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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
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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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Testing for bubbles in the BRICS stock markets
Chang, Tsangyao; Gil-Alaña, Luis A.; Aye, Goodness C.; … - In: Journal of economic studies 43 (2016) 4, pp. 646-660
Persistent link: https://www.econbiz.de/10011692406
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Equity diversification in two Chinese share markets : nonparametric cointegration test
Chang, Tsangyao; Zhang, Yichun; Tzeng, Han-Wen - In: International journal of economics 11 (2017) 1, pp. 1-7
Persistent link: https://www.econbiz.de/10011708554
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Uncovering the interrelationship between the U.S. stock and housing markets : a bootstrap rolling window Granger causality approach
Chang, Tsangyao; Tsai, Su-Ling; Haga, Kai Yin Allison - In: Applied economics 49 (2017) 58, pp. 5841-5848
Persistent link: https://www.econbiz.de/10011845819
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Long-run gains from international equity diversification : Taiwan's evidence, 1995 - 2001
Neih, Chien-chung; Chang, Tsangyao - In: Journal of economic integration 18 (2003) 3, pp. 530-544
Persistent link: https://www.econbiz.de/10001789263
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The co-movement and causality between the US real estate and stock markets in the time and frequency domains
Chang, Tsangyao; Li, Xiao-Lin; Miller, Stephen M.; … - 2013
Persistent link: https://www.econbiz.de/10010344588
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Rational bubbles in the US stock market? : further evidence from a nonparametric cointegration test
Chang, Tsangyao; Chiu, Chi-chen; Nieh, Chien-chung - In: Applied economics letters 14 (2007) 7/9, pp. 517-521
Persistent link: https://www.econbiz.de/10003512167
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Nonlinear short-run adjustments in US stock market returns
Chang, Tsangyao; Yang, Ming Jing; Nieh, Chien-chung; … - In: Applied financial economics 18 (2008) 13/15, pp. 1075-1083
Persistent link: https://www.econbiz.de/10003752945