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Co-movement and causality between nominal exchange rates and interest rate differentials in BRICS countries : a wavelet analysis
Si, Dengkui; Li, Xiao-Lin; Chang, Tsangyao; Bai, Lu - In: Romanian journal of economic forecasting 21 (2018) 1, pp. 5-19
Persistent link: https://www.econbiz.de/10012019810
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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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Are there bubbles in Chinese RMB-dollar exchange rate? : evidence from generalized sup ADF tests
Jiang, Chun; Wang, Yi; Chang, Tsangyao; Su, Chi-Wei - In: Applied economics 47 (2015) 55/57, pp. 6120-6135
Persistent link: https://www.econbiz.de/10011381037
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Purchasing power parity in emerging markets : a panel stationary test with both sharp and smooth breaks
Bahmani-Oskooee, Mohsen; Chang, Tsangyao; Lee, Kuei-Chiu - In: Economic systems 40 (2016) 3, pp. 453-460
Persistent link: https://www.econbiz.de/10011668458
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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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Asymmetric causality using frequency domain and time-frequency domain (wavelet) approaches
Bahmani-Oskooee, Mohsen; Chang, Tsangyao; Ranjbar, Omid - In: Economic modelling 56 (2016), pp. 66-78
Persistent link: https://www.econbiz.de/10011645993
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Revisit the impact of exchange rate on stock market returns during the pandemic period
Chang, Hao Wen; Chang, Tsangyao; Wang, Mei-Chih - In: The North American journal of economics and finance : a … 70 (2024), pp. 1-10
Persistent link: https://www.econbiz.de/10014492011
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Tax-and-spend, spend-and-tax, or fiscal synchronization : new evidence for ten countries
Chang, Tsangyao; Liu, Wen Rong; Caudill, Steven B. - In: Applied economics 34 (2002) 12, pp. 1553-1561
Persistent link: https://www.econbiz.de/10001688000
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Dynamic correlations in bond markets between US and emerging countries
Yeh, Chun-Chieh; Chiu, Chien-Liang; Chang, Tsangyao - In: Applied economics letters 28 (2021) 16, pp. 1371-1376
Persistent link: https://www.econbiz.de/10012609680
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The Non-Linear Dynamic Relationship between Exchange Rates and Macroeconomic Fundamentals in G-7 Countries
Lee, Chien-Chiang; Chang, Tsangyao; Lee, Chi-Chuan; … - In: Journal of Economics and Management 6 (2010) 2, pp. 203-228
This paper explores the long-run and causality relationship between the exchange rate and macroeconomic fundamentals in G-7 countries, employing recently developed tests for the linear cointegration provided by Johansen (1988), the non-parametric cointegration method provided by Bierens (1997),...
Persistent link: https://www.econbiz.de/10008492963