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 0 1 1,064
Total Working Papers 0 0 0 305 0 0 1 1,064


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 4 358
An empirical analysis of herd behavior in global stock markets 3 10 25 997 7 21 81 2,566
Asymmetrical reaction to US stock-return news: evidence from major stock markets based on a double-threshold model 0 0 0 78 0 0 2 284
Comovements of Stock Markets between Turkey and Global Countries 0 0 2 19 1 1 4 105
Country-fund discounts and risk: Evidence from stock market volatility and macroeconomic volatility 0 0 0 18 0 0 3 71
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 0 222
Dynamic correlation analysis of financial contagion: Evidence from Asian markets 3 7 11 548 4 10 22 1,345
Emperical analysis of short-term eurocurrency rates: Evidence from a transfer function error correction model 0 0 0 25 0 0 2 209
Empirical Analysis of Stock Returns and Volatility: Evidence from Seven Asian Stock Markets Based on TAR-GARCH Model 0 1 1 174 0 2 4 529
Empirical analysis of dynamic correlations of stock returns: evidence from Chinese A-share and B-share markets 0 0 0 43 0 0 1 166
Empirical analysis of real and financial volatilities on stock excess returns: evidence from Taiwan industrial data 0 0 0 13 0 0 0 59
Empirical investigation of herding behavior in Chinese stock markets: Evidence from quantile regression analysis 0 2 5 250 0 4 14 696
Foreign exchange returns over short and long horizons 0 0 0 20 0 0 1 112
Forward rate, spot rate and risk premium: An empirical analysis 0 1 1 128 1 2 2 696
Herding behavior in Chinese stock markets: An examination of A and B shares 4 8 17 535 6 14 40 1,389
International Asset Excess Returns and Multivariate Conditional Volatilities 0 0 0 51 0 1 1 191
International asset pricing and equity market risk 0 0 0 71 0 0 4 226
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 0 1 262
New evidence on the relation between return volatility and trading volume 0 0 1 61 0 0 2 215
On the Nonlinear Specifications of Short-Term Interest Rate Behavior: Evidence from Euro-Currency Markets 0 0 0 18 0 0 1 124
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 0 1 283
Risk and International Parity Conditions: A Synthesis from Consumption Based Models 0 0 0 69 0 0 1 471
Short-term eurocurrency rate behavior and specifications of cointegrating processes 0 0 0 31 0 1 2 210
Symmetric and asymmetric US sector return volatilities in presence of oil, financial and economic risks 0 0 0 27 0 1 3 144
The Forward Rate as a Predictor of the Future Spot Rate--A Stochastic Coefficient Approach 0 0 0 329 0 1 1 1,221
The impact of sovereign rating changes and financial contagion on stock market returns: Evidence from five Asian countries 0 0 1 92 1 1 5 404
The speed of adjustment to information: Evidence from the Chinese stock market 0 0 1 95 0 0 3 253
Time series dynamics of short-term interest rates: evidence from Eurocurrency markets 0 0 0 32 0 0 2 142
Total Journal Articles 10 29 66 4,041 20 59 208 13,359


Statistics updated 2025-06-06