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Albert K. C. Tsui

Personal Details

First Name:Albert
Middle Name:K. C.
Last Name:Tsui
Suffix:
RePEc Short-ID:pts70
Department of Economics National University of Singapore Singapore

Affiliation

Department of Economics
National University of Singapore (NUS)

Singapore, Singapore
http://www.fas.nus.edu.sg/ecs/
RePEc:edi:denussg (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Ngee-Choon Chia & Albert K C Tsui, 2009. "Monetizing Housing Equity to Generate Retirement Incomes," Microeconomics Working Papers 22759, East Asian Bureau of Economic Research.
  2. Prabhath Jayasinghe & Albert K. Tsui, 2009. "Time-Varying Currency Betas : Evidence from Developed and Emerging Markets," Finance Working Papers 22761, East Asian Bureau of Economic Research.
  3. Kin-Yip Ho & Albert K Tsui, 2008. "Volatility Dynamics in Foreign Exchange Rates : Further Evidence from the Malaysian Ringgit and Singapore Dollar," Finance Working Papers 22571, East Asian Bureau of Economic Research.
  4. Ngee-Choon Chia & Albert K C Tsui, 2005. "Reverse Mortgages as Retirement Financing Instrument : An Option for “Asset-rich and Cash-poor†Singaporeans," Finance Working Papers 22566, East Asian Bureau of Economic Research.
  5. Ngee-Choon Chia & Albert K C Tsui, 2005. "Medical Savings Accounts in Singapore : How much is adequate?," Finance Working Papers 22567, East Asian Bureau of Economic Research.
  6. Kin-Yip Ho & Ka Cheng Tsui, 2004. "Volatility Dynamics of the Tokyo Stock Exchange: A Sectoral Analysis based on the Multivariate GARCH Approach," Money Macro and Finance (MMF) Research Group Conference 2004 12, Money Macro and Finance Research Group.
  7. Ngee-Choon Chia & Albert K C Tsui & John Whalley, 2003. "Taxes and Traffic in Asian Cities: Ownership and use taxes on Autos in Singapore," University of Western Ontario, Departmental Research Report Series 20035, University of Western Ontario, Department of Economics.
  8. Ngee-Choon Chia & Albert K. C. Tsui & John Whalley, 2001. "Ownership and Use Taxes as Congestion Correcting Instruments," NBER Working Papers 8278, National Bureau of Economic Research, Inc.
  9. Y.K. Tse & Albert K.C. Tsui, 2000. "A Multivariate GARCH Model with Time-Varying Correlations," Econometrics 0004007, University Library of Munich, Germany.

