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Kwok Ping Tsang

Virginia Polytechnic Institute & State University

Blacksburg, VA 24061

United States

  • Virginia Polytechnic Institute & State University

SCHOLARLY PAPERS

21

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Top 14,271

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2,782

CITATIONS
Rank 18,717

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Top 18,717

in Total Papers Citations

17

Scholarly Papers (21)

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1.

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

Downloads 635 ( 33,698)
Citation 6

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 530 (42,179)
Citation 6

Abstract:

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 105 (220,012)
Citation 6

Abstract:

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

2.

A Macro-Finance Approach to Exchange Rate Determination

Downloads 380 ( 64,612)
Citation 2

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 255 (100,755)
Citation 2

Abstract:

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 125 (193,038)
Citation 2

Abstract:

Exchange Rate, Term Structure, Latent Factors, Term Premiums

3.

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

Downloads 203 (126,651)
Citation 1

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 140 (176,202)
Citation 1

Abstract:

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 63 (302,034)
Citation 1

Abstract:

Price Dispersion, Anchoring, Loss Aversion, Housing Market

4.

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 137 (172,761)

Abstract:

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

5.

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, University of Washington and Virginia Polytechnic Institute & State University
Downloads 128 (179,817)
Citation 4

Abstract:

decision-making, children, family

6.

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

Downloads 120 (198,431)
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 85 (253,725)
Citation 2

Abstract:

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 35 (392,035)
Citation 2

Abstract:

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

7.

Love Thy Neighbor: Income Distribution and Housing Preferences

Downloads 114 (206,286)

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 87 (249,957)

Abstract:

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 27 (428,299)

Abstract:

Hedonic Pricing, Housing, Income Inequality

8.

Frequency Dependence in a Real-Time Monetary Policy Rule

Downloads 106 (217,373)
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 90 (244,568)
Citation 1

Abstract:

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 16 (491,054)
Citation 1

Abstract:

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

9.

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 84 (214,370)

Abstract:

present value model, stock price, discount rate

10.

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 73 (251,619)
Citation 1

Abstract:

Survey Data, Excess Currency Returns, Global Shock

11.

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 70 (251,619)

Abstract:

macro-finance, term structure, VAR, Bayesian method

12.

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 64 (211,621)

Abstract:

Optimal Interest Rate Rule, DSGE Model, House Price Inflation

13.

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 59 (300,795)

Abstract:

Intertemporal consumer choice, discounting, hyperbolic discounting, consumption CAPM

14.

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 55 (247,902)

Abstract:

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

15.

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 50 (226,358)

Abstract:

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

16.

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 42 (130,881)

Abstract:

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

17.

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 11 (488,729)

Abstract:

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

18.

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 (555,058)
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Abstract:

19.

Forecasting Exchange Rates with Generalized Principal Components

Number of pages: 22 Posted: 13 Oct 2017
Karo Solat and Kwok Ping Tsang
Virginia Tech and Virginia Polytechnic Institute & State University
Downloads 0 (452,242)

Abstract:

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

20.

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 0 (399,107)

Abstract:

DSGE models, Data detrending, Monetary policy, Forecasting

21.

Global Effects of U.S. Dividend Income Tax

Number of pages: 40 Posted: 28 Jul 2016 Last Revised: 22 Jul 2017
Tat-kei Lai, Travis Ng and Kwok Ping Tsang
Catholic University of Lille - IESEG School of Management, The Chinese University of Hong Kong (CUHK) - Department of Economics and Virginia Polytechnic Institute & State University
Downloads 0 (342,586)

Abstract:

Dividend payouts, tax treaty, corporate governance

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