Kwok Ping Tsang

Virginia Polytechnic Institute & State University

250 Drillfield Drive

Blacksburg, VA 24061

United States

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

SCHOLARLY PAPERS

29

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5,931

SSRN CITATIONS
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Top 11,374

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58

CROSSREF CITATIONS

50

Scholarly Papers (29)

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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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

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

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

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

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.

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

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