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Market volatility and retail interest rate pass-through

Wang, Kuan-Min; Lee, Yuan-Ming - In: Economic modelling 26 (2009) 6, pp. 1270-1282

Persistent link: https://www.econbiz.de/10003923539

The asymmetric impulse of the sunshine effect on stock returns and volatilities

Lee, Yuan-Ming; Wang, Kuan-Min - In: Amfiteatru economic : an economic and business research … 12 (2010) 28, pp. 606-633

Persistent link: https://www.econbiz.de/10008688665

Hedging exchange rate risk in the gold market : a panel data analysis

Wang, Kuan Min; Lee, Yuan-Ming - In: Journal of multinational financial management 35 (2016), pp. 1-23

Persistent link: https://www.econbiz.de/10011719959

Can gold effectively hedge risks of exchange rate?

Wang, Kuan Min - In: Journal of business economics and management 14 (2013) 5, pp. 833-851

Persistent link: https://www.econbiz.de/10010199102

Trading volume and realized volatility forecasting : evidence from the China stock market

Liu, Min; Choo, Wei Chong; Lee, Chi-Chuan; Lee, Chien-Chiang - In: Journal of forecasting 42 (2023) 1, pp. 76-100

Persistent link: https://www.econbiz.de/10013465763

Real-Time Forecast of DSGE Models with Time-Varying Volatility in GARCH Form

ÇEKİN, S. Emre; Ivashchenko, Sergey; Gupta, Rangan; … - 2023

Recent research shows that time-varying volatility plays a crucial role in nonlinear modeling. Contributing to this literature, we suggest a DSGE-GARCH approach that allows for straightforward computation of DSGE models with time-varying volatility, where the volatility component is formulated...

Persistent link: https://www.econbiz.de/10014355460

The dynamic correlation between China's policy uncertainty and the crude oil market : a time-varying analysis

Wang, En-Ze; Lee, Chien-Chiang - In: Emerging markets, finance & trade : a journal of the … 58 (2022) 3, pp. 692-709

Persistent link: https://www.econbiz.de/10012821599

The relationship between spot and futures oil prices : do structural breaks matter?

Chen, Pei-fen; Lee, Chien-Chiang; Zeng, Jhih-hong - In: Energy economics 43 (2014), pp. 206-217

Persistent link: https://www.econbiz.de/10010504823

Volatility forecast of country ETF : the sequential information arrival hypothesis

Tseng, Tseng-Chan; Lee, Chien-Chiang; Chen, Mei-Ping - In: Economic modelling 47 (2015), pp. 228-234

Persistent link: https://www.econbiz.de/10011439071

Do oil spot and futures prices move together?

Chang, Chun Ping; Lee, Chien-Chiang - In: Energy economics 50 (2015), pp. 379-390

Persistent link: https://www.econbiz.de/10011564138