Similar Search Results

Narrow search

International asset pricing and equity market risk

Chiang, Thomas C. - In: Journal of international money and finance 10 (1991) 3, pp. 349-364

Persistent link: https://www.econbiz.de/10001110872

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

International asset excess returns and multivariate conditional volatilities

Chiang, Thomas C.; Yang, Sheng-Yung - In: Review of quantitative finance and accounting 24 (2005) 3, pp. 295-312

Persistent link: https://www.econbiz.de/10002851961

Do foreign exchange risk premiums relate to the volatility in the foreign exchange and equity markets?

Jiang, Christine X.; Chiang, Thomas C. - In: Applied financial economics 10 (2000) 1, pp. 95-104

Persistent link: https://www.econbiz.de/10001525818

The monotonicity of the foreign exchange risk premium

Chiang, Thomas C. - In: Journal of international financial markets, … 3 (1993) 1, pp. 1-32

Persistent link: https://www.econbiz.de/10001165012

Evidence of economic policy uncertainty and COVID-19 pandemic on global stock returns

Chiang, Thomas C. - In: Journal of risk and financial management : JRFM 15 (2022) 1, pp. 1-24

This paper examines the impact of changes in economic policy uncertainty (EPU) and COVID-19 shock on stock returns. Tests of 16 global stock market indices, using monthly data from January 1990 to August 2021, suggest a negative relation between the stock return and a country’s EPU. Evidence...

Persistent link: https://www.econbiz.de/10012813880

Inflation risk and stock returns : evidence from US aggregate and sectoral markets

Chiang, Thomas C.; Chen, Pei-Ying - In: The North American journal of economics and finance : a … 68 (2023), pp. 1-22

Persistent link: https://www.econbiz.de/10014485580