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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

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

Global stock market prices response to uncertainty changes in U.S. monetary and fiscal policies

Chiang, Thomas C. - In: Emerging market finance : new challenges and opportunities, (pp. 131-147). 2020

Persistent link: https://www.econbiz.de/10012319675

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

Stock prices and merger movements : interactive relations

Clark, John James - In: Weltwirtschaftliches Archiv : Zeitschrift des Instituts … 124 (1988) 2, pp. 287-300

Persistent link: https://www.econbiz.de/10001045383

Country-fund discounts and risk : evidence from stock market volatility and macroeconomic volatility

Chiang, Thomas C.; Kim, Doseong; Lee, Euiseong - In: Journal of economics & business 58 (2006) 4, pp. 303-322

Persistent link: https://www.econbiz.de/10003344333

Symmetric and asymmetric US sector return volatilities in presence of oil, financial and economic risks

Hammoudeh, Shawkat; Yuan, Yuan; Chiang, Thomas C.; … - In: Energy policy 38 (2010) 8, pp. 3922-3932

Persistent link: https://www.econbiz.de/10008654628

Positive-fedback trading activity and momentum profits

Shi, Jian; Chiang, Thomas C.; Liang, Xiaoli - In: Managerial finance 38 (2012) 5, pp. 506-529

Persistent link: https://www.econbiz.de/10009559715

On country-fund price behavior : an empirical analysis of cointegrating factors

Chiang, Thomas C.; Kim, Doseong - In: Advances in financial planning and forecasting 11 (2003), pp. 85-112

Persistent link: https://www.econbiz.de/10001762170

Asymmetrical reaction to US stock-return news : evidence from major stocks markets based on a double-threshold model

Chen, Cathy W. S.; Chiang, Thomas C.; So, Mike Ka-pui - In: Journal of economics & business 55 (2003) 5/6, pp. 487-502

Persistent link: https://www.econbiz.de/10001804355