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Kuang‐Liang Chang
Observed names:
KUANG-LIANG CHANG,
Kuang-Liang Chang
Institution:
National Sun Yat-sen University
Observed institutions:
National Sun Yat-sen University,
National Taiwan University,
City University of Hong Kong,
National Chiayi University,
Hong Kong Institute for Monetary and Financial Research
ORCID:
0000-0002-2176-8364
Observed ORCID:
0000-0002-2176-8364
OpenAlex ID:
A5005357720
Monetary Policy, Term Structure and Asset Return: Comparing REIT, Housing and Stock
2010
·
Kuang-Liang Chang
, Nan-Kuang Chen
, et al.
·
The Journal of Real Estate Finance and Economics
·
130
Does crude oil price play an important role in explaining stock return behavior?
2013
·
Kuang-Liang Chang
, Shih-Ti Yu
·
Energy Economics
·
73
The dynamics of housing returns in Singapore: How important are the international transmission mechanisms?
2011
·
Kuang-Liang Chang
, Nan-Kuang Chen
, et al.
·
Regional Science and Urban Economics
·
67
In the Shadow of the U nited S tates: The International Transmission Effect of Asset Returns
2013
·
Kuang‐Liang Chang
, Nan‐Kuang Chen
, et al.
·
Pacific Economic Review
·
53
Volatility regimes, asymmetric basis effects and forecasting performance: An empirical investigation of the WTI crude oil futures market
2011
·
Kuang-Liang Chang
·
Energy Economics
·
48
The time-varying and asymmetric dependence between crude oil spot and futures markets: Evidence from the Mixture copula-based ARJI–GARCH model
2012
·
Kuang-Liang Chang
·
Economic Modelling
·
47
Do macroeconomic variables have regime-dependent effects on stock return dynamics? Evidence from the Markov regime switching model
2009
·
Kuang-Liang Chang
·
Economic Modelling
·
39
Does the Magnitude of the Effect of Inflation Uncertainty on Output Growth Depend on the Level of Inflation?
2010
·
KUANG-LIANG CHANG
, CHI-WEI HE
·
Manchester School
·
28
Losing Track of the Asset Markets: The Case of Housing and Stock
2015
·
Kuang-Liang Chang
, Nan‐Kuang Chen
, et al.
·
SSRN Electronic Journal
·
26
The impacts of regime-switching structures and fat-tailed characteristics on the relationship between inflation and inflation uncertainty
2012
·
Kuang-Liang Chang
·
Journal of Macroeconomics
·
21
House price dynamics, conditional higher-order moments, and density forecasts
2010
·
Kuang-Liang Chang
·
Economic Modelling
·
21
The nonlinear effects of expected and unexpected components of monetary policy on the dynamics of REIT returns
2010
·
Kuang-Liang Chang
·
Economic Modelling
·
17
Does REIT index hedge inflation risk? New evidence from the tail quantile dependences of the Markov-switching GRG copula
2016
·
Kuang-Liang Chang
·
The North American Journal of Economics and Finance
·
16
Do economic policy uncertainty indices matter in joint volatility cycles between U.S. and Japanese stock markets?
2021
·
Kuang-Liang Chang
·
Finance research letters
·
15
In the Shadow of the United States: The International Transmission Effect of Asset Returns
2012
·
Kuang-Liang Chang
, Nan-Kuang Chen
, et al.
·
Federal Reserve Bank of Dallas, Globalization and Monetary Policy Institute Working Papers
·
14
PDF
Are cyclical patterns of international housing markets interdependent?
2019
·
Kuang-Liang Chang
·
Economic Modelling
·
11
Does the return-state-varying relationship between risk and return matter in modeling the time series process of stock return?
2015
·
Kuang-Liang Chang
·
International Review of Economics & Finance
·
10
A New Dynamic Mixture Copula Mechanism to Examine the Nonlinear and Asymmetric Tail Dependence Between Stock and Exchange Rate Returns
2020
·
Kuang-Liang Chang
·
Computational Economics
·
9
The optimal value-at-risk hedging strategy under bivariate regime switching ARCH framework
2010
·
Kuang-Liang Chang
·
Applied Economics
·
9
Inventory change, capacity utilization and the semiconductor industry cycle
2012
·
Wen-Hsien Liu
, Ching-Fan Chung
, et al.
·
Economic Modelling
·
8
Application of the Tobit model with autoregressive conditional heteroscedasticity for foreign exchange market interventions
2012
·
Ho-Chyuan Chen
, Kuang-Liang Chang
, et al.
·
Japan and the World Economy
·
8
The asymmetric spillover effect of the Markov switching mechanism from the futures market to the spot market
2020
·
Kuang-Liang Chang
, Chingnun Lee
·
International Review of Economics & Finance
·
6
Dynamic Dependence between U.S. Inbound Visits and Exchange Rate
2020
·
Kuang-Liang Chang
, Jui-Chuan Della Chang
·
Journal of Hospitality & Tourism Research
·
6
A Mixed Dependence Between the Exchange Rate and International Crude Oil Returns: An Application of Dynamic Mixture Copula
2016
·
Kuang-Liang Chang
·
Emerging Markets Finance and Trade
·
6
The symmetrical and positive relationship between crude oil and nominal exchange rate returns
2014
·
Kuang-Liang Chang
·
The North American Journal of Economics and Finance
·
5
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Works count:
43
Citation count:
718
H-index:
14
I10-index:
17
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