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Does REIT index hedge inflation risk? : new evidence from the tail quantile dependences of the Markov-switching GRG copula

Chang, Kuang-Liang - In: The North American journal of economics and finance : a … 39 (2017), pp. 56-67

Persistent link: https://www.econbiz.de/10011878580

Do US and Japanese uncertainty shocks play important roles in affecting transition mechanisms of Japanese stock market?

Chang, Kuang-Liang - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-16

Persistent link: https://www.econbiz.de/10013186556

Four types of tail dependence structures between U.S. dollar index and S&P 500 stock returns : 1990-2019

Chang, Kuang-Liang; Lee, Chingnun; He, Chi-Wei - In: Applied economics letters 30 (2023) 16, pp. 2189-2194

Persistent link: https://www.econbiz.de/10014364640

How did the asset markets change after the Global Financial Crisis?

Chang, Kuang-Liang; Leung, Ka Yui - 2021

The Global Financial Crisis (GFC) changes the relative economic riskiness and risk-adjusted-performance of different asset markets. While the empirical distribution for stock return shifted to the right and became more concentrated around the mean after the GFC, the real estate market...

Persistent link: https://www.econbiz.de/10012488927

How did the asset markets change after the Global Financial Crisis?

Chang, Kuang-Liang; Leung, Ka Yui - 2021 - This version: March 2021

Persistent link: https://www.econbiz.de/10012617447