Similar Search Results

Narrow search

Forecasting trading-session return volatility in Taiwan futures market : a periodic regime switching with jump approach

Lai, Yi-Hao; Wang, Yi-Chiuan; Chang, Yu Ching - In: Asia Pacific financial markets 31 (2024) 2, pp. 285-305

Persistent link: https://www.econbiz.de/10014548365

The empirical investigation of long-run purchasing power parity : the case of Taiwan exchange rates

Wu, Jyh-lin - In: International economic journal 10 (1996) 4, pp. 59-69

Persistent link: https://www.econbiz.de/10001214436

Foreign exchange market efficiency and structural instability : evidence from Taiwan

Wu, Jyh-lin - In: Journal of macroeconomics 19 (1997) 3, pp. 591-607

Persistent link: https://www.econbiz.de/10001223930

Are budget deficits "too large"? : The evidence from Taiwan

Wu, Jyh-lin - In: Journal of Asian economics 9 (1998) 3, pp. 519-528

Persistent link: https://www.econbiz.de/10015173139

A re-examination of purchasing power parity in Japan and Taiwan

Chen, Show-lin; Wu, Jyh-lin - In: Journal of macroeconomics 22 (2000) 2, pp. 271-284

Persistent link: https://www.econbiz.de/10001469487

Sources of real exchange-rate fluctuations : empirical evidence from four pacific basin countries

Chen, Show-lin - In: Southern economic journal 63 (1997) 3, pp. 776-787

Persistent link: https://www.econbiz.de/10001213592

Currency substitution and nonlinear error correction in Taiwan's demand for broad money

Wu, Jyh-lin; Hu, Yu-hau - In: Applied economics 39 (2007) 13/15, pp. 1635-1645

Persistent link: https://www.econbiz.de/10003535050

A Re-Examination of Purchasing Power Parity in Japan and Taiwan

Wu, Jyh-lin; Chen, Show-Li - 1999

Equilibrium models of real exchange rate determination, in the presence of transaction costs, imply a nonlinear adjustment process toward purchasing power parity (PPP). In this paper we re-examine the hypothesis of PPP allowing for the adjustment to follow a nonlinear process. For the country...

Persistent link: https://www.econbiz.de/10014177997