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Four types of tail dependence structures between U.S. dollar index and S&P 500 stock returns : 1990-2019
Chang, Kuang-Liang; Lee, Chingnun; He, Chi-Wei - In: Applied economics letters 30 (2023) 16, pp. 2189-2194
Persistent link: https://www.econbiz.de/10014364640
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Fractional cointegration analysis of purchasing power parity between Taiwan and major industrial countries
Lee, Chingnun - In: Prospects for development in the Asia-Pacific area : …, (pp. 197-211). 2000
Persistent link: https://www.econbiz.de/10001678650
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Can dividend yields out-predict UK stock returns without short rates?
Wu, Jyh-lin; Hu, Yu-hau; Lee, Chingnun - In: The Manchester School 79 (2011) 6, pp. 1179-1196
Persistent link: https://www.econbiz.de/10009380878
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How close a relationship does a capital market have with other such markets? : the case of Taiwan from the Asian financial Crisis
Lee, Chingnun; Shie, Fu-shuen; Chang, Chiao-yi - In: Pacific-Basin finance journal 20 (2012) 3, pp. 349-362
Persistent link: https://www.econbiz.de/10009532262
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Random walk in the MIST
Yang, Ginny Ju-Ann; Lee, Chingnun; Lee, Chen Hsun - In: Journal of Asia Pacific business 16 (2015) 2, pp. 92-104
Persistent link: https://www.econbiz.de/10011289924
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How close a relationship does a capital market have with other markets? : a reexamination based on the equal variance test
Yang, Lixiong; Lee, Chingnun; Shie, Fu-shuen - In: Pacific-Basin finance journal 26 (2014), pp. 198-226
Persistent link: https://www.econbiz.de/10010498742
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A re-examination on dissecting the purchasing power parity puzzle
Wu, Jyh-lin; Lee, Chingnun; Wang, Tzu-Wei - In: Journal of international money and finance 30 (2011) 3, pp. 572-586
Persistent link: https://www.econbiz.de/10009268824
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A simple panel unit-root test with smooth breaks in the presence of a multifactor error structure
Lee, Chingnun; Wu, Jyh-lin; Yang, Lixiong - In: Oxford bulletin of economics and statistics 78 (2016) 3, pp. 365-393
Persistent link: https://www.econbiz.de/10011494823
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Fractional integration and the Phillips-Perron test
Lee, Chingnun; Shie, Fu-shuen - In: Jingji-lunwen 32 (2004) 2, pp. 273-312
Persistent link: https://www.econbiz.de/10002587064
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Panel kink threshold regression model with a covariate-dependent threshold
Yang, Lixiong; Zhang, Chunli; Lee, Chingnun; Chen, I-Po - In: The econometrics journal 24 (2021) 3, pp. 462-481
Persistent link: https://www.econbiz.de/10012620718