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Research Outputs 2009 2019

2019

Currency spillover effects between the US dollar and some major currencies and exchange rate forecasts based on neural nets

Allen, D. E., Kalev, P., Peiris, S. & Singh, A. K., Jul 2019, Handbook of global financial markets: transformations, dependence, and risk spillovers. Boubake, S. & Nguyen, D. K. (eds.). Singapore: World Scientific Publishing, p. 199-220 22 p.

Research output: Chapter in Book/Report/Conference proceedingChapterResearchpeer-review

Exchange rates
Spillover effects
Spillover
Currency
Neural nets

Daily market news sentiment and stock prices

Allen, D. E., McAleer, M. & Singh, A. K., 27 Jun 2019, In : Applied Economics. 51, 30, p. 3212-3235 24 p.

Research output: Contribution to journalArticleResearchpeer-review

Sentiment
News
Stock prices
Quantile regression
Moving average
Asia-Pacific
Expert judgment
Finance
Machine learning
Triangulation

The power of crowds: Grand challenges in the Asia-Pacific region

Cai, C., Gippel, J., Zhu, Y. & Singh, A. K., 1 Nov 2019, In : Australian Journal of Management. 44, 4, p. 551-570 20 p.

Research output: Contribution to journalArticleResearchpeer-review

Knowledge resources
Government
Boundary conditions
Asia-Pacific region
Creativity

Time-varying asymmetric volatility spillover between global markets and China's A, B and H-shares using EGARCH and DCC-EGARCH models

Do, A., Powell, R., Yong, J. & Singh, A., 22 Oct 2019, In : North American Journal of Economics and Finance. 101096.

Research output: Contribution to journalArticleResearchpeer-review

EGARCH model
Asymmetric volatility
China
Time-varying
Volatility spillover