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The relationship between stock returns and foreign exchange rates in China using smooth regime-switching approach
Wang, Chien Jen; Wu, Po-Chin; Lin, Huei-Hsieh - In: Investment management and financial innovations 10 (2013) 3, pp. 46-54
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010201510
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Nonlinear exchange rate dynamics and its associated Value-at-Risk
Laio, Jen-chieh; Pan, Sheng-chieh; Wu, Po-chin - In: The empirical economics letters : a monthly … 12 (2013) 7, pp. 705-714
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010363138
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Non-linearity, persistence and spillover effects in stock returns : the role of the volatility index
Wu, Po-Chin; Pan, Sheng-Chieh; Tai, Xue-Ling - In: Empirica : journal of european economics 42 (2015) 3, pp. 597-613
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011485602
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Re-examining risk premiums in the Fama-French model : the role of investor sentiment
Wu, Po-Chin; Liu, Shiao-Yen; Chen, Che-Ying - In: The North American journal of economics and finance : a … 36 (2016), pp. 154-171
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011672644