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Foreign investment, regulation, volatility spillovers between the futures and spot markets: evidence from Taiwan

Kuo, Wen-Hsiu; Hsu, Hsinan; Chiang, Min-Hsien - In: Applied financial economics 18 (2008) 5, pp. 421

Persistent link: https://www.econbiz.de/10007994266

Foreign investment, regulation, volatility spillovers between the futures and spot markets: evidence from Taiwan

Kuo, Wen-Hsiu; Hsu, Hsinan; Chiang, Min-Hsien - In: Applied financial economics 18 (2008) 4-6, pp. 421-430

Persistent link: https://www.econbiz.de/10008043180

A new choice of dynamic asset management: the variable proportion portfolio insurance

Lee, Huai-I.; Chiang, Min-Hsien; Hsu, Hsinan - In: Applied economics 40 (2008) 16-18, pp. 2135-2146

Persistent link: https://www.econbiz.de/10008114570

A new choice of dynamic asset management: the variable proportion portfolio insurance

Lee, Huai-I.; Chiang, Min-Hsien; Hsu, Hsinan - In: Applied economics 40 (2008) 16, pp. 2135-2147

Persistent link: https://www.econbiz.de/10008931849

Regime switching cointegration tests for the Asian stock index futures: evidence for MSCI Taiwan, Nikkei 225, Hong Kong Hang-Seng, and SGX Straits Times indices

Chiang, Min-Hsien; Wang, Jo-Yu - In: Applied economics 40 (2008) 3, pp. 285-294

Persistent link: https://www.econbiz.de/10008931978

Stock market momentum, business conditions, and GARCH option pricing models

Chiang, Min-Hsien; Huang, Hsin-Yi - In: Journal of empirical finance 18 (2011) 3, pp. 488-506

Persistent link: https://www.econbiz.de/10009030615

Liquidity Provision of Limit Order Trading in the Futures Market Under Bull and Bear Markets

Chiang, Min-Hsien; Lin, Tsai-Yin; Yu, Chih-Hsienjerry - In: Journal of business finance & accounting : JBFA 36 (2009) 7, pp. 1007-1038

Persistent link: https://www.econbiz.de/10008314759

Volatility contagion: A range-based volatility approach

Chiang, Min-Hsien; Wang, Li-Min - In: Journal of econometrics 165 (2011) 2, pp. 175-190

Persistent link: https://www.econbiz.de/10009806615

International R&D Spillovers : An Application of Estimation and Inference in Panel Cointegration

Kao, Chihwa; Chiang, Min-Hsien; Chen, Bangtian - 2011

In this paper, we apply the asymptotic theory of panel cointegration developed by Kao and Chiang (1997) to Coe and Helpman's (1995) international R&D spillovers regression. The OLS with bias-correction, the fully-modified (FM) and the dynamic OLS (DOLS) estimations produce different predictions...

Persistent link: https://www.econbiz.de/10014183549

On the Estimation and Inference of a Cointegrated Regression in Panel Data

Kao, Chihwa - 2011

The main contribution of this paper is to add to the literature by suggesting a dynamic OLS (DOLS) estimator and providing a serious comparison of the finite sample properties of the OLS, fully modified OLS (FMOLS), and DOLS estimators in panel cointegrated regression models. Monte Carlo results...

Persistent link: https://www.econbiz.de/10013127238