Narrow search
Showing 1 - 4 of 4
Cover Image
Quantile cointegration analysis of the Fisher hypothesis
Tsong, Ching-chuan; Lee, Cheng-feng - In: Journal of macroeconomics 35 (2013), pp. 186-198
Persistent link: https://www.econbiz.de/10009723973
Cover Image
Testing for the efficient market hypothesis in stock prices : international evidence from nonlinear heterogeneous panels
Lee, Chien-Chiang; Tsong, Ching-chuan; Lee, Cheng-feng - In: Macroeconomic dynamics 18 (2014) 4, pp. 943-958
Persistent link: https://www.econbiz.de/10010467410
Cover Image
The Fourier approximation and testing for the null of cointegration
Tsong, Ching-Chuan; Lee, Cheng-Feng; Tsai, Li-Ju; Hu, … - In: Empirical economics : a journal of the Institute for … 51 (2016) 3, pp. 1085-1113
Persistent link: https://www.econbiz.de/10011554372
Cover Image
The asymmetric wealth effect in the US housing and stock markets : evidence from the threshold cointegration model
Tsai, I-chun; Lee, Cheng-feng; Chiang, Ming-chu - In: The journal of real estate finance and economics 45 (2012) 4, pp. 1005-1020
Persistent link: https://www.econbiz.de/10009689428