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Extreme linkages between foreign exchange and general financial markets
Wu, Chih-Chiang; Chen, Wei Peng; Korsakul, Nattawadee - In: Pacific-Basin finance journal 65 (2021), pp. 1-22
Persistent link: https://www.econbiz.de/10013209544
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Facts or fates of investors' losses during crises? : evidence from REIT-stock volatility and tail dependence structures
Huang, MeiChi; Wu, Chih-Chiang; Liu, Shih-Min; Wu, Chang-Che - In: International review of economics & finance : IREF 42 (2016), pp. 54-71
Persistent link: https://www.econbiz.de/10011625055
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Economic evaluation of asymmetric and price range information in gold and general financial markets
Wu, Chih-Chiang; Chiu, Junmao - In: Journal of international money and finance 74 (2017), pp. 53-68
Persistent link: https://www.econbiz.de/10011787915
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The asymmetry in carry trade and the U.S. dollar
Wu, Chih-Chiang; Wu, Chang-Che - In: The quarterly review of economics and finance : journal … 65 (2017), pp. 304-313
Persistent link: https://www.econbiz.de/10011792496
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Impacts of economic integration on stock market dependence without jump effects
Chuang, Chung-Chu; Lee, Jeff T. C.; Wu, Chih-Chiang - In: Emerging markets finance & trade : a journal of the … 54 (2018) 1/2/3, pp. 132-143
Persistent link: https://www.econbiz.de/10012122860
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The economic value of range-based covariance between stock and bond returns with dynamic copulas
Wu, Chih-chiang; Liang, Shin-shun - In: Journal of empirical finance 18 (2011) 4, pp. 711-727
Persistent link: https://www.econbiz.de/10009306532
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The economic value of co-movement between oil price and exchange rate using copula-based GARCH models
Wu, Chih-chiang; Chung, Huimin; Chang, Yu-hsien - In: Energy economics 34 (2012) 1, pp. 270-282
Persistent link: https://www.econbiz.de/10009618856