Zobrazeno 1 - 10
of 16
pro vyhledávání: '"Ya‐Kai Chang"'
Autor:
Ya-Kai Chang, 張雅凱
94
This paper applies the Quantile Regressions (QR) approach developed by Koenker and Basset (1978) to examine the asymmetric effect of financial intermediary development on economic growth at each quantile of conditional growth distribution. In
This paper applies the Quantile Regressions (QR) approach developed by Koenker and Basset (1978) to examine the asymmetric effect of financial intermediary development on economic growth at each quantile of conditional growth distribution. In
Externí odkaz:
http://ndltd.ncl.edu.tw/handle/04683546179613974775
Publikováno v:
International Review of Economics & Finance. 82:177-193
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6bba7aa380102a700978fded694b496d
https://doi.org/10.1016/j.iref.2022.06.013
https://doi.org/10.1016/j.iref.2022.06.013
Autor:
Ya‐Kai Chang, Robin K. Chou
Publikováno v:
Journal of Futures Markets. 42:1837-1855
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3557cf2ac7aa51b78c3f6f17a7b82abc
https://doi.org/10.1002/fut.22362
https://doi.org/10.1002/fut.22362
Publikováno v:
Journal of Futures Markets. 41:926-948
We investigate the contributions of the Taiwan regular and mini index futures to price discovery. We find that the regular futures provide more price discovery, which is inconsistent with the findings for the US futures markets. This dominance of reg
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c0d0077a8887d4d905a377359a5cbe9d
https://doi.org/10.1002/fut.22192
https://doi.org/10.1002/fut.22192
Publikováno v:
Journal of Futures Markets. 40:308-328
This study investigates the effects of switching to a closing continuous trading (CCT) on market quality, while considering the trading behaviors of different types of traders. Investors become more patient in the period preceding the last trading ph
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1b7505c2c3fd24b66321cb0033876c03
https://doi.org/10.1002/fut.22081
https://doi.org/10.1002/fut.22081
Autor:
Ya-Kai Chang, Chi-Chun Yang
Publikováno v:
Sustainability, Vol 12, Iss 5960, p 5960 (2020)
Sustainability
Volume 12
Issue 15
Sustainability
Volume 12
Issue 15
This study uses the quantile regression method developed by Koenker and Bassett (1978) to examine the asymmetric effect of financial intermediary development on economic growth in low- and high-income countries. A three-sector neoclassical growth mod
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::4330289bec48245a13b5c0e19755fc43
https://www.mdpi.com/2071-1050/12/15/5960
https://www.mdpi.com/2071-1050/12/15/5960
Autor:
Ya-Kai Chang, Yu-Lun Chen
Publikováno v:
International Review of Financial Analysis. 42:358-367
This article investigates the impact of the trading positions of hedgers (i.e., producers, merchants, processors, or users of a commodity), speculators (i.e., commodity pool operators, trading advisors, or hedge funds), and swap dealers on the price
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2761806ed487ebf66dd8367b3e869a16
https://doi.org/10.1016/j.irfa.2015.08.013
https://doi.org/10.1016/j.irfa.2015.08.013
Publikováno v:
International Review of Economics & Finance. 38:44-55
Although the importance of both product market competition on managerial slack and the impact of corporate governance on capital structure decisions have been widely discussed in many of the prior related studies, it appears that very little attentio
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::06c9a86e26655c2fc90c57f660c976d8
https://doi.org/10.1016/j.iref.2014.12.013
https://doi.org/10.1016/j.iref.2014.12.013
Publikováno v:
Journal of Banking & Finance. 37:4501-4509
This study considers the effects of the relative size of hedger and speculator open interests and the potential impact of implementing position limits on the price discovery process in both JPY–USD and EUR–USD futures markets. Hedging trading exe
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7e4ccffac6152ace6562daf243046837
https://doi.org/10.1016/j.jbankfin.2013.02.033
https://doi.org/10.1016/j.jbankfin.2013.02.033
Autor:
Ho-Chuan Huang1, Ya-Kai Chang1
Publikováno v:
Manchester School (1463-6786). Sep2005, Vol. 73 Issue 5, p599-611. 13p.