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~isPartOf:"Finance research letters"
~person:"Chang, Kuang-Liang"
~subject:"Börsenkurs"
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Chang, Kuang-Liang
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Finance research letters
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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
Saved in:
2
Do economic policy uncertainty indices matter in joint
volatility
cycles between US and Japanese stock markets?
Chang, Kuang-Liang
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10013457481
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