Wai-Mun Chia

Nanyang Technological University (NTU) - School of Humanities & Social Sciences

Blk S3.2-B2

Nanyang Avenue

Singapore, 639798

Singapore

SCHOLARLY PAPERS

8

DOWNLOADS

864

TOTAL CITATIONS

4

Scholarly Papers (8)

1.

Financial Crisis and Interacting Heterogeneous Agents

Number of pages: 24 Posted: 21 Jul 2009 Last Revised: 17 Sep 2009
Weihong Huang, Huanhuan Zheng and Wai-Mun Chia
affiliation not provided to SSRN, Nanyang Technological University (NTU) - Division of Economics and Nanyang Technological University (NTU) - School of Humanities & Social Sciences
Downloads 207 (316,694)
Citation 2

Abstract:

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Stock crash, Deterministic dynamics, chaos, nonlinear model, interaction, heterogeneous agents, multiphase heterogeneous beliefs

2.

Investor Sentiment, Behavioral Heterogeneity and Stock Market Dynamics

Number of pages: 55 Posted: 24 Jul 2019 Last Revised: 23 Dec 2019
Changtai Li, Sook Rei Tan, Nick Ho and Wai-Mun Chia
Nanyang Technological University (NTU) - Division of Economics, Nanyang Technological University (NTU) - School of Humanities & Social Sciences, Nanyang Technological University (NTU) - Division of Economics and Nanyang Technological University (NTU) - School of Humanities & Social Sciences
Downloads 204 (321,151)

Abstract:

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Investor sentiment, Social interaction, Heterogeneous beliefs, Regime switching, Financial crises

3.

Post-TPP Trade Policy Options for ASEAN and Its Dialogue Partners: 'Preference Ordering' Using CGE Analysis

East Asian Economic Review Vol. 22, No. 2 (June 2018) 177-215, DOI: http://dx.doi.org/10.11644/KIEP.EAER.2018.22.2.342
Number of pages: 39 Posted: 02 Jul 2018
Xianbai Ji, Pradumna Rana, Wai-Mun Chia and Changtai Li
Nanyang Technological University (NTU), Nanyang Technological University (NTU) - Division of Economics, Nanyang Technological University (NTU) - School of Humanities & Social Sciences and Nanyang Technological University (NTU)
Downloads 180 (360,125)
Citation 2

Abstract:

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Post-TPP, RCEP, CPTPP, FTAAP, CGE Modelling

4.

Singapore and Asia in a Globalized World: Contemporary Economic Issues and Policies

SINGAPORE AND ASIA IN A GLOBALIZED WORLD: CONTEMPORARY ECONOMIC ISSUES AND POLICIES, 2008
Number of pages: 2 Posted: 23 Sep 2009
Wai-Mun Chia and Hui Ying Sng
Nanyang Technological University (NTU) - School of Humanities & Social Sciences and Nanyang Technological University (NTU)
Downloads 93 (604,302)

Abstract:

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Singapore Economy, Public Policies, Developmental Economies

5.

A Welfare Evaluation of East Asian Monetary Policy Regimes Under Foreign Output Shock

Asian Development Bank Economics Working Paper Series No. 299
Number of pages: 31 Posted: 02 Aug 2012
Joseph D. Alba, Wai-Mun Chia and Donghyun Park
Nanyang Technological University, Nanyang Technological University (NTU) - School of Humanities & Social Sciences and Asian Development Bank - Economic Research
Downloads 88 (625,444)

Abstract:

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trade channels, import-to-GDP ratio, small open economies, welfare, exchange rate regimes, monetary policy regimes, inflation targeting, Taylor Rule, foreign output shocks, dynamic stochastic general equilibrium model, DSGE

6.

International Housing Markets Co-Movements

Number of pages: 34 Posted: 09 Aug 2011 Last Revised: 23 Sep 2011
Qin Xiao, Robert Van Order and Wai-Mun Chia
University of Aberdeen - Business School, University of Michigan - Stephen M. Ross School of Business and Nanyang Technological University (NTU) - School of Humanities & Social Sciences
Downloads 59 (780,398)

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Excess correlation, risk diversification, volatility driver, common factor

7.

Heterogeneous Beliefs and Market Fraction in International Markets: The Role of Sentiment Spillover

Number of pages: 37 Posted: 27 Apr 2022
Changtai Li, Sook-Rei Tan and Wai-Mun Chia
Tsinghua University, James Cook University - James Cook University and Nanyang Technological University (NTU) - School of Humanities & Social Sciences
Downloads 33 (1,002,993)

Abstract:

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Investor Sentiment, Heterogeneous beliefs, Market contagion, Bayesian estimation

8.

Singapore and Asia: Impact of the Global Financial Tsunami and Other Economic Issues

SINGAPORE AND ASIA: IMPACT OF THE GLOBAL FINANCIAL TSUNAMI AND OTHER ECONOMIC ISSUES
Posted: 16 Apr 2010 Last Revised: 28 Apr 2010
Hui Ying Sng and Wai-Mun Chia
Nanyang Technological University (NTU) and Nanyang Technological University (NTU) - School of Humanities & Social Sciences

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Singapore Economy, Asian Economies, Global Financial Tsunami, Fiscal Policy, Monetary Policy, Inflation, Workfare, Environment Economics