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Time series dynamics of short-term interest rates : evidence from Eurocurrency markets

Chiang, Thomas C. - In: Journal of international financial markets, … 7 (1997) 3, pp. 201-220

Persistent link: https://www.econbiz.de/10001238421

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

An empirical analysis of herd behavior in global stock markets

Chiang, Thomas C.; Zheng, Dazhi - In: Journal of banking & finance 34 (2010) 8, pp. 1911-1921

Persistent link: https://www.econbiz.de/10008665550

The intertemporal risk-return relationship : evidence from international markets

Chiang, Thomas C.; Li, Huimin; Zheng, Dazhi - In: Journal of international financial markets, … 39 (2015), pp. 156-180

Persistent link: https://www.econbiz.de/10011475720

Liquidity and stock returns : evidence from international markets

Chiang, Thomas C.; Zheng, Dazhi - In: Global finance journal 27 (2015), pp. 73-97

Persistent link: https://www.econbiz.de/10011478050

Empirical analysis of short-term Eurocurrency rates : evidence from a transfer function error correction model

Chiang, Thomas C. - In: Journal of economics & business 47 (1995) 4, pp. 335-351

Persistent link: https://www.econbiz.de/10001191276

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

Evolution of the Trans-Atlantic exchange rate before and after the birth of the euro and policy implications

Chen, Heng; Fausten, Dietrich K.; Wong, Wing Keung - In: Applied economics 43 (2011) 16/18, pp. 1965-1977

Persistent link: https://www.econbiz.de/10009380151

Could the global financial crisis improve the performance of the G7 stocks markets?

Vieito, João Paulo; Wong, Wing Keung; Zhu, Zhen-Zhen - In: Applied economics 48 (2016) 10/12, pp. 1066-1080

Persistent link: https://www.econbiz.de/10011432920