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Ching-Wai (Jeremy) Chiu
Ching-Wai (Jeremy) Chiu
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Title
Cited by
Cited by
Year
How important are global geopolitical risks to emerging countries?
CHJ Cheng, CWJ Chiu
International economics 156, 305-325, 2018
1752018
Bayesian mixed frequency VARs
B Eraker, CW Chiu, AT Foerster, TB Kim, HD Seoane
Journal of Financial Econometrics 13 (3), 698-721, 2014
137*2014
Forecasting with VAR models: Fat tails and stochastic volatility
CWJ Chiu, H Mumtaz, G Pinter
International Journal of Forecasting 33 (4), 1124-1143, 2017
962017
Financial market volatility, macroeconomic fundamentals and investor sentiment
CJ Chiu, RDF Harris, E Stoja, M Chin
Journal of Banking & Finance 92, 130-145, 2018
782018
Does US partisan conflict matter for the Euro area?
CHJ Cheng, WB Hankins, CWJ Chiu
Economics Letters 138, 64-67, 2016
412016
Partisan conflict, policy uncertainty and aggregate corporate cash holdings
CHJ Cheng, CWJ Chiu, WB Hankins, AL Stone
Journal of Macroeconomics 58, 78-90, 2018
272018
A financial stress index for the United Kingdom
S Chatterjee, CWJ Chiu, S Hacioglu Hoke, T Duprey
Bank of England Working Paper, 2017
272017
Corporate decision making in the presence of political uncertainty: The case of corporate cash holdings
WB Hankins, AL Stone, CHJ Cheng, CW Chiu
Financial Review 55 (2), 307-337, 2020
182020
The rate elasticity of retail deposits in the United Kingdom: A macroeconomic investigation
CWJ Chiu, J Hill
International Journal of Central Banking 14 (2), 113-158, 2018
182018
A macroeconomic investigation of funding liquidity and monetary policy shocks in the United States
CW Chiu
Applied Economics Letters 21 (8), 517-521, 2014
8*2014
Nonlinear effects of mortgage spreads over the business cycle
CHJ Cheng, CWAI CHIU
Journal of Money, Credit and Banking 52 (6), 1593-1611, 2020
72020
Macroeconomic tail events with non-linear Bayesian VARs
CWJ Chiu, S Hacioglu Hoke
Bank of England Working Paper, 2016
72016
VAR models with non-Gaussian shocks
CWJ Chiu, H Mumtaz, G Pinter
Centre For Macroeconomics, 2016
72016
Single meron configuration in transverse gauge
C Chiu, R Kaul, E Takasugi
Physics Letters B 76 (5), 615-619, 1978
71978
Does partisan conflict impact the cash holdings of firms? A sign restrictions approach
W Hankins, CHJ Cheng, CWJ Chiu, AL Stone
A Sign Restrictions Approach (October 19, 2016), 2016
62016
Systemic financial stress and macroeconomic amplifications in the United Kingdom
S Chatterjee, CW Chiu, T Duprey, S Hacıoğlu‐Hoke
Oxford Bulletin of Economics and Statistics 84 (2), 380-400, 2022
52022
The rate elasticity of retail deposits in the United Kingdom: a macroeconomic investigation
C Chiu, J Hill
Bank of England Staff Working Paper, 2015
52015
Fat-tails in VAR Models
CWJ Chiu, H Mumtaz, G Pinter
Working paper, 2014
52014
A new approach for detecting shifts in forecast accuracy
CWJ Chiu, S Hayes, G Kapetanios, K Theodoridis
International Journal of Forecasting 35 (4), 1596-1612, 2019
32019
Financial market volatility, macroeconomic fundamentals and investor sentiment
CWJ Chiu, RDF Harris, E Stoja, M Chin
Bank of England Working Paper, 2016
32016
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