Details about Shiu-Sheng Chen

Access statistics for papers by Shiu-Sheng Chen.

Last updated 2025-01-06. Update your information in the RePEc Author Service.

Short-id: pch275

Working Papers

2013

1. Forecasting Crude Oil Price Movements with Oil-Sensitive Stocks
   MPRA Paper, University Library of Munich, Germany View citations (3)
   See also Journal Article FORECASTING CRUDE OIL PRICE MOVEMENTS WITH OIL-SENSITIVE STOCKS, Economic Inquiry, Western Economic Association International (2014) View citations (40) (2014)
2. Further evidence on bear market predictability: The role of the external finance premium
   MPRA Paper, University Library of Munich, Germany View citations (1)
   See also Journal Article Further evidence on bear market predictability: The role of the external finance premium, International Review of Economics & Finance, Elsevier (2017) View citations (1) (2017)

2012

3. Bernanke Was Right: Currency Manipulation Policy in Emerging Foreign Exchange Markets
   MPRA Paper, University Library of Munich, Germany
4. Predicting swings in exchange rates with macro fundamentals
   MPRA Paper, University Library of Munich, Germany
5. Reverse Globalization: Does High Oil Price Volatility Discourage International Trade?
   MPRA Paper, University Library of Munich, Germany View citations (53)
   See also Journal Article Reverse globalization: Does high oil price volatility discourage international trade?, Energy Economics, Elsevier (2012) View citations (48) (2012)
6. Revisiting the empirical linkages between stock returns and trading volume
   MPRA Paper, University Library of Munich, Germany View citations (59)
   See also Journal Article Revisiting the empirical linkages between stock returns and trading volume, Journal of Banking & Finance, Elsevier (2012) View citations (60) (2012)

2005

7. Does Monetary Policy Have Asymmetric Effects on Stock Returns?
   Macroeconomics, University Library of Munich, Germany View citations (6)
   See also Journal Article Does Monetary Policy Have Asymmetric Effects on Stock Returns?, Journal of Money, Credit and Banking, Blackwell Publishing (2007) View citations (34) (2007)

2004

8. Does "Aggregation Bias" Explain the PPP Puzzle?
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (22)

2003

9. Macroeconomic Policy in a Real Business Cycle Model with Money
   Macroeconomics, University Library of Munich, Germany
10. Revisiting the Interest Rate-Exchange Rate Nexus: A Markov Switching Approach
    International Finance, University Library of Munich, Germany View citations (4)
    See also Journal Article Revisiting the interest rate-exchange rate nexus: a Markov-switching approach, Journal of Development Economics, Elsevier (2006) View citations (33) (2006)

Journal Articles

2025

1. Misaligned currencies and economic growth: The role of global value chains
   Journal of International Money and Finance, 2025, 151, (C)

2024

2. Monetary policy and renewable energy production
   Energy Economics, 2024, 132, (C) View citations (3)

2023

3. Liquidity yield and exchange rate predictability
   Journal of International Money and Finance, 2023, 137, (C)
4. Presidents, Fed chairs, and the deviations from the Taylor rule
   Macroeconomic Dynamics, 2023, 27, (6), 1687-1705

2022

5. Detecting persistent one‐sided intervention in foreign exchange markets: A simple test
   International Finance, 2022, 25, (1), 23-45
6. How do oil prices affect emerging market sovereign bond spreads?
   Journal of International Money and Finance, 2022, 128, (C) View citations (5)
7. Revisiting the Link between House Prices and Monetary Policy
   The B.E. Journal of Macroeconomics, 2022, 22, (2), 481-515

2020

8. Politics and the UK's monetary policy
   Scottish Journal of Political Economy, 2020, 67, (5), 486-522

2019

9. Do Exchange Rate Shocks Have Asymmetric Effects on Reserve Accumulation? Evidence from Emerging Markets
   Scandinavian Journal of Economics, 2019, 121, (4), 1561-1586 View citations (2)
10. Do stock markets have predictive content for exchange rate movements?
    Journal of Forecasting, 2019, 38, (7), 699-713 View citations (8)

2017

11. Exchange rate undervaluation and R&D activity
    Journal of International Money and Finance, 2017, 72, (C), 148-160 View citations (11)
12. Further evidence on bear market predictability: The role of the external finance premium
    International Review of Economics & Finance, 2017, 50, (C), 106-121 View citations (1)
    See also Working Paper Further evidence on bear market predictability: The role of the external finance premium, MPRA Paper (2013) View citations (1) (2013)

2016

13. Commodity prices and related equity prices
    Canadian Journal of Economics, 2016, 49, (3), 949-967 View citations (6)
    Also in Canadian Journal of Economics/Revue canadienne d'économique, 2016, 49, (3), 949-967 (2016) View citations (5)
14. DOES FEAR LEAD TO RECESSIONS?
    Macroeconomic Dynamics, 2016, 20, (5), 1247-1263
15. Predicting US recessions with stock market illiquidity
    The B.E. Journal of Macroeconomics, 2016, 16, (1), 93-123 View citations (11)

2015

16. Revisiting the relationship between exchange rates and fundamentals
    Journal of Macroeconomics, 2015, 46, (C), 1-22 View citations (12)

