Fractional cointegration analysis of purchasing power parity between Taiwan and major industrial countries

von Lee, Chingnun
Veröffentlicht in Prospects for development in the Asia-Pacific area (2000)

Fractional integration and the Phillips-Perron test

von Lee, Chingnun
Veröffentlicht in Jingji-lunwen (2004)

The asymmetric spillover effect of the Markov switching mechanism from the futures market to the spot market

von Chang, Kuang-Liang
Veröffentlicht in International review of economics & finance (2020)

How close a relationship does a capital market have with other markets? : a reexamination based on the equal variance test

von Yang, Lixiong
Veröffentlicht in Pacific-Basin finance journal (2014)

A simple panel unit-root test with smooth breaks in the presence of a multifactor error structure

von Lee, Chingnun
Veröffentlicht in Oxford bulletin of economics and statistics (2016)

Behavior of the standard Dickey-Fuller test when there is a Fourier-form break under the null hypothesis

von Yang, Lixiong
Veröffentlicht in Economics letters (2017)

A re-examination on dissecting the purchasing power parity puzzle

von Wu, Jyh-lin
Veröffentlicht in Journal of international money and finance (2011)

Can dividend yields out-predict UK stock returns without short rates?

von Wu, Jyh-lin
Veröffentlicht in Manchester School of Economic Studies The Manchester School (2011)

How close a relationship does a capital market have with other such markets? : the case of Taiwan from the Asian financial Crisis

von Lee, Chingnun
Veröffentlicht in Pacific-Basin finance journal (2012)

Random walk in the MIST

von Yang, Ginny Ju-Ann
Veröffentlicht in Journal of Asia Pacific business (2015)