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~isPartOf:"Econometric Institute research papers"
~language:"eng"
~person:"Bebchuk, Lucian A."
~person:"Chang, Chia-Lin"
~subject:"Capital income"
~subject:"Causality analysis"
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Capital income
Causality analysis
Taiwan
7
ARCH model
5
ARCH-Modell
5
Capital market returns
5
Kapitalmarktrendite
5
Spillover effect
4
Spillover-Effekt
4
Volatility
4
Volatilität
4
China
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Concentration ratio
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Internet usage
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Manufacturing industries
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Tourism
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Tourismus
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Bebchuk, Lucian A.
Chang, Chia-Lin
McAleer, Michael
6
Duc Hong Vo
2
Anh The Vo
1
Bannouh, Karim
1
Dijk, Dick van
1
Ha Minh Nguyen
1
Hsu, Shu-Han
1
Ilomäki, Jukka
1
Laurila, Hannu
1
Martens, Martin
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Ngoc Hoang Bui
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Wang, Yu-Ann
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Econometric Institute research papers
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Discussion paper series / John M. Olin Center for Law, Economics, and Business, Harvard Law School
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ECONIS (ZBW)
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Risk spillovers in returns for Chinese and international tourists to Taiwan
Chang, Chia-Lin
;
Hsu, Shu-Han
;
McAleer, Michael
-
2018
Persistent link: https://www.econbiz.de/10011823285
Saved in:
2
Latent volatility granger causality and spillovers in renewable energy and crude oil ETFs
Chang, Chia-Lin
;
McAleer, Michael
;
Wang, Yu-Ann
-
2018
Persistent link: https://www.econbiz.de/10011863536
Saved in:
3
Long run returns predictability and volatility with moving averages
Chang, Chia-Lin
;
Ilomäki, Jukka
;
Laurila, Hannu
; …
-
2018
Persistent link: https://www.econbiz.de/10011920696
Saved in:
4
Volatility spillovers and causality of carbon emissions, oil and coal spot and futures for the EU and USA
Chang, Chia-Lin
;
McAleer, Michael
;
Zuo, Guangdong
-
2017
-
Revised: May 2017
Persistent link: https://www.econbiz.de/10011965722
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