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Dynamic correlation between stock prices and exchange rates

Lee, Chia-Hao; Doong, Shuh-Chyi; Chou, Pei-I - In: Applied Financial Economics 21 (2011) 11, pp. 789-800

This article examined the interaction between stock price and exchange rate and explored their dynamic correlation influenced by the stock market volatility. We used newly developed Smooth Transition Conditional Correlation-Generalized Autoregressive Conditional Heteroscedasticity (STCC-GARCH)...

Persistent link: https://www.econbiz.de/10009206750

Dynamic correlation between stock prices and exchange rates

Lee, Chia-Hao; Doong, Shuh-Chyi; Chou, Pei-I - In: Applied financial economics 21 (2011) 11, pp. 789-801

Persistent link: https://www.econbiz.de/10009029203

Revisiting long-run purchasing power parity with asymmetric adjustment for G-7 countries

Chang, Tsangyao; Lee, Chia-hao; Chou, Pei-i; Tang, Dai-piao - In: Japan and the world economy : international journal of … 23 (2011) 4, pp. 259-264

Persistent link: https://www.econbiz.de/10009506720

Is concentration a good idea? : evidence from active fund management

Chou, Pei-i; Lee, Chia-hao - In: Asia-Pacific financial markets 19 (2012) 1, pp. 23-41

Persistent link: https://www.econbiz.de/10009532277

Stock-based compensation and earnings management behaviors

Chen, Yu-Cheng; Lee, Chia-Hao; Chou, Pei-I - In: Review of Pacific Basin financial markets and policies 18 (2015) 2, pp. 1-33

Persistent link: https://www.econbiz.de/10011300961

Perspectives on purchasing power parity for the Middle East

Chang, Tsangayo; Lee, Chia-hao; Chou, Pei-i - In: International journal of economics 6 (2012) 1, pp. 103-110

Persistent link: https://www.econbiz.de/10009627447

Nonlinear adjustment to purchasing power parity in G-7 countries

Chang, Tsangyao; Lee, Chia-hao; Chou, Pei-i - In: Applied economics letters 19 (2012) 1/3, pp. 123-128

Persistent link: https://www.econbiz.de/10009412664

Purchasing power parity for transition countries : further evidence from panel SURADF test with a fourier function

Chang, Tsangyao; Lee, Chia-hao; Chou, Pei-i; Wang, … - In: Eastern European economics 50 (2012) 4, pp. 42-59

Persistent link: https://www.econbiz.de/10009716579

Is per capita real GDP stationary in five southeastern European countries? : Fourier unit root test

Chang, Tsangyao; Lee, Chia-hao; Chou, Pei-i - In: Empirical economics : a journal of the Institute for … 43 (2012) 3, pp. 1073-1082

Persistent link: https://www.econbiz.de/10009682802

An empirical test on the safe-haven hypothesis for East Asia countries

Lee, Chia-hao; Chou, Pei-i - In: International journal of economics 5 (2011) 1, pp. 1-9

Persistent link: https://www.econbiz.de/10009298417

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