Search Results - person:"Chou, Peter Shyan-rong"

The world price of exchange risk in the Pacific Basin equity markets

Chou, Peter Shyan-rong; Jan, Yin-ching; Hung, Mao-Wei - In: Applied financial economics 12 (2002) 5, pp. 361-370

Persistent link: https://www.econbiz.de/10001688812

The world price of exchange risk in the Pacific Basin equity markets

Chou, Peter Shyan-Rong; Jan, Yin-Ching; Hung, Mao-Wei - In: Applied Financial Economics 12 (2002) 5, pp. 361-370

This paper investigates whether the foreign exchange risk is priced in the Pacific Basin equity markets. The test was performed in the conditional version which allows the world prices of market risk and exchange risk to vary over time. Being parsimonious, a principal component analysis is taken...

Persistent link: https://www.econbiz.de/10009206925

The world price of exchange risk in the Pacific Basin equity markets

Chou, Peter Shyan-Rong; Yin-Ching, Jan; Hung, Mao-Wei - In: Applied financial economics 12 (2002) 5, pp. 361-370

Persistent link: https://www.econbiz.de/10007664197

Pacific Basin stock markets and international capital asset pricing

Jan, Yin-Ching; Chou, Peter Shyan-rong; Hung, Mao-Wei - In: Global finance journal 11 (2000) 1/2, pp. 1-16

Persistent link: https://www.econbiz.de/10001545834

Pacific Basin stock markets and international capital asset pricing

Jan, Yin-Ching; Chou, Peter Shyan-Rong; Hung, Mao-Wei - In: Global Finance Journal 11 (2000) 1-2, pp. 1-16

Persistent link: https://www.econbiz.de/10005235244

Pacific Basin Stock Markets and International Capital Asset Pricing Model - In this paper, we follow Harvey (1991) to investigate whether rates of return on Pacific Basin stock mar...

Jan, Yin-Ching; Chou, Peter Shyan-Rong; Hung, Mao-Wei - In: Global finance journal 11 (2000) 1-2, pp. 1-16

Persistent link: https://www.econbiz.de/10007673736

Asset pricing model without consumption data : an empirical study of Pacific Basin equity markets

Chou, Peter Shyan-rong; Hung, Mao-Wei; Jan, Yin-ching - In: International journal of business 4 (1999) 2, pp. 1-21

Persistent link: https://www.econbiz.de/10001445573

The time structure of investment behavior and output price expectations : solution of a paradox

Liang, Jung-hui - In: International journal of business 2 (1997) 1, pp. 83-106

Persistent link: https://www.econbiz.de/10001216233

The relative performance of the PER and PSR filters with stochastic dominance : evidence from the Taiwan Stock Exchange

Chou, Peter Shyan-rong - In: Applied financial economics 6 (1996) 1, pp. 19-27

Persistent link: https://www.econbiz.de/10001197243