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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

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

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

Foreign exchange risk and risk exposure in the Japanese stock market

Tai, Chu-sheng - In: Managerial finance 36 (2010) 6, pp. 511-524

Persistent link: https://www.econbiz.de/10003990890

Asymmetric currency exposure and currency risk pricing

Tai, Chu-sheng - In: International review of financial analysis 17 (2008) 4, pp. 647-663

Persistent link: https://www.econbiz.de/10003765838

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

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

Is the exchange rate exposure puzzle really a puzzle? : international evidence

Tai, Chu-sheng - In: Managerial finance 50 (2024) 8, pp. 1444-1461

Persistent link: https://www.econbiz.de/10015049433

How important is global industry shock in explaining the relative performance of global industries?

Tai, Chu-sheng; Iqbal, Zahid - In: Managerial finance 37 (2011) 5, pp. 474-481

Persistent link: https://www.econbiz.de/10009230059

Market Integration and Contagion : Evidence From Asian Emerging Stock and Foreign Exchange Markets

Tai, Chu-sheng - 2021

This paper examines whether Asian emerging stock markets (India, Korea, Malaysia, Philippines, Taiwan, and Thailand) have become integrated into world capital markets since their official liberalization dates by estimating and testing a dynamic integrated international capital asset pricing...

Persistent link: https://www.econbiz.de/10013244920