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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

Testing for Multiple Bubbles in the BRICS Stock Markets

Chang, Tsangyao; Aye, Goodness C.; Gupta, Rangan - Institut de Préparation à l'Administration et à la … - 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/10010891074

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

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

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

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, … - Institut de Préparation à l'Administration et à la … - 2013

This study applies bootstrap panel causality, proposed by Kónya (2006), to investigate causal link between 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/10011161637

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

Purchasing power parity for 15 Latin American countries : panel SURKSS test with a Fourier function

Huizhen, He; Chou, Ming Che; Chang, Tsangyao - In: Economic modelling 36 (2014), pp. 37-43

Persistent link: https://www.econbiz.de/10010412038

Flexible Fourier unit root test of unemployment for PIIGS countries

Cheng, Shu-ching; Wu, Tsung-pao; Lee, Kuei-chiu; Chang, … - In: Economic modelling 36 (2014), pp. 142-148

Persistent link: https://www.econbiz.de/10010412419

Asymmetric causality using frequency domain and time-frequency domain (wavelet) approaches

Bahmani-Oskooee, Mohsen; Chang, Tsangyao; Ranjbar, Omid - In: Economic modelling 56 (2016), pp. 66-78

Persistent link: https://www.econbiz.de/10011645993