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source:"econis"
subject:"Kapitaleinkommen"
~person:"Huang, Wei-Qiang"
~person:"Lee, Chia-hao"
~subject:"Purchasing power parity"
~subject:"Risikomaß"
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Kapitaleinkommen
Purchasing power parity
Risikomaß
Estimation
18
Schätzung
18
Kaufkraftparität
11
Statistical test
6
Statistischer Test
6
Cointegration
5
East Asia
5
Kointegration
5
Ostasien
5
Einheitswurzeltest
4
Unit root test
4
Autocorrelation
3
Autokorrelation
3
Risiko
3
Risk
3
Spillover effect
3
Spillover-Effekt
3
Capital income
2
China
2
Country risk
2
Economic policy
2
Economic policy uncertainty
2
G7 countries
2
G7-Staaten
2
Impact assessment
2
Länderrisiko
2
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2
Panel study
2
Regional economics
2
Regionalökonomik
2
Risk measure
2
Sovereign risk
2
Welt
2
Wirkungsanalyse
2
Wirtschaftspolitik
2
World
2
spatial econometrics
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14
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English
14
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Huang, Wei-Qiang
Lee, Chia-hao
Gupta, Rangan
81
Zaremba, Adam
70
Caporale, Guglielmo Maria
57
Chang, Tsangyao
51
McMillan, David G.
46
MacDonald, Ronald
43
Chinn, Menzie David
42
Bahmani-Oskooee, Mohsen
40
Gil-Alaña, Luis A.
40
Pierdzioch, Christian
40
Bollerslev, Tim
37
McAleer, Michael
31
Timmermann, Allan
31
Wohar, Mark E.
30
Bohl, Martin T.
29
Cheung, Yin-Wong
29
Bali, Turan G.
28
Narayan, Paresh Kumar
27
Todorov, Viktor
25
Kim, Hyeongwoo
24
Nitschka, Thomas
24
Pesaran, M. Hashem
24
Zhou, Guofu
24
Belke, Ansgar
23
Campbell, John Y.
23
Stambaugh, Robert F.
22
Tiwari, Aviral Kumar
22
Allen, David E.
21
Cakici, Nusret
21
Bouri, Elie
20
Engel, Charles
20
Kapetanios, George
20
Wang, Yudong
20
Engle, Robert F.
19
Paolella, Marc S.
19
Ma, Feng
18
Schrimpf, Andreas
18
Su, Chi-Wei
18
Umutlu, Mehmet
18
Ammann, Manuel
17
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Applied economics letters
9
Japan and the world economy : international journal of theory and policy
2
Applied economics
1
International review of economics & finance : IREF
1
Journal of risk
1
Source
All
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
The CoCVaR approach : systemic risk contribution measurement
Huang, Wei-Qiang
;
Uryasev, Stan
- In:
Journal of risk
20
(
2017/2018
)
4
,
pp. 75-93
Persistent link: https://www.econbiz.de/10011848936
Saved in:
4
The behavior of real exchange rate : nonlinearity and breaks
Lee, Chia-hao
;
Chou, Pei-i
- In:
International review of economics & finance : IREF
27
(
2013
),
pp. 125-133
Persistent link: https://www.econbiz.de/10009740840
Saved in:
5
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:
6
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:
7
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:
8
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:
9
Nonlinear adjustment to purchasing power parity for ASEAN countries
Chang, Tsangyao
;
Lee, Chia-hao
;
Liu, Wen-chi
- In:
Japan and the world economy : international journal of …
24
(
2012
)
4
,
pp. 325-331
Persistent link: https://www.econbiz.de/10009704618
Saved in:
10
Revisiting long-run purchasing power parity with asymmetric adjustment for G-7 countries
Chang, Tsangyao
;
Lee, Chia-hao
;
Chou, Pei-i
;
Tang, Dai-piao
- In:
Japan and the world economy : international journal of …
23
(
2011
)
4
,
pp. 259-264
Persistent link: https://www.econbiz.de/10009506720
Saved in:
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