Articles

  1. Wong, Chi Heem & Tsui, Albert K., 2015. "Forecasting life expectancy: Evidence from a new survival function," Insurance: Mathematics and Economics, Elsevier, vol. 65(C), pages 208-226.
  2. Long, Ling & Tsui, Albert K. & Zhang, Zhaoyong, 2014. "Conditional heteroscedasticity with leverage effect in stock returns: Evidence from the Chinese stock market," Economic Modelling, Elsevier, vol. 37(C), pages 89-102.
  3. Prabhath Jayasinghe & Albert K. Tsui & Zhaoyong Zhang, 2014. "Exchange Rate Exposure of Sectoral Returns and Volatilities: Further Evidence From Japanese Industrial Sectors," Pacific Economic Review, Wiley Blackwell, vol. 19(2), pages 216-236, May.
  4. Long, Ling & Tsui, Albert K. & Zhang, Zhaoyong, 2014. "Estimating time-varying currency betas with contagion: New evidence from developed and emerging financial markets," Japan and the World Economy, Elsevier, vol. 30(C), pages 10-24.
  5. Jayasinghe, Prabhath & Tsui, Albert K. & Zhang, Zhaoyong, 2014. "New estimates of time-varying currency betas: A trivariate BEKK approach," Economic Modelling, Elsevier, vol. 42(C), pages 128-139.
  6. Vu Thanh Hai & Albert K. Tsui & Zhaoyong Zhang, 2013. "Measuring asymmetry and persistence in conditional volatility in real output: evidence from three East Asian tigers using a multivariate GARCH approach," Applied Economics, Taylor & Francis Journals, vol. 45(20), pages 2909-2914, July.
  7. Kin-Yip Ho & Albert K. Tsui & Zhaoyong Zhang, 2013. "Conditional Volatility Asymmetry Of Business Cycles: Evidence From Four Oecd Countries," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, vol. 38(3), pages 33-56, September.
  8. Kin-Yip Ho & Albert K. Tsui & Zhaoyong Zhang, 2009. "Volatility Dynamics of the UK Business Cycle: a Multivariate Asymmetric Garch Approach," Economie Internationale, CEPII research center, issue 117, pages 31-46.
  9. Jayasinghe, Prabhath & Tsui, Albert K., 2008. "Exchange rate exposure of sectoral returns and volatilities: Evidence from Japanese industrial sectors," Japan and the World Economy, Elsevier, vol. 20(4), pages 639-660, December.
  10. Kin-Yip Ho & Albert K Tsui & Zhaoyong Zhang, 2007. "An Analysis Of The Conditional Volatility Dynamics Of The Australian Business Cycle," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, vol. 32(2), pages 157-182, December.
  11. Chia, Ngee-Choon & Tsui, Albert K.C., 2005. "Medical savings accounts in Singapore: how much is adequate?," Journal of Health Economics, Elsevier, vol. 24(5), pages 855-875, September.
  12. Albert K. Tsui & Kin-Yip Ho, 2004. "Conditional heteroscedasticity of exchange rates: further results based on the fractionally integrated approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 19(5), pages 637-642.
  13. Ho, Kin Yip & Tsui, Albert K.C., 2004. "Analysis of real GDP growth rates of greater China: An asymmetric conditional volatility approach," China Economic Review, Elsevier, vol. 15(4), pages 424-442.
  14. Yang, Zhenlin & Tsui, Albert K., 2004. "Analytically calibrated Box-Cox percentile limits for duration and event-time models," Insurance: Mathematics and Economics, Elsevier, vol. 35(3), pages 649-677, December.
  15. Tsui, Albert K, 2004. "Diagnostics for conditional heteroscedasticity models: some simulation results," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 64(1), pages 113-119.
  16. Ho, Kin-Yip & Tsui, Albert K. C., 2003. "Asymmetric volatility of real GDP: some evidence from Canada, Japan, the United Kingdom and the United States," Japan and the World Economy, Elsevier, vol. 15(4), pages 437-445, December.
  17. Chia, Ngee Choon & Tsui, Albert K. C., 2003. "Life annuities of compulsory savings and income adequacy of the elderly in Singapore," Journal of Pension Economics and Finance, Cambridge University Press, vol. 2(1), pages 41-65, March.
  18. Donald Lien & Y. K. Tse & Albert Tsui, 2002. "Evaluating the hedging performance of the constant-correlation GARCH model," Applied Financial Economics, Taylor & Francis Journals, vol. 12(11), pages 791-798.
  19. Tse, Y K & Tsui, Albert K C, 2002. "A Multivariate Generalized Autoregressive Conditional Heteroscedasticity Model with Time-Varying Correlations," Journal of Business & Economic Statistics, American Statistical Association, vol. 20(3), pages 351-362, July.
  20. Yu, Qiao & Tsui, Albert K., 2000. "Monetary services and money demand in China," China Economic Review, Elsevier, vol. 11(2), pages 134-148, December.
  21. Tsui, Albert K. & Yu, Qiao, 1999. "Constant conditional correlation in a bivariate GARCH model: evidence from the stock markets of China," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 48(4), pages 503-509.
  22. Koong, C.S. & Tsui, Albert K. & Chan, W.S., 1997. "On tests for long memory in Pacific Basin stock returns," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 43(3), pages 445-449.
  23. Tse, Y. K. & Tsui, Albert K. C., 1997. "Conditional volatility in foreign exchange rates: Evidence from the Malaysian ringgit and Singapore dollar," Pacific-Basin Finance Journal, Elsevier, vol. 5(3), pages 345-356, July.
  24. Tsui, Albert K. & Ali, Mukhtar M., 1994. "Exact distributions, density functions and moments of the last squares estimator in a first-order autoregressive model," Computational Statistics & Data Analysis, Elsevier, vol. 17(4), pages 433-454, May.

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ETS: Econometric Time Series (2) 2001-02-14 2004-09-30
  2. NEP-SEA: South East Asia (2) 2003-05-29 2004-09-30
  3. NEP-ECM: Econometrics (1) 2001-02-14
  4. NEP-FIN: Finance (1) 2004-09-30
  5. NEP-GEO: Economic Geography (1) 2003-05-29

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