between Bitcoin and Traditional Financial Assets during the COVID-19 Era: The Role of Global Uncertainties

International Review of Financial Analysis, Forthcoming
Number of pages: 36 Posted: 03 Feb 2022
Ahmed H. Elsayed, Giray Gozgor and Chi Keung Marco Lau
Durham University Business School, Istanbul Medeniyet University and Teesside University
Downloads 66 (461,499)

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Return connectedness; Volatility connectedness; Bitcoin; Financial assets; Global uncertainty measures

6.

Assessing Debt Stationarity and Sustainability in the Longer Run with Fourier DF Unit Root Tests and Time-Varying Fiscal Reaction Functions

BETA Working Paper 2022-11
Number of pages: 17 Posted: 20 Apr 2022 Last Revised: 01 Jun 2022
Jamel Saadaoui, Chi Keung Marco Lau and Yifei Cai
University of Strasbourg, Teesside University and The University of Western Australia
Downloads 33 (612,192)

Abstract:

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Fourier DF unit root test, Debt sustainability, Public debt, Primary balance

7.

Measuring Quantile Dependence and Testing Directional Predictability between Bitcoin, Altcoins and Traditional Financial Assets

Number of pages: 53 Posted: 02 Feb 2021
Shaen Corbet, Paraskevi Katsiampa and Chi Keung Marco Lau
Dublin City University, Sheffield University Management School and Teesside University
Downloads 31 (624,288)
Citation 1

Abstract:

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8.

Convergence Clustering in the Chinese Provinces: New Evidence from Several Macroeconomic Indicators

Review of Development Economics, Vol. 23, Issue 3, pp. 1331-1346, 2019
Number of pages: 16 Posted: 05 Jun 2020
Giray Gozgor, Chi Keung Marco Lau and Zhou Lu
Istanbul Medeniyet University, Teesside University and Tianjin University of Commerce
Downloads 0 (909,419)

Abstract:

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Chinese economy, convergence clustering, nonlinearity, regional economic activity, regional inflation, spatial distributions

9.

Us Fiscal Policy and Asset Prices: The Role of Partisan Conflict

International Review of Finance, Vol. 19, Issue 4, pp. 851-862, 2019
Number of pages: 12 Posted: 26 May 2020
Rangan Gupta, Chi Keung Marco Lau, Stephen M. Miller and Mark E. Wohar
University of Pretoria - Department of Economics, Teesside University, University of Nevada, Las Vegas - Department of Economics and University of Nebraska at Omaha
Downloads 0 (909,419)
Citation 2

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10.

New Evidence About Regional Income Divergence in China

China Economic Review, Vol. 21, No. 2, pp. 293-309, June 2011
Posted: 12 Apr 2011
Chi Keung Marco Lau
Teesside University

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China Regional Conditional and Unconditional Income Convergence, Panel Non-linear Unit Root Test, ESTAR

11.

A More Powerful Panel Unit Test with an Application to PPP

Posted: 23 Feb 2009
Chi Keung Marco Lau
Teesside University

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Monte Carlo Simulation, Panel Unit Root test, Real Exchange Rate