Kuang-Liang Chang

发表

Volatility regimes, asymmetric basis effects and forecasting performance: An empirical investigation of the WTI crude oil futures market

Kuang-Liang Chang, Kuang-Liang Chang, 2012 .

Application of the Tobit model with autoregressive conditional heteroscedasticity for foreign exchange market interventions

Ho-Chyuan Chen, Kuang-Liang Chang, Ho-Chyuan Chen, 2012 .

Monetary Policy, Term Structure and Asset Return: Comparing REIT, Housing and Stock

Nan Chen, C. Leung, Kuang-Liang Chang, 2011 .

The asymmetric impacts of international portfolio flows on Australian dollar returns

Kuang-Liang Chang, Jui-Chuan Chang, 2021, Applied Economics Letters.

Stock return predictability and stationarity of dividend yield

Kuang-Liang Chang, 2012 .

A New Dynamic Mixture Copula Mechanism to Examine the Nonlinear and Asymmetric Tail Dependence Between Stock and Exchange Rate Returns

Kuang-Liang Chang, 2020, Computational Economics.

Inventory change, capacity utilization and the semiconductor industry cycle

Kuang-Liang Chang, Wenhua Liu, Kuang-Liang Chang, 2013 .

The dynamics of housing returns in Singapore: How important are the international transmission mechanisms?

Nan Chen, C. Leung, Kuang-Liang Chang, 2012 .

Losing Track of the Asset Markets: The Case of Housing and Stock

Nan Chen, C. Leung, Kuang-Liang Chang, 2015 .

Would Some Model Please Give Me Some Hints? An Empirical Investigation On Monetary Policy And Asset Return Dynamics

Nan Chen, C. Leung, Kuang-Liang Chang, 2010 .

The optimal value-at-risk hedging strategy under bivariate regime switching ARCH framework

Kuang-Liang Chang, 2011 .

Do macroeconomic variables have regime-dependent effects on stock return dynamics? Evidence from the Markov regime switching model

Kuang-Liang Chang, Kuang-Liang Chang, 2009 .

How Did the Asset Markets Change after the Global Financial Crisis?

C. Leung, Kuang-Liang Chang, 2021, SSRN Electronic Journal.

The time-varying and asymmetric dependence between crude oil spot and futures markets: Evidence from the Mixture copula-based ARJI–GARCH model

Kuang-Liang Chang, Kuang-Liang Chang, 2012 .

Does crude oil price play an important role in explaining stock return behavior

Shih-Ti Yu, Kuang-Liang Chang, 2013 .

Does the return-state-varying relationship between risk and return matter in modeling the time series process of stock return?

Kuang-Liang Chang, 2016 .

Does the Magnitude of the Effect of Inflation Uncertainty on Output Growth Depend on the Level of Inflation?

Kuang-Liang Chang, Chi-Wei He, 2010 .

Do U.S. and Japanese uncertainty shocks play important roles in affecting transition mechanisms of Japanese stock market

Kuang-Liang Chang, 2021 .

In the Shadow of the United States: The International Transmission Effect of Asset Returns

Nan Chen, Kuang-Liang Chang, 2013 .

Are cyclical patterns of international housing markets interdependent?

Kuang-Liang Chang, 2020 .

A Mixed Dependence Between the Exchange Rate and International Crude Oil Returns: An Application of Dynamic Mixture Copula

Kuang-Liang Chang, 2017 .

The low-magnitude and high-magnitude asymmetries in tail dependence structures in international equity markets and the role of bilateral exchange rate

Kuang-Liang Chang, 2023, Journal of International Money and Finance.

Do economic policy uncertainty indices matter in joint volatility cycles between U.S. and Japanese stock markets?

Kuang-Liang Chang, 2021, Finance Research Letters.

The asymmetric effects of U.S. large-scale asset purchases on the volatility of the Canadian dollar futures market

Kuang-Liang Chang, J. Chang, 2018, The North American Journal of Economics and Finance.

A New Dynamic Mixture Copula Mechanism to Examine the Nonlinear and Asymmetric Tail Dependence Between Stock and Exchange Rate Returns

Kuang-Liang Chang, 2020 .

The nonlinear effects of expected and unexpected components of monetary policy on the dynamics of REIT returns

Kuang-Liang Chang, 2011 .