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ARCH model
ARCH-Modell
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Tai, Chu-sheng
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4
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1
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1
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
17
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1
Time-varying market, interest rate, and exchange rate risk premia in the US commercial bank stock returns
Tai, Chu-sheng
- In:
Journal of multinational financial management
10
(
2000
)
3/4
,
pp. 397-420
Persistent link: https://www.econbiz.de/10001532710
Saved in:
2
A multivariate GARCH in mean approach to testing uncovered interest parity : evidence from Asia-Pacific foreign exchange markets
Tai, Chu-sheng
- In:
The quarterly review of economics and finance : journal …
41
(
2001
)
4
,
pp. 441-460
Persistent link: https://www.econbiz.de/10001615339
Saved in:
3
Are Fama-French and momentum factors really priced?
Tai, Chu-sheng
- In:
Journal of multinational financial management
13
(
2003
)
4/5
,
pp. 359-384
Persistent link: https://www.econbiz.de/10001782065
Saved in:
4
Can currency risk be a source of risk premium in explaining forward premium puzzle? : Evidence from Asia-Pacific forward exchange markets
Tai, Chu-sheng
- In:
Journal of international financial markets, …
13
(
2003
)
4
,
pp. 291-311
Persistent link: https://www.econbiz.de/10001792855
Saved in:
5
Can bank be a source of contagion during the 1997 Asian crisis?
Tai, Chu-sheng
- In:
Journal of banking & finance
28
(
2004
)
2
,
pp. 399-421
Persistent link: https://www.econbiz.de/10001863274
Saved in:
6
Asymmetric currency exposure of US bank stock returns
Tai, Chu-sheng
- In:
Journal of multinational financial management
15
(
2005
)
4/5
,
pp. 455-472
Persistent link: https://www.econbiz.de/10003103256
Saved in:
7
Looking for risk premium and contagion in Asia-Pacific foreign exchange markets
Tai, Chu-sheng
- In:
International review of financial analysis
13
(
2004
)
4
,
pp. 381-409
Persistent link: https://www.econbiz.de/10002224850
Saved in:
8
Contagion: evidence from international banking industry
Tai, Chu-sheng
- In:
Journal of multinational financial management
14
(
2004
)
4/5
,
pp. 353-368
Persistent link: https://www.econbiz.de/10002164358
Saved in:
9
Market integration and currency risk in Asian emerging markets
Tai, Chu-sheng
- In:
Research in international business and finance
21
(
2007
)
1
,
pp. 98-117
Persistent link: https://www.econbiz.de/10003410759
Saved in:
10
Market integration and contagion : evidence from Asian emerging stock and foreign exchange markets
Tai, Chu-sheng
- In:
Emerging markets review
8
(
2007
)
4
,
pp. 264-283
Persistent link: https://www.econbiz.de/10003589583
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