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Does crude oil price play an important role in explaining stock return behavior?
Chang, Kuang-Liang; Yu, Shih-Ti - In: Energy economics 39 (2013), pp. 159-168
Persistent link: https://www.econbiz.de/10010142668
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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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The impacts of regime-switching structures and fat-tailed characteristics on the relationship between inflation and inflation uncertainty
Chang, Kuang-Liang - In: Journal of macroeconomics 34 (2012) 2, pp. 523-537
Persistent link: https://www.econbiz.de/10009969469
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Volatility regimes, asymmetric basis effects and forecasting performance: An empirical investigation of the WTI crude oil futures market
Chang, Kuang-Liang - In: Energy economics 34 (2012) 1, pp. 294-307
Persistent link: https://www.econbiz.de/10009823661
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The dynamics of housing returns in Singapore: How important are the international transmission mechanisms?
Chang, Kuang-Liang; Chen, Nan-Kuang; Leung, Charles Ka Yui - In: Regional science & urban economics 42 (2012) 3, pp. 516-531
Persistent link: https://www.econbiz.de/10009836112
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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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Application of the Tobit model with autoregressive conditional heteroscedasticity for foreign exchange market interventions
Chen, Ho-Chyuan; Chang, Kuang-Liang; Yu, Shih-Ti - In: Japan and the world economy : international journal of … 24 (2012) 4, pp. 274-282
Persistent link: https://www.econbiz.de/10010050384
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Monetary Policy, Term Structure and Asset Return: Comparing REIT, Housing and Stock
Chang, Kuang-Liang; Chen, Nan-Kuang; Leung, Charles Ka Yui - In: The journal of real estate finance and economics 43 (2011) 1, pp. 221-258
Persistent link: https://www.econbiz.de/10009029805
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The optimal value-at-risk hedging strategy under bivariate regime switching ARCH framework
Chang, Kuang-Liang - In: Applied economics 43 (2011) 21, pp. 2627-2641
Persistent link: https://www.econbiz.de/10009186185
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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