Xiu Wei Yeap
Personal Details
First Name: | Xiu Wei |
Middle Name: | |
Last Name: | Yeap |
Suffix: | |
RePEc Short-ID: | pye141 |
[This author has chosen not to make the email address public] | |
http://yeapxiuwei.wordpress.com/ | |
Affiliation
Economics
Universiti Sains Malaysia
Minden, Malaysiahttp://www.soc.usm.my/index.php/people/academic/economics
RePEc:edi:ecusmmy (more details at EDIRC)
Research output
Jump to: ArticlesArticles
- Tan, Sook-Rei & Yeap, Xiu Wei & Li, Changtai & Wang, Wei-Siang & Chia, Wai-Mun, 2024. "Determinants of international Economic Policy Uncertainty transmission: The role of economic openness," International Review of Economics & Finance, Elsevier, vol. 95(C).
- Lean, Hooi Hooi & Alkhazali, Osamah M. & Gleason, Kimberley & Yeap, Xiu Wei, 2024. "Connectedness and economic policy uncertainty spillovers to the ASEAN stock markets," International Review of Economics & Finance, Elsevier, vol. 90(C), pages 167-186.
- Tan, Sook-Rei & Li, Changtai & Yeap, Xiu Wei, 2022. "A time-varying copula approach for constructing a daily financial systemic stress index," The North American Journal of Economics and Finance, Elsevier, vol. 63(C).
- Xiu Wei Yeap & Hooi Hooi Lean, 2022. "Trading Activities and the Volatility of Return on Malaysian Crude Palm Oil Futures," JRFM, MDPI, vol. 15(1), pages 1-15, January.
- Xiu Wei Yeap & Hooi Hooi Lean & Marius Galabe Sampid & Haslifah Mohamad Hasim, 2020. "The dependence structure and portfolio risk of Malaysia's foreign exchange rates: the Bayesian GARCH–EVT–copula model," International Journal of Emerging Markets, Emerald Group Publishing Limited, vol. 16(5), pages 952-974, October.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Articles
- Lean, Hooi Hooi & Alkhazali, Osamah M. & Gleason, Kimberley & Yeap, Xiu Wei, 2024.
"Connectedness and economic policy uncertainty spillovers to the ASEAN stock markets,"
International Review of Economics & Finance, Elsevier, vol. 90(C), pages 167-186.
Cited by:
- Lu, Xunfa & Huang, Nan & Mo, Jianlei, 2024. "Time-varying causalities from the COVID-19 media coverage to the dynamic spillovers among the cryptocurrency, the clean energy, and the crude oil," Energy Economics, Elsevier, vol. 132(C).
- Tan, Sook-Rei & Li, Changtai & Yeap, Xiu Wei, 2022.
"A time-varying copula approach for constructing a daily financial systemic stress index,"
The North American Journal of Economics and Finance, Elsevier, vol. 63(C).
Cited by:
- Lean, Hooi Hooi & Alkhazali, Osamah M. & Gleason, Kimberley & Yeap, Xiu Wei, 2024. "Connectedness and economic policy uncertainty spillovers to the ASEAN stock markets," International Review of Economics & Finance, Elsevier, vol. 90(C), pages 167-186.
- Marina Yu. Malkina & Rodion V. Balakin, 2023. "The Relation of Financial and Industrial Stresses to Monetary Policy Parameters in the Russian Economy," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 3, pages 104-121, June.
- Xiu Wei Yeap & Hooi Hooi Lean & Marius Galabe Sampid & Haslifah Mohamad Hasim, 2020.
"The dependence structure and portfolio risk of Malaysia's foreign exchange rates: the Bayesian GARCH–EVT–copula model,"
International Journal of Emerging Markets, Emerald Group Publishing Limited, vol. 16(5), pages 952-974, October.
Cited by:
- Lean, Hooi Hooi & Alkhazali, Osamah M. & Gleason, Kimberley & Yeap, Xiu Wei, 2024. "Connectedness and economic policy uncertainty spillovers to the ASEAN stock markets," International Review of Economics & Finance, Elsevier, vol. 90(C), pages 167-186.
- Zhao, Jing & Cui, Luansong & Liu, Weiguo & Zhang, Qiwen, 2023. "Extreme risk spillover effects of international oil prices on the Chinese stock market: A GARCH-EVT-Copula-CoVaR approach," Resources Policy, Elsevier, vol. 86(PB).
- Tan, Sook-Rei & Li, Changtai & Yeap, Xiu Wei, 2022. "A time-varying copula approach for constructing a daily financial systemic stress index," The North American Journal of Economics and Finance, Elsevier, vol. 63(C).
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