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Testing Markov switching models

Huang, Yu-lieh - In: Applied economics 46 (2014) 16/18, pp. 2047-2051

Persistent link: https://www.econbiz.de/10010413344

A component-driven model for regime switching and its empirical evidence

Kuan, Chung-ming (contributor); Huang, Yu-lieh (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001931272

Actuarial implications of structural changes in El Niño-Southern Oscillation Index dynamics

Chen, Shu-Ling; Huang, Yu-lieh - In: Annals of financial economics 9 (2014) 2, pp. 1-20

Persistent link: https://www.econbiz.de/10010489093

Reexamining the permanent income hypothesis with uncertainty in permanent and transitory innovation states

Huang, Yu-lieh; Huang, Chao-hsi; Kuan, Chung-ming - In: Journal of macroeconomics 30 (2008) 4, pp. 1816-1836

Persistent link: https://www.econbiz.de/10003805749

Uncertain effects of shocks vs. uncertain unit root : an alternative view of US real GDP

Huang, Yu-lieh; Huang, Chao-hsi - In: Hitotsubashi journal of economics 56 (2015) 1, pp. 117-134

Persistent link: https://www.econbiz.de/10011327390

Semantics matter : an empirical study on economic policy uncertainty index

Chen, Chung-Chi; Huang, Yu-lieh; Yang, Fang - In: International review of economics & finance : IREF 89 (2024) 1, pp. 1286-1302

Persistent link: https://www.econbiz.de/10014446624

Modeling underwriting risk : a copula regression analysis on U.S. property-casualty insurance byline loss ratios

Tsai, Jeffrey Tzuhao; Lo, Chien-Ling - In: Pacific-Basin finance journal 83 (2024), pp. 1-18

Persistent link: https://www.econbiz.de/10014491177

Information Environment and Investor Behavior

Chang, Yen-Cheng - 2015

Market reactions to non-fundamental news (or no-news) reverse for extreme firm information environments. A one percentage increase in intangible returns for small firms (large firms) lead to a 0.67% decrease (0.39% increase) in monthly returns over the next 12 months. The results are robust to...

Persistent link: https://www.econbiz.de/10013038237

Information environment and investor behavior

Chang, Yen-Cheng; Cheng, Hung-Wen - In: Journal of banking & finance 59 (2015), pp. 250-264

Persistent link: https://www.econbiz.de/10011544475

Asset liability management of longevity and interest rate risks : using survival-mortality bonds

Lin, Tzuling; Tsai, Cary Chi-Liang; Cheng, Hung-Wen - In: North American actuarial journal : NAAJ ; leading the … 27 (2023) 1, pp. 74-95

Persistent link: https://www.econbiz.de/10014286516