期刊論文(共計28筆) |
序號 | 學年度 | 學期 | 年度 | 月份 | 作者 | 題目 | 通訊作者 | 作者順位 | 期刊名稱 | 卷數 | 頁數 | 關鍵字 |
1 | 098 | 1 | 2009 | 11 | Chang, Kuang-Liang (張光亮) | Do macroeconomic variables have regimedependent effects on stock return dynamics?Evidence from the Markov regime switching model. | 是 | 第一順位 | Economic Modelling | 26 | 1283-1299 | |
2 | 098 | 1 | 2009 | 9 | Chang, Kuang-Liang (張光亮) | Does the Risk-Return Relationship Depend on Risk Proxy and Distribution Specification? Evidence from US Stock and REIT Markets | 是 | 第一順位 | Empirical Economics Letters | 8 | 843-850 | |
3 | 099 | 1 | 2010 | 10 | Chang, Kuang-Liang* (張光亮), Chi-Wei He | Does the Magnitude of Effect of Inflation Uncertainty on Output Growth Depend on the Level of Inflation | 是 | 第一順位 | The Manchester School | 78 | 126-148 | |
4 | 099 | 1 | 2010 | 9 | Chang, Kuang-Liang (張光亮) | House Price Dynamics, Conditional Higher-Order Moments, and Density Forecasts | 是 | 第一順位 | Economic Modelling | 27 | 1029-1039 | |
5 | 100 | 1 | 2011 | 10 | Chang, Kuang-Liang (張光亮) | The Optimal Value-at-Risk Hedging Strategy under Bivariate Regime Switching ARCH Framework | 是 | 第一順位 | Applied Economics | 43 | 2627-2640 | |
6 | 100 | 1 | 2011 | 10 | 蔡怡純*,陳明吉,張光亮 | 台灣不動產投資信託基金具有防禦性嗎? | 否 | 第三順位 | 證券市場發展季刊 | 23 | 199-224 | |
7 | 099 | 2 | 2011 | 5 | Chang, Kuang-Liang (張光亮) | The nonlinear effects of expected and
unexpected components of monetary policy on the dynamics of REIT returns | 是 | 第一順位 | Economic Modelling | 28 | 911-920 | |
8 | 099 | 2 | 2011 | 7 | Chang, Kuang-Liang (張光亮), Nan-Kuang Chen and Ka-Yui Leung* | Monetary Policy, Term Structure and Asset Return: Comparing REIT, Housing and Stock | 否 | 第一順位 | Journal of Real Estate Finance and Economics | 43 | 221-257 | |
9 | 100 | 1 | 2011 | 8 | 張光亮*、黃宗佑 | 美國存託憑證與母國股票報酬間之動態關聯性-極端尾部相依性以及Kendall′s tau 之研究 | 是 | 第一順位 | 經濟研究 | 47 | 305-356 | |
10 | 100 | 1 | 2012 | 1 | Chang, Kuang-Liang (張光亮) | Volatility regimes, asymmetric basis effects and forecasting performance: An empirical investigation of the WTI crude oil
futures market | 是 | 第一順位 | Energy Economics | 34 | 294-306 | |
11 | 101 | 1 | 2012 | 11 | Chang, Kuang-Liang (張光亮) | The time-varying and asymmetric dependence between crude oil spot and futures markets: Evidence from the mixture copulabased ARJI-GARCH model | 是 | 第一順位 | Economic Modelling | 29 | 2298-2309 | |
12 | 101 | 1 | 2012 | 12 | Chen Ho-Chyuan, Kuang-Liang Chang*(張光亮), Shih-Ti Yu | Application of the Tobit model with autoregressive conditional heteroscedasticity for foreign exchange market interventions | 是 | 第二順位 | Japan and the World Economy | 24 | 274-282 | |
13 | 100 | 2 | 2012 | 2 | Chang, Kuang-Liang (張光亮) | Stock return predictability and stationarity of dividend yield | 是 | 第一順位 | Economics Bulletin | 32 | 715-729 | |
14 | 100 | 2 | 2012 | 5 | Chang, Kuang-Liang (張光亮), Nan-Kuang Chen and Ka-Yui Leung* | The dynamics of housing returns in Singapore: How important are the international transmission mechanisms | 否 | 第一順位 | Regional Science and Urban Economics | 42 | 516-530 | |
15 | 100 | 2 | 2012 | 6 | Chang, Kuang-Liang (張光亮) | The impacts of regime-switching structures and fat-tailed characteristics on the relationship between inflation and inflation
uncertainty | 是 | 第一順位 | Journal of Macroeconomics | 34 | 523-536 | |
16 | 101 | 1 | 2012 | 8 | Chang, Kuang-Liang (張光亮) | Analysis of structural changes in the relationship among regional housing markets in Taiwan | 是 | 第一順位 | Economics Bulletin | 32 | 2220-2230 | |
17 | 101 | 2 | 2013 | 2 | Chang, Kuang-Liang (張光亮), Nan-Kuang Chen and Ka-Yui Leung* | In the shadow of the United States: The international transmission effect of asset returns | 否 | 第一順位 | Pacific Economic Review | 18 | 1-40 | |
