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Asset pricing model without consumption data : an empirical study of Pacific Basin equity markets
Chou, Peter Shyan-rong; Hung, Mao-Wei; Jan, Yin-ching - In: International journal of business 4 (1999) 2, pp. 1-21
Persistent link: https://www.econbiz.de/10001445573
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Pacific Basin stock markets and international capital asset pricing
Jan, Yin-Ching; Chou, Peter Shyan-rong; Hung, Mao-Wei - In: Global finance journal 11 (2000) 1/2, pp. 1-16
Persistent link: https://www.econbiz.de/10001545834
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The world price of exchange risk in the Pacific Basin equity markets
Chou, Peter Shyan-Rong; Jan, Yin-Ching; Hung, Mao-Wei - In: Applied Financial Economics 12 (2002) 5, pp. 361-370
This paper investigates whether the foreign exchange risk is priced in the Pacific Basin equity markets. The test was performed in the conditional version which allows the world prices of market risk and exchange risk to vary over time. Being parsimonious, a principal component analysis is taken...
Persistent link: https://www.econbiz.de/10009206925
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Pacific Basin stock markets and international capital asset pricing
Jan, Yin-Ching; Chou, Peter Shyan-Rong; Hung, Mao-Wei - In: Global Finance Journal 11 (2000) 1-2, pp. 1-16
Persistent link: https://www.econbiz.de/10005235244
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Pacific Basin Stock Markets and International Capital Asset Pricing Model - In this paper, we follow Harvey (1991) to investigate whether rates of return on Pacific Basin stock mar...
Jan, Yin-Ching; Chou, Peter Shyan-Rong; Hung, Mao-Wei - In: Global finance journal 11 (2000) 1-2, pp. 1-16
Persistent link: https://www.econbiz.de/10007673736
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Use of deviations of purchasing power parity and interest rate parity to clarify the 1997 Asian financial crisis
Hung, Mao-Wei; Jan, Yin-ching - In: Review of Pacific Basin financial markets and policies 5 (2002) 2, pp. 195-218
Persistent link: https://www.econbiz.de/10001697442
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The world price of exchange risk in the Pacific Basin equity markets
Chou, Peter Shyan-Rong; Yin-Ching, Jan; Hung, Mao-Wei - In: Applied financial economics 12 (2002) 5, pp. 361-370
Persistent link: https://www.econbiz.de/10007664197
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The interaction between nonexpected utility and asymmetric market fundamentals
Hung, Mao-Wei - In: The journal of finance : the journal of the American … 49 (1994) 1, pp. 325-343
Persistent link: https://www.econbiz.de/10001169029
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The impact of the EMS on exchange rate predictability
Errunza, Vihang R. - In: Journal of multinational financial management 2 (1993) 3, pp. 73-94
Persistent link: https://www.econbiz.de/10001150043
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Regulations, lender identity and bank loan pricing
Chen, Andrew H. - In: Pacific-Basin finance journal 4 (1996) 1, pp. 1-14
Persistent link: https://www.econbiz.de/10001204439