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The impacts of regime-switching structures and fat-tailed characteristics on the relationship between inflation and inflation uncertainty
Chang, Kuang-liang - In: Journal of macroeconomics 34 (2012) 2, pp. 523-536
Persistent link: https://www.econbiz.de/10009689369
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Does the return-state-varying relationship between risk and return matter in modeling the time series process of stock return?
Chang, Kuang-Liang - In: International review of economics & finance : IREF 42 (2016), pp. 72-87
Persistent link: https://www.econbiz.de/10011625059
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Do economic policy uncertainty indices matter in joint volatility cycles between US and Japanese stock markets?
Chang, Kuang-Liang - In: Finance research letters 47 (2022) 1, pp. 1-9
Persistent link: https://www.econbiz.de/10013457481
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Do US and Japanese uncertainty shocks play important roles in affecting transition mechanisms of Japanese stock market?
Chang, Kuang-Liang - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-16
Persistent link: https://www.econbiz.de/10013186556
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Does the magnitude of the effect of inflation uncertainty on output growth depend on the level of inflation?
Chang, Kuang-liang; He, Chi-wei - In: The Manchester School 78 (2010) 2, pp. 126-148
Persistent link: https://www.econbiz.de/10003949488
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Does the jump risk in the US market matter for Japan and Hong Kong? : an investigation on the REIT market
He, Chi-Wei; Chang, Kuang-Liang; Wang, Yung-Jang - In: Finance research letters 34 (2020), pp. 1-8
Persistent link: https://www.econbiz.de/10012436527