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Forward rate, spot rate and risk premium : an empir. analysis
Chiang, Thomas C. - In: Weltwirtschaftliches Archiv : Zeitschrift des Instituts … 124 (1988) 1, pp. 74-88
Persistent link: https://www.econbiz.de/10001040384
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Forward rate, spot rate, and market efficiency : an empir. analysis of the Japanese yen
Chiang, Thomas C. - In: Review of business and economic research : RBER ; a … 22 (1987) 2, pp. 57-67
Persistent link: https://www.econbiz.de/10001043074
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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
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Country-fund discounts and risk : evidence from stock market volatility and macroeconomic volatility
Chiang, Thomas C.; Kim, Doseong; Lee, Euiseong - In: Journal of economics & business 58 (2006) 4, pp. 303-322
Persistent link: https://www.econbiz.de/10003344333
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Regime switching on the relationship between stock returns and currency values : evidende from the 1997 Asian crisis
Li, Huimin; Chiang, Thomas C. - In: Handbook of investors' behavior during financial crises, (pp. 257-276). 2017
Persistent link: https://www.econbiz.de/10011743051
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Dynamic correlation between stock prices and exchange rates
Lee, Chia-hao; Doong, Shuh-chyi; Chou, Pei-i - In: Applied financial economics 21 (2011) 10/12, pp. 789-800
Persistent link: https://www.econbiz.de/10009231590
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The impact of unexpected macro-disturbances on exchange rates in monetary models
Chiang, Thomas C. - In: The quarterly review of economics and business : … 25 (1985) 2, pp. 49-59
Persistent link: https://www.econbiz.de/10001998707