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subject:"Theorie"
type:"article"
~person:"Lee, Chien-chiang"
~subject:"Cointegration"
~subject:"Volatilität"
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63
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Lee, Chien-chiang
Gupta, Rangan
84
Bahmani-Oskooee, Mohsen
81
Gil-Alaña, Luis A.
80
Caporale, Guglielmo Maria
63
Wohar, Mark E.
40
Belke, Ansgar
39
Chang, Tsangyao
38
Tiwari, Aviral Kumar
37
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32
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31
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30
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29
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29
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29
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28
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27
Balcilar, Mehmet
26
Kumbhakar, Subal
25
Todorov, Viktor
25
Xuan Vinh Vo
25
Rashid, Abdul
23
Bouri, Elie
22
Herwartz, Helmut
22
Payne, James E.
22
Beckmann, Joscha
21
Brooks, Robert
21
McMillan, David G.
21
Jawadi, Fredj
20
Kumar, Dilip
20
Pradhan, Rudra Prakash
20
Arize, Augustine Chuck
18
Kang, Sang Hoon
18
MacDonald, Ronald
18
Moosa, Imad A.
18
Chiang, Thomas C.
17
Fabozzi, Frank J.
17
Hamori, Shigeyuki
17
Hautsch, Nikolaus
17
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17
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3
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3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
International review of economics & finance : IREF
2
Applied economics
1
Applied economics letters
1
Defence and peace economics
1
Economic research
1
Emerging markets, finance and trade : EMFT
1
Finance a úvěr
1
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1
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1
International review of financial analysis
1
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1
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1
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1
Journal of applied economics
1
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1
Pacific-Basin finance journal
1
Research in international business and finance
1
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
1
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1
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ECONIS (ZBW)
29
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1
The effect of asymmetric information disappears : evidence in share repurchases and market efficiency
Lee, Chien-chiang
;
Park, Bokyung
;
Wang, Chih-Wei
- In:
Finance research letters
56
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014473639
Saved in:
2
CEO inside debt and downside risk : evidence from internal and external environments
Lee, Chien-chiang
;
Wang, Chih-Wei
;
Wu, Yu-Ching
- In:
Pacific-Basin finance journal
80
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014463320
Saved in:
3
International spillovers of U.S. monetary uncertainty and equity market volatility to China's stock markets
Lee, Chi-Chuan
;
Lee, Chien-chiang
- In:
Journal of Asian economics
84
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014248299
Saved in:
4
Optimal portfolio diversification with a multi-chain regime-switching spillover GARCH model
Lee, Chien-chiang
;
Lee, Hsiang-Tai
- In:
Global finance journal
55
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014248631
Saved in:
5
The dynamic correlation between China's policy uncertainty and the crude oil market : a time-varying analysis
Wang, En-Ze
;
Lee, Chien-chiang
- In:
Emerging markets, finance and trade : EMFT
58
(
2022
)
3
,
pp. 692-709
Persistent link: https://www.econbiz.de/10012821599
Saved in:
6
GDP volatility implication of tourism volatility in South Africa : a time-varying approach
Lee, Chien-chiang
;
Olasehinde-Williams, Godwin O
; …
- In:
Tourism economics : the business and finance of tourism …
28
(
2022
)
2
,
pp. 435-450
Persistent link: https://www.econbiz.de/10013176781
Saved in:
7
A regime-switching real-time copula GARCH model for optimal futures hedging
Lee, Hsiang-Tai
;
Lee, Chien-chiang
- In:
International review of financial analysis
84
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013472897
Saved in:
8
Stock markets reaction to COVID-19 : evidence from time-varying cointegration, leveraged bootstrap causality and event analysis
Lee, Chien-chiang
;
Olasehinde-Williams, Godwin
; …
- In:
Finance a úvěr
72
(
2022
)
4
,
pp. 328-355
Persistent link: https://www.econbiz.de/10013474448
Saved in:
9
The effects of investor attention and policy uncertainties on cross-border country exchange-traded fund returns
Lee, Chien-chiang
;
Chen, Mei-Ping
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 830-852
Persistent link: https://www.econbiz.de/10012630771
Saved in:
10
Investor attention, ETF returns, and country-specific factors
Lee, Chien-chiang
;
Chen, Mei-Ping
;
Lee, Chi-Chuan
- In:
Research in international business and finance
56
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013267884
Saved in:
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