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

31

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58

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31

Scholarly Papers (31)

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1.

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

Downloads 2,219 ( 9,326)
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 2,218 (9,166)
Citation 6

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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
Downloads 1 (911,841)

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2.

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

Downloads 761 ( 46,203)
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 632 (58,179)
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?

Hong Kong Institute for Monetary and Financial Research (HKIMR) Research Paper WP 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 129 (301,265)
Citation 20

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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 452 ( 89,235)
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 298 (141,085)
Citation 3

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Exchange Rate, Term Structure, Latent Factors, Term premiums

A Macro-Finance Approach to Exchange Rate Determination

Hong Kong Institute for Monetary and Financial Research (HKIMR) Research Paper WP 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 154 (261,908)

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Exchange Rate, Term Structure, Latent Factors, Term Premiums

4.

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 (Aaron) Sun and Kwok Ping Tsang
University of Texas at El Paso and Virginia Polytechnic Institute & State University
Downloads 252 (168,077)
Citation 4

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

5.

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

Downloads 249 (169,929)
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 (242,059)

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Price Dispersion, Anchoring, Loss Aversion, Housing Market

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

Hong Kong Institute for Monetary and Financial Research (HKIMR) Research Paper WP 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 80 (414,913)
Citation 7

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Price Dispersion, Anchoring, Loss Aversion, Housing Market

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 Wenlan School of Business, Zhongnan University of Economics and Law
Downloads 192 (216,670)
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 165 (246,709)
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 (265,395)

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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 149 (268,324)
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 100 (360,953)

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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 49 (532,452)
Citation 6

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

10.

What Cycles? Data Detrending in DSGE Models

Number of pages: 36 Posted: 22 Jun 2017
Xiaojin (Aaron) Sun and Kwok Ping Tsang
University of Texas at El Paso and Virginia Polytechnic Institute & State University
Downloads 141 (280,241)

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DSGE models, Data detrending, Monetary policy, Forecasting

11.

Frequency Dependence in a Real-Time Monetary Policy Rule

Downloads 137 (286,598)
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 118 (321,765)

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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 (723,400)
Citation 2

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

12.

Love Thy Neighbor: Income Distribution and Housing Preferences

Downloads 135 (289,864)

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 96 (370,605)

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Love Thy Neighbor: Income Distribution and Housing Preferences

Hong Kong Institute for Monetary and Financial Research (HKIMR) Research Paper WP 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 39 (583,660)

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Hedonic Pricing, Housing, Income Inequality

13.

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 130 (298,260)

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present value model, stock price, discount rate

14.

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 (Aaron) Sun
Virginia Polytechnic Institute & State University and University of Texas at El Paso
Downloads 126 (305,280)
Citation 4

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Optimal Interest Rate Rule, DSGE Model, House Price Inflation

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 (Aaron) Sun and Kwok Ping Tsang
University of Texas at El Paso and Virginia Polytechnic Institute & State University
Downloads 125 (307,110)
Citation 5

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

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 Wenlan School of Business, Zhongnan University of Economics and Law
Downloads 110 (336,182)
Citation 1

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Bitcoin, Transaction Fees, Congestion, Vector Auto-regression

17.

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

Number of pages: 31 Posted: 11 Sep 2020 Last Revised: 20 Dec 2021
Xiaojin (Aaron) Sun and Kwok Ping Tsang
University of Texas at El Paso and Virginia Polytechnic Institute & State University
Downloads 104 (349,124)

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

18.

Home Bias in Currency Forecasts

Hong Kong Institute for Monetary and Financial Research (HKIMR) Research Paper WP 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 101 (355,972)

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Survey Data, Excess Currency Returns, Global Shock

19.

Does the Right to Choose Matter for Defined Contribution Plans?

Downloads 100 (358,273)

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 100 (360,953)

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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
Downloads 0

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20.

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 90 (382,764)

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macro-finance, term structure, VAR, Bayesian method

21.

Do Connections Pay Off in the Bitcoin Market?

Number of pages: 69 Posted: 22 Mar 2021 Last Revised: 18 Jan 2022
Kwok Ping Tsang and Zichao Yang
Virginia Polytechnic Institute & State University and Wenlan School of Business, Zhongnan University of Economics and Law
Downloads 88 (388,064)

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Bitcoin, Networks, Centrality, Asset Returns

22.

Letting Old Data Speak: Local Cultural Traits in Qing China Grain Prices

Number of pages: 36 Posted: 28 Nov 2021 Last Revised: 06 May 2022
T. Terry Cheung, Shaowen Luo and Kwok Ping Tsang
Academia Sinica - Institute of Economics, Academia Sinica, Virginia Polytechnic Institute & State University - Department of Economics and Virginia Polytechnic Institute & State University
Downloads 73 (432,175)

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Culture, Historical Prices, Qing China, Principle-Agent Problem

23.

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 70 (442,088)
Citation 1

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Intertemporal consumer choice, discounting, hyperbolic discounting, consumption CAPM

24.

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 55 (497,445)

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

25.

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 Wenlan School of Business, Zhongnan University of Economics and Law
Downloads 49 (522,938)

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Bitcoin, Transaction Fees, Price Growth, Price Dispersion

26.

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 42 (555,864)

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rational inattention, elasticity of attention, optimal monetary policy

27.

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 22 (677,450)
Citation 1

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

28.

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 19 (700,162)

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

29.

Greenfield Foreign Direct Investment: Social Learning Drives Persistence

ISER DP No. 1171
Number of pages: 53 Posted: 06 Apr 2022
Charles K. Leung, Cho Yiu Joe Ng, Chao Hung Chan and Kwok Ping Tsang
City University of Hong Kong, City University of Hong Kong, affiliation not provided to SSRN and Virginia Polytechnic Institute & State University
Downloads 13 (750,108)

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Greenfield FDI, persistence, information, social learning

30.

The Rise of the 'Invisible Hand' Metaphor

Number of pages: 14 Posted: 23 Jun 2022
Kwok Ping Tsang
Virginia Polytechnic Institute & State University
Downloads 3 (846,356)

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Adam Smith, the invisible hand, laissez faire

31.

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