Kwok Ping Tsang

Virginia Polytechnic Institute & State University

250 Drillfield Drive

Blacksburg, VA 24061

United States

http://https://sites.google.com/site/byrontkp/

  • Virginia Polytechnic Institute & State University

SCHOLARLY PAPERS

29

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SSRN CITATIONS
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Top 11,374

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58

CROSSREF CITATIONS

50

Scholarly Papers (29)

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1.

China and World Output Impact of the Hubei Lockdown During the Coronavirus Outbreak

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Citation 1

China and World Output Impact of the Hubei Lockdown During the Coronavirus Outbreak

Forthcoming, Contemporary Economic Policy
Number of pages: 18 Posted: 25 Feb 2020 Last Revised: 30 Apr 2020
Shaowen Luo and Kwok Ping Tsang
Virginia Polytechnic Institute & State University - Department of Economics and Virginia Polytechnic Institute & State University
Downloads 2,196 (8,011)
Citation 2

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coronavirus; COVID-19; production network; labor shock; China; international trade

China and World Output Impact of the Hubei Lockdown During the Coronavirus Outbreak

Contemporary Economic Policy, Vol. 38, Issue 4, pp. 583-592, 2020
Number of pages: 10 Posted: 06 Oct 2020
Shaowen Luo and Kwok Ping Tsang
Virginia Polytechnic Institute & State University - Department of Economics and Virginia Polytechnic Institute & State University
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2.

What Does the Yield Curve Tell Us about Exchange Rate Predictability?

Downloads 729 ( 42,847)
Citation 18

What Does the Yield Curve Tell Us about Exchange Rate Predictability?

Review of Economics and Statistics, Forthcoming
Number of pages: 49 Posted: 06 Feb 2009 Last Revised: 22 Jul 2011
Yu-Chin Chen and Kwok Ping Tsang
University of Washington - Department of Economics and Virginia Polytechnic Institute & State University
Downloads 601 (54,596)
Citation 2

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Exchange Rate Forecasting, Term Structure of Interest Rates, Uncovered Interest Parity

What Does the Yield Curve Tell Us About Exchange Rate Predictability?

HKIMR Working Paper No. 29/2010
Number of pages: 40 Posted: 28 Dec 2010
Yu-Chin Chen and Kwok Ping Tsang
University of Washington - Department of Economics and Virginia Polytechnic Institute & State University
Downloads 128 (271,411)
Citation 21

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Exchange Rate Forecasting, Term Structure of Interest Rates, Uncovered Interest Parity

3.

A Macro-Finance Approach to Exchange Rate Determination

Downloads 439 ( 81,357)
Citation 3

A Macro-Finance Approach to Exchange Rate Determination

Number of pages: 45 Posted: 28 May 2010
Yu-Chin Chen and Kwok Ping Tsang
University of Washington - Department of Economics and Virginia Polytechnic Institute & State University
Downloads 292 (127,830)
Citation 3

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Exchange Rate, Term Structure, Latent Factors, Term premiums

A Macro-Finance Approach to Exchange Rate Determination

HKIMR Working Paper No.01/2011
Number of pages: 49 Posted: 30 Jan 2011
Yu-Chin Chen and Kwok Ping Tsang
University of Washington - Department of Economics and Virginia Polytechnic Institute & State University
Downloads 147 (243,414)

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Exchange Rate, Term Structure, Latent Factors, Term Premiums

4.

Anchoring and Loss Aversion in the Housing Market: Implications on Price Dynamics

Downloads 245 (153,615)
Citation 6

Anchoring and Loss Aversion in the Housing Market: Implications on Price Dynamics

Number of pages: 30 Posted: 30 Nov 2010 Last Revised: 22 May 2015
Tin Cheuk Leung and Kwok Ping Tsang
Wake Forest University and Virginia Polytechnic Institute & State University
Downloads 169 (216,231)

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Price Dispersion, Anchoring, Loss Aversion, Housing Market

Anchoring and Loss Aversion in the Housing Market: Implications on Price Dynamics

HKIMR Working Paper No. 28/2011
Number of pages: 29 Posted: 28 Sep 2011
Tin Cheuk Leung and Kwok Ping Tsang
Wake Forest University and Virginia Polytechnic Institute & State University
Downloads 76 (384,359)
Citation 7

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Price Dispersion, Anchoring, Loss Aversion, Housing Market

5.

