Similar Search Results

The impact of unexpected macro-disturbances on exchange rates in monetary models

Chiang, Thomas C. - In: The quarterly review of economics and business : … 25 (1985) 2, pp. 49-59

Persistent link: https://www.econbiz.de/10001998707

Cross-sectional return dispersions and risk in global equity markets

Chiang, Thomas C. - In: Stock market volatility, (pp. 361-376). 2009

Persistent link: https://www.econbiz.de/10003830590

Time series dynamics of short-term interest rates : evidence from Eurocurrency markets

Chiang, Thomas C. - In: Journal of international financial markets, … 7 (1997) 3, pp. 201-220

Persistent link: https://www.econbiz.de/10001238421

International asset pricing and equity market risk

Chiang, Thomas C. - In: Journal of international money and finance 10 (1991) 3, pp. 349-364

Persistent link: https://www.econbiz.de/10001110872

The forward rate as a predictor of the future spot rate : a stochastic coefficient approach

Chiang, Thomas C. - In: Journal of money, credit and banking : JMCB 20 (1988) 2, pp. 212-232

Persistent link: https://www.econbiz.de/10001051964

Empirical analysis on the predictors of future spot rates

Chiang, Thomas C. - In: The journal of financial research 9 (1986) 2, pp. 153-162

Persistent link: https://www.econbiz.de/10001019913

Empirical analysis of economic policy uncertainty and stock returns in Asian markets

Chiang, Thomas C. - In: Advances in Pacific Basin business, economics, and finance 7 (2019), pp. 63-87

Persistent link: https://www.econbiz.de/10012582246

Spillovers of US market volatility and monetary policy uncertainty to global stock markets

Chiang, Thomas C. - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-18

Persistent link: https://www.econbiz.de/10013187644

Economic policy uncertainty, risk and stock returns : evidence from G7 stock markets

Chiang, Thomas C. - In: Finance research letters 29 (2019), pp. 41-49

Persistent link: https://www.econbiz.de/10012417704

Risk and policy uncertainty on stock-bond return correlations : evidence from the US markets

Chiang, Thomas C. - In: Risks : open access journal 8 (2020) 2/58, pp. 1-16

This paper investigates dynamic correlations of stock-bond returns for different stock indices and bond maturities. Evidence in the US shows that stock-bond relations are time-varying and display a negative trend. The stock-bond correlations are negatively correlated with implied volatilities in...

Persistent link: https://www.econbiz.de/10012292914

1
2
3
4
5
6
7
8
9
10
Next
Last