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The effects and applicability of financial media reports on corporate default ratings

Lu, Yang-cheng; Wei, Yu-Chen; Chang, Tsangyao - In: International review of economics & finance : IREF 36 (2015), pp. 69-87

Persistent link: https://www.econbiz.de/10011535647

An Empirical Note on Testing the Cointegration Relationship Between the Real Estate and Stock Markets in Taiwan

Chang, Tsangyao; Wei, Yu-Chen; Lu, Yang-Cheng - In: Economics Bulletin 3 (2007) 45, pp. 1-11

This note studies the long-run relationship between real estate and stock markets in the Taiwan context over the 1986Q3 to 2006Q4 period, using standard cointegration test of Johansen and Juselius (1990) and that of Engle-Granger (1987) as well as the fractional cointegration test of Geweke and...

Persistent link: https://www.econbiz.de/10005416825

An Empirical Note on Testing the Cointegration Relationship Between the Real Estate and Stock Markets in Taiwan

Chang, Tsangyao; Wei, Yu-Chen; Lu, Yang-Cheng - In: Economics Bulletin 3 (2007) 45, pp. 1-11

Persistent link: https://www.econbiz.de/10011208206

Nonlinear adjustment to purchasing power parity in transition countries : the ADL test for threshold cointegration

Lu, Yang-cheng; Chang, Tsangyao; Lee, Chia-hao - In: Applied economics letters 19 (2012) 7/9, pp. 629-633

Persistent link: https://www.econbiz.de/10009630585

Revisiting purchasing power parity for 16 Latin American countries : panel SURADF tests

Lu, Yang-cheng; Chang, Tsangyao; Chiu, Chi-chen; Tzeng, … - In: Applied economics letters 18 (2011) 1/3, pp. 251-255

Persistent link: https://www.econbiz.de/10009230079

Revisiting purchasing power parity for major oil-exporting countries using panel SURADF tests

Chang, Tsangyao; Lu, Yang-cheng; Liu, Wen-chi; Kang, … - In: Applied economics letters 18 (2011) 1/3, pp. 63-67

Persistent link: https://www.econbiz.de/10009230321

Long-run purchasing power parity with asymmetric adjustment : further evidence from China

Lu, Yang-cheng; Chang, Tsangyao - In: Applied economics letters 18 (2011) 7/9, pp. 881-886

Persistent link: https://www.econbiz.de/10009230810

Long-run purchasing power parity with asymmetric adjustment : further evidence from African countries

Chang, Tsangyao; Lu, Yang-cheng; Tang, De-piao; Liu, Wen-chi - In: Applied economics 43 (2011) 1/3, pp. 231-242

Persistent link: https://www.econbiz.de/10009011188

Revisiting purchasing power parity for G-7 countries using nonparametric rank test for cointegration

Chang, Tsangyao; Lee, Kuei-chiu; Lu, Yang-cheng; Pan, … - In: Applied economics letters 18 (2011) 16/18, pp. 1795-1800

Persistent link: https://www.econbiz.de/10009383281

An empirical test of the purchasing power parity for transition economies : panel SURADF tests

Lu, Yang-cheng; Chang, Tsangyao; Lee, Kuei-chiu; Tzeng, … - In: Applied economics letters 18 (2011) 16/18, pp. 1691-1696

Persistent link: https://www.econbiz.de/10009383368