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Do macroeconomic variables have regime-dependent effects on stock return dynamics? : evidence from the Markov regime switching model
Chang, Kuang-Liang - In: Economic modelling 26 (2009) 6, pp. 1283-1299
Persistent link: https://www.econbiz.de/10003923540
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The time-varying and asymmetric dependence between crude oil spot and futures markets : evidence from the mixture copula-based ARJI-GARCH model
Chang, Kuang-liang - In: Economic modelling 29 (2012) 6, pp. 2298-2309
Persistent link: https://www.econbiz.de/10009673749
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House price dynamics, conditional higher-order moments, and density forecasts
Chang, Kuang-liang - In: Economic modelling 27 (2010) 5, pp. 1029-1039
Persistent link: https://www.econbiz.de/10008824917
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The nonlinear effects of expected and unexpected components of monetary policy on the dynamics of REIT returns
Chang, Kuang-liang - In: Economic modelling 28 (2011) 3, pp. 911-920
Persistent link: https://www.econbiz.de/10009271400
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Are cyclical patterns of international housing markets interdependent?
Chang, Kuang-Liang - In: Economic modelling 88 (2020), pp. 14-24
Persistent link: https://www.econbiz.de/10012416832
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House price, mortgage premium, and business fluctuations
Chen, Nan-Kuang; Cheng, Han-Liang; Mao, Ching-Sheng - In: Economic modelling 29 (2012) 4, pp. 1388-1399
Persistent link: https://www.econbiz.de/10009979317
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House price, mortgage premium, and business fluctuations
Chen, Nan-kuang; Cheng, Han-liang; Mao, Ching-sheng - In: Economic modelling 29 (2012) 4, pp. 1388-1398
Persistent link: https://www.econbiz.de/10009667342
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Do macroeconomic variables have regime-dependent effects on stock return dynamics? Evidence from the Markov regime switching model
Chang, Kuang-Liang - In: Economic modelling 26 (2009) 6, pp. 1283-1299
Persistent link: https://www.econbiz.de/10008312152
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Inventory change, capacity utilization and the semiconductor industry cycle
Liu, Wen-Hsien; Chung, Ching-Fan; Chang, Kuang-Liang - In: Economic modelling 31 (2013), pp. 119-127
Persistent link: https://www.econbiz.de/10010088084
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The time-varying and asymmetric dependence between crude oil spot and futures markets: Evidence from the Mixture copula-based ARJI–GARCH model
Chang, Kuang-Liang - In: Economic modelling 29 (2012) 6, pp. 2298-2310
Persistent link: https://www.econbiz.de/10010032184