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The co-movement and causality between the U.S. housing and stock markets in the time and frequency domains

Li, Xiao-Lin; Chang, Tsangyao; Miller, Stephen M.; … - In: International review of economics & finance : IREF 38 (2015), pp. 220-233

Persistent link: https://www.econbiz.de/10011572379

Testing for bubbles in the BRICS stock markets

Chang, Tsangyao; Gil-Alaña, Luis A.; Aye, Goodness C.; … - In: Journal of economic studies 43 (2016) 4, pp. 646-660

Persistent link: https://www.econbiz.de/10011692406

Are there housing bubbles in South Africa? : evidence from SPSM-based panel KSS test with a Fourier function

Chang, Tsangyao; Liu, Wen-Chi; Aye, Goodness C.; Gupta, … - In: Global business & economics review 18 (2016) 5, pp. 517-532

Persistent link: https://www.econbiz.de/10011665420

The relationship between commodity markets and commodity mutual funds : a wavelet-based analysis

Antonakakis, Nikolaos; Chang, Tsangyao; Cuñado … - In: Finance research letters 24 (2018), pp. 1-9

Persistent link: https://www.econbiz.de/10011982439

Predicting stock market movements with a time-varying consumption-aggregate wealth ratio

Chang, Tsangyao; Gupta, Rangan; Majumdar, Anandamayee; … - In: International review of economics & finance : IREF 59 (2019), pp. 458-467

Persistent link: https://www.econbiz.de/10012203261

The nexus between military expenditures and economic growth in the BRICS and the US : an empirical note

Zhong, Ming; Chang, Tsangyao; Goswami, Samrat; Gupta, Rangan - In: Defence and peace economics 28 (2017) 5, pp. 609-620

Persistent link: https://www.econbiz.de/10011765303

The relationship between population growth and standard-of-living growth over 1870-2013 : evidence from a bootstrapped panel Granger causality test

Chang, Tsangyao; Chu, Hsiao-ping; Deale, Frederick W.; … - In: Empirica : journal of european economics 44 (2017) 1, pp. 175-201

Persistent link: https://www.econbiz.de/10011741349

The Feldstein-Horioka puzzle in South Africa : a fractional cointegration approach

Gil-Alaña, Luis A.; André, Christophe; Gupta, Rangan; … - In: The journal of international trade & economic development 25 (2016) 7/8, pp. 978-991

Persistent link: https://www.econbiz.de/10011709722

Current account sustainability in G7 and BRICS : evidence from a long-memory model with structural breaks

André, Christophe; Balcilar, Mehmet; Chang, Tsangyao; … - In: The journal of international trade & economic development 27 (2018) 5/6, pp. 638-654

Persistent link: https://www.econbiz.de/10011897008

Testing the efficiency of the wine market using unit root tests with sharp and smooth breaks

Bouri, Elie; Chang, Tsangyao; Gupta, Rangan - In: Wine Economics and Policy 6 (2017) 2, pp. 80-87

This paper examines the efficient market hypothesis for the wine market using a novel unit root test while accounting for sharp shifts and smooth breaks in the monthly data. We find evidence of structural shifts and nonlinearity in the wine indices. Contrary to the results from conventional...

Persistent link: https://www.econbiz.de/10011868262