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The intertemporal risk-return relationship : evidence from international markets

Chiang, Thomas C.; Li, Huimin; Zheng, Dazhi - In: Journal of international financial markets, … 39 (2015), pp. 156-180

Persistent link: https://www.econbiz.de/10011475720

Evidence of economic policy uncertainty and COVID-19 pandemic on global stock returns

Chiang, Thomas C. - In: Journal of risk and financial management : JRFM 15 (2022) 1, pp. 1-24

This paper examines the impact of changes in economic policy uncertainty (EPU) and COVID-19 shock on stock returns. Tests of 16 global stock market indices, using monthly data from January 1990 to August 2021, suggest a negative relation between the stock return and a country’s EPU. Evidence...

Persistent link: https://www.econbiz.de/10012813880

Time series dynamics of short-term interest rates : evidence from Eurocurrency markets

Chiang, Thomas C. - In: Journal of international financial markets, … 7 (1997) 3, pp. 201-220

Persistent link: https://www.econbiz.de/10001238421

Economic policy uncertainty, risk and stock returns : evidence from G7 stock markets

Chiang, Thomas C. - In: Finance research letters 29 (2019), pp. 41-49

Persistent link: https://www.econbiz.de/10012417704

Empirical analysis of short-term Eurocurrency rates : evidence from a transfer function error correction model

Chiang, Thomas C. - In: Journal of economics & business 47 (1995) 4, pp. 335-351

Persistent link: https://www.econbiz.de/10001191276

Stock returns and economic fundamentals in an emerging market : an empirical investigation of domestic and global market forces

Chiang, Thomas C.; Chen, Xiaoyu - In: International review of economics & finance : IREF 43 (2016), pp. 107-120

Persistent link: https://www.econbiz.de/10011625549

Financial risk contagion across markets in China under the impact of the COVID-19 pandemic

Ji, Sunan; Zheng, Dazhi; Zhou, Kaiguo - In: Finance research letters 71 (2025), pp. 1-11

Persistent link: https://www.econbiz.de/10015195699

Exchange rate exposure : international evidence from daily firm-level data

Jeon, Bang-nam; Zheng, Dazhi; Zhu, Lei - In: Journal of economic integration 32 (2017) 1, pp. 112-159

Persistent link: https://www.econbiz.de/10011637685

Exchange rate exposure and financial crises : evidence from emerging Asian markets

Jeon, Bang-nam; Zhu, Lei; Zheng, Dazhi - In: Risk management : a journal of risk, crisis and disaster 19 (2017) 1, pp. 53-71

Persistent link: https://www.econbiz.de/10011729324

Seasonality in the cross section of stock returns : advanced markets versus emerging markets

Li, Fengyun; Zhang, Huacheng; Zheng, Dazhi - In: Journal of empirical finance 49 (2018), pp. 263-281

Persistent link: https://www.econbiz.de/10012117746