1
|
Do Stock Markets Have Predictive Content for Exchange Rate Movements?
(with C.C. Hsu) |
2019 |
Journal of Forecasting,
38:7, 699-713 |
 |
2
|
台灣匯率貶值政策之探討 |
2019 |
經濟論文叢刊,
47:1, 41-74 |
 |
3
|
Do Exchange Rate Shocks have Asymmetric Effects on Reserve Accumulation?
Evidence from Emerging Markets (with T.Y. Lin) |
2019 |
The Scandinavian Journal of Economics,
121:4, 1561-1586 |
 |
4
|
Further Evidence on Bear Market Predictability: The Role of the
External Finance Premium (with N.K. Chen and
Y.H. Chou) |
2017 |
International Review of Economics and Finance,
50, 106-121
|
 |
| 5 |
Exchange Rate Undervaluation
and R&D Activity |
2017 |
Journal of International Money and Finance,
72, 148-160 |
 |
6
|
Commodity Prices and Related
Equity Prices |
2016 |
Canadian Journal of Economics,
49:3, 949-967 |
 |
| 7 |
央行「阻升不阻貶」? -- 再探台灣匯率不對稱干預政策
資料檔 (EXCEL)
附錄 (Appendix) |
2016 |
經濟論文叢刊,
44:2, 187-213
|
|
| 8 |
Predicting US Recessions with
Stock Market Illiquidity (with
Y.H. Chou and C.Y. Yen) |
2016 |
The B.E. Journal of
Macroeconomics,
16:1, 93–123
|
 |
| 9 |
Does Fear Lead to Recessions?
(with
Y.H. Chou)
Appendix |
2016 |
Macroeconomic Dynamics,
20:5, 1247-1263
|
 |
| 10 |
Revisiting the Relationship
between Exchange Rates and Fundamentals (with
Y.H. Chou) |
2015 |
Journal of Macroeconomics,
46, 1-22
|
 |
| 11 |
Forecasting Crude Oil Price
Movements with Oil-Sensitive Stocks |
2014 |
Economic
Inquiry, 52:2,
830-844
|
 |
| 12 |
Do Politics Cause Regime
Shifts in Monetary Policy? (with C.C. Wang) |
2014 |
Contemporary
Economic Policy, 32:2,
492-502 |
 |
| 13 |
Using Demographic Changes to
Revisit the Consumption--Real Exchange Rate Anomaly |
2013 |
Manchester School,
81:2, 163-175 |
 |
| 14 |
Oil Price Volatility and
Bilateral Trade (with K.W. Hsu) |
2013 |
Energy Journal,
34:1, 207-229 |
 |
| 15 |
Rational Expectations,
Changing Monetary Policy Rules, and Real Exchange Rate Dynamics (with
Y.H. Chou) |
2012 |
Journal of Banking and Finance,
36:10, 2824-2836 |
 |
| 16 |
Reverse Globalization: Does
High Oil Price Volatility Discourage International Trade? (with K.W.
