Matthew S Yiu

Dados Biográficos

ID6681794
NOMEMatthew S Yiu
PRENOMESMatthew S
SOBRENOMEYiu
ASSINATURAYIU M S
AFILIAÇÕESASEAN + 3 Macroeconomic Research Office (AMRO), Singapore, Singapore; and Hong Kong Monetary Authority (HKMA), Hong Kong, China
VERIFICADONão
TOTAL DE OBRAS2
TOTAL DE CITAÇÕES0
OBRAS COMO AUTOR2
OBRAS COMO EDITOR0
PRIMEIRO ANO DE PUBLICAÇÃO2010
ANO MAIS RECENTE DE PUBLICAÇÃO2021
ÍNDICE H0

  • Impact of Covid-19 on Asean5 stock markets

    Matthew S Yiu, Andrew TsangARTICLEJournal of the Asia Pacific Economy2021

    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

    Matthew S Yiu, Kenneth K ChowARTICLEChina Economic Journal2010

    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…