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 2 6 7 1,070
Total Working Papers 0 0 0 305 2 6 7 1,070


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 1 2 3 361
An empirical analysis of herd behavior in global stock markets 2 5 32 1,013 9 16 81 2,608
Asymmetrical reaction to US stock-return news: evidence from major stock markets based on a double-threshold model 0 0 0 78 2 3 3 287
Comovements of Stock Markets between Turkey and Global Countries 0 0 0 19 2 4 6 109
Country-fund discounts and risk: Evidence from stock market volatility and macroeconomic volatility 0 0 0 18 0 0 2 72
Do foreign exchange risk premiums relate to the volatility in the foreign exchange and equity markets? 0 0 0 48 2 2 2 242
Dynamic Analysis of Stock Return Volatility in an Integrated International Capital Market 0 0 0 0 1 1 2 224
Dynamic correlation analysis of financial contagion: Evidence from Asian markets 2 3 15 553 2 6 24 1,355
Emperical analysis of short-term eurocurrency rates: Evidence from a transfer function error correction model 0 0 0 25 0 1 2 210
Empirical Analysis of Stock Returns and Volatility: Evidence from Seven Asian Stock Markets Based on TAR-GARCH Model 0 0 1 174 1 4 9 535
Empirical analysis of dynamic correlations of stock returns: evidence from Chinese A-share and B-share markets 0 0 0 43 6 10 10 176
Empirical analysis of real and financial volatilities on stock excess returns: evidence from Taiwan industrial data 0 0 0 13 1 1 1 60
Empirical investigation of herding behavior in Chinese stock markets: Evidence from quantile regression analysis 0 2 8 256 4 8 21 711
Foreign exchange returns over short and long horizons 0 1 1 21 0 1 3 115
Forward rate, spot rate and risk premium: An empirical analysis 0 0 1 128 1 3 5 699
Herding behavior in Chinese stock markets: An examination of A and B shares 0 3 14 541 1 10 42 1,412
International Asset Excess Returns and Multivariate Conditional Volatilities 0 0 0 51 1 1 2 192
International asset pricing and equity market risk 0 0 0 71 1 1 3 228
Long-run equilibrium, short-term adjustment, and spillover effects across Chinese segmented stock markets and the Hong Kong stock market 0 0 1 54 0 1 3 264
New evidence on the relation between return volatility and trading volume 0 0 1 61 1 1 4 218
On the Nonlinear Specifications of Short-Term Interest Rate Behavior: Evidence from Euro-Currency Markets 0 0 0 18 0 1 2 125
On the Predictors of the Future Spot Rates--A Multi-currency Analysis 0 0 0 0 0 0 1 166
Retrieving the vanishing liquidity effect--a threshold vector autoregressive model 0 0 0 108 0 1 1 284
Risk and International Parity Conditions: A Synthesis from Consumption Based Models 0 0 0 69 1 3 3 474
Short-term eurocurrency rate behavior and specifications of cointegrating processes 0 0 0 31 0 0 1 210
Symmetric and asymmetric US sector return volatilities in presence of oil, financial and economic risks 0 0 0 27 0 0 2 144
The Forward Rate as a Predictor of the Future Spot Rate--A Stochastic Coefficient Approach 1 1 2 331 1 2 4 1,224
The impact of sovereign rating changes and financial contagion on stock market returns: Evidence from five Asian countries 0 0 0 92 1 1 5 406
The speed of adjustment to information: Evidence from the Chinese stock market 0 0 1 95 0 1 2 254
Time series dynamics of short-term interest rates: evidence from Eurocurrency markets 0 0 0 32 0 1 3 143
Total Journal Articles 5 15 77 4,077 39 86 252 13,508


Statistics updated 2025-12-06