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 1 305 0 1 8 1,055
Total Working Papers 0 0 1 305 0 1 8 1,055


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 0 104 0 5 9 341
An empirical analysis of herd behavior in global stock markets 7 22 75 780 27 67 216 1,887
Asymmetrical reaction to US stock-return news: evidence from major stock markets based on a double-threshold model 0 0 1 78 2 4 7 272
Comovements of Stock Markets between Turkey and Global Countries 0 0 2 13 1 2 11 80
Country-fund discounts and risk: Evidence from stock market volatility and macroeconomic volatility 0 0 0 18 0 1 2 68
Do foreign exchange risk premiums relate to the volatility in the foreign exchange and equity markets? 0 0 0 45 0 0 3 233
Dynamic Analysis of Stock Return Volatility in an Integrated International Capital Market 0 0 0 0 0 0 3 216
Dynamic correlation analysis of financial contagion: Evidence from Asian markets 3 7 31 482 6 15 79 1,122
Emperical analysis of short-term eurocurrency rates: Evidence from a transfer function error correction model 0 0 0 25 0 1 4 206
Empirical Analysis of Stock Returns and Volatility: Evidence from Seven Asian Stock Markets Based on TAR-GARCH Model 0 0 0 172 1 2 6 505
Empirical analysis of dynamic correlations of stock returns: evidence from Chinese A-share and B-share markets 0 0 1 43 0 0 5 161
Empirical analysis of real and financial volatilities on stock excess returns: evidence from Taiwan industrial data 0 0 0 13 0 1 5 56
Empirical investigation of herding behavior in Chinese stock markets: Evidence from quantile regression analysis 1 5 13 216 3 15 41 538
Foreign exchange returns over short and long horizons 0 0 1 17 0 2 6 107
Forward rate, spot rate and risk premium: An empirical analysis 0 0 0 126 3 3 5 686
Herding behavior in Chinese stock markets: An examination of A and B shares 4 12 54 375 14 37 124 991
International Asset Excess Returns and Multivariate Conditional Volatilities 0 0 0 51 0 0 2 185
International asset pricing and equity market risk 0 0 0 69 1 1 7 220
Long-run equilibrium, short-term adjustment, and spillover effects across Chinese segmented stock markets and the Hong Kong stock market 0 0 1 53 3 3 13 253
New evidence on the relation between return volatility and trading volume 0 0 1 53 1 5 15 194
On the Nonlinear Specifications of Short-Term Interest Rate Behavior: Evidence from Euro-Currency Markets 0 0 0 18 0 0 1 120
On the Predictors of the Future Spot Rates--A Multi-currency Analysis 0 0 0 0 0 0 2 161
Retrieving the vanishing liquidity effect--a threshold vector autoregressive model 0 0 0 108 0 3 5 279
Risk and International Parity Conditions: A Synthesis from Consumption Based Models 0 0 0 69 1 1 5 459
Short-term eurocurrency rate behavior and specifications of cointegrating processes 0 0 0 31 0 0 3 205
Symmetric and asymmetric US sector return volatilities in presence of oil, financial and economic risks 0 0 1 26 0 0 6 139
The Forward Rate as a Predictor of the Future Spot Rate--A Stochastic Coefficient Approach 0 1 4 314 1 4 14 1,180
The impact of sovereign rating changes and financial contagion on stock market returns: Evidence from five Asian countries 0 0 1 87 0 5 14 380
The speed of adjustment to information: Evidence from the Chinese stock market 0 0 2 91 0 0 7 238
Time series dynamics of short-term interest rates: evidence from Eurocurrency markets 0 0 0 32 1 1 3 135
Total Journal Articles 15 47 188 3,509 65 178 623 11,617


Statistics updated 2021-01-03