Albert K. C. Tsui

Names

Contact

Affiliations

• National University of Singapore (NUS) → Department of Economics
  • website
  • location: Singapore, Singapore

Research profile

author of:

• Reverse Mortgages as Retirement Financing Instrument: An Option for “Asset-rich and Cash-poor” Singaporeans
  by Ngee-Choon Chia & Albert K. C. Tsui
• Time-Varying Currency Betas: Evidence from Developed and Emerging Markets
  by Prabhath Jayasinghe & Albert K. Tsui
• Life annuities of compulsory savings and income adequacy of the elderly in Singapore
  by CHIA, NGEE CHOON & TSUI, ALBERT K. C.
• Volatility Dynamics in Foreign Exchange Rates: Further Evidence from the Malaysian Ringgit and Singapore Dollar
  by Kin-Yip Ho & Albert K. Tsui
• Measuring Asymmetry and Persistence in Conditional Volatility in Real Output: Evidence from Three East Asian Tigers Using a Multivariate GARCH approach
  by Vu Thanh Hai & Albert K. Tsui & Zhaoyong Zhang
• Medical Savings Accounts in Singapore: How much is adequate?
  by Ngee-Choon Chia & Albert K. C. Tsui
• Medical savings accounts in Singapore: how much is adequate?
  by Chia, Ngee-Choon & Tsui, Albert K. C.
• Monetizing Housing Equity to Generate Retirement Incomes
  by Ngee-Choon Chia & Albert K. C. Tsui
• Monetary services and money demand in China
  by Yu, Qiao & Tsui, Albert K.
• Taxes and Traffic in Asian Cities: Ownership and use taxes on Autos in Singapore
  by Ngee-Choon Chia & Albert K. C. Tsui & John Whalley
• A Multivariate GARCH Model with Time-Varying Correlations
  by Y. K. Tse & Albert K. C. Tsui
• Analysis of real GDP growth rates of greater China: An asymmetric conditional volatility approach
  by Ho, Kin Yip & Tsui, Albert K. C.
• Analytically calibrated Box-Cox percentile limits for duration and event-time models
  by Yang, Zhenlin & Tsui, Albert K.
• A Multivariate GARCH Model with Time-Varying Correlations
  by Yiu Kuen Tse & Albert K. C. Tsui
• Exchange Rate Exposure of Sectoral Returns and Volatilities: Evidence from Japanese Industrial Sectors
  by Prabhath Jayasinghe & Albert K. Tsui
• Exchange rate exposure of sectoral returns and volatilities: Evidence from Japanese industrial sectors
  by Jayasinghe, Prabhath & Tsui, Albert K.
• Asymmetric volatility of real GDP: some evidence from Canada, Japan, the United Kingdom and the United States
  by Ho, Kin-Yip & Tsui, Albert K. C.
• A Multivariate Generalized Autoregressive Conditional Heteroscedasticity Model with Time-Varying Correlations.
  by Tse, Y. K. & Tsui, Albert K. C.
• Ownership and Use Taxes as Congestion Correcting Instruments
  by Ngee-Choon Chia & Albert K. C. Tsui & John Whalley
• Exact distributions, density functions and moments of the last squares estimator in a first-order autoregressive model
  by Tsui, Albert K. & Ali, Mukhtar M.
• A Multivariate GARCH Model with Time-Varying correlations
  by Y. K. Tse & Albert K. C. Tsui
• Conditional heteroscedasticity of exchange rates: further results based on the fractionally integrated approach
  by Albert K. Tsui & Kin-Yip Ho
• Conditional volatility in foreign exchange rates: Evidence from the Malaysian ringgit and Singapore dollar
  by Tse, Y. K. & Tsui, Albert K. C.
• Volatility Dynamics of the Tokyo Stock Exchange: A Sectoral Analysis based on the Multivariate GARCH Approach
  by Kin-Yip Ho & Ka Cheng Tsui
• Volatility Dynamics of the UK Business Cycle: a Multivariate Asymmetric Garch Approach
  by Kin-Yip Ho & Albert K. Tsui & Zhaoyong Zhang
• Evaluating the hedging performance of the constant-correlation GARCH model
  by Donald Lien & Y. K. Tse & Albert Tsui
• Time-Varying Currency Betas : Evidence from Developed and Emerging Markets
  by Prabhath Jayasinghe & Albert K. Tsui
• Monetizing Housing Equity to Generate Retirement Incomes
  by Ngee-Choon Chia & Albert K. C. Tsui
• AN ANALYSIS OF THE CONDITIONAL VOLATILITY DYNAMICS OF THE AUSTRALIAN BUSINESS CYCLE
  by Kin-Yip Ho & Albert K. Tsui & Zhaoyong Zhang
• Volatility Dynamics in Foreign Exchange Rates : Further Evidence from the Malaysian Ringgit and Singapore Dollar
  by Kin-Yip Ho & Albert K. Tsui
• Reverse Mortgages as Retirement Financing Instrument : An Option for “Asset-rich and Cash-poor†Singaporeans
  by Ngee-Choon Chia & Albert K. C. Tsui
• Medical Savings Accounts in Singapore : How much is adequate?
  by Ngee-Choon Chia & Albert K. C. Tsui
• Adequacy of Singapore's Central Provident Fund Payouts: Income Replacement Rates of Entrant Workers
  by Chia Ngee Choon & Albert Tsui
• Measuring asymmetry and persistence in conditional volatility in real output: evidence from three East Asian tigers using a multivariate GARCH approach
  by Vu Thanh Hai & Albert K. Tsui & Zhaoyong Zhang
• CONDITIONAL VOLATILITY ASYMMETRY OF BUSINESS CYCLES: EVIDENCE FROM FOUR OECD COUNTRIES
  by KIN-YIP HO & ALBERT K. TSUI & ZHAOYONG ZHANG
• Exchange Rate Exposure of Sectoral Returns and Volatilities: Further Evidence From Japanese Industrial Sectors
  by Prabhath Jayasinghe & Albert K. Tsui & Zhaoyong Zhang
• New estimates of time-varying currency betas: A trivariate BEKK approach
  by Jayasinghe, Prabhath & Tsui, Albert K. & Zhang, Zhaoyong
• Constant conditional correlation in a bivariate GARCH model: evidence from the stock markets of China
  by Tsui, Albert K. & Yu, Qiao
• On tests for long memory in Pacific Basin stock returns
  by Koong, C. S. & Tsui, Albert K. & Chan, W. S.
• Volatility dynamics of the US business cycle: A multivariate asymmetric GARCH approach
  by Ho, Kin-Yip & Tsui, Albert K. & Zhang, Zhaoyong
• Estimating time-varying currency betas with contagion: New evidence from developed and emerging financial markets
  by Long, Ling & Tsui, Albert K. & Zhang, Zhaoyong
• Conditional heteroscedasticity with leverage effect in stock returns: Evidence from the Chinese stock market
  by Long, Ling & Tsui, Albert K. & Zhang, Zhaoyong
• Diagnostics for conditional heteroscedasticity models: some simulation results
  by Tsui, Albert K.
• Forecasting life expectancy: Evidence from a new survival function
  by Wong, Chi Heem & Tsui, Albert K.
• Forecasting Life Expectancy: Evidence from a New Survival Function
  by Wong, Chi Heem & Tsui, Albert K.