What Drives the Owner-Occupied and Rental Housing Markets? Evidence from an Estimated DSGE Model

Number of pages: 51 Posted: 19 Oct 2014 Last Revised: 11 May 2016
Xiaojin Sun and Kwok Ping Tsang
University of Texas at El Paso and Virginia Polytechnic Institute & State University
Downloads 240 (156,696)
Citation 4

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DSGE Models, House Price, Rent-Price Ratio, Optimal Monetary Policy

6.

The Impact of Stay-at-Home Orders on US Output: A Network Perspective

Number of pages: 20 Posted: 15 Apr 2020 Last Revised: 20 Apr 2020
Shaowen Luo, Kwok Ping Tsang and Zichao Yang
Virginia Polytechnic Institute & State University - Department of Economics, Virginia Polytechnic Institute & State University and Virginia Polytechnic Institute & State University - Department of Economics
Downloads 164 (221,612)
Citation 4

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COVID-19; production network; labor shock; stay-at-home orders

7.

Decision-Making by Children

IZA Discussion Paper No. 2952
Number of pages: 44 Posted: 17 Aug 2007
Shelly J. Lundberg, Jennifer L. Romich and Kwok Ping Tsang
University of California, Santa Barbara (UCSB), University of Washington and Virginia Polytechnic Institute & State University
Downloads 158 (228,709)
Citation 9

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decision-making, children, family

8.

The Yield Curve Through Time and Across Maturities

Number of pages: 31 Posted: 12 Mar 2007
Richard Startz and Kwok Ping Tsang
UCSB and Virginia Polytechnic Institute & State University
Downloads 151 (237,407)

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term structure of interest rates, Nelson-Siegel yield curve, trend-cycle decomposition

9.

Can Anchoring and Loss Aversion Explain the Predictability in the Housing Market?

Downloads 140 (252,485)
Citation 2

Can Anchoring and Loss Aversion Explain the Predictability in the Housing Market?

Number of pages: 28 Posted: 25 Jan 2011 Last Revised: 20 Jul 2011
Kwok Ping Tsang and Tin Cheuk Leung
Virginia Polytechnic Institute & State University and Wake Forest University
Downloads 94 (337,180)

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Housing Return Predictability, Price Dispersion, Anchoring, Loss Aversion, Hong Kong Housing Market

Can Anchoring and Loss Aversion Explain the Predictability in the Housing Market?

HKIMR Working Paper No. 16/2011
Number of pages: 24 Posted: 20 Jun 2011
Tin Cheuk Leung and Kwok Ping Tsang
Wake Forest University and Virginia Polytechnic Institute & State University
Downloads 46 (493,673)
Citation 6

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housing return predictability, price dispersion, anchoring, loss aversion, Hong Kong housing market

10.

Frequency Dependence in a Real-Time Monetary Policy Rule

Downloads 136 (258,375)
Citation 1

Frequency Dependence in a Real-Time Monetary Policy Rule

Number of pages: 45 Posted: 29 Jan 2010 Last Revised: 05 Aug 2017
Richard A. Ashley, Kwok Ping Tsang and Randal Verbrugge
Virginia Tech. - Department of Economics, Virginia Polytechnic Institute & State University and Federal Reserve Banks - Federal Reserve Bank of Cleveland
Downloads 117 (290,240)

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Taylor rule, frequency dependence, spectral regression, real-time data

Frequency Dependence in a Real-Time Monetary Policy Rule

FRB of Cleveland Working Paper No. 14-30
Number of pages: 44 Posted: 22 Nov 2014 Last Revised: 28 Sep 2015
Richard A. Ashley, Kwok Ping Tsang and Randal Verbrugge
Virginia Tech. - Department of Economics, Virginia Polytechnic Institute & State University and Federal Reserve Banks - Federal Reserve Bank of Cleveland
Downloads 19 (655,809)
Citation 2

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Taylor rule, frequency dependence, spectral regression, real-time data.

11.

