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Empirical analysis of dynamic linkages between China and international stock markets

Chiang, Thomas C.; Chen, Xiaoyu - In: Journal of mathematical finance 6 (2016) 1, pp. 189-212

Persistent link: https://www.econbiz.de/10011543897

Comovements of stock markets between Turkey and global countries

Bayraktar, Sema; Chiang, Thomas C. - In: Finance a úvěr 67 (2017) 3, pp. 250-275

Persistent link: https://www.econbiz.de/10011720720

Empirical analysis of dynamic linkages between China and international stock markets

Chiang, Thomas C.; Chen, Xiaoyu - In: Inventi impact: emerging economies (2016) 4, pp. 225-248

Persistent link: https://www.econbiz.de/10011588782

Do foreign exchange risk premiums relate to the volatility in the foreign exchange and equity markets?

Jiang, Christine X.; Chiang, Thomas C. - In: Applied financial economics 10 (2000) 1, pp. 95-104

Persistent link: https://www.econbiz.de/10001525818

Stock returns and exchange rate risk : evidence from Asian stock markets based in a bivariate GARCH model

Chiang, Thomas C.; Yang, Sheng Y.; Wang, Tse S. - In: International journal of business 5 (2000) 2, pp. 97-117

Persistent link: https://www.econbiz.de/10001522451

Empirical investigation of the causal relationships among herding, stock market returns, and illiquidity : evidence from major Asian markets

Qiao, Zhuo; Chiang, Thomas C.; Lin Tan - In: Review of Pacific Basin financial markets and policies 17 (2014) 3, pp. 1-27

Persistent link: https://www.econbiz.de/10010402979

On country-fund price behavior : an empirical analysis of cointegrating factors

Chiang, Thomas C.; Kim, Doseong - In: Advances in financial planning and forecasting 11 (2003), pp. 85-112

Persistent link: https://www.econbiz.de/10001762170

Inflation, equity market volatility, and bond prices : evidence from G7 countries

Chen, Yu-Fen; Chiang, Thomas C.; Lin, Fu-Lai - In: Risks : open access journal 11 (2023) 11, pp. 1-22

using inflation-induced equity market volatility (EMV) to better account for bond price determinants. The regression model …, a GED-GARCH (1,1) procedure, is adopted to deal with the volatility clustering and fat tail features in bond return … the domestic market (expect in Japan). This study introduces the equity market volatility arising from inflation or the …

Persistent link: https://www.econbiz.de/10014436363

Response asymmetries in Asian stock markets

Doong, Shuh-Chyi; Yang, Sheng-Yung; Chiang, Thomas C. - In: Review of Pacific Basin financial markets and policies 8 (2005) 4, pp. 637-657

Persistent link: https://www.econbiz.de/10003280288

Dynamic stock-bond return correlations and financial market uncertainty

Chiang, Thomas C.; Li, Jiandong; Yang, Sheng-Yung - In: Review of quantitative finance and accounting 45 (2015) 1, pp. 59-88

Persistent link: https://www.econbiz.de/10011333137