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~source:"econis"
~subject:"CARR"
~subject:"Strukturbruch"
~subject:"Theory"
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Search: person:"Chen, Yi-Chi"
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Chen, Yi-Chi
7
Anderson, Randy I.
1
Chen, Ray-Bing
1
Chu, Chi-Hsiang
1
Chu, Chih-Kang
1
Hwang, Ruey-Ching
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Lee, Kuo-Jung
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Lo, Hsin-Yu
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China economic policy review
2
Economic modelling
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Pacific-Basin finance journal
1
Quantitative finance
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Predicting credit ratings and transition probabilities : a simple cumulative link model with firm-specific frailty
Hwang, Ruey-Ching
;
Chu, Chih-Kang
;
Chen, Yi-Chi
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 149-168
Persistent link: https://www.econbiz.de/10013490962
Saved in:
2
A fresh look at the risk-return tradeoff
Wang, Cindy S. H.
;
Chen, Yi-Chi
;
Lo, Hsin-Yu
- In:
Pacific-Basin finance journal
68
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013332809
Saved in:
3
On the determinants of the 2008 financial crisis : a Bayesian approach to the selection of groups and variables
Chen, Ray-Bing
;
Chen, Yi-Chi
;
Chu, Chi-Hsiang
;
Lee, Kuo-Jung
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
5
,
pp. 1-17
Persistent link: https://www.econbiz.de/10011897598
Saved in:
4
A range-based volatility approach to measuring volatility contagion in securitized real estate markets
Anderson, Randy I.
;
Chen, Yi-Chi
;
Wang, Li-Min
- In:
Economic modelling
45
(
2015
),
pp. 223-235
Persistent link: https://www.econbiz.de/10011334089
Saved in:
5
The dynamics of interbank rate behavior under alternative monetary regimes : the case of Hong Kong
Chen, Yi-Chi
- In:
China economic policy review
2
(
2013
)
2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10010472998
Saved in:
6
The dynamics of interbank rate behavior under alternative monetary regimes : the case of Hong Kong
Chen, Yi-Chi
- In:
China economic policy review
2
(
2013
)
2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10010472999
Saved in:
7
Postwar slowdowns and long-run growth : a Bayesian analysis of structural break models
Chen, Yi-Chi
;
Zivot, Eric
- In:
Empirical economics : a journal of the Institute for …
39
(
2010
)
3
,
pp. 897-921
Persistent link: https://www.econbiz.de/10008747582
Saved in:
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