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Cheng, Chak Hung Jack [Author] ; Chiu, Ching-Wai (Jeremy) [Other]

Nonlinearities of Mortgage Spreads Over the Business Cycles

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[S.l.]: SSRN, [2016]

Published in: Bank of England Working Paper ; No. 634
Chiu, Ching-Wai (Jeremy) [Author] ; Hayes, Simon [Other]; Kapetanios, George [Other]; Theodoridis, Konstantinos [Other]

A New Approach for Detecting Shifts in Forecast Accuracy

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[S.l.]: SSRN, [2018]

Published in: Bank of England Working Paper ; No. 721
Chiu, Ching-Wai (Jeremy) [Author] ; Harris, Richard D. F. [Other]; Stoja, Evarist [Other]; Chin, Michael [Other]

Financial Market Volatility, Macroeconomic Fundamentals and Investor Sentiment

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https://ssrn.com/abstract=2827569

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[S.l.]: SSRN, [2016]

Published in: Bank of England Working Paper ; No. 608
Chiu, Ching-Wai (Jeremy) [Author] ; Hacioglu Hoke, Sinem [Other]

Macroeconomic Tail Events with Non-Linear Bayesian VARs

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https://ssrn.com/abstract=2827573

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[S.l.]: SSRN, [2016]

Published in: Bank of England Working Paper ; No. 611
Chiu, Ching-Wai (Jeremy) [Author] ; Mumtaz, Haroon [Other]; Pinter, Gabor [Other]

Forecasting with VAR Models : Fat Tails and Stochastic Volatility

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[S.l.]: SSRN, [2015]

Published in: Bank of England Working Paper ; No. 528
Chiu, Ching-Wai (Jeremy) [Author] ; Hill, John [Other]

The Rate Elasticity of Retail Deposits in the United Kingdom : A Macroeconomic Investigation

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[S.l.]: SSRN, [2015]

Published in: Bank of England Working Paper ; No. 540
Polanski, Arnold [Author] ; Stoja, Evarist [Other]; Chiu, Ching-Wai (Jeremy) [Other]

Tail Risk Interdependence

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[S.l.]: SSRN, [2019]

Published in: Bank of England Working Paper ; No. 815, August 2019
Cheng, Chak Hung Jack [Author] ; Hankins, William [Other]; Chiu, Ching-Wai (Jeremy) [Other]

Does US Partisan Conflict Matter for the Euro Area?

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https://ssrn.com/abstract=2706727

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[S.l.]: SSRN, [2016]
Cheng, Chak Hung Jack [Author] ; Chiu, Ching-Wai (Jeremy) [Other]; Hankins, William [Other]; Stone, Anna-Leigh [Other]

Partisan Conflict, Policy Uncertainty and Aggregate Corporate Cash Holdings

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[S.l.]: SSRN, [2018]
Chatterjee, Somnath [Author] ; Chiu, Ching-Wai (Jeremy) [Other]; Hacioglu Hoke, Sinem [Other]; Duprey, Thibaut [Other]

A Financial Stress Index for the United Kingdom

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https://ssrn.com/abstract=3085789

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[S.l.]: SSRN, [2017]

Published in: Bank of England Working Paper ; No. 697
Polanski, Arnold [Author]; Stoja, Evarist [Author]; Chiu, Ching Wai Jeremy [Author]

Tail risk interdependence

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https://www.bankofengland.co.uk/-/media/boe/files/working-paper/2019/tail-risk-interdependence.pdf

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London: Bank of England, August 2019

Published in: Bank of England: Staff working papers ; 815
Chiu, Ching Wai Jeremy [Author]; Mumtaz, Haroon [Author]; Pinter, Gabor [Author]

VAR models with non-Gaussian shocks

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http://www.centreformacroeconomics.ac.uk/Discussion-Papers/2016/CFMDP2016-09-Paper.pdf

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London: CFM, Centre for Macroeconomics, [2016]

Published in: CFM discussion paper series ; 2016,9
Chiu, Ching Wai Jeremy [Author]; Hayes, Simon [Author]; Kapetanios, George [Author]; Theodoridis, Konstantinos [Author]

A new approach for detecting shifts in forecast accuracy

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https://www.bankofengland.co.uk/-/media/boe/files/working-paper/2018/a-new-approach-for-detecting-shifts-in-forecast-accuracy.pdf?la=en&hash=5D69FCCA03E756904614AC224E657A531848797E

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London: Bank of England, April 2018

Published in: Bank of England: Staff working papers ; 721
Chiu, Ching Wai Jeremy [Author]; Hayes, Simon [Author]; Kapetanios, George [Author]; Theodoridis, Konstantinos [Author]

A new approach for detecting shifts in forecast accuracy

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https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fcarbsecon.com%2Fwp%2FE2018_24.pdf;h=repec:cdf:wpaper:2018/24

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Cardiff, United Kingdom: Cardiff Business School, Cardiff University, November 2018

Published in: Cardiff economics working papers ; 201824
Chiu, Ching Wai Jeremy [Author]; Mumtaz, Haroon [Author]; Pinter, Gabor [Author]

Fat-tails in VAR models

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http://hdl.handle.net/10419/97354

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London: Queen Mary University of London, School of Economics and Finance, 2014
Chatterjee, Somnath [Author]; Chiu, Ching Wai Jeremy [Author]; Duprey, Thibaut [Author]; Hacıoǧlu Hoke, Sinem [Author]

A financial stress index for the United Kingdom

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https://www.bankofengland.co.uk/-/media/boe/files/working-paper/2017/a-financial-stress-index-for-the-united-kingdom.pdf?la=en&hash=D4B2767A56E17029181C8D9481AAB6DF74605AD8

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London: Bank of England, December 2017

Published in: Bank of England: Staff working papers ; 697
Hankins, William [Author] ; Cheng, Chak Hung Jack [Other]; Chiu, Ching-Wai (Jeremy) [Other]; Stone, Anna-Leigh [Other]

Does Partisan Conflict Impact the Cash Holdings of Firms? A Sign Restrictions Approach

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https://ssrn.com/abstract=2891352

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[S.l.]: SSRN, [2016]

Published in: Bank of England Working Paper ; No. 638
Hankins, William [Author] ; Cheng, Chak Hung Jack [Other]; Chiu, Ching-Wai (Jeremy) [Other]; Stone, Anna-Leigh [Other]

Does Partisan Conflict Impact the Cash Holdings of Firms? A Sign Restrictions Approach

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https://ssrn.com/abstract=2854477

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[S.l.]: SSRN, [2016]
Chiu, Ching-Wai (Jeremy)

A macroeconomic investigation of funding liquidity and monetary policy shocks in the United States

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Informa UK Limited, 2014

Published in: Applied Economics Letters
Chiu, Ching-Wai (Jeremy); Hacioglu Hoke, Sinem

Macroeconomic Tail Events with Non-Linear Bayesian VARs

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Elsevier BV, 2016

Published in: SSRN Electronic Journal

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