Kwok Ping Tsang

Virginia Polytechnic Institute & State University

Blacksburg, VA 24061

United States

SCHOLARLY PAPERS

19

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CITATIONS
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17

Scholarly Papers (19)

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 524 (39,808)
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 104 (207,502)
Citation 6

Abstract:

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

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 245 (97,706)
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 112 (196,575)
Citation 2

Abstract:

Exchange Rate, Term Structure, Latent Factors, Term Premiums

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
The Chinese University of Hong Kong (CUHK) and Virginia Polytechnic Institute & State University
Downloads 135 (170,035)
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
The Chinese University of Hong Kong (CUHK) and Virginia Polytechnic Institute & State University
Downloads 62 (285,749)
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 (162,898)

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 (169,537)
Citation 4

Abstract:

decision-making, children, family

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 The Chinese University of Hong Kong (CUHK)
Downloads 82 (243,146)
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
The Chinese University of Hong Kong (CUHK) and Virginia Polytechnic Institute & State University
Downloads 34 (371,705)
Citation 2

Abstract:

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

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
The Chinese University of Hong Kong (CUHK) and Virginia Polytechnic Institute & State University
Downloads 85 (237,646)

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
The Chinese University of Hong Kong (CUHK) and Virginia Polytechnic Institute & State University
Downloads 27 (402,262)

Abstract:

Hedonic Pricing, Housing, Income Inequality

Frequency Dependence in a Real-Time Monetary Policy Rule

Number of pages: 37 Posted: 29 Jan 2010 Last Revised: 29 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 86 (235,915)
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 15 (468,578)
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 (206,410)

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 (242,808)
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 (241,007)

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 (206,410)

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 (282,164)

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 Chu Hai College of Higher Education - Faculty of Business
Downloads 55 (242,808)

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 (222,692)

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 (138,100)

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 (461,340)

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 (522,451)

Abstract:

19.

Global Effects of U.S. Dividend Income Tax

Number of pages: 34 Posted: 28 Jul 2016 Last Revised: 04 Aug 2016
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 (370,728)

Abstract:

Dividend payouts, tax treaty, corporate governance