Narrow search
Showing 1 - 10 of 81
Cover Image
Stock price volatility, negative autocorrelation and the consumption-wealth ratio : the case of constant fundamentals
Leung, Ka Yui; Chen, Nan-kuang - In: Pacific economic review 15 (2010) 2, pp. 224-245
Persistent link: https://www.econbiz.de/10003970640
Cover Image
Asset price spillover, collateral and crises : with an application to property market policy
Chen, Nan-kuang; Leung, Ka Yui - In: The journal of real estate finance and economics 37 (2008) 4, pp. 351-385
Persistent link: https://www.econbiz.de/10003797448
Cover Image
How did the asset markets change after the Global Financial Crisis?
Chang, Kuang-Liang; Leung, Ka Yui - 2021
The Global Financial Crisis (GFC) changes the relative economic riskiness and risk-adjusted-performance of different asset markets. While the empirical distribution for stock return shifted to the right and became more concentrated around the mean after the GFC, the real estate market...
Persistent link: https://www.econbiz.de/10012488927
Cover Image
How did the asset markets change after the Global Financial Crisis?
Chang, Kuang-Liang; Leung, Ka Yui - 2021 - This version: March 2021
Persistent link: https://www.econbiz.de/10012617447
Cover Image
Capital gains and inflation taxes in a life cycle model
Leung, Ka Yui - 1999
Persistent link: https://www.econbiz.de/10013436683
Cover Image
Convergence, endogenous growth, and productivity disturbances
Leung, Charles - 1996
Persistent link: https://www.econbiz.de/10013422218
Cover Image
Bank net worth, asset prices and economic activity
Chen, Nan-kuang - In: Journal of monetary economics 48 (2001) 2, pp. 415-436
Persistent link: https://www.econbiz.de/10001610883
Cover Image
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
Cover Image
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
Cover Image
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