Love Thy Neighbor: Income Distribution and Housing Preferences

Downloads 132 (264,197)

Love Thy Neighbor: Income Distribution and Housing Preferences

Journal of Housing Economics, Forthcoming
Number of pages: 33 Posted: 14 Jun 2010 Last Revised: 07 Aug 2012
Tin Cheuk Leung and Kwok Ping Tsang
Wake Forest University and Virginia Polytechnic Institute & State University
Downloads 95 (334,837)

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Love Thy Neighbor: Income Distribution and Housing Preferences

Hong Kong Institute for Monetary Research Working Paper No. 37/2011
Number of pages: 32 Posted: 01 Jan 2012
Tin Cheuk Leung and Kwok Ping Tsang
Wake Forest University and Virginia Polytechnic Institute & State University
Downloads 37 (537,673)

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Hedonic Pricing, Housing, Income Inequality

12.

On the Present Value Model in a Cross Section of Stocks

Number of pages: 38 Posted: 01 Apr 2014
Richard Startz and Kwok Ping Tsang
UCSB and Virginia Polytechnic Institute & State University
Downloads 128 (270,361)

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present value model, stock price, discount rate

13.

Optimal Interest Rate Rule in a DSGE Model with Housing Market Spillovers

Number of pages: 12 Posted: 06 May 2014
Kwok Ping Tsang and Xiaojin Sun
Virginia Polytechnic Institute & State University and University of Texas at El Paso
Downloads 124 (276,920)
Citation 4

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Optimal Interest Rate Rule, DSGE Model, House Price Inflation

14.

The Impact of Monetary Policy on Local Housing Markets: Do Regulations Matter?

Number of pages: 27 Posted: 22 Feb 2014 Last Revised: 18 Jun 2015
Xiaojin Sun and Kwok Ping Tsang
University of Texas at El Paso and Virginia Polytechnic Institute & State University
Downloads 122 (280,297)
Citation 5

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Present value model, rent-price ratio, housing supply regulations

15.

What Cycles? Data Detrending in DSGE Models

Number of pages: 36 Posted: 22 Jun 2017
Xiaojin Sun and Kwok Ping Tsang
University of Texas at El Paso and Virginia Polytechnic Institute & State University
Downloads 120 (283,739)

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DSGE models, Data detrending, Monetary policy, Forecasting

16.

The Market for Bitcoin Transactions

Number of pages: 42 Posted: 05 May 2020 Last Revised: 12 Oct 2020
Kwok Ping Tsang and Zichao Yang
Virginia Polytechnic Institute & State University and Virginia Polytechnic Institute & State University - Department of Economics
Downloads 105 (311,283)
Citation 1

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Bitcoin, Transaction Fees, Congestion, Vector Auto-regression

17.

Does the Right to Choose Matter for Defined Contribution Plans?

Downloads 99 (323,718)

Does the Right to Choose Matter for Defined Contribution Plans?

Contemporary Economic Policy, Forthcoming
Number of pages: 34 Posted: 09 Mar 2015 Last Revised: 14 May 2016
Kwok Ping Tsang and Kin Ming Wong
Virginia Polytechnic Institute & State University and Hong Kong Baptist University (HKBU)
Downloads 99 (325,987)

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defined contribution plans, mutual funds, employee choice, fund flows, retirement system

Does the Right to Choose Matter for Defined Contribution Plans?

Contemporary Economic Policy, Vol. 35, Issue 2, pp. 278-291, 2017
Number of pages: 14 Posted: 06 May 2020
Kin Ming Wong and Kwok Ping Tsang
Hong Kong Baptist University (HKBU) and Virginia Polytechnic Institute & State University
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18.

Home Bias in Currency Forecasts

HKIMR Working Paper No.27/2010
Number of pages: 37 Posted: 29 Oct 2010
Yu-Chin Chen, Kwok Ping Tsang and Wen-Jen Tsay
University of Washington - Department of Economics, Virginia Polytechnic Institute & State University and Academia Sinica - Institute of Economics
Downloads 98 (325,809)

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Survey Data, Excess Currency Returns, Global Shock

19.

Does the Macro Matter in Macro-Finance Term Structure Models?

Number of pages: 39 Posted: 02 Feb 2013
Kwok Ping Tsang
Virginia Polytechnic Institute & State University
Downloads 89 (346,264)

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macro-finance, term structure, VAR, Bayesian method

20.

