Search Results - person:"He, Chi-wei"

Four types of tail dependence structures between U.S. dollar index and S&P 500 stock returns : 1990-2019

Chang, Kuang-Liang; Lee, Chingnun; He, Chi-Wei - In: Applied economics letters 30 (2023) 16, pp. 2189-2194

Persistent link: https://www.econbiz.de/10014364640

Bitcoin price jumps and investor sentiment indicators

He, Chi-Wei; Wang, Yung-Jang - In: Applied economics letters 30 (2023) 18, pp. 2626-2630

Persistent link: https://www.econbiz.de/10014368296

Does the jump risk in the US market matter for Japan and Hong Kong? : an investigation on the REIT market

He, Chi-Wei; Chang, Kuang-Liang; Wang, Yung-Jang - In: Finance research letters 34 (2020), pp. 1-8

Persistent link: https://www.econbiz.de/10012436527

Does the magnitude of the effect of inflation uncertainty on output growth depend on the level of inflation?

Chang, Kuang-liang; He, Chi-wei - In: The Manchester School 78 (2010) 2, pp. 126-148

Persistent link: https://www.econbiz.de/10003949488

DOES THE MAGNITUDE OF THE EFFECT OF INFLATION UNCERTAINTY ON OUTPUT GROWTH DEPEND ON THE LEVEL OF INFLATION?

CHANG, KUANG-LIANG; HE, CHI-WEI - In: The Manchester School 78 (2010) 2, pp. 126-149

Persistent link: https://www.econbiz.de/10008385823

DOES THE MAGNITUDE OF THE EFFECT OF INFLATION UNCERTAINTY ON OUTPUT GROWTH DEPEND ON THE LEVEL OF INFLATION?

CHANG, KUANG-LIANG; HE, CHI-WEI - In: Manchester School 78 (2010) 2, pp. 126-148

A bivariate Markov regime switching model is employed to verify whether the relationship between inflation and inflation uncertainty, or the negative effects of inflation and inflation uncertainty on output growth, vary with the level of inflation. Inflation and inflation uncertainty are...

Persistent link: https://www.econbiz.de/10008473107