Tsangyao Chang

Feng Chia University - Finance

Talchung

Taiwan

SCHOLARLY PAPERS

4

DOWNLOADS

186

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

The Co-Movement and Causality between the U.S. Real Estate and Stock Markets in the Time and Frequency Domains

International Review of Economics & Finance, July 2015
Number of pages: 34 Posted: 30 Nov 2013 Last Revised: 31 Aug 2016
Feng Chia University - Finance, Wuhan University - School of Economics and Management, University of Nevada, Las Vegas - Department of Economics, Eastern Mediterranean University and University of Pretoria - Department of Economics
Downloads 111 (266,763)

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stock market, real estate market, wavelet analysis, frequency domain, time domain

2.

The Relationship between Population Growth and Standard-of-Living Growth Over 1870-2013: Evidence from a Bootstrapped Panel Granger Causality Test

Emprica, Journal of Applied Economics and Economic Policy, February 2017
Number of pages: 38 Posted: 25 Jul 2016 Last Revised: 18 Jun 2017
Feng Chia University - Finance, affiliation not provided to SSRN, affiliation not provided to SSRN, University of Pretoria - Department of Economics and University of Nevada, Las Vegas - Department of Economics
Downloads 75 (342,307)

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Population Growth, Standard-of-Living Growth, Dependency and Heterogeneity, Bootstrap Panel Causality Test

3.

Real Interest Rate Parity and Fourier Quantile Unit Root Test

Bulletin of Economic Research, Vol. 71, Issue 3, pp. 348-358, 2019
Number of pages: 11 Posted: 05 May 2020
University of Wisconsin - Milwaukee - Center for Research on International Economics, Feng Chia University - Finance and affiliation not provided to SSRN
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asymmetric dynamics, breaks, Fourier expansion, quantile regression, real interest rate parity, sharp breaks

4.

Is There Excess Liquidity in China?

China & World Economy, Vol. 23, Issue 3, pp. 110-126, 2015
Number of pages: 17 Posted: 15 May 2015
Liu Tie Ying, Chi‐Wei Su, Xu Zhao Jiang and Tsangyao Chang
Ocean University of China, Ocean University of China, Ocean University of China and Feng Chia University - Finance
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bubbles, excess liquidity, generalized sup augmented Dickey–Fuller test, money illusion, sup augmented Dickey–Fuller test