Search Results - person:"Chiang, Jeanette Jin"

On the Nonlinear Specifications of Short-Term Interest Rate Behavior: Evidence from Euro-Currency Markets.

Chiang, Thomas C; Chiang, Jeanette Jin - In: Review of Quantitative Finance and Accounting 12 (1999) 4, pp. 351-70

This paper presents a coherent nonlinear interest rate model that incorporates the dynamics of the error correction specification into the traditional term structure model. The joint tests based on six Euro-Currency rates indicate that the linear specification should be rejected. The estimated...

Persistent link: https://www.econbiz.de/10005701316

On the Nonlinear Specifications of Short-Term Interest Rate Behavior: Evidence from Euro-Currency Markets

Chiang, Thomas C.; Chiang, Jeanette Jin - In: Review of quantitative finance and accounting 12 (1999) 4, pp. 351-370

Persistent link: https://www.econbiz.de/10007186811

Dynamic Analysis of Stock Return Volatility in an Integrated International Capital Market

Chiang, Thomas C.; Chiang, Jeanette Jin - In: Review of quantitative finance and accounting 6 (1996) 1, pp. 5-18

Persistent link: https://www.econbiz.de/10007208371

Empirical analysis of short-term Eurocurrency rates : evidence from a transfer function error correction model

Chiang, Thomas C. - In: Journal of economics & business 47 (1995) 4, pp. 335-351

Persistent link: https://www.econbiz.de/10001191276

Empirical Analysis of Short-Term Eurocurrency Rates: Evidence from a Transfer Function Error Correction Model

Chiang, Thomas C.; Chiang, Jeanette Jin - In: Journal of economics and business 47 (1995) 4, pp. 335-352

Persistent link: https://www.econbiz.de/10005994302

Emperical analysis of short-term eurocurrency rates: Evidence from a transfer function error correction model

Chiang, Thomas C.; Chiang, Jeanette Jin - In: Journal of Economics and Business 47 (1995) 4, pp. 335-351

Persistent link: https://www.econbiz.de/10005301855