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Empirical analysis of interdependency and volatility among Asian stock markets

Chiang, Thomas C.; Jiang, Christine X. - In: Review of Pacific Basin financial markets and policies 1 (1998) 4, pp. 437-459

Persistent link: https://www.econbiz.de/10001382106

Risk and international parity conditions : a synthesis from consumption-based models

Chiang, Thomas C. - In: International economic journal 11 (1997) 2, pp. 73-101

Persistent link: https://www.econbiz.de/10001225297

Forecasting the treasury bill rate : a time-varying coefficient approach

Chiang, Thomas C. - In: The journal of financial research 14 (1991) 4, pp. 327-336

Persistent link: https://www.econbiz.de/10001143848

Forward rate, spot rate and risk premium : an empir. analysis

Chiang, Thomas C. - In: Weltwirtschaftliches Archiv : Zeitschrift des Instituts … 124 (1988) 1, pp. 74-88

Persistent link: https://www.econbiz.de/10001040384

Forward rate, spot rate, and market efficiency : an empir. analysis of the Japanese yen

Chiang, Thomas C. - In: Review of business and economic research : RBER ; a … 22 (1987) 2, pp. 57-67

Persistent link: https://www.econbiz.de/10001043074

What explains deviations in the unbiased expectations hypothesis? : market irrationality vs. the peso problem

Chen, Cathy Yi-Hsuan; Kuo, I.-doun; Chiang, Thomas C. - In: Journal of international financial markets, … 30 (2014), pp. 172-190

Persistent link: https://www.econbiz.de/10011293770

Empirical investigation of changes in policy uncertainty on stock returns : evidence from China's market

Chen, Xiaoyu; Chiang, Thomas C. - In: Research in international business and finance 53 (2020), pp. 1-19

Persistent link: https://www.econbiz.de/10012549183

Evidence of economic policy uncertainty and COVID-19 pandemic on global stock returns

Chiang, Thomas C. - In: Journal of risk and financial management : JRFM 15 (2022) 1, pp. 1-24

This paper examines the impact of changes in economic policy uncertainty (EPU) and COVID-19 shock on stock returns. Tests of 16 global stock market indices, using monthly data from January 1990 to August 2021, suggest a negative relation between the stock return and a country’s EPU. Evidence...

Persistent link: https://www.econbiz.de/10012813880

Stock returns and economic forces : an empirical investigation of Chinese markets

Chen, Xiaoyu; Chiang, Thomas C. - In: Global finance journal 30 (2016), pp. 45-65

Persistent link: https://www.econbiz.de/10011714620

Empirical finance of financial institutions and market behavior

Chiang, Thomas C.; Yu, Min-Teh - In: International review of economics & finance : IREF 43 (2016), pp. 1-2

Persistent link: https://www.econbiz.de/10011625512