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Economic policy uncertainty, risk and stock returns : evidence from G7 stock markets
Chiang, Thomas C. - In: Finance research letters 29 (2019), pp. 41-49
Persistent link: https://www.econbiz.de/10012417704
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Empirical analysis of intertemporal relations between downside risks and expected returns : evidence from Asian markets
Chiang, Thomas C. - In: Research in international business and finance 47 (2019), pp. 264-278
Persistent link: https://www.econbiz.de/10012135733
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Empirical analysis of real and financial volatilities on stock excess returns : evidence from Taiwan industrial data
Chiang, Thomas C.; Doong, Shuh-Chyi - In: Global finance journal 10 (1999) 2, pp. 187-200
Persistent link: https://www.econbiz.de/10001493043
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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
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Empirical analysis of stock returns and volatility : evidence from seven Asian stock markets based on TAR-GARCH model
Chiang, Thomas C.; Doong, Shuh-Chyi - In: Review of quantitative finance and accounting 17 (2001) 3, pp. 301-318
Persistent link: https://www.econbiz.de/10001748169
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International asset excess returns and multivariate conditional volatilities
Chiang, Thomas C.; Yang, Sheng-Yung - In: Review of quantitative finance and accounting 24 (2005) 3, pp. 295-312
Persistent link: https://www.econbiz.de/10002851961
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Long-run equilibrium, short-term adjustment, and spillover effects across Chinese segmented stock markets and the Hong Kong stock market
Qiao, Zhuo; Chiang, Thomas C.; Wong, Wing Keung - In: Journal of international financial markets, … 18 (2008) 5, pp. 425-437
Persistent link: https://www.econbiz.de/10003775707
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Asymmetric return and volatility responses to composite news from stock markets
Chiang, Thomas C.; Chen, Cathy W. S.; So, Mike Ka-pui - In: Multinational finance journal : MF ; quarterly … 11 (2007) 3/4, pp. 179-210
Persistent link: https://www.econbiz.de/10003709545
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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
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The intertemporal risk-return relationship : evidence from international markets
Chiang, Thomas C.; Li, Huimin; Zheng, Dazhi - In: Journal of international financial markets, … 39 (2015), pp. 156-180
Persistent link: https://www.econbiz.de/10011475720