:::

Academic Performance

:::
Academic Researches
Catergory Writings Author
Journal Articles Hsin-hao Huang
Journal Articles Hsin-hao Huang
Journal Articles Hsin-hao Huang
Journal Articles Chih-Mou Hsieh
Journal Articles 

Zu, Lon-Ping and Chih-Yuan Yang* (2017), “Institutional Informed Trading and Stock Price Behavior,” Journal of Financial Studies, accepted.TSSCI

Yang, Chih-Yuan, Ling-Jhen Jhang, Chia-Chien Chang* (2016), “Do investor sentiment, weather and catastrophe effects improve hedging performance? Evidence from the Taiwan options market,” Pacific-Basin Finance Journal, 37, 35-51.SSCI

Huang, Chao-Hsi* and Chih-Yuan Yang (2015), “European Exchange Rate Regimes and Purchasing Power Parity: an Empirical Study on Eleven Eurozone Countries,” International Review of Economics and Finance, 35, 100-109. SSCI

Chen, Ming-Chi, Hsiu-Jung Tsai*, Tien Foo Sing, and Chih-Yuan Yang (2015), “Contagion and Downside Risk in the REIT Market During the Subprime Mortgage Crisis,” International Journal of Strategic Property Management, 19, 42-57. SSCI

Tsai, Hsiu-Jung, Ming-Chi Chen*, and Chih-Yuan Yang (2014), “A Time-Varying Perspective on the CAPM and Downside Betas,” International Review of Economics and Finance, 29, 440-454. SSCI

Wei, An-Pin, Wei-Ling Huang, Chih-Yuan Yang*, and Ming-Chi Chen (2013), “The Role of Market Imperfections in the Relationship between Housing Prices and Household Credit: Evidence from Taiwan,” Asian-Pacific Economic Literature, 27:2, 131-143. SSCI

Yang, Chih-Yuan and Chia-Chien Chang* (2013), “Measuring U.S. Hurricane Risk Associated with Natural Climate Cycle and Global Warming Effects,” Asia-Pacific Journal of Risk and Insurance, 7:2, 1-26. Featured Article.

Chang, Chia-Chien, Chou-Wen Wang*, and Chih-Yuan Yang (2012), “The Effects of Macroeconomic Factors on Pricing Mortgage Insurance Contracts,” Journal of Risk and Insurance79:3, 867-895.SSCI

Chen, Ming-Chi, Chin-Oh Chang*, Chih-Yuan Yang, and Bor-Ming Hsieh (2012), “Investment Demand and Housing Prices in an Emerging Economy,” Journal of Real Estate Research, 34:3, 345-373.SSCI

Tsai, Pan-Long*, Chao-Hsi Huang, and Chih-Yuan Yang (2012), “Impact of Globalization on Income Distribution Inequality in 60 Countries: Comments,” Global Economy Journal, 12:3, Article 7, pages 10.EconLit, JEL】(Available at: http://www.bepress.com/gej/vol12/iss3/1

Chen, Chang-Chih, David Shyu, and Chih-Yuan Yang* (2011), “Counterparty Effect on Capital Structure Decision in Incomplete Market,” Economic Modelling, 28:5, 2181-2189.SSCI

Chen, Chang-Chih, David Shyu, Yen-Chun Wu, and Chih-Yuan Yang* (2011), “A Waste Management Model for Optimal Recycling-Landfilling Policies under Macroeconomic Conditions,” Economic Modelling, 28:3, 852-858.SSCI

Yang, Chih-Yuan and Ming-Chi Chen* (2009), “The Role of Co-Kurtosis in the Pricing of Real Estate,” Journal of Real Estate Portfolio Management, 15:2, 185-195.FLI, EconLit

