C. James Hueng

Western Michigan University - Department of Economics

Kalamazoo, MI 49008

United States

SCHOLARLY PAPERS

12

DOWNLOADS

1,058

SSRN CITATIONS

11

CROSSREF CITATIONS

12

Scholarly Papers (12)

1.

Using the Aggregate Demand-Aggregate Supply Model to Identify Structural Demand-Side and Supply-Side Shocks: Results Using a Bivariate VAR

U of Alabama, Economics, Finances and Legal Studies Working Paper No. 020801
Number of pages: 33 Posted: 30 Mar 2003
James Peery Cover, Walter Enders and C. James Hueng
University of Alabama - Department of Economics, Finance and Legal Studies, University of Alabama - Department of Economics, Finance and Legal Studies and Western Michigan University - Department of Economics
Downloads 577 (60,648)
Citation 9

Abstract:

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VAR, supply shock, demand shock, bivariate VAR, aggregate supply, aggregate demand, slope of aggregate supply

2.

Forecasting Asymmetries in Aggregate Stock Market Returns: Evidence from Conditional Skewness

Number of pages: 30 Posted: 26 Apr 2005
C. James Hueng and James McDonald
Western Michigan University - Department of Economics and Brigham Young University
Downloads 161 (233,897)
Citation 1

Abstract:

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Differences of opinion, asymmetry, skewed-t distribution, autoregressive conditional density models

3.

The Correlation between Shocks to Output and the Price Level: Evidence from a Multivariate GARCH Model

U of Alabama Dept. of Econ. Working Paper No. 01-08-03
Number of pages: 30 Posted: 12 Sep 2001
James Peery Cover and C. James Hueng
University of Alabama - Department of Economics, Finance and Legal Studies and Western Michigan University - Department of Economics
Downloads 155 (241,419)
Citation 2

Abstract:

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Price-output correlation GARCH

4.

Why Did the Sign of the Price-Output Correlation Change? Evidence from a Structural VAR with GARCH Errors

Number of pages: 27 Posted: 16 Aug 2005
James Peery Cover and C. James Hueng
University of Alabama - Department of Economics, Finance and Legal Studies and Western Michigan University - Department of Economics
Downloads 80 (383,332)

Abstract:

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Price-Output Correlation, Structural VAR, Supply and Demand Shocks, Blanchard-Quah Decomposition

5.

Identifying the Value Premium: A Test of Mutual Fund Performance Measures

Midwest Finance Association 2013 Annual Meeting Paper
Number of pages: 22 Posted: 02 Sep 2012 Last Revised: 03 Feb 2013
Grand Valley State University, Grand Valley State University - Department of FinanceDepartment of Finance and Western Michigan University - Department of Economics
Downloads 60 (446,952)

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Value Premium, Mutual Fund Performance measures, Risk-adjusted Return, CAPM, Fama-French 3-factor Model

6.

Conditional Risk-Return Relationship in a Time-Varying Beta Model

Quantitative Finance, 8 (4), 2008, pp 381-390
Number of pages: 26 Posted: 08 Jan 2018 Last Revised: 03 May 2018
Peng Huang and C. James Hueng
Arkansas Tech University and Western Michigan University - Department of Economics
Downloads 10 (725,576)

Abstract:

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Capital asset pricing; Time varying parameter models; Asymmetric risk-return relationship

7.

Traditional View or Revisionist View? The Effects of Monetary Policy on Exchange Rates in Asia

Applied Financial Economics, Vol. 20, No. 9, 2010
Number of pages: 23 Posted: 08 Jan 2018 Last Revised: 03 May 2018
Peng Huang and C. James Hueng
Arkansas Tech University and Western Michigan University - Department of Economics
Downloads 8 (741,433)

Abstract:

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8.

Interest-Rate Risk Factor and Stock Returns: A Time-Varying Factor-Loadings Model

Applied Financial Economics, Vol. 19, No. 2, 2009
Number of pages: 31 Posted: 08 Jan 2018 Last Revised: 03 May 2018
Peng Huang and C. James Hueng
Arkansas Tech University and Western Michigan University - Department of Economics
Downloads 7 (749,391)
Citation 2

Abstract:

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9.

Investor Preferences and Portfolio Selection: Is Diversification an Appropriate Strategy?

Quantitative Finance, Vol. 6, No. 3, pp. 255-271, June 2006
Posted: 07 Jun 2006
C. James Hueng and Ruey Yau
Western Michigan University - Department of Economics and National Central University - Department of Economics

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diversification, asymmetric generalized t distribution, skewness

10.

Short-Sales Constraints and Stock Return Asymmetry: Evidence from the Chinese Stock Markets

Applied Financial Economics, Vol. 16, No. 10, pp. 707-716, 2006
Posted: 07 Jun 2006
C. James Hueng
Western Michigan University - Department of Economics

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differences of opinion, asymmetric generalized-t distribution, autoregressive conditional density models

11.

Sources of Persistence in Cross-Country Income Disparities: A Structural Analysis

Posted: 15 Feb 2000
Ruey Yau and C. James Hueng
Fu-Jen Catholic University and Western Michigan University - Department of Economics

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12.

Money Demand in an Open-Economy Shopping-Time Model: An Out-of-Sample-Prediction Application to Canada

Journal of Economics and Business
Posted: 19 Mar 1999
C. James Hueng
Western Michigan University - Department of Economics

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