Kai Li Wang

Tunghai University

Taichung 407

Taiwan

Tamkang University

Assistant Professor

Department of International Trade

Taiwan 25137

China

SCHOLARLY PAPERS

4

DOWNLOADS

287

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

A New Look at the Trade Volume Effects of Real Exchange Rate Risk: A Rational Expectation-Based Multivariate Garch-M Approach

Cornell University Applied Economics Management Working Paper No. 2002-41
Number of pages: 24 Posted: 16 Sep 2003
Kai Li Wang and Christopher B. Barrett
Tunghai University and Cornell University - Charles H. Dyson School of Applied Economics & Management
Downloads 287 (133,014)

Abstract:

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Exchange Rate, Trade, Multivariate GARCH

2.

Estimating the Effects of Exchange Rate Volatility on Export Volumes

Journal of Agricultural and Resource Economics, 2007
Posted: 24 May 2011
Christopher B. Barrett and Kai Li Wang
Cornell University - Charles H. Dyson School of Applied Economics & Management and Tunghai University

Abstract:

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agricultural trade, exchange rate, expectations, GARCH

3.

An Assessment of Empirical Model Performance When Financial Market Transactions are Observed at Different Data Frequencies: An Application to East Asian Exchange Rates

Posted: 06 Nov 2002
Cornell University - Charles H. Dyson School of Applied Economics & Management, Utah State University - College of Business - Department of Economics and Tunghai University

Abstract:

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4.

A Flexible Parametric GARCH Model with an Application to Exchange Rates

Posted: 06 Mar 2001
Tunghai University, Utah State University - College of Business - Department of Economics, Cornell University - Charles H. Dyson School of Applied Economics & Management and Brigham Young University

Abstract:

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