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Real stock market returns and inflation : evidence from uncertainty hypotheses

Chiang, Thomas C. - In: Finance research letters 53 (2023), pp. 1-9

Persistent link: https://www.econbiz.de/10014472359

Empirical analysis of interdependency and volatility among Asian stock markets

Chiang, Thomas C.; Jiang, Christine X. - In: Review of Pacific Basin financial markets and policies 1 (1998) 4, pp. 437-459

Persistent link: https://www.econbiz.de/10001382106

The monotonicity of the foreign exchange risk premium

Chiang, Thomas C. - In: Journal of international financial markets, … 3 (1993) 1, pp. 1-32

Persistent link: https://www.econbiz.de/10001165012

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

Short-term eurocurrency rate behavior and specifications of cointegrating processes

Chiang, Thomas C.; Kim, Doseong - In: International review of economics & finance : IREF 9 (2000) 2, pp. 157-179

Persistent link: https://www.econbiz.de/10001523655

Do foreign exchange risk premiums relate to the volatility in the foreign exchange and equity markets?

Jiang, Christine X.; Chiang, Thomas C. - In: Applied financial economics 10 (2000) 1, pp. 95-104

Persistent link: https://www.econbiz.de/10001525818

Inflation, equity market volatility, and bond prices : evidence from G7 countries

Chen, Yu-Fen; Chiang, Thomas C.; Lin, Fu-Lai - In: Risks : open access journal 11 (2023) 11, pp. 1-22

This study examines the impacts of the US inflation rate on the bond prices of G7 countries across different maturities using inflation-induced equity market volatility (EMV) to better account for bond price determinants. The regression model, a GED-GARCH (1,1) procedure, is adopted to deal with...

Persistent link: https://www.econbiz.de/10014436363

New evidence on the relation between return volatility and trading volume

Chiang, Thomas C.; Qiao, Zhuo; Wong, Wing Keung - In: Journal of forecasting 29 (2010) 5, pp. 502-515

Persistent link: https://www.econbiz.de/10008934874

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

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