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Asymmetric downside and upside co-movements between stock and REIT markets
Chang, Kuang-Liang - In: Applied economics letters 25 (2018) 2, pp. 78-82
Persistent link: https://www.econbiz.de/10011853694
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A new dynamic mixture copula mechanism to examine the nonlinear and asymmetric tail dependence between stock and exchange rate returns
Chang, Kuang-Liang - In: Computational economics 58 (2021) 4, pp. 965-999
Persistent link: https://www.econbiz.de/10012697775
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An investigation on mixed housing-cycle structures and asymmetric tail dependences
Chang, Kuang-Liang - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-10
Persistent link: https://www.econbiz.de/10012658920
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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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The tail dependence structure between return and trading volume : an investigation on the Bitcoin market
Chang, Kuang-Liang - In: Applied economics 55 (2023) 11, pp. 1234-1246
Persistent link: https://www.econbiz.de/10013499060
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Four types of tail dependence structures between U.S. dollar index and S&P 500 stock returns : 1990-2019
Chang, Kuang-Liang; Lee, Chingnun; He, Chi-Wei - In: Applied economics letters 30 (2023) 16, pp. 2189-2194
Persistent link: https://www.econbiz.de/10014364640
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Does crude oil price play an important role in explaining stock return behavior?
Chang, Kuang-liang; Yu, Shih-ti - In: Energy economics 39 (2013), pp. 159-168
Persistent link: https://www.econbiz.de/10010234976
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In the shadow of the United States : the international transmission effect of asset returns
Chang, Kuang-liang; Chen, Nan-kuang; Leung, Ka Yui - In: Pacific economic review 18 (2013) 1, pp. 1-40
Persistent link: https://www.econbiz.de/10009711340