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~isPartOf:"Economic modelling"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Journal of Asian economics"
~language:"eng"
~language:"ita"
~language:"nor"
~language:"und"
~person:"Lee, Chien-chiang"
~person:"McMillan, David G."
~person:"Raj, Baldev"
~person:"Sezgin, Selami"
~person:"Strutt, Anna"
~person:"Tran, Kien C."
~person:"Zhang, Yi"
~subject:"ARCH model"
~subject:"Cash-Management"
~subject:"Economic policy"
~subject:"Geldpolitik"
~subject:"Kapitaleinkommen"
~subject:"Theory"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Collection of articles of several authors"
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ARCH model
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14
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13
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11
Estimation
11
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11
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8
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Lee, Chien-chiang
McMillan, David G.
Raj, Baldev
Sezgin, Selami
Strutt, Anna
Tran, Kien C.
Zhang, Yi
Gupta, Rangan
16
Afonso, Oscar
11
Baltagi, Badi H.
10
Yang, Chunpeng
10
Jawadi, Fredj
9
Kumbhakar, Subal
9
Anwar, Sajid
8
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Gil-Alaña, Luis A.
8
Hall, Stephen G.
8
Kit, Pong Wong
8
Ma, Feng
8
Zhang, Yaojie
8
Arouri, Mohamed
7
Balcilar, Mehmet
7
Caporale, Guglielmo Maria
7
Hertel, Thomas W.
7
Lahiani, Amine
7
Wang, Yudong
7
Dufrénot, Gilles
6
Hamori, Shigeyuki
6
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5
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5
Gupta, Manash Ranjan
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Hur, Joonyoung
5
Montes, Gabriel Caldas
5
Nguyen, Duc Khuong
5
Prigent, Jean-Luc
5
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Economic modelling
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Journal of Asian economics
International review of financial analysis
9
Applied financial economics
8
Applied economics
7
International review of economics & finance : IREF
7
Research in international business and finance
7
The European journal of finance
7
Pacific-Basin finance journal
6
The North American journal of economics and finance : a journal of financial economics studies
6
The journal of asset management
6
Energy economics
5
International journal of finance & economics : IJFE
5
Journal of forecasting
5
Journal of international financial markets, institutions & money
5
Finance research letters
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Applied economics letters
3
Journal of applied econometrics
3
Managerial finance
3
Studies in empirical economics
3
4OR : a quarterly journal of operations research
2
Asia-Pacific financial markets
2
Cogent economics & finance
2
Econometric reviews
2
Economics letters
2
International journal of banking, accounting and finance
2
International journal of forecasting
2
International review of applied economics
2
Journal of financial stability
2
Journal of productivity analysis : an official journal of the International Society for Efficiency and Productivity Analysis
2
Journal of risk
2
Operations research letters
2
Oxford bulletin of economics and statistics
2
Resources policy
2
Studies in economics and finance
2
The Manchester School
2
The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
2
The journal of futures markets
2
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ECONIS (ZBW)
23
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1
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10
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23
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1
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:
2
When trackers are aware of ESG : do ESG ratings matter to tracking error portfolio performance?
Ling, Aifan
;
Li, Junxue
;
Wen, Limin
;
Zhang, Yi
- In:
Economic modelling
125
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014463549
Saved in:
3
Asymmetric multivariate HAR models for realized covariance matrix : a study based on volatility timing strategies
Qu, Hui
;
Zhang, Yi
- In:
Economic modelling
106
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013347668
Saved in:
4
Economic policy uncertainty and firm's cash holding in China : the key role of asset reversibility
Liu, Yuanyuan
;
Li, Jing
;
Liu, Guanchun
;
Lee, Chien-chiang
- In:
Journal of Asian economics
74
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012803389
Saved in:
5
Toward a theory of internal governance structure of China's large SOEs
Shen, Jim Huangnan
;
Zhang, Jun
;
Lee, Chien-chiang
;
Li, …
- In:
Journal of Asian economics
70
(
2020
)
Persistent link: https://www.econbiz.de/10012513185
Saved in:
6
Why fully efficient banks matter? : a nonparametric stochastic frontier approach in the presence of fully efficient banks
Tran, Kien C.
;
Tsionas, Efthymios G.
;
Mamatzakis, …
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
6
,
pp. 2733-2760
Persistent link: https://www.econbiz.de/10012256954
Saved in:
7
Asymmetric dynamics of insurance premium : the impacts of output and economic policy uncertainty
Gupta, Rangan
;
Lahiani, Amine
;
Lee, Chi-Chuan
;
Lee, …
- In:
Empirical economics : a journal of the Institute for …
57
(
2019
)
6
,
pp. 1959-1978
Persistent link: https://www.econbiz.de/10012215947
Saved in:
8
Bayesian inference in threshold stochastic frontier models
Tsionas, Efthymios G.
;
Tran, Kien C.
;
Michaēlidēs, …
- In:
Empirical economics : a journal of the Institute for …
56
(
2019
)
2
,
pp. 399-422
Persistent link: https://www.econbiz.de/10012041652
Saved in:
9
Industry co-movements of American depository receipts : evidences from the copula approaches
Lee, Chien-chiang
;
Chang, Chi-Hung
;
Chen, Mei-Ping
- In:
Economic modelling
46
(
2015
),
pp. 301-314
Persistent link: https://www.econbiz.de/10011436620
Saved in:
10
Volatility forecast of country ETF : the sequential information arrival hypothesis
Tseng, Tseng-Chan
;
Lee, Chien-chiang
;
Chen, Mei-Ping
- In:
Economic modelling
47
(
2015
),
pp. 228-234
Persistent link: https://www.econbiz.de/10011439071
Saved in:
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