Hsu) |
2012 |
Energy Economics,
34:5, 1634-1643 |
 |
| 17 |
動態隨機一般均衡 (DSGE)模型在貨幣政策制定上的應用:
一個帶有批判性的回顧與展望
(與湯茹茵合著) |
2012 |
經濟論文叢刊,
40:3, 289-323
(有關本論文遭抄襲之說明) |
|
| 18 |
Consumer Confidence and Stock
Returns over Market Fluctuations |
2012 |
Quantitative Finance,
12:10, 1585-1597 |
 |
| 19 |
Does Extracting Inflation from
Stock Returns Solve the Purchasing Power Parity Puzzle? |
2012 |
Empirical Economics,
42:3, 1097-1105 |
 |
| 20 |
Revisiting the Empirical
Linkages between Stock Returns and Trading Volume |
2012 |
Journal of Banking and Finance,
36:6, 1781-1788 |
|
| 21 |
Lack of Consumer Confidence
and Stock Returns |
2011 |
Journal of Empirical Finance,
18:2, 225-236 |
 |
| 22 |
Taiwan's Exchange Rate and
Macroeconomic Policies over the Business Cycle (with T.M. Wu) |
2010 |
Singapore Economic Review,
55:3, 435-457
|
 |
| 23 |
台灣貨幣政策法則之檢視
(與吳聰敏合著) |
2010 |
經濟論文,
38:1, 33-59 |
 |
| 24 |
House Prices, Collateral
Constraint, and the Asymmetric Effect on Consumption (with N.K. Chen and
Y.H. Chou) |
2010 |
Journal of Housing Economics,
19:1, 26-37 |
 |
| 25 |
Do Higher Oil Prices Push the
Stock Market into Bear Territory? |
2010 |
Energy Economics,
32:2, 490-495 |
|
| 26 |
Exchange Rates and
Fundamentals: Evidence from Long-Horizon Regression Tests (with
Y.H. Chou) |
2010 |
Oxford Bulletin of Economics and Statistics,
72:1, 63-88 |
 |
| 27 |
Are Mathematics and Science
Test Scores Good Indicators of Labor-force Quality? (with M.C. Luoh) |
2010 |
Social Indicators Research,
96:1, 133-143 |
 |
| 28 |
Revisiting the Inflationary
Effects of Oil Prices |
2009 |
Energy Journal,
30:4, 161-174 |
|
| 29 |
Oil Price Pass-Through into
Inflation |
2009 |
Energy Economics,
31:1, 126-133 |
|
| 30 |
Predicting the Bear Stock
Market: Macroeconomic Variables as Leading Indicators |
2009 |
Journal of Banking and Finance,
33:2,
211-223 (Summarized in
CFA
Digest August 2009, Vol. 39, No. 3: 42-44) |
|
| 31 |
The Liquidity Effect in a
Flexible-Price Monetary Model |
2008 |
Oxford Economic Papers,
60:1, 122-142 |
 |
| 32 |
台灣匯率制度初探
(與吳聰敏合著) |
2008 |
經濟論文叢刊,
36:2, 147-182 |
|
| 33 |
Assessment of Weymark's
Measures of Exchange Market Intervention: The Case of Japan (with K.
Taketa) |
2007 |
Pacific Economic Review,
12:5, 545-558 |
 |
| 34 |
A Note on Interest Rate
Defense Policy and Exchange Rate Volatility |
2007 |
Economic Modelling,
24:5, 768-777 |
 |
| 35 |
Oil Prices and Real Exchange
Rates (with H.C. Chen) |
2007 |
Energy Economics,
29:3. 390-404 |
|
| 36 |
Does Monetary Policy Have
Asymmetric Effects on Stock Returns? |
2007 |
Journal of Money, Credit, and Banking,
39:2-3, 667-688 |
 |
| 37
|
Perspectives on Teaching International Macroeconomics and Finance: Is
There More Consensus in the 2000s? |
2006 |
Economics
Bulletin,
1:3, 1-20 |
 |
| 38 |
Revisiting the Interest
Rate-Exchange Rate Nexus: A Markov Switching Approach |
2006 |
Journal of Development Economics,
79:1,
208-224 |
 |
| 39 |
A Note on In-Sample and
Out-of-Sample Tests for Granger Causality |
2005 |
Journal of Forecasting,
24:6, 453-464 |
|
| 40 |
Does `Aggregation
Bias' Explain the PPP Puzzle? (with C. Engel) |
2005 |
Pacific Economic Review,
10:1, 49-72 |
|
| 41 |
Real Exchange Rate
Fluctuations and Monetary Shocks: A Revisit |
2004 |
International
Journal of Finance and Economics,
9:1, 25-32 |
 |
| 42 |
Macroeconomic Fluctuations and
Welfare Cost of Stabilization Policy |
2003 |
Journal of Policy Modeling,
25:2, 123-135 |
 |