2014

17. DO POLITICS CAUSE REGIME SHIFTS IN MONETARY POLICY?
    Contemporary Economic Policy, 2014, 32, (2), 492-502 View citations (3)
18. FORECASTING CRUDE OIL PRICE MOVEMENTS WITH OIL-SENSITIVE STOCKS
    Economic Inquiry, 2014, 52, (2), 830-844 View citations (40)
    See also Working Paper Forecasting Crude Oil Price Movements with Oil-Sensitive Stocks, MPRA Paper (2013) View citations (3) (2013)

2013

19. Oil Price Volatility and Bilateral Trade
    The Energy Journal, 2013, 34, (1), 207-230
20. USING DEMOGRAPHIC CHANGES TO REVISIT THE CONSUMPTION–REAL EXCHANGE RATE ANOMALY
    Manchester School, 2013, 81, (2), 163-175

2012

21. Consumer confidence and stock returns over market fluctuations
    Quantitative Finance, 2012, 12, (10), 1585-1597 View citations (7)
22. Does extracting inflation from stock returns solve the purchasing power parity puzzle?
    Empirical Economics, 2012, 42, (3), 1097-1105
23. Rational expectations, changing monetary policy rules, and real exchange rate dynamics
    Journal of Banking & Finance, 2012, 36, (10), 2824-2836 View citations (1)
24. Reverse globalization: Does high oil price volatility discourage international trade?
    Energy Economics, 2012, 34, (5), 1634-1643 View citations (48)
    See also Working Paper Reverse Globalization: Does High Oil Price Volatility Discourage International Trade?, MPRA Paper (2012) View citations (53) (2012)
25. Revisiting the empirical linkages between stock returns and trading volume
    Journal of Banking & Finance, 2012, 36, (6), 1781-1788 View citations (60)
    See also Working Paper Revisiting the empirical linkages between stock returns and trading volume, MPRA Paper (2012) View citations (59) (2012)

2011

26. Lack of consumer confidence and stock returns
    Journal of Empirical Finance, 2011, 18, (2), 225-236 View citations (48)

2010

27. Are Mathematics and Science Test Scores Good Indicators of Labor-Force Quality?
    Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, 2010, 96, (1), 133-143 View citations (7)
28. Do higher oil prices push the stock market into bear territory?
    Energy Economics, 2010, 32, (2), 490-495 View citations (139)
29. Exchange Rates and Fundamentals: Evidence from Long‐Horizon Regression Tests*
    Oxford Bulletin of Economics and Statistics, 2010, 72, (1), 63-88 View citations (6)
30. House prices, collateral constraint, and the asymmetric effect on consumption
    Journal of Housing Economics, 2010, 19, (1), 26-37 View citations (23)
31. TAIWAN'S EXCHANGE RATE AND MACROECONOMIC POLICIES OVER THE BUSINESS CYCLE
    The Singapore Economic Review (SER), 2010, 55, (03), 435-457

2009

32. Oil price pass-through into inflation
    Energy Economics, 2009, 31, (1), 126-133 View citations (160)
33. Predicting the bear stock market: Macroeconomic variables as leading indicators
    Journal of Banking & Finance, 2009, 33, (2), 211-223 View citations (139)
34. Revisiting the Inflationary Effects of Oil Prices
    The Energy Journal, 2009, Volume 30, (Number 4), 141-154 View citations (13)
    Also in The Energy Journal, 2009, 30, (4), 141-154 (2009) View citations (2)

2008

35. The liquidity effect in a flexible-price monetary model
    Oxford Economic Papers, 2008, 60, (1), 122-142

2007

36. A note on interest rate defense policy and exchange rate volatility
    Economic Modelling, 2007, 24, (5), 768-777 View citations (4)
37. ASSESSMENT OF WEYMARK'S MEASURES OF EXCHANGE MARKET INTERVENTION: THE CASE OF JAPAN
    Pacific Economic Review, 2007, 12, (5), 545-558 View citations (4)
38. Does Monetary Policy Have Asymmetric Effects on Stock Returns?
    Journal of Money, Credit and Banking, 2007, 39, (2‐3), 667-688 View citations (34)
    Also in Journal of Money, Credit and Banking, 2007, 39, (2-3), 667-688 (2007) View citations (118)
    See also Working Paper Does Monetary Policy Have Asymmetric Effects on Stock Returns?, Macroeconomics (2005) View citations (6) (2005)
39. Oil prices and real exchange rates
    Energy Economics, 2007, 29, (3), 390-404 View citations (345)

2006

40. Perspectives on teaching international macroeconomics and finance: is there more consensus in the 2000s?
    Economics Bulletin, 2006, 1, (3), 1-20
41. Revisiting the interest rate-exchange rate nexus: a Markov-switching approach
    Journal of Development Economics, 2006, 79, (1), 208-224 View citations (33)
    See also Working Paper Revisiting the Interest Rate-Exchange Rate Nexus: A Markov Switching Approach, International Finance (2003) View citations (4) (2003)

2005

42. A note on in-sample and out-of-sample tests for Granger causality
    Journal of Forecasting, 2005, 24, (6), 453-464 View citations (14)

2004

43. Real exchange rate fluctuations and monetary shocks: a revisit
    International Journal of Finance & Economics, 2004, 9, (1), 25-32 View citations (16)

2003

44. Macroeconomic fluctuations and welfare cost of stabilization policy
    Journal of Policy Modeling, 2003, 25, (2), 123-135 View citations (1)