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Arbitrage behaviour in the exchange rates of Taiwan and Japan : applying the smooth transition vector error correction model with GJR-GARCH and spillover volatility

Lee, Yen-Hsien; Chiu, Chien-liang - In: Applied economics 43 (2011) 13/15, pp. 1935-1943

Persistent link: https://www.econbiz.de/10009240247

An empirical analysis of nonlinear dynamics relationship between the United States and Taiwan stock markets

Lee, Yen-Hsien - In: Zagreb international review of economics & business 15 (2012) 1, pp. 89-101

Persistent link: https://www.econbiz.de/10010236568

Revisiting the term of interest rates: evidence from USA

Kuo, Pao-Lan; Chiu, Chien-Liang; Chang, Tsangyao; Wang, … - In: The empirical economics letters : a monthly … 18 (2019) 11, pp. 1141-1150

Persistent link: https://www.econbiz.de/10012372785

Does housing boom lead to credit boom or is it the other way around? : the case of China

Shen, Chung-hua; Lee, Yen-Hsien; Wu, Meng-Wen; Guo, Na - In: International review of economics & finance : IREF 42 (2016), pp. 349-367

Persistent link: https://www.econbiz.de/10011625154

Nonlinear short-run adjustments between house and stock prices in emerging Asian regions

Fang, Hao; Lee, Yen-Hsien; Chang, William S. - In: Panoeconomicus 65 (2018) 1, pp. 37-63

Persistent link: https://www.econbiz.de/10011894526

The Asymmetric Long-Run Relationship between Crude Oil and Gold Futures

Lee, Yen-Hsien; Huang, Ya-Ling; Yang, Hao-Jang - 2012

This study employs the momentum threshold error-correction model with generalized autoregressive conditional heteroskedasticity to investigate asymmetric cointegration and causal relationships between West Texas Intermediate Crude Oil and gold prices in the futures market. The paper examines...

Persistent link: https://www.econbiz.de/10014176470