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Empirical analysis of economic policy uncertainty and stock returns in Asian markets
Chiang, Thomas C. - In: Advances in Pacific Basin business, economics, and finance 7 (2019), pp. 63-87
Persistent link: https://www.econbiz.de/10012582246
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Global stock market prices response to uncertainty changes in U.S. monetary and fiscal policies
Chiang, Thomas C. - In: Emerging market finance : new challenges and opportunities, (pp. 131-147). 2020
Persistent link: https://www.econbiz.de/10012319675
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Economic policy uncertainty, risk and stock returns : evidence from G7 stock markets
Chiang, Thomas C. - In: Finance research letters 29 (2019), pp. 41-49
Persistent link: https://www.econbiz.de/10012417704
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Empirical analysis of intertemporal relations between downside risks and expected returns : evidence from Asian markets
Chiang, Thomas C. - In: Research in international business and finance 47 (2019), pp. 264-278
Persistent link: https://www.econbiz.de/10012135733
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Can gold or silver be used as a hedge against policy uncertainty and COVID-19 in the Chinese market?
Chiang, Thomas C. - In: China finance review international 12 (2022) 4, pp. 571-600
Persistent link: https://www.econbiz.de/10013453609
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Real stock market returns and inflation : evidence from uncertainty hypotheses
Chiang, Thomas C. - In: Finance research letters 53 (2023), pp. 1-9
Persistent link: https://www.econbiz.de/10014472359
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Searching for assets to hedge against inflation in the U.S. market
Chiang, Thomas C. - In: Review of Pacific Basin financial markets and policies … 27 (2024) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10014575253
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Spillovers of US market volatility and monetary policy uncertainty to global stock markets
Chiang, Thomas C. - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-18
Persistent link: https://www.econbiz.de/10013187644
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Geopolitical risk, economic policy uncertainty and asset returns in Chinese financial markets
Chiang, Thomas C. - In: China Finance Review International 11 (2021) 4, pp. 474-501
Purpose: This paper investigates the impact of a change in economic policy uncertainty <m:math xmlns:m="http://www.w3.org/1998/Math/MathML"><m:mrow><m:mrow><m:mo stretchy="true">(</m:mo><m:mrow><m:mi mathvariant="normal">Δ</m:mi><m:msub><m:mrow><m:mtext>EPU</m:mtext></m:mrow><m:mi>t</m:mi></m:msub></m:mrow><m:mo stretchy="true">)</m:mo></m:mrow></m:mrow></m:math> and the absolute value of a change in geopolitical risk <m:math xmlns:m="http://www.w3.org/1998/Math/MathML"><m:mrow><m:mrow><m:mo stretchy="true">(</m:mo><m:mrow><m:mrow><m:mo stretchy="true">|</m:mo><m:mrow><m:mi mathvariant="normal">Δ</m:mi><m:msub><m:mrow><m:mtext>GPR</m:mtext></m:mrow><m:mi>t</m:mi></m:msub></m:mrow><m:mo stretchy="true">|</m:mo></m:mrow></m:mrow><m:mo stretchy="true">)</m:mo></m:mrow></m:mrow></m:math> on the returns of stocks, bonds and gold in the Chinese market. Design/methodology/approach: The paper uses Engle's (2009) dynamic...
Persistent link: https://www.econbiz.de/10012539374
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Financial risk, uncertainty and expected returns : evidence from Chinese equity markets
Chiang, Thomas C. - In: China Finance Review International 9 (2019) 4, pp. 425-454
Purpose: The purpose of this paper is to investigate the risk and economic policy uncertainty (EPU) shocks on China’s equity markets while controlling for changes in sentiments and liquidity. Design/methodology/approach: The GED-TARCH(1,1)-M procedure is used in estimations to deal with the...
Persistent link: https://www.econbiz.de/10012067140