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source:"econis"
subject:"Kapitaleinkommen"
~isPartOf:"Applied economics letters"
~person:"Huang, Wei-Qiang"
~person:"Lee, Chia-hao"
~subject:"Idiosyncratic tail risk"
~subject:"Purchasing power parity"
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Kapitaleinkommen
Idiosyncratic tail risk
Purchasing power parity
Estimation
10
Schätzung
10
Kaufkraftparität
7
East Asia
4
Ostasien
4
Statistical test
4
Statistischer Test
4
Autocorrelation
3
Autokorrelation
3
Cointegration
3
Kointegration
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Risiko
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Risk
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Capital income
2
China
2
Economic policy
2
Economic policy uncertainty
2
Einheitswurzeltest
2
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2
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2
Wirkungsanalyse
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Wirtschaftspolitik
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1985-2008
1
1986-2009
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ARCH model
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Aktienmarkt
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Anleihe
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Bond market
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Börsenkurs
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COMESA countries
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COMESA-Staaten
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Capital market returns
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Huang, Wei-Qiang
Lee, Chia-hao
Chang, Tsangyao
26
Su, Chi-Wei
13
Chang, Hsu-Ling
6
Liu, Wen-chi
6
Bahmani-Oskooee, Mohsen
5
Liu, Yu-Shao
5
Lu, Yang-cheng
5
Zhu, Meng-Nan
5
Afonso, António
3
Bekő, Jani
3
Boršič, Darja
3
Caporale, Guglielmo Maria
3
Dŏganlar, Murat
3
Grobys, Klaus
3
Lee, Chia-Hao
3
Narayan, Paresh Kumar
3
Tzeng, Han-wen
3
Yoon, Gawon
3
Yu, Chin-ping
3
Apergēs, Nikolaos
2
Chou, Pei-i
2
Ciner, Cetin
2
Gadea, María Dolores
2
Gil-Alaña, Luis A.
2
Güloğlu, Bülent
2
Ispir, Serdar
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Kavkler, Alenka
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Kızılkaya, Oktay
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Lee, Kuei-Chiu
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Liu, Pei
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Liu, Peipei
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Liu, Siyue
2
Mike, Faruk
2
Okat, Deniz
2
Olson, Eric
2
Ozdemir, Zeynel Abidin
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Applied economics letters
Japan and the world economy : international journal of theory and policy
2
Applied economics
1
International review of economics & finance : IREF
1
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ECONIS (ZBW)
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1
Is idiosyncratic tail risk priced in the cross-section of bond returns? : evidence from Chinese bond markets
Huang, Wei-Qiang
;
Zhang, Jing
;
Liu, Peipei
- In:
Applied economics letters
30
(
2023
)
10
,
pp. 1318-1326
Persistent link: https://www.econbiz.de/10014304235
Saved in:
2
Asymmetric effects of economic policy uncertainty on stock returns under different market conditions : evidence from G7 stock markets
Huang, Wei-Qiang
;
Liu, Peipei
- In:
Applied economics letters
29
(
2022
)
9
,
pp. 780-784
Persistent link: https://www.econbiz.de/10013411772
Saved in:
3
Nonlinear adjustment to purchasing power parity in G-7 countries
Chang, Tsangyao
;
Lee, Chia-hao
;
Chou, Pei-i
- In:
Applied economics letters
19
(
2012
)
1/3
,
pp. 123-128
Persistent link: https://www.econbiz.de/10009412664
Saved in:
4
Nonlinear adjustment to purchasing power parity in transition countries : the ADL test for threshold cointegration
Lu, Yang-cheng
;
Chang, Tsangyao
;
Lee, Chia-hao
- In:
Applied economics letters
19
(
2012
)
7/9
,
pp. 629-633
Persistent link: https://www.econbiz.de/10009630585
Saved in:
5
Nonlinear adjustment to purchasing power parity : the ADL test for threshold cointegration
Liu, Siyue
;
Chang, Tsangyao
;
Lee, Chia-hao
;
Chou, Pei-i
- In:
Applied economics letters
19
(
2012
)
4/6
,
pp. 569-573
Persistent link: https://www.econbiz.de/10009630671
Saved in:
6
Nonlinear adjustment to purchasing power parity in Latin American countries : the ADL test for threshold cointegration
Pan, Guochen
;
Chang, Tsangyao
;
Tang, De-piao
;
Lee, Chia-hao
- In:
Applied economics letters
19
(
2012
)
7/9
,
pp. 857-862
Persistent link: https://www.econbiz.de/10009631817
Saved in:
7
Purchasing power parity in Mainland China and Taiwan : an empirical note based on threshold unit root test
Chen, Tsung-hsien
;
Chang, Tsangyao
;
Zhang, Yi-chun
; …
- In:
Applied economics letters
18
(
2011
)
16/18
,
pp. 1807-1812
Persistent link: https://www.econbiz.de/10009384381
Saved in:
8
Purchasing power parity for 15 COMESA and SADC countries : evidence based on panel SURADF tests
Chang, Tsangyao
;
Tang, De-piao
;
Liu, Wen-chi
;
Lee, Chia-hao
- In:
Applied economics letters
17
(
2010
)
16/18
,
pp. 1721-1727
Persistent link: https://www.econbiz.de/10009232154
Saved in:
9
Revisiting purchasing power parity for East Asian countries : panel SURADF tests
Chang, Tsangyao
;
Lee, Chia-hao
- In:
Applied economics letters
17
(
2010
)
13/15
,
pp. 1329-1334
Persistent link: https://www.econbiz.de/10008938296
Saved in:
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