Empirical analysis of "volatility surprise" between dollar exchange rate and CRB commodity future markets

von Wei, Ching Chun
Veröffentlicht in International journal of economics and finance (2016)

Modeling and analyzing the mean and volatility relationship between electricity price returns and fuel market returns

von Wei, Ching Chun
Veröffentlicht in International journal of economics and finance (2016)

An empirical analysis of the US dollar, yen and eurodollar exchange shock mean and volatility spillover to domestic and China stock markets

von Wei, Ching Chun
Veröffentlicht in International journal of economics (2009)

Modelling volatility and correlations between energy price markets and SRI stock markets

von Wei, Ching Chun
Veröffentlicht in International journal of economics and business research (2017)

Modelling the mean and volatility dynamic relationship between the environmental risk or exchange rate volatility surprise and Commodity Research Bureau future price index

von Wei, Ching Chun
Veröffentlicht in International journal of sustainable economy (2017)

International capital market volatility spillover effect to the Taiwan and real estate market

von Wei, Ching Chun
Veröffentlicht in The Indian journal of economics (2009)

An empirical analysis of the WTI oil price returns and volatility spillover in the USA

von Wei, Ching Chun
Veröffentlicht in The empirical economics letters (2014)

Empirical testing of exchange rate and interest rate transmission channel in China

von Wei, Ching Chun
Veröffentlicht in The empirical economics letters (2014)

Analysis of long-run benefits from international equity diversification between Taiwan and its major European trading partners : an empirical note

von Chang, Tsangyao
Veröffentlicht in Applied economics (2006)

An empirical note on testing hysteresis in unemployment for ten European countries : panel SURADF approach

Veröffentlicht in Applied economics letters (2005)