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In the shadow of the United States : the international transmission effect of asset returns
Chang, Kuang-liang; Chen, Nan-kuang; Leung, Ka Yui - In: Pacific economic review 18 (2013) 1, pp. 1-40
Persistent link: https://www.econbiz.de/10009711340
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Stock price volatility, negative autocorrelation and the consumption-wealth ratio : the case of constant fundamentals
Leung, Ka Yui; Chen, Nan-kuang - In: Pacific economic review 15 (2010) 2, pp. 224-245
Persistent link: https://www.econbiz.de/10003970640
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Asset price fluctuations in Taiwan : evidence from stock and real estate prices 1973 to 1992
Chen, Nan-kuang - In: Journal of Asian economics 12 (2001) 2, pp. 215-232
Persistent link: https://www.econbiz.de/10001597795
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Asymmetric downside and upside co-movements between stock and REIT markets
Chang, Kuang-Liang - In: Applied economics letters 25 (2018) 2, pp. 78-82
Persistent link: https://www.econbiz.de/10011853694
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A new dynamic mixture copula mechanism to examine the nonlinear and asymmetric tail dependence between stock and exchange rate returns
Chang, Kuang-Liang - In: Computational economics 58 (2021) 4, pp. 965-999
Persistent link: https://www.econbiz.de/10012697775
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An investigation on mixed housing-cycle structures and asymmetric tail dependences
Chang, Kuang-Liang - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-10
Persistent link: https://www.econbiz.de/10012658920
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Do economic policy uncertainty indices matter in joint volatility cycles between US and Japanese stock markets?
Chang, Kuang-Liang - In: Finance research letters 47 (2022) 1, pp. 1-9
Persistent link: https://www.econbiz.de/10013457481
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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
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The tail dependence structure between return and trading volume : an investigation on the Bitcoin market
Chang, Kuang-Liang - In: Applied economics 55 (2023) 11, pp. 1234-1246
Persistent link: https://www.econbiz.de/10013499060
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Asset price and monetary policy : the effect of expectation formation
Chen, Nan-kuang; Cheng, Han-liang - 2011
Persistent link: https://www.econbiz.de/10008934740