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An analysis of factors affecting price volatility of the US oil market

Yang, C. W.; Hwang, M. J.; Huang, B. N. - In: Energy Economics 24 (2002) 2, pp. 107-119

Persistent link: https://www.econbiz.de/10005228427

In Search of the Optimum Tariffs Under Third-Degree Price Discrimination

Yang, C. W.; Sohng, S. N.; Huang, B. N.; Peng, Cindy H. P. - In: Journal of economic integration 21 (2006) 1, pp. 198-210

Persistent link: https://www.econbiz.de/10007224876

Volatility of Changes in G-5 Exchange Rates and its Market Transmission Mechanism

Huang, B.-N.; Yang, C.Wei - In: International journal of finance & economics : IJFE 7 (2002) 1, pp. 37-50

Persistent link: https://www.econbiz.de/10007479825

Causality in volatility and volatility spillover effects between US, Japan and four equity markets in the South China Growth Triangular

Hu, J.W.-S.; Chen, M.-Y.; Fok, R.C.W.; Huang, B.-N. - In: Journal of international financial markets, … 7 (1997) 4, pp. 351-368

Persistent link: https://www.econbiz.de/10007128216

Long run purchasing power parity revisited: A Monte Carlo simulation

Huang, B.-N.; Yang, C.W. - In: Applied economics 28 (1996) 8, pp. 967-974

Persistent link: https://www.econbiz.de/10007623045

Do Asian stock market prices follow random walks? Evidence from the variance ratio test

Huang, B.-N. - In: Applied financial economics 5 (1995) 4, pp. 251-256

Persistent link: https://www.econbiz.de/10007626830

Volatility of Changes in G-5 Exchange Rates and Its Market Transmission Mechanism.

Huang, Bwo-Nung; Yang, Chin Wei - In: International Journal of Finance & Economics 7 (2002) 1, pp. 37-50

This paper studies the transmission mechanism of G-5 exchange rate changes within each market and across the three major markets: London, New York and Tokyo. It is found that the volatility in both the London and New York markets leads that of Tokyo. In addition, the New York market slightly...

Persistent link: https://www.econbiz.de/10005504124

An analysis of exchange rate linkage effect: an application of the multivariate correlation analysis

Huang, Bwo-Nung; Yang, Chin-Wei - In: Journal of Asian Economics 14 (2003) 2, pp. 337-351

Persistent link: https://www.econbiz.de/10005431312

The fractal structure in multinational stock returns

Huang, Bwo-Nung; Yang, Chin - In: Applied Economics Letters 2 (1995) 3, pp. 67-71

The essence of fractal analysis is seeking for a pattern that is independent of scale. This paper examines the existence of long-term memory in nine Asian stock markets together with US and UK indices using the modified rescaled-ranged (R/S) statistic. The modified R/S statistic is robust not...

Persistent link: https://www.econbiz.de/10005435285

An analysis of industry and country effects in global stock returns: evidence from Asian countries and the U.S.

Wang, Chaug-Jung; Lee, Chien-Hui; Huang, Bwo-Nung - In: The Quarterly Review of Economics and Finance 43 (2003) 3, pp. 560-577

Persistent link: https://www.econbiz.de/10005374431