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Causality between stock volatility and macroeconomic volatilities in Taiwan
Chen, Yenpao, (1999)
Why has Taiwan been immune to the Asian financial crisis?
Chen, Chyong-lin, (2000)
Bayesian causality measures for multiple ARCH models using marginal likelihoods
Polasek, Wolfgang, (2000)
The BDS test as a test for the adequacy of a GARCH (1,1) specification : a Monte Carlo study
Caporale, Guglielmo Maria, (2005)
Estimation and forecasting in first-order vector autoregressions with near to unit roots and conditional heteroscedasticity
Pantelidis, Theologos, (2009)
Decomposing the persistence of real exchange rates
Malliaropulos, Dimitrios, (2013)