| Selected Publications:
"Conditional Risk-Return Relationship in a Time-Varying
Beta Model," with Peng Huang. Forthcoming, Quantitative Finance.
"A Dual-Target Monetary Policy Rule for Open Economies:
An Application to France," with Ruey Yau. Forthcoming, Applied
Economics Letters.
"Output Convergence Revisited: New Time Series Results on
Industrialized Countries," with Ruey Yau. Applied Economics
Letters, 14 (1), January 2007, pp. 75-77.
" Investor Preferences and Portfolio Selection: Is Diversification
an Appropriate Strategy?" with Ruey Yau. Quantitative Finance,
6 (3), June 2006, pp. 255-271.
" Short-Sales Constraints and Stock Return Asymmetry: Evidence
from the Chinese Stock Markets." Applied Financial Economics,
16 (10), June 2006, pp. 707-716.
"Using an Aggregate Demand-Aggregate Supply Model to Identify
Structural Demand-Side and Supply-Side Shocks: Results Using a
Bivariate VAR" with James Cover and Walter Enders. Journal
of Money, Credit, and Banking, 38 (3), April 2006, pp. 777-790.
"Forecasting Asymmetries in Aggregate Stock Market Returns:
Evidence from Conditional Skewness," with James McDonald.
Journal of Empirical Finance, 12(5), December 2005, pp. 666-685.
"Overreaction Effects Independent of Risk and Characteristics:
Evidence from the Japanese Stock Market" with Chaoshin Chiao.
Japan and the World Economy 17(4), December 2005, pp. 431-455.
"The Correlation Between Shocks to Output and the Price
Level: Evidence from a Multivariate GARCH Model" with James
Cover. Southern Economic Journal, 70 (1), July 2003, pp. 75-92.
"Are Policy Rules Better than the Discretionary System
in Taiwan?" with James Cover and Ruey Yau. Contemporary Economic
Policy 20 (1), January 2002, pp. 60-71.
"Do Bubbles or Time-Varying Risk Premiums Affect Stock
Prices? A Kalman Filter Approach" with Lii-Tarn Chen and
Chien-Fu Jeff Lin. Global Business and Economics Review 2 (2),
December 2000, pp. 159-171.
"Sources of Persistence in Cross-Country Income Disparities:
A Structural Analysis" with Ruey Yau. Journal of Macroeconomics,
22 (4), Fall 2000, pp. 611-630.
"The Impact of Foreign Variables on Domestic Money Demand:
Evidence from the United Kingdom" Journal of Economics and
Finance, 24 (2), Summer 2000, pp. 97-109.
"Money Demand in an Open-Economy Shopping-Time Model: An
Out-of-Sample-Prediction Application to Canada" Journal of
Economics and Business 51(6), November/December 1999, pp. 489-503.
"The Demand for Money in an Open Economy: Some Evidence
for Canada" North American Journal of Economics and Finance
9(1), Spring 1998, pp.15-31. |
