Access Statistics for Thomas C. Chiang

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Phase Distribution and Phase Correlation of Financial Time Series 0 0 0 305 0 1 1 1,063
Total Working Papers 0 0 0 305 0 1 1 1,063


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A system of stock prices in world stock exchanges: Common stochastic trends for 1975-1990 0 0 0 107 0 0 3 354
An empirical analysis of herd behavior in global stock markets 8 19 50 972 20 46 138 2,485
Asymmetrical reaction to US stock-return news: evidence from major stock markets based on a double-threshold model 0 0 0 78 0 0 1 282
Comovements of Stock Markets between Turkey and Global Countries 0 0 2 17 0 1 6 101
Country-fund discounts and risk: Evidence from stock market volatility and macroeconomic volatility 0 0 0 18 0 0 0 68
Do foreign exchange risk premiums relate to the volatility in the foreign exchange and equity markets? 0 0 0 48 0 0 0 240
Dynamic Analysis of Stock Return Volatility in an Integrated International Capital Market 0 0 0 0 0 0 2 222
Dynamic correlation analysis of financial contagion: Evidence from Asian markets 3 6 14 537 9 17 45 1,323
Emperical analysis of short-term eurocurrency rates: Evidence from a transfer function error correction model 0 0 0 25 0 0 0 207
Empirical Analysis of Stock Returns and Volatility: Evidence from Seven Asian Stock Markets Based on TAR-GARCH Model 0 0 1 173 0 1 2 525
Empirical analysis of dynamic correlations of stock returns: evidence from Chinese A-share and B-share markets 0 0 0 43 0 0 0 165
Empirical analysis of real and financial volatilities on stock excess returns: evidence from Taiwan industrial data 0 0 0 13 0 0 1 59
Empirical investigation of herding behavior in Chinese stock markets: Evidence from quantile regression analysis 0 3 6 245 0 7 27 682
Foreign exchange returns over short and long horizons 0 0 1 20 0 0 1 111
Forward rate, spot rate and risk premium: An empirical analysis 0 0 0 127 0 0 0 694
Herding behavior in Chinese stock markets: An examination of A and B shares 1 4 18 518 3 10 46 1,349
International Asset Excess Returns and Multivariate Conditional Volatilities 0 0 0 51 0 0 3 190
International asset pricing and equity market risk 0 0 1 71 0 0 1 222
Long-run equilibrium, short-term adjustment, and spillover effects across Chinese segmented stock markets and the Hong Kong stock market 0 0 0 53 0 0 0 261
New evidence on the relation between return volatility and trading volume 1 2 3 60 1 2 6 213
On the Nonlinear Specifications of Short-Term Interest Rate Behavior: Evidence from Euro-Currency Markets 0 0 0 18 0 0 0 123
On the Predictors of the Future Spot Rates--A Multi-currency Analysis 0 0 0 0 0 0 0 165
Retrieving the vanishing liquidity effect--a threshold vector autoregressive model 0 0 0 108 0 0 1 282
Risk and International Parity Conditions: A Synthesis from Consumption Based Models 0 0 0 69 0 0 0 470
Short-term eurocurrency rate behavior and specifications of cointegrating processes 0 0 0 31 0 0 1 208
Symmetric and asymmetric US sector return volatilities in presence of oil, financial and economic risks 0 0 0 27 0 0 1 141
The Forward Rate as a Predictor of the Future Spot Rate--A Stochastic Coefficient Approach 1 2 6 329 1 4 11 1,220
The impact of sovereign rating changes and financial contagion on stock market returns: Evidence from five Asian countries 0 0 0 91 0 0 1 399
The speed of adjustment to information: Evidence from the Chinese stock market 0 0 1 94 0 0 3 250
Time series dynamics of short-term interest rates: evidence from Eurocurrency markets 0 0 0 32 0 0 0 140
Total Journal Articles 14 36 103 3,975 34 88 300 13,151


Statistics updated 2024-06-06