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Tsai, I-Chun - In: Journal of international financial markets, … 57 (2018), pp. 248-260

Persistent link: https://www.econbiz.de/10012127632

Volatility clustering, leverage, size, or contagion effects : the fluctuations of Asian real estate investment trust returns

Tsai, I-Chun - In: Journal of Asian economics 27 (2013), pp. 18-32

Persistent link: https://www.econbiz.de/10010190282

The source of global stock market risk : a viewpoint of economic policy uncertainty

Tsai, I-Chun - In: Economic modelling 60 (2017), pp. 122-131

Persistent link: https://www.econbiz.de/10011734183

Dynamic information transfer in the United States housing and stock markets

Tsai, I-Chun - In: The North American journal of economics and finance : a … 34 (2015), pp. 215-230

Persistent link: https://www.econbiz.de/10011539947

Asymmetric fluctuating behavior of China's housing prices

Lin, Wen-Yuan; Tsai, I-Chun - In: China & world economy 24 (2016) 2, pp. 107-126

Persistent link: https://www.econbiz.de/10011535672

Black swan events in China's stock markets : intraday price behaviors on days of volatility

Lin, Wen-Yuan; Tsai, I-Chun - In: International review of economics & finance : IREF 59 (2019), pp. 395-411

Persistent link: https://www.econbiz.de/10012202930

Modelling house price volatility states in the UK by switching ARCH models

Tsai, I-chun; Chen, Ming-chi; Ma, Tai - In: Applied economics 42 (2010) 7/9, pp. 1145-1153

Persistent link: https://www.econbiz.de/10003991990

Another application of call options : explaining the divergence between the housing market and the rental market

Lee, Hung-Wei; Lin, Che-Chun; Tsai, I-Chun - In: Finance research letters 53 (2023), pp. 1-7

Persistent link: https://www.econbiz.de/10014472494

Do higher house prices indicate higher safety? : price volatility risk in major cities in Taiwan

Chu, Fang-Ni; Tsai, I-Chun - In: International journal of strategic property management 24 (2020) 3, pp. 165-181

Persistent link: https://www.econbiz.de/10013414851

Features of different asset types and extreme risk transmission during the COVID-19 crisis

Tsai, I-Chun - In: Financial innovation : FIN 10 (2024), pp. 1-42

Unlike the current extensive literature, which discusses which assets can avoid the risks caused by the COVID-19 pandemic, this study examines whether the char‑ acteristics of diferent assets afect the extreme risk transmission of the COVID-19 crisis. This study explores the efects of COVID-19...

Persistent link: https://www.econbiz.de/10014535431