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 5 8 12 1,076
Total Working Papers 0 0 0 305 5 8 12 1,076


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 3 5 363
An empirical analysis of herd behavior in global stock markets 1 4 31 1,015 13 29 89 2,628
Asymmetrical reaction to US stock-return news: evidence from major stock markets based on a double-threshold model 0 0 0 78 7 9 10 294
Comovements of Stock Markets between Turkey and Global Countries 0 0 0 19 0 5 8 112
Country-fund discounts and risk: Evidence from stock market volatility and macroeconomic volatility 0 0 0 18 1 1 2 73
Do foreign exchange risk premiums relate to the volatility in the foreign exchange and equity markets? 0 0 0 48 1 4 4 244
Dynamic Analysis of Stock Return Volatility in an Integrated International Capital Market 0 0 0 0 0 1 2 224
Dynamic correlation analysis of financial contagion: Evidence from Asian markets 0 4 16 555 5 9 30 1,362
Emperical analysis of short-term eurocurrency rates: Evidence from a transfer function error correction model 0 0 0 25 2 4 5 214
Empirical Analysis of Stock Returns and Volatility: Evidence from Seven Asian Stock Markets Based on TAR-GARCH Model 0 0 1 174 0 5 12 539
Empirical analysis of dynamic correlations of stock returns: evidence from Chinese A-share and B-share markets 0 0 0 43 1 8 12 178
Empirical analysis of real and financial volatilities on stock excess returns: evidence from Taiwan industrial data 0 0 0 13 0 1 1 60
Empirical investigation of herding behavior in Chinese stock markets: Evidence from quantile regression analysis 0 0 8 256 5 13 28 720
Foreign exchange returns over short and long horizons 0 0 1 21 3 3 6 118
Forward rate, spot rate and risk premium: An empirical analysis 0 0 1 128 0 1 5 699
Herding behavior in Chinese stock markets: An examination of A and B shares 0 1 15 542 6 14 53 1,425
International Asset Excess Returns and Multivariate Conditional Volatilities 0 0 0 51 2 5 6 196
International asset pricing and equity market risk 0 0 0 71 1 3 5 230
Long-run equilibrium, short-term adjustment, and spillover effects across Chinese segmented stock markets and the Hong Kong stock market 0 0 0 54 2 3 5 267
New evidence on the relation between return volatility and trading volume 0 0 1 61 3 6 9 223
On the Nonlinear Specifications of Short-Term Interest Rate Behavior: Evidence from Euro-Currency Markets 0 0 0 18 4 5 7 130
On the Predictors of the Future Spot Rates--A Multi-currency Analysis 0 0 0 0 4 4 5 170
Retrieving the vanishing liquidity effect--a threshold vector autoregressive model 0 0 0 108 2 4 5 288
Risk and International Parity Conditions: A Synthesis from Consumption Based Models 0 0 0 69 2 4 6 477
Short-term eurocurrency rate behavior and specifications of cointegrating processes 0 0 0 31 1 2 3 212
Symmetric and asymmetric US sector return volatilities in presence of oil, financial and economic risks 0 0 0 27 1 6 7 150
The Forward Rate as a Predictor of the Future Spot Rate--A Stochastic Coefficient Approach 0 1 2 331 2 5 8 1,228
The impact of sovereign rating changes and financial contagion on stock market returns: Evidence from five Asian countries 0 0 0 92 4 6 9 411
The speed of adjustment to information: Evidence from the Chinese stock market 0 0 0 95 5 6 7 260
Time series dynamics of short-term interest rates: evidence from Eurocurrency markets 0 0 0 32 1 2 3 145
Total Journal Articles 1 10 76 4,082 79 171 357 13,640


Statistics updated 2026-02-12