Zobrazeno 1 - 10
of 45
pro vyhledávání: '"Kuang-Liang Chang"'
Autor:
Kuang-Liang Chang, 張光亮
92
This dissertation analyses the applications of the multivariate regime switching model to estimate the Value-at-Risk (VaR)， the portfolio allocation, and the monetary feedback rule。 In Chapter 1, we analyse the application of a switching
This dissertation analyses the applications of the multivariate regime switching model to estimate the Value-at-Risk (VaR)， the portfolio allocation, and the monetary feedback rule。 In Chapter 1, we analyse the application of a switching
Externí odkaz:
http://ndltd.ncl.edu.tw/handle/12495168632089178155
Autor:
Kuang-Liang Chang
Thesis (Ph.D.)--National Taiwan University Graduate Institute of Economics
Non-Latin script record. Includes bibliographical references
Non-Latin script record. Includes bibliographical references
Autor:
Kuang-Liang Chang
Publikováno v:
Applied Economics. 55:1234-1246
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::eddcdcc3e4d9fa33165ae5664d94864c
https://doi.org/10.1080/00036846.2022.2096870
https://doi.org/10.1080/00036846.2022.2096870
Publikováno v:
Applied Economics Letters. :1-6
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2d525e192c4e08a79443bd991f710af2
https://doi.org/10.1080/13504851.2022.2094877
https://doi.org/10.1080/13504851.2022.2094877
Publikováno v:
Applied Economics Letters. 30:478-483
This study investigates how equity portfolio flows affect the transition processes of exchange rate returns in Australia by employing a Markov-switching AR-GARCH-Jump model with time-varying transi...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::899e95129487945d74dbe707b2b2310f
https://doi.org/10.1080/13504851.2021.1994123
https://doi.org/10.1080/13504851.2021.1994123
Autor:
Kuang-Liang Chang
Publikováno v:
Journal of International Money and Finance. 133:102839
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::eeb7f1234fd37f1b9a001257f2dd7c00
https://doi.org/10.1016/j.jimonfin.2023.102839
https://doi.org/10.1016/j.jimonfin.2023.102839
Publikováno v:
Handbook of Real Estate and Macroeconomics ISBN: 9781789908497
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::16ca73ecd7f5e09e4668cfab2fcafbbc
https://doi.org/10.4337/9781789908497.00020
https://doi.org/10.4337/9781789908497.00020
Autor:
Chingnun Lee, Kuang-Liang Chang
Publikováno v:
International Review of Economics & Finance. 69:374-388
This article develops a multichain Markov switching dynamic conditional correlation ARCH model with idiosyncratic jump dynamics to investigate whether the state of the crude oil futures market can asymmetrically affect the state of the crude oil spot
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::58afaf4e9d8b8e3ce513ce3119f9ecfe
https://doi.org/10.1016/j.iref.2020.06.028
https://doi.org/10.1016/j.iref.2020.06.028
Autor:
Kuang-Liang Chang
Publikováno v:
Economic Modelling. 88:14-24
This paper investigates the relationships among the US, UK, and Canadian housing markets from two aspects: the driving forces of housing cycles and the structures of correlation coefficients in different phases of housing cycles. The results indicate
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::532fec3c32d8ba8330ebc1a5b928fb44
https://doi.org/10.1016/j.econmod.2019.09.002
https://doi.org/10.1016/j.econmod.2019.09.002
Publikováno v:
Journal of Hospitality & Tourism Research. 44:1035-1046
This article revisits the dynamic dependence between the U.S. international tourism demand and the exchange rate using a copula-based specification that features a time-varying and state-switching comovement structure. The empirical results find a st
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::156a729c89f99bf6b584261295c7391a
https://doi.org/10.1177/1096348020913084
https://doi.org/10.1177/1096348020913084