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Albert K. C. Tsui

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Personal Details

First Name: Albert
Middle Name: K. C.
Last Name: Tsui
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RePEc Short-ID: pts70

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Homepage:
Postal Address: Department of Economics National University of Singapore Singapore
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Affiliation

Department of Economics
National University of Singapore
Location: Singapore, Singapore
Homepage: http://www.fas.nus.edu.sg/ecs/
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Handle: RePEc:edi:denussg (more details at EDIRC)

Works

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Working papers

  1. Chia Ngee Choon & Albert Tsui, 2013. "Adequacy of Singapore's Central Provident Fund Payouts: Income Replacement Rates of Entrant Workers," SCAPE Policy Research Working Paper Series 1302, National University of Singapore, Department of Economics, SCAPE.
  2. Ngee-Choon Chia & Albert K C Tsui, 2009. "Monetizing Housing Equity to Generate Retirement Incomes," SCAPE Policy Research Working Paper Series 0901, National University of Singapore, Department of Economics, SCAPE.
  3. Vu Thanh Hai & Albert K. Tsui & Zhaoyong Zhang, 2009. "Measuring Asymmetry and Persistence in Conditional Volatility in Real Output: Evidence from Three East Asian Tigers Using a Multivariate GARCH approach," SCAPE Policy Research Working Paper Series 0904, National University of Singapore, Department of Economics, SCAPE.
  4. Prabhath Jayasinghe & Albert K. Tsui, 2009. "Time-Varying Currency Betas: Evidence from Developed and Emerging Markets," SCAPE Policy Research Working Paper Series 0903, National University of Singapore, Department of Economics, SCAPE.
  5. Kin-Yip Ho & Albert K Tsui, 2008. "Volatility Dynamics in Foreign Exchange Rates: Further Evidence from the Malaysian Ringgit and Singapore Dollar," SCAPE Policy Research Working Paper Series 0805, National University of Singapore, Department of Economics, SCAPE.
  6. Prabhath Jayasinghe & Albert K. Tsui, 2007. "Exchange Rate Exposure of Sectoral Returns and Volatilities: Evidence from Japanese Industrial Sectors," SCAPE Policy Research Working Paper Series 0710, National University of Singapore, Department of Economics, SCAPE.
  7. Ngee-Choon Chia & Albert K C Tsui, 2005. "Medical Savings Accounts in Singapore: How much is adequate?," SCAPE Policy Research Working Paper Series 0502, National University of Singapore, Department of Economics, SCAPE.
  8. 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.
  9. Ngee-Choon Chia & Albert K C Tsui, 2005. "Reverse Mortgages as Retirement Financing Instrument: An Option for “Asset-rich and Cash-poor” Singaporeans," SCAPE Policy Research Working Paper Series 0503, National University of Singapore, Department of Economics, SCAPE.
  10. 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.
  11. Ngee-Choon Chia & Albert K C Tsui & John Whalley, 2003. "Taxes and Traffic in Asian Cities: Ownership and use taxes on Autos in Singapore," UWO Department of Economics Working Papers 20035, University of Western Ontario, Department of Economics.
  12. 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.
  13. Y.K. Tse & Albert K.C. Tsui, 2000. "A Multivariate GARCH Model with Time-Varying Correlations," Econometrics 0004007, EconWPA.

Articles

  1. 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.
  2. 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.
  3. 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.
  4. 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.
  5. 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.
  6. 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.
  7. 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.
  8. 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.
  9. 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.
  10. 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(01), pages 41-65, March.
  11. 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.
  12. 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.
  13. 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 351-62, July.
  14. Yu, Qiao & Tsui, Albert K., 2000. "Monetary services and money demand in China," China Economic Review, Elsevier, vol. 11(2), pages 134-148, December.
  15. 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.
  16. 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.

NEP Fields

12 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-AGE: Economics of Ageing (2) 2009-08-22 2013-04-20
  2. NEP-ECM: Econometrics (1) 2001-02-14
  3. NEP-ETS: Econometric Time Series (2) 2001-02-14 2004-09-30
  4. NEP-FIN: Finance (1) 2004-09-30
  5. NEP-FMK: Financial Markets (1) 2008-09-29
  6. NEP-GEO: Economic Geography (1) 2003-05-29
  7. NEP-HEA: Health Economics (1) 2005-04-16
  8. NEP-IFN: International Finance (3) 2007-07-13 2008-09-29 2009-10-24. Author is listed
  9. NEP-MON: Monetary Economics (1) 2008-09-29
  10. NEP-RMG: Risk Management (1) 2007-07-13
  11. NEP-SEA: South East Asia (9) 2003-05-29 2004-09-30 2005-04-16 2005-04-16 2007-07-13 2008-09-29 2009-08-22 2009-10-24 2009-12-19. Author is listed
  12. NEP-URE: Urban & Real Estate Economics (2) 2005-04-16 2009-08-22

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