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Stochastic dominance analysis of CTA funds
Hooi Hooi Lean; Fai, Phoon-kok; Wong, Wing Keung - In: Review of quantitative finance and accounting 40 (2013) 1, pp. 155-170
Persistent link: https://www.econbiz.de/10009699489
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Stochastic dominance analysis of CTA funds
Lean, Hooi Hooi; Phoon, Kok Fai; Wong, Wing-Keung - In: Review of quantitative finance and accounting 40 (2012) 1, pp. 155-170
Persistent link: https://www.econbiz.de/10010062581
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Dynamic stock-bond return correlations and financial market uncertainty
Chiang, Thomas C.; Li, Jiandong; Yang, Sheng-Yung - In: Review of quantitative finance and accounting 45 (2015) 1, pp. 59-88
Persistent link: https://www.econbiz.de/10011333137
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International asset excess returns and multivariate conditional volatilities
Chiang, Thomas C.; Yang, Sheng-Yung - In: Review of quantitative finance and accounting 24 (2005) 3, pp. 295-312
Persistent link: https://www.econbiz.de/10002851961
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Empirical analysis of stock returns and volatility : evidence from seven Asian stock markets based on TAR-GARCH model
Chiang, Thomas C.; Doong, Shuh-Chyi - In: Review of quantitative finance and accounting 17 (2001) 3, pp. 301-318
Persistent link: https://www.econbiz.de/10001748169
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Comovements between Chinese and global stock markets : evidence from aggregate and sectoral data
Chiang, Thomas C.; Lao, LanJun; Xue, Qingfeng - In: Review of quantitative finance and accounting 47 (2016) 4, pp. 1003-1042
Persistent link: https://www.econbiz.de/10011595781
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Surprises, sentiments, and the expectations hypothesis of the term structure of interest rates
Chen, Cathy Yi-Hsuan; Chiang, Thomas C. - In: Review of quantitative finance and accounting 49 (2017) 1, pp. 1-28
Persistent link: https://www.econbiz.de/10011797010
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International Asset Excess Returns and Multivariate Conditional Volatilities
Chiang, Thomas C.; Yang, Sheng-Yung - In: Review of quantitative finance and accounting 24 (2005) 3, pp. 295-312
Persistent link: https://www.econbiz.de/10007150095
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Empirical Analysis of Stock Returns and Volatility: Evidence from Seven Asian Stock Markets Based on TAR-GARCH Model
Chiang, Thomas C.; Doong, Shuh-Chyi - In: Review of quantitative finance and accounting 17 (2001) 3, pp. 301
Persistent link: https://www.econbiz.de/10007171182
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On the Nonlinear Specifications of Short-Term Interest Rate Behavior: Evidence from Euro-Currency Markets
Chiang, Thomas C.; Chiang, Jeanette Jin - In: Review of quantitative finance and accounting 12 (1999) 4, pp. 351-370
Persistent link: https://www.econbiz.de/10007186811