Similar Search Results

The pricing of foreign exchange risk around the Asian financial crisis : evidence from Taiwan's stock market

Chang, Yuanchen - In: Journal of multinational financial management 12 (2002) 3, pp. 223-238

Persistent link: https://www.econbiz.de/10001705981

Returns transmission, value at risk, and diversification benefits in international REITs : evidence from the financial crisis

Lu, Chiuling; Tse, Yiuman; Williams, Michael - In: Review of quantitative finance and accounting 40 (2013) 2, pp. 293-318

Persistent link: https://www.econbiz.de/10009708114

Divergent expectations and closed-end funds : evidence from the post-Asian financial crisis period

Chang, Yuanchen; Chan, Kam C.; Fok, Robert C. W. - In: Journal of emerging markets 11 (2006) 2, pp. 5-14

Persistent link: https://www.econbiz.de/10003380125

Foreign exchange intervention in Asian countries : What determine the odds of success during the credit crisis?

Chang, Mei-Ching; Suardi, Sandy; Chang, Yuanchen - In: International review of economics & finance : IREF 51 (2017), pp. 370-390

Persistent link: https://www.econbiz.de/10011754466

Returns transmission, value at risk, and diversification benefits in international REITs: evidence from the financial crisis

Lu, Chiuling; Tse, Yiuman; Williams, Michael - In: Review of Quantitative Finance and Accounting 40 (2013) 2, pp. 293-318

We examine daily cross-market return interactions and downside risk between a US REIT returns index and the return indexes of twelve international REIT markets. These relationships are investigated for a period of normal REIT market conditions as well as for periods of inflating and collapsing...

Persistent link: https://www.econbiz.de/10010867711

Use of deviations of purchasing power parity and interest rate parity to clarify the 1997 Asian financial crisis

Hung, Mao-Wei; Jan, Yin-ching - In: Review of Pacific Basin financial markets and policies 5 (2002) 2, pp. 195-218

Persistent link: https://www.econbiz.de/10001697442