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Forecasting consumption growth with the real term structure

Tsang, Kwok Ping - 2008

Persistent link: https://www.econbiz.de/10003840142

Home bias in currency forecasts

Chen, Yu-chin; Tsang, Kwok Ping; Tsay, Wen-jen - 2010

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What does the yield curve tell us about exchange rate predictability?

Chen, Yu-chin; Tsang, Kwok Ping - In: The review of economics and statistics 95 (2013) 1, pp. 185-205

Persistent link: https://www.econbiz.de/10009732105

What does the yield curve tell us about exchange rate predictability?

Chen, Yu-chin; Tsang, Kwok Ping - 2010

Persistent link: https://www.econbiz.de/10008934971

What does the Yield curve tell us about exchange rate predictability?

Chen, Yu-chin; Tsang, Kwok Ping - 2009

Persistent link: https://www.econbiz.de/10003840144

Frequency dependence in a real-time monetary policy rule

Ashley, Richard A.; Tsang, Kwok Ping; Verbrugge, Randal - 2014

Persistent link: https://www.econbiz.de/10010497160

Forecasting exchange rates with elliptically symmetric principal components

Solat, Karo; Tsang, Kwok Ping - In: International journal of forecasting 37 (2021) 3, pp. 1085-1091

Persistent link: https://www.econbiz.de/10012794807

What cycles? : data detrending in DSGE models

Sun, Xiaojin; Tsang, Kwok Ping - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 23 (2019) 3, pp. 1-23

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Large price movements in housing markets

Sun, Xiaojin; Tsang, Kwok Ping - In: Journal of economic behavior & organization : JEBO 163 (2019), pp. 1-23

Persistent link: https://www.econbiz.de/10012144965

What Does the Yield Curve Tell Us About Exchange Rate Predictability?

Chen, Yu-Chin - 2010

This paper uses information contained in the cross-country yield curves to test the asset-pricing approach to exchange rate determination, which models the nominal exchange rate as the discounted present value of its expected future fundamentals. Since the term structure of interest rates...

Persistent link: https://www.econbiz.de/10013134797