Matthew S Yiu
Biographic Data
| ID | 6681794 |
|---|---|
| NAME | Matthew S Yiu |
| GIVEN NAMES | Matthew S |
| FAMILY NAME | Yiu |
| SIGNATURE | YIU M S |
| AFFILIATIONS | ASEAN + 3 Macroeconomic Research Office (AMRO), Singapore, Singapore; and Hong Kong Monetary Authority (HKMA), Hong Kong, China |
| VERIFIED | No |
| TOTAL WORKS | 2 |
| TOTAL CITATIONS | 0 |
| WORKS AS AUTHOR | 2 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 2010 |
| LATEST PUBLICATION YEAR | 2021 |
| H-INDEX | 0 |
Impact of Covid-19 on Asean5 stock markets
This article assesses the impact of COVID-19 on ASEAN5 stock markets by applying dynamic panel regression models. Vaccine availability is a crucial factor in this respect. Before the availability of vaccinations, the stringent policy response to COVID-19 impacted stock returns, while, COVID-19 development, and related stringent policies, do not increase volatility. However, with vaccination drives currently in progress, the pandemic’s impact is r…
Nowcasting Chinese GDP
This article applies the factor model proposed by Giannone, Reichlin, and Small (2005) on a large data set to nowcast (i.e. current-quarter forecast) the annual growth rate of China's quarterly GDP. The data set contains 189 indicator series of several categories, such as prices, industrial production, fixed asset investment, external sector, money market, and financial market. This article also applies Bai and Ng's criteria (2002) to determine t…
No prominent works on this page.
Nowcasting Chinese GDP
This article applies the factor model proposed by Giannone, Reichlin, and Small (2005) on a large data set to nowcast (i.e. current-quarter forecast) the annual growth rate of China's quarterly GDP. The data set contains 189 indicator series of several categories, such as prices, industrial production, fixed asset investment, external sector, money market, and financial market. This article also applies Bai and Ng's criteria (2002) to determine t…
Impact of Covid-19 on Asean5 stock markets
This article assesses the impact of COVID-19 on ASEAN5 stock markets by applying dynamic panel regression models. Vaccine availability is a crucial factor in this respect. Before the availability of vaccinations, the stringent policy response to COVID-19 impacted stock returns, while, COVID-19 development, and related stringent policies, do not increase volatility. However, with vaccination drives currently in progress, the pandemic’s impact is r…
Econometrics (2 works) · Economics (2 works) · Finance (2 works) · Macroeconomics (2 works) · Monetary Policy and Economic Impact (2 works) · Business (1 work) · Complex Systems and Time Series Analysis (1 work) · Coronavirus disease 2019 (COVID-19 (1 work) · COVID-19 Pandemic Impacts (1 work) · Economic forecasting (1 work)