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Predicting stock market movements with a time-varying consumption-aggregate wealth ratio
Chang, Tsangyao; Gupta, Rangan; Majumdar, Anandamayee; … - In: International review of economics & finance : IREF 59 (2019), pp. 458-467
Persistent link: https://www.econbiz.de/10012203261
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Stock market interactions between the BRICS and the United States : evidence from asymmetric granger causality tests in the frequency domain
Chang, Tsangyao; Ranjbar, Omid; Jooste, Charl - In: Iranian economic review : journal of University of Tehran 21 (2017) 2, pp. 297-320
Persistent link: https://www.econbiz.de/10011730696
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How oil price and exchange rate affect stock price in China using Bayesian Quantile_on_Quantile with GARCH approach
Chang, Hao Wen; Chang, Tsangyao - In: The North American journal of economics and finance : a … 64 (2023), pp. 1-10
Persistent link: https://www.econbiz.de/10014247010
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Analysis of long-run benefits from international equity diversification between Taiwan and its major European trading partners : an empirical note
Chang, Tsangyao; Nieh, Chien-chung; Wei, Ching-chun - In: Applied economics 38 (2006) 19, pp. 2277-2283
Persistent link: https://www.econbiz.de/10003385877
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Cointegrating behaviour between spot and forward exchange rates
McMillan, David G. - In: Applied financial economics 15 (2005) 16, pp. 1135-1144
Persistent link: https://www.econbiz.de/10003213501
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International equity diversification between Taiwan and its major trading partners : nonparametric cointegration test
Chang, Tsangyao; Yu, Chin-Ping - In: Economics & finance notes 6 (2017) 1, pp. 103-113
Persistent link: https://www.econbiz.de/10011773670
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Macroeconomic variables and long-term stock market performance : a panel ARDL cointegration approach for G7 countries
Humpe, Andreas; McMillan, David G. - In: Cogent economics & finance 8 (2020) 1, pp. 1-7
cointegration to estimate the long-run relationship between G7 stock prices and macroeconomic variables over the last 40 years. We …
Persistent link: https://www.econbiz.de/10013179569
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Non-linear cointegration and adjustment : an asymmetric exponential smooth-transition model for US interest rates
McMillan, David G. - In: Empirical economics : a journal of the Institute for … 35 (2008) 3, pp. 591-606
Persistent link: https://www.econbiz.de/10003776781
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Nonlinear predictability of short-run deviations in UK stock market return
McMillan, David G. - In: Economics letters 84 (2004) 2, pp. 149-154
Persistent link: https://www.econbiz.de/10002116187
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A note on the long-run benefits from international equity diversification for a Taiwan investor diversifying in the US equity market
Chang, Tsangyao; Caudill, Steven B. - In: International review of financial analysis 15 (2006) 1, pp. 57-67
Persistent link: https://www.econbiz.de/10003286076