18 | 101 | 2 | 2013 | 3 | Liu Wen-Hsien* , Ching-Fan Chung, Kuang-Liang Chang(張光亮) | Inventory change, capacity utilization and the semiconductor industry cycle | 否 | 第三順位 | Economic Modelling | 31 | 119-127 | |
19 | 102 | 1 | 2013 | 9 | Chang, Kuang-Liang (張光亮); Yu, Shih-Ti | Does crude oil price play an important role in explaining stock return behavior | 是 | 第一順位 | Energy Economics | 39 | 159-168 | |
20 | 102 | 2 | 2014 | 4 | Chang, Kuang-Liang (張光亮); Yen, Ming-Hui | The magnitude and significance of macroeconomic variables in explaining regional housing fluctuations | 是 | 第一順位 | Economics Bulletin | 34 | 828-841 | |
21 | 102 | 2 | 2014 | 7 | Chang, Kuang-Liang (張光亮) | The symmetrical and positive relationship between crude oil and nominal exchange rate returns | 是 | 第一順位 | North American Journal of Economics and Finance | 29 | 266-284 | |
22 | 105 | 1 | 2016 | 12 | Chang, Kuang-Liang (張光亮), Nan-Kuang Chen, Charles Ka Yui Leung | Losing Track of the Asset Markets:the Case of Housing and Stock | 否 | 第一順位 | International Real Estate Review | 19 | 435-492 | |
23 | 104 | 2 | 2016 | 3 | Chang, Kuang-Liang (張光亮) | Does the return-state-varying relationship between risk
and return matter in modeling the time series process of stock
return? | 是 | 第一順位 | International Review of Economics and Finance | 42 | 72-87 | |
24 | 105 | 1 | 2017 | 1 | Chang, Kuang-Liang (張光亮) | Does REIT index hedge inflation risk? New evidence from the tail quantile dependences of the Markov-switching GRG copula | 是 | 第一順位 | North American Journal of Economics and Finance | 39 | 56-67 | |
25 | 106 | 1 | 2017 | 10 | Chang, Kuang-Liang (張光亮) | A mixed dependence between the exchange rate and international crude oil returns:an application of dynamic mixture copula | 是 | 第一順位 | Emerging Markets Finance and Trade | 53 | 2347-2360 | |
26 | 106 | 1 | 2017 | 8 | Chang,Kuang-Liang (張光亮) and Shih-Ti Yu | An investigation on the relationship between return and trading volume:asymmetric V-type or asymmetric increasing-type pattern | 是 | 第一順位 | Quantitative Finance | 17 | 1223-1241 | |
27 | 107 | 1 | 2018 | 11 | Chang, Jui-Chuan Della and Kuang-Liang Chang | The asymmetric effects of U.S. large-scale asset purchases on the volatility of the Canadian dollar futures market | 是 | 第二順位 | North American Journal of Economics and Finance | 46 | 15-28 | |
28 | 106 | 2 | 2018 | 2 | Chang, Kuang-Liang (張光亮) | Asymmetric downside and upside co-movements between stock and REIT markets | 是 | 第一順位 | Applied Economics Letters | 25 | 78-82 | |
會議論文(共計20筆) |
序號 | 學年度 | 學期 | 年度 | 月份 | 作者 | 題目 | 通訊作者 | 作者順位 | 發表性質 | 會議論文集或研討會名稱 | 地點 |
1 | 097 | 1 | 2008 | 12 | Chang, K. L.(張光亮), N. K. Chen and K. Y. Leung | Monetary Policy, Term Structure and Asset Return: Comparing REIT, Housing and Stock | 否 | 第一順位 | 口頭發表 | 台灣經濟學會2008年會 | |
2 | 096 | 2 | 2008 | 6 | 張光亮 | 英國與美國房價動態與條件高階動差 | 是 | 第一順位 | 口頭發表 | 2008台灣財務金融學會研討會 | |
3 | 097 | 2 | 2009 | 5 | Chang, K. L.(張光亮), N. K. Chen and K. Y. Leung | Would Some Model Please Give Me Some Hints? An Empirical Investigation on Monetary Policy and Asset Return Dynamics. | 否 | 第一順位 | 口頭發表 | 第十屆全國實證經濟學論文研討會 | |
4 | 098 | 1 | 2010 | 1 | 張光亮 | 是否股票報酬與波動之動態受到不同狀態轉換變數規範呢? DRV-AR-GARCH模型之運用 | 是 | 第一順位 | 口頭發表 | 2010兩岸金融研討會 | |
5 | 098 | 2 | 2010 | 7 | Chang, K. L. (張光亮), N. K. Chen and K. Y. Leung | Asymmetric, Non-Linear, and EGARCH Effects of Monetary Policy on the Mean and Volatility of Housing Returns | 否 | 第一順位 | 口頭發表 | The 15th Asian Real Estate Society (AsRES) International Conference | |
