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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

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 causal relationship between house prices and growth in the nine provinces of South Africa : evidence from panel - Granger causality tests

Chang, Tsangyao; Simo-Kengne, Beatrice D.; Gupta, Rangan - In: International journal of sustainable economy 6 (2014) 4, pp. 345-358

Persistent link: https://www.econbiz.de/10011311387

Are house prices in South Africa really nonstationary? : evidence from SPSM-based panel KSS test with a Fourier function

Chang, Tsangyao; Wu, Tsung-Pao; Gupta, Rangan - In: Applied economics 47 (2015) 1/3, pp. 32-53

Persistent link: https://www.econbiz.de/10010463953

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

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

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

Causal relationship between asset prices and output in the United States : evidence from the state-level panel granger causality test

Emirmahmutoglu, Furkan; Bacilar, Mehmet; Apergēs, Nikolaos - In: Regional studies 50 (2016) 10, pp. 1728-1741

Persistent link: https://www.econbiz.de/10011710601

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

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