Similar Search Results

Narrow search

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

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

The monotonicity of the foreign exchange risk premium

Chiang, Thomas C. - In: Journal of international financial markets, … 3 (1993) 1, pp. 1-32

Persistent link: https://www.econbiz.de/10001165012

Forecasting the treasury bill rate : a time-varying coefficient approach

Chiang, Thomas C. - In: The journal of financial research 14 (1991) 4, pp. 327-336

Persistent link: https://www.econbiz.de/10001143848

Short-term eurocurrency rate behavior and specifications of cointegrating processes

Chiang, Thomas C.; Kim, Doseong - In: International review of economics & finance : IREF 9 (2000) 2, pp. 157-179

Persistent link: https://www.econbiz.de/10001523655

Inflation, equity market volatility, and bond prices : evidence from G7 countries

Chen, Yu-Fen; Chiang, Thomas C.; Lin, Fu-Lai - In: Risks : open access journal 11 (2023) 11, pp. 1-22

This study examines the impacts of the US inflation rate on the bond prices of G7 countries across different maturities using inflation-induced equity market volatility (EMV) to better account for bond price determinants. The regression model, a GED-GARCH (1,1) procedure, is adopted to deal with...

Persistent link: https://www.econbiz.de/10014436363

What explains deviations in the unbiased expectations hypothesis? : market irrationality vs. the peso problem

Chen, Cathy Yi-Hsuan; Kuo, I.-doun; Chiang, Thomas C. - In: Journal of international financial markets, … 30 (2014), pp. 172-190

Persistent link: https://www.econbiz.de/10011293770

Surprises, sentiments, and the expectations hypothesis of the term structure of interest rates

Chen, Cathy Yi-Hsuan; Chiang, Thomas C. - In: Review of quantitative finance and accounting 49 (2017) 1, pp. 1-28

Persistent link: https://www.econbiz.de/10011797010