Nonexponential Discounting: A Direct Test and Perhaps a New Puzzle

Number of pages: 40 Posted: 11 Dec 2008 Last Revised: 07 Aug 2012
Richard Startz and Kwok Ping Tsang
UCSB and Virginia Polytechnic Institute & State University
Downloads 67 (407,414)
Citation 1

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Intertemporal consumer choice, discounting, hyperbolic discounting, consumption CAPM

21.

Yield Curve and the Macroeconomy: Evidence from a DSGE Model with Housing

Number of pages: 33 Posted: 11 Sep 2020 Last Revised: 21 Sep 2020
Xiaojin Sun and Kwok Ping Tsang
University of Texas at El Paso and Virginia Polytechnic Institute & State University
Downloads 54 (452,677)

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DSGE model, Yield curve, housing, nominal rigidity, loan-to-value ratio

22.

Do Demand Curves for Stocks Slope Down? Evidence from an Exogenous Demand Shock

Number of pages: 19 Posted: 05 May 2020
Kin Ming Wong and Kwok Ping Tsang
Hong Kong Baptist University (HKBU) and Virginia Polytechnic Institute & State University
Downloads 47 (480,415)

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Demand curves for stocks, slow moving capital, Mutual Market Access scheme

23.

Do Connections Pay Off in the Bitcoin Market?

Number of pages: 52 Posted: 22 Mar 2021 Last Revised: 20 May 2021
Kwok Ping Tsang and Zichao Yang
Virginia Polytechnic Institute & State University and Virginia Polytechnic Institute & State University - Department of Economics
Downloads 39 (516,153)

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Bitcoin, Networks, Centrality, Asset Returns

24.

Price Dispersion in Bitcoin Exchanges

Number of pages: 10 Posted: 29 May 2020
Kwok Ping Tsang and Zichao Yang
Virginia Polytechnic Institute & State University and Virginia Polytechnic Institute & State University - Department of Economics
Downloads 35 (535,909)

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Bitcoin, Transaction Fees, Price Growth, Price Dispersion

25.

Elasticity of Attention and Optimal Monetary Policy

Number of pages: 9 Posted: 02 Jul 2020
Shaowen Luo and Kwok Ping Tsang
Virginia Polytechnic Institute & State University - Department of Economics and Virginia Polytechnic Institute & State University
Downloads 34 (541,149)

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rational inattention, elasticity of attention, optimal monetary policy

26.

A New Look at Historical Monetary Policy and the Great Inflation through the Lens of a Persistence-Dependent Policy Rule

FRB of Cleveland Working Paper No. 18-14R
Number of pages: 55 Posted: 17 Oct 2018 Last Revised: 10 Oct 2019
Richard A. Ashley, Kwok Ping Tsang and Randal Verbrugge
Virginia Tech. - Department of Economics, Virginia Polytechnic Institute & State University and Federal Reserve Banks - Federal Reserve Bank of Cleveland
Downloads 21 (620,278)
Citation 1

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Taylor rule, Great Inflation, intermediate target, natural rate, persistence, dependence

27.

Credible Granger-Causality Inference with Modest Sample Lengths: A Cross-Sample Validation Approach

Number of pages: 22 Posted: 11 Jul 2013 Last Revised: 02 Jan 2014
Richard A. Ashley and Kwok Ping Tsang
Virginia Tech. - Department of Economics and Virginia Polytechnic Institute & State University
Downloads 18 (641,360)

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Time Series, Granger-causality, causality, post-sample testing, exchange rates

28.

Can Anchoring and Loss Aversion Explain the Predictability of Housing Prices?

Pacific Economic Review, Vol. 18, Issue 1, pp. 41-59, 2013
Number of pages: 19 Posted: 05 Feb 2013
Kwok Ping Tsang
Virginia Polytechnic Institute & State University
Downloads 1 (776,594)
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29.

Forecasting Exchange Rates with Generalized Principal Components

Posted: 13 Oct 2017
Karo Solat and Kwok Ping Tsang
Virginia Tech and Virginia Polytechnic Institute & State University

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factor model, principal component analysis, exchange rates, out-of-sample forecasting