M. Yiu

Economics and Econometrics · with Choi · 2010–2013

A researcher in the Science corpus: 2 papers; trusts 5 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 11 citations into it; #19,774 of 23,481 by trust here, #19,308 by citations
• Finance — 9 citations into it; #9,075 of 10,518 by trust here, #8,309 by citations

Whom M. Yiu trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. C. Leung
2. Lorenzo Cappiello
3. M. Pritsker
4. Albert S. Kyle
5. Robert F. Engle
6. Peter C. B. Phillips
7. Ulrich Homm

Who trusts M. Yiu overall

1. Peter C. B. Phillips
2. Shuping Shi

Papers from M. Yiu's perspective

Ordered by how strongly the researchers M. Yiu trusts endorse each paper. Same corpus, a different order for every researcher.

1. Contagion as a Wealth Effect
2. The Channels for Financial Contagion Matt Pritsker
3. Contagion: Why Crises Spread and How This Can Be Stopped
4. Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns (Social Science Research Network)
5. Dynamic correlation analysis of financial contagion: Evidence from Asian markets
6. Macroeconomics and housing: a review of the literature
7. Testing for Speculative Bubbles in Stock Markets: A Comparison of Alternative Methods
8. The stationary bootstrap
9. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
10. Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH

Their papers

• Detecting bubbles in Hong Kong residential property market (2013) — 143 citations
• Dynamic correlation analysis of financial contagion in Asian markets in global financial turmoil (2010) — 112 citations