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Cross-sectional return dispersions and risk in global equity markets

Chiang, Thomas C. - In: Stock market volatility, (pp. 361-376). 2009

Persistent link: https://www.econbiz.de/10003830590

Empirical analysis of economic policy uncertainty and stock returns in Asian markets

Chiang, Thomas C. - In: Advances in Pacific Basin business, economics, and finance 7 (2019), pp. 63-87

Persistent link: https://www.econbiz.de/10012582246

Spillovers of US market volatility and monetary policy uncertainty to global stock markets

Chiang, Thomas C. - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-18

Persistent link: https://www.econbiz.de/10013187644

Economic policy uncertainty, risk and stock returns : evidence from G7 stock markets

Chiang, Thomas C. - In: Finance research letters 29 (2019), pp. 41-49

Persistent link: https://www.econbiz.de/10012417704

Risk and policy uncertainty on stock-bond return correlations : evidence from the US markets

Chiang, Thomas C. - In: Risks : open access journal 8 (2020) 2/58, pp. 1-16

This paper investigates dynamic correlations of stock-bond returns for different stock indices and bond maturities. Evidence in the US shows that stock-bond relations are time-varying and display a negative trend. The stock-bond correlations are negatively correlated with implied volatilities in...

Persistent link: https://www.econbiz.de/10012292914

Empirical analysis of intertemporal relations between downside risks and expected returns : evidence from Asian markets

Chiang, Thomas C. - In: Research in international business and finance 47 (2019), pp. 264-278

Persistent link: https://www.econbiz.de/10012135733

Searching for assets to hedge against inflation in the U.S. market

Chiang, Thomas C. - In: Review of Pacific Basin financial markets and policies … 27 (2024) 1, pp. 1-18

Persistent link: https://www.econbiz.de/10014575253

Real stock market returns and inflation : evidence from uncertainty hypotheses

Chiang, Thomas C. - In: Finance research letters 53 (2023), pp. 1-9

Persistent link: https://www.econbiz.de/10014472359

The impact of sovereign rating changes and financial contagion on stock market returns : evidence from five Asian countries

Li, Huimin; Jeon, Bang-nam; Cho, Seong-yeon; Chiang, … - In: Global finance journal 19 (2008) 1, pp. 46-55

Persistent link: https://www.econbiz.de/10003742512

Response asymmetries in Asian stock markets

Doong, Shuh-Chyi; Yang, Sheng-Yung; Chiang, Thomas C. - In: Review of Pacific Basin financial markets and policies 8 (2005) 4, pp. 637-657

Persistent link: https://www.econbiz.de/10003280288