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Asymmetric adjustment and smooth breaks in dividend yields : evidence from international stock markets

Chen, Shyh-Wei; Xie, Zixiong - In: International review of economics & finance : IREF 48 (2017), pp. 339-354

Persistent link: https://www.econbiz.de/10011747311

Smooth break, non-linearity, and speculative bubbles : new evidence of the G7 stock markets

Chen, Shyh-Wei; Xie, Zixiong - In: International financial markets, (pp. 133-159). 2019

Persistent link: https://www.econbiz.de/10012249048

Are there periodically collapsing bubbles in the stock markets? : new international evidence

Chen, Shyh-Wei; Hsu, Chi-Sheng; Xie, Zixong - In: Economic modelling 52 (2016), pp. 442-451

Persistent link: https://www.econbiz.de/10011642804

Asymmetric adjustment, non-linearity and housing price bubbles : New international evidence

Xie, Zixiong; Chen, Shyh-Wei; Wu, An-Chi - In: The North American journal of economics and finance : a … 50 (2019), pp. 1-33

Persistent link: https://www.econbiz.de/10012203800

Detecting speculative bubbles under considerations of the sign asymmetry and size non-linearity : new international evidence

Chen, Shyh-Wei; Xie, Zixiong - In: International review of economics & finance : IREF 52 (2017), pp. 188-209

Persistent link: https://www.econbiz.de/10011791338

Is there a bubble component in government debt? : new international evidence

Chen, Shyh-Wei; Wu, An-Chi - In: International review of economics & finance : IREF 58 (2018), pp. 467-486

Persistent link: https://www.econbiz.de/10012034233

Are there periodically collapsing bubbles in the REIT markets? New evidence from the US

Xie, Zixiong; Chen, Shyh-Wei - In: Research in International Business and Finance 33 (2015) C, pp. 17-31

This study tests for the presence of Evans’ (1991) periodically collapsing bubbles in four real estate investment trust … bubbles. The results of the linear unit root test show evidence of rational bubbles, but the results of the MTAR test are … mixed in the US REIT markets. The results of the LNV-MTAR test show that periodically collapsing bubbles do not hold in the …

Persistent link: https://www.econbiz.de/10011116366

Are there periodically collapsing bubbles in the REIT markets? : new evidence from the US

Xie, Zixiong; Chen, Shyh-Wei - In: Research in international business and finance 33 (2015), pp. 17-31

Persistent link: https://www.econbiz.de/10011325894

Testing for current account sustainability under assumptions of smooth break and nonlinearity

Chen, Shyh-Wei; Xie, Zixiong - In: International review of economics & finance : IREF 38 (2015), pp. 142-156

Persistent link: https://www.econbiz.de/10011572344

Testing for Nonlinear Granger Causality in the Price-Volume Relations of Taiwan's Stock and Foreign Exchange Markets

Chen, Shyh-Wei; Chen, Chun-Wei - In: Journal of Economics and Management 2 (2006) 1, pp. 21-51

This paper investigates the price-volume relationships of Taiwan's stock and foreign exchange markets. We first adopt the traditional linear Granger causality test to achieve this goal. In addition, the nonlinearity feature is also taken into account. We employ the nonlinear Granger causality...

Persistent link: https://www.econbiz.de/10008555946