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Do house prices impact consumption and interest rate in South Africa? : evidence from a time-varying vector autogressive model
Peretti, Vittorio; Gupta, Rangan; Inglesi-Lotz, Roula - In: Economics, management and financial markets 7 (2012) 4, pp. 101-120
Persistent link: https://ebvufind01.dmz1.zbw.eu/10009740972
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Evolution of the monetary transmission mechanism in the US : the role of asset returns
Simo-Kengne, Beatrice D.; Miller, Stephen M.; Gupta, Rangan - In: The journal of real estate finance and economics 52 (2016) 3, pp. 226-243
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011591659
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Predicting stock market movements with a time-varying consumption-aggregate wealth ratio
Chang, Tsangyao; Gupta, Rangan; Majumdar, Anandamayee; … - In: International review of economics & finance : IREF 59 (2019), pp. 458-467
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012203261
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The relationship between commodity markets and commodity mutual funds : a wavelet-based analysis
Antonakakis, Nikolaos; Chang, Tsangyao; Cuñado … - In: Finance research letters 24 (2018), pp. 1-9
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011982439
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Revisiting unit root behavior in energy futures markets with a Fourier function
Chang, Chih-kai; Chang, Tsangyao - In: International journal of economics 6 (2012) 2, pp. 309-319
Persistent link: https://ebvufind01.dmz1.zbw.eu/10009685008
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Dynamic correlations in bond markets between US and emerging countries
Yeh, Chun-Chieh; Chiu, Chien-Liang; Chang, Tsangyao - In: Applied economics letters 28 (2021) 16, pp. 1371-1376
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012609680
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Dynamical linkages between the Brent oil price and stock markets in BRICS using quantile connectedness approach
Chang, Hao Wen; Chang, Tsangyao; Ling, Yuan Hung; Yang, … - In: Finance research letters 54 (2023), pp. 1-9
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014472716
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Revisit the impact of exchange rate on stock market returns during the pandemic period
Chang, Hao Wen; Chang, Tsangyao; Wang, Mei-Chih - In: The North American journal of economics and finance : a … 70 (2024), pp. 1-10
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014492011
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How oil price and exchange rate affect stock price in China using Bayesian Quantile_on_Quantile with GARCH approach
Chang, Hao Wen; Chang, Tsangyao - In: The North American journal of economics and finance : a … 64 (2023), pp. 1-10
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014247010
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A measure of quantile-on-quantile connectedness for the US treasury yield curve spread, the US Dollar, and gold price
Wang, Mei-Chih; Chang, Tsangyao; Mikhaylov, Alexey; … - In: The North American journal of economics and finance : a … 74 (2024), pp. 1-16
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015133703