6 | 100 | 1 | 2011 | 11 | Chang, Kuang-Liang (張光亮), Nan-Kuang Chen and Ka-Yui Leung* | In the shadow of the United States: The international transmission effect of asset returns | 否 | 第一順位 | 口頭發表 | 台灣經濟學會台灣效率與生產力學會台灣農業與資源經濟學會2011年聯合年會 | |
7 | 100 | 2 | 2012 | 6 | Kuang-Liang Chang, Ka Yui Leung, Nan-Kuang Chen | Would some model please give me some hints? In search of stylized facts of the monetary policy and asset return dynamics | 否 | 第二順位 | 書面發表 | WEAI 87th annual conference | |
8 | 103 | 1 | 2014 | 11 | Kuang-Liang Chang | Do stock and REITs hedge inflation risk?An application of Markov-switching copula specification | 是 | 第一順位 | 口頭發表 | 2014 Asia Conference on Economics & Business Research | SINGAPORE |
9 | 102 | 2 | 2014 | 6 | Kuang-Liang Chang;Nan-Kuang Chen;Charles K. Leung* | Losing track of the asset markets: the case of
housing and stock | 否 | 第一順位 | 口頭發表 | 2014 Asian Meeting of the Econometric Society | |
10 | 103 | 2 | 2015 | 6 | Kuang-Liang Chang | An Investigation on the Magnitude of Time-Varying and Quantile-Varying Relationship Between Price and Trading Volume: V-type or Increasing-type Pattern | 是 | 第一順位 | 口頭發表 | 21st Computing in Economics and Finance | Taipei |
11 | 104 | 1 | 2016 | 1 | Kuang-Liang Chang | An Investigation on the Magnitude of Time-Varying and Quantile-Varying Relationship between Return and Trading Volume: Asymmetric V-Type or Asymmetric Increasing-Type Pattern | 是 | 第一順位 | 口頭發表 | The 9th NCTU International Finance Conference | |
12 | 104 | 1 | 2016 | 1 | 張光亮 | 不動產資產風險貼水迷思是否存在呢? | 是 | 第一順位 | 口頭發表 | 2016 年中華民國住宅學會年會暨學術研討會 | |
13 | 104 | 2 | 2016 | 5 | Kuang-Liang Chang | Assessing the economic index of riskiness and economic performance index: An investigation on real estate, REITs and stock markets | 是 | 第一順位 | 口頭發表 | 2016 International Conference of Taiwan Finance Association | |
14 | 106 | 1 | 2017 | 12 | Kuang-Liang Chang(張光亮) ;Jui-Chuan Della Chang | Investigating the Dynamic Dependence between the U.S. International Tourism Demand and Exchange Rate in a Time-Varying and State-Switching Copula Model | 否 | 第一順位 | 口頭發表 | The 11th NCTU International Finance Conference | |
15 | 106 | 1 | 2017 | 12 | Kuang-Liang Chang;Jui-Chuan Della Chang | Investigating the Dynamic Dependence between the U.S. International Tourism Demand and Exchange Rate in a Time-Varying and State-Switching Copula Model | 是 | 第一順位 | 口頭發表 | 台灣經濟學會2017年年會 | |
16 | 105 | 2 | 2017 | 7 | Kuang-Liang Chang;CHI-WEI HE | The relative importance of co-jump and idiosyncratic jump on the dynamic relationship between US and Asian securitized real estate markets | 是 | 第一順位 | 口頭發表 | The 2017 International Joint Conference of AsRES and GCREC | |
17 | 107 | 1 | 2018 | 12 | Chang, Kuang-Liang and Jui-Chuan Della Chang | International Portfolio Flows and Exchange Rate in the Commodity Exporting Economy | 否 | 第一順位 | 口頭發表 | 台灣經濟學會2018年會 | |
18 | 106 | 2 | 2018 | 7 | Chang, Kuang-Liang and Ka-Yui Leung | Did the asset markets become more or less risky after the Global Financial Crisis? | 否 | 第一順位 | 口頭發表 | 2018 Asian Real Estate Society (AsRES) Annual International conference | South Korea |
19 | 106 | 2 | 2018 | 7 | Chang, Kuang-Liang | Are recession and recovery cycles in international housing markets synchronous or asynchronous?An investigation on US, UK, and Canadian housing markets. | 是 | 第一順位 | 口頭發表 | 2018 Asian Real Estate Society (AsRES) Annual International conference | South Korea |
20 | 107 | 2 | 2019 | 3 | Chang, Kuang-Liang and Chi-Wei He | The asymmetric relationship between the stock and exchange rate markets: How important is the interaction between dynamic structure and dynamic intensity? | 是 | 第一順位 | 口頭發表 | WEAI 15th International Conference | |