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Response asymmetries in Asian stock markets

Doong, Shuh-Chyi; Yang, Sheng-Yung; Chiang, Thomas C. - In: Review of Pacific Basin financial markets and policies 8 (2005) 4, pp. 637-657

Persistent link: https://www.econbiz.de/10003280288

Empirical analysis of real and financial volatilities on stock excess returns : evidence from Taiwan industrial data

Chiang, Thomas C.; Doong, Shuh-Chyi - In: Global finance journal 10 (1999) 2, pp. 187-200

Persistent link: https://www.econbiz.de/10001493043

Empirical analysis of real and financial volatilities on stock excess returns: evidence from Taiwan industrial data

Chiang, Thomas C.; Doong, Shuh-Chyi - In: Global Finance Journal 10 (1999) 2, pp. 187-200

Persistent link: https://www.econbiz.de/10005235165

Empirical Analysis of Real and Financial Volatilities on Stock Excess Returns: Evidence from Taiwan Industrial Data - This paper tests the relationship between stock excess returns...

Chiang, Thomas C.; Doong, Shuh-Chyi - In: Global finance journal 10 (1999) 2, pp. 187-200

Persistent link: https://www.econbiz.de/10007682312

Empirical Analysis of Stock Returns and Volatility: Evidence from Seven Asian Stock Markets Based on TAR-GARCH Model

Chiang, Thomas C.; Doong, Shuh-Chyi - In: Review of quantitative finance and accounting 17 (2001) 3, pp. 301

Persistent link: https://www.econbiz.de/10007171182

Response Asymmetries in Asian Stock Markets

Doong, Shuh-Chyi; Yang, Sheng-Yung; Chiang, Thomas C. - In: Review of Pacific Basin Financial Markets and Policies … 08 (2005) 04, pp. 637-657

This paper examines autocorrelation and cross-autocorrelation patterns for selected Asian stock returns. Special attention is given to examination of Asian stock returns and the impact on them of the past information. By employing a class of asymmetric specification of conditional mean and...

Persistent link: https://www.econbiz.de/10005047233