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Are there periodically collapsing bubbles in the stock markets? : new international evidence
Chen, Shyh-Wei; Hsu, Chi-Sheng; Xie, Zixong - In: Economic modelling 52 (2016), pp. 442-451
Persistent link: https://www.econbiz.de/10011642804
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Testing for Multiple Bubbles in the BRICS Stock Markets
Chang, Tsangyao; Ranjbar, Omid; Gil-Alana, Luis A.; … - Department of Economics, Faculty of Economic and … - 2014
multiple bubbles in the BRICS (Brazil, Russia, India, China and South Africa) stock markets, using monthly data on stock price …-dividend ratio. Our empirical results, the first of its kind for these economies, indicate that there did exist multiple bubbles in … the stock markets of the BRICS. Further, the dates of the bubbles also corresponded to specific events in the stocks …
Persistent link: https://www.econbiz.de/10011274361
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Revisiting purchasing power parity in African countries : panel stationary test with sharp and smooth breaks
Bahmani-Oskooee, Mohsen; Chang, Tsangyao; Wu, Tsungpao - In: Applied financial economics 24 (2014) 22/24, pp. 1429-1438
Persistent link: https://www.econbiz.de/10010460119
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Are there housing bubbles in South Africa? : evidence from SPSM-based panel KSS test with a Fourier function
Chang, Tsangyao; Liu, Wen-Chi; Aye, Goodness C.; Gupta, … - In: Global business & economics review 18 (2016) 5, pp. 517-532
Persistent link: https://www.econbiz.de/10011665420
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The Feldstein-Horioka Puzzle in South Africa: A Fractional Cointegration Approach
Gil-Alana, Luis A; André, Christophe; Gupta, Rangan; … - Department of Economics, Faculty of Economic and … - 2015
The Feldstein-Horioka (FH) puzzle, that is the strong correlation between saving and investment in a world where obstacles to capital mobility are limited, has been studied extensively since it was exposed in 1980. Even though the theoretical and empirical literature has examined many of its...
Persistent link: https://www.econbiz.de/10011149762
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Examining the stochastic behavior of REIT returns : evidence from the regime switching approach
Chen, Shyh-Wei; Shen, Chung-hua - In: Economic modelling 29 (2012) 2, pp. 291-298
Persistent link: https://www.econbiz.de/10009536014
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The Causal Relationship between Economic Policy Uncertainty and Stock Returns in China and India: Evidence from a Bootstrap Rolling-Window Approach
Li, Xiao-lin; Balcilar, Mehmet; Gupta, Rangan; Chang, … - Department of Economics, Faculty of Economic and … - 2013
This paper examines the causal link between economic policy uncertainty and stock returns in China and India, using bootstrap Granger full-sample causality test and sub-sample rolling window estimation. We use monthly data covering from 1995:02 to 2013:02 for China and 2003:02-2013:02 for India....
Persistent link: https://www.econbiz.de/10010755816
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Are Stock Prices Related to Political Uncertainty Index in OECD Countries? Evidence from Bootstrap Panel Causality Test
Chang, Tsangyao; Chen, Wen-Yi; Gupta, Rangan; Nguyen, … - Department of Economics, Faculty of Economic and … - 2013
This study applies bootstrap panel causality, proposed by Kónya (2006), to investigate causal link be-tween political uncertainty and stock price for seven OECD countries over the monthly period of 2001.01 to 2013.04. This modeling approach allows us to examine both the cross-sectional...
Persistent link: https://www.econbiz.de/10010737580
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Facing up to the polysemy of purchasing power parity : new international evidence
Xie, Zixiong; Chen, Shyh-Wei; Hsieh, Chun-Kuei - In: Economic modelling 98 (2021), pp. 247-265
Persistent link: https://www.econbiz.de/10012793895
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Revisit hysteresis unemployment in eastern European countries using quantile regression
Xie, Hong; Chang, Tsangyao; Grigorescu, Adriana; Hung, Ken - In: Ekonomický časopis : časopis pre ekonomickú … 66 (2018) 5, pp. 522-537
Persistent link: https://www.econbiz.de/10012152810