Chih-Yuan Yang
Journal Articles
Shiu-Sheng Chen*, Yu-Hsi Chou (2010)“Exchange Rates and Fundamentals: Evidence from Long-Horizon Regression Tests,” Oxford Bulletin of Economics and Statistics, 72:1, 63-88. (SSCI, 科技部經濟學門A 級期刊)
Yu-Hsi Chou
Journal Articles
Nan-Kuang Chen, Shiu-Sheng Chen, Yu-Hsi Chou*(2010)“House Prices, Collateral Constraint, and the Asymmetric Effect on Consumption,” Journal of Housing Economics, 19:1, 26-37. (SSCI)
Yu-Hsi Chou
Journal Articles
Shiu-Sheng Chen, Yu-Hsi Chou* (2012) “Rational Expectations, Changing Monetary Policy Rules, and Real Exchange Rate Dynamics,” Journal of Banking and Finance, 36:10, 2824-2836 . (SSCI, 科技部財務學門A Tier-1級期刊, 經濟學門B+ 級期刊).
Yu-Hsi Chou
Journal Articles
Nan-Kuang Chen, Yu-Hsi Chou*, Jyh-Lin Wu (2013) “Credit Constraint and the Asymmetric Monetary Policy Effect on House Prices,” Pacific Economic Review,18:4, 431-455 (SSCI, lead article).
Yu-Hsi Chou
Journal ArticlesYu-Hsi Chou, Yi-Chi Chen* (2014) “Is the Response of REIT Returns to Monetary Policy Asymmetric?” Journal of Real Estate Research, 36:1, 109–136. (SSCI, 科技部財務學門B+ 級期刊)Yu-Hsi Chou
Journal Articles
Yu-Hsi Chou*, Jyh-Lin Wu (2015) “The Taylor Principle in the Long Run: An Empirical Perspective,” Contemporary Economic Policy, 33:1, 66-86. (SSCI)
Yu-Hsi Chou
Journal Articles
Shiu-Sheng Chen, Yu-Hsi Chou* (2015) “Revisiting the Relationship between Exchange Rates and Fundamentals,” Journal of Macroeconomics, 46, 1-22. (SSCI, lead article. 科技部經濟學門B+ 級期刊)
Yu-Hsi Chou
Journal Articles
Shiu-Sheng Chen, Yu-Hsi Chou*, Chia-Yi Yen (2016) “Predicting US Recessions with Stock Market Illiquidity,” The B.E. Journal of Macroeconomics, Issue 1, 93123 (SSCI, 科技部經濟學門B+ 級期刊)
Yu-Hsi Chou
Journal ArticlesShiu-Sheng Chen*, Yu-Hsi Chou (2016) “Does Fear Lead to Recessions? ” Macroeconomic Dynamics, 20:5, 1247-1263 (SSCI, 科技部經濟學門A 級期刊)Yu-Hsi Chou
Journal Articles
Yu-Hsi Chou* (2017) “Dissecting the Exchange Rates and Fundamentals: The Role of Permanent and Transitory Shocks,” Review of International Economics, 25:1,165-194 (SSCI, 科技部經濟學門B+ 級期刊)
Yu-Hsi Chou
Journal Articles
Yu-Hsi Chou* (2017) “Housing Collateral Scarcity and Recessions: An Empirical Perspective,” Taiwan Economic Review (經濟論文叢刊), 45:1, 125-161. (TSSCI)
Yu-Hsi Chou
Journal Articles
Nan-Kuang Chen, Shiu-Sheng Chen, Yu-Hsi Chou* (2017) “Further Evidence on Bear Market Predictability: The Role of the External Finance Premium,” International Review of Economics and Finance, 50, 106-121. (SSCI, 科技部經濟學門B+級期刊)
Yu-Hsi Chou
Journal ArticlesYu-Hsi Chou* (2018) "Understanding the Sources of Exchange Rate Disconnect Puzzle: A Variance Decomposition Approach," International Review of Economics and Finance, 56, 267-287 (SSCI, 科技部經濟學門B+級期刊)Yu-Hsi Chou
Journal Articles Chung Chi Wu
Journal Articles Chung Chi Wu
 2
cron web_use_log