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An empirical note on testing hysteresis in unemployment for ten European countries : panel SURADF approach

Chang, Tsangyao; Lee, Kuei-Chiu; Nieh, Chien-chung; … - In: Applied economics letters 12 (2005) 14, pp. 881-886

Persistent link: https://www.econbiz.de/10003213773

Panel asymmetric nonlinear unit root test and PPP in Africa

Bahmani-Oskooee, Mohsen; Chang, Tsangyao; Lee, Kuei-Chiu - In: Applied economics letters 23 (2016) 7/9, pp. 554-558

Persistent link: https://www.econbiz.de/10011627897

Rational bubbles in the US stock market? : further evidence from a nonparametric cointegration test

Chang, Tsangyao; Chiu, Chi-chen; Nieh, Chien-chung - In: Applied economics letters 14 (2007) 7/9, pp. 517-521

Persistent link: https://www.econbiz.de/10003512167

Purchasing power parity for BRICS : linear and nonlinear unit root tests with stationary covariates

Su, Chi-Wei; Chang, Hsu-Ling; Chang, Tsangyao; Lee, Chia-Hao - In: Applied economics letters 19 (2012) 16/18, pp. 1587-1591

Persistent link: https://www.econbiz.de/10009684045

Purchasing power parity with nonlinear threshold unit root test

Chang, Tsangyao; Su, Chi-Wei; Liu, Yu-Shao - In: Applied economics letters 19 (2012) 7/9, pp. 839-842

Persistent link: https://www.econbiz.de/10009631823

Sovereign Default Risk Valuation : Implications of Debt Crises and Bond Restructurings

Andritzky, Jochen (contributor) - 2006

Past cycles of sovereign lending and default suggest that debt crises will recur at some point. This book shows why investors should reckon with similar credit events in the future. Surveying the sovereign bond market, the author provides investors with a useful toolkit for analyzing sovereign...

Persistent link: https://www.econbiz.de/10013520644