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Estimating the Effects of Exchange Rate Volatility on Export Volumes

Wang, Kai-Li; Barrett, Christopher B. - 2007

This paper takes a new empirical look at the long-standing question of the effect of exchange rate volatility on international trade flows by studying the case of Taiwan's exports to the United States from 1989-1998. In particular, we employ sectoral-level, monthly data and an innovative...

Persistent link: https://www.econbiz.de/10009445066

An assessment of empirical model performance when financial market transactions are observed at different data frequencies : an application to East Asian exchange rates

Wang, Kai-Li; Fawson, Christopher; Barrett, Christopher B. - In: Review of quantitative finance and accounting 19 (2002) 2, pp. 111-129

Persistent link: https://www.econbiz.de/10001719971

Estimating the effects of exchange rate volatility on export volumes

Wang, Kai-Li; Barrett, Christopher B. - In: Journal of agricultural and resource economics : JARE ; … 32 (2007) 2, pp. 225-255

Persistent link: https://www.econbiz.de/10003566840

A flexible parametric GARCH model with an application to exchange rates

Wang, Kai-li (contributor) - In: Journal of applied econometrics 16 (2001) 4, pp. 521-536

Persistent link: https://www.econbiz.de/10001601907

Investment preference and strategies of foreign institutional investors across different industries in Taiwan

Chen, Mei-ling; Lin, Fu-lai; Hung, Mei-chin; Wang, Kai-li - In: Review of Pacific Basin financial markets and policies 12 (2009) 4, pp. 675-694

Persistent link: https://www.econbiz.de/10008825086

Characterizing information flows among spot, deliverable forward and non-deliverable forward exchange rate markets : a cross-country comparison

Wang, Kai-Li; Fawson, Christopher; Chen, Mei-Ling; Wu, … - In: Pacific-Basin finance journal 27 (2014), pp. 115-137

Persistent link: https://www.econbiz.de/10010499708

Implied deterministic volatility functions : an empirical test for Euribor options

Kuo, I.-doun; Wang, Kai-Li - In: The journal of futures markets 29 (2009) 4, pp. 319-347

Persistent link: https://www.econbiz.de/10003817589

The dynamics in the spot, futures, and call options with basis asymmetries : an intraday analysis in a generalized multivariate GARCH-M MSKST framework

Wang, Kai-li; Chen, Mei-ling - In: Review of quantitative finance and accounting 29 (2007) 4, pp. 371-394

Persistent link: https://www.econbiz.de/10003600297

The dynamic relationship between the investment behavior and the Morgan Stanley Taiwan Index : foreign institutional investors' decision process

Chen, Mei-Ling; Wang, Kai-Li; Sung, Ya-Ching; Lin, Fu-Lai; … - In: Review of Pacific Basin financial markets and policies 10 (2007) 3, pp. 389-413

Persistent link: https://www.econbiz.de/10003611880

Explaining the default risk anomaly by the two-beta model

Yeh, Chung-Ying; Hsu, Junming; Wang, Kai-Li; Lin, Che-Hui - In: Journal of empirical finance 30 (2015), pp. 16-33

Persistent link: https://www.econbiz.de/10011489209