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Causality between stock volatility and macroeconomic volatilities in Taiwan

Chen, Yenpao - 1999

Persistent link: https://www.econbiz.de/10001506368

Testing the Long-Run Neutrality of Money:The Case of Japan, South Korea and Taiwan

Chen, Shyh-Wei; Hsu, Wen-Lin - In: Journal of Economics and Management 5 (2009) 1, pp. 1-27

This paper examines the short-run and long-run neutrality of money using methodology suggested by King and Watson (1997) on quarterly data from South Korea and Taiwan (King and Watson (1997), Testing Long-Run Neutrality, Federal Reserve Bank of Richmond Economic Quarterly, 83(3), 69-103). A body...

Persistent link: https://www.econbiz.de/10008555932

Social Welfare Expenditure, Human Capital, and Economic Growth: Evidence from Taiwan

Lee, Chien-Chiang; Chang, Chun-Ping - In: Journal of Economics and Management 3 (2007) 2, pp. 225-247

Can extending social welfare expenditures promote economic growth? This issue has been discussed extensively, with some research pointing to net benefits while others find a net negative impact. Insight can be gained by careful analysis of several sub-questions. For example, for two countries...

Persistent link: https://www.econbiz.de/10008555977

持有成本与期货最优套期保值 (The Cost of Carry and the Optimal Hedge in Futures Market)

Chen, Deng-Ta - 2018

statistical games back to its original financial nature of derivatives pricing. Thus the estimation of hedge ratio is simplified …

Persistent link: https://www.econbiz.de/10012930120

中国城投债风险溢价的及时性度量与预测 : 基于高维适应性算法的构建分析 (The Real-Time Measuring and Forecasting of the Chinese Chengtou Bond Risk Premia —Based on the Method of High-Dimensional Adaptive Algorithm )...

Li, Xinjue; Niu Linlin, Xia Hongyu - 2021

bonds are the provinces with higher risk premia, or the provinces with greater volatility of risk premia, or the provinces … are not obvious in the provinces with lower risk premia, lower volatility of risk premia and less issued Chengtou bonds …, in the process of managing the Chengtou bonds, the government needs to focus on the provinces with high volatility of …

Persistent link: https://www.econbiz.de/10013231839