Details about Nan-Kuang Chen

Access statistics for papers by Nan-Kuang Chen.

Last updated 2018-03-16. Update your information in the RePEc Author Service.

Short-id: pch1122

Working Papers

2015

1. Losing track of the asset markets: the case of housing and stock
   ISER Discussion Paper, Institute of Social and Economic Research, Osaka University View citations (1)

2013

2. Further evidence on bear market predictability: The role of the external finance premium
   MPRA Paper, University Library of Munich, Germany
   See also Journal Article in International Review of Economics & Finance (2017)

2012

3. In the shadow of the United States: the international transmission effect of asset returns
   Globalization Institute Working Papers, Federal Reserve Bank of Dallas View citations (3)
   Also in MPRA Paper, University Library of Munich, Germany (2011) View citations (2)
   See also Journal Article in Pacific Economic Review (2013)

2011

4. Asset Price and Monetary Policy - The Effect of Expectation Formation
   Working Papers, Hong Kong Institute for Monetary Research
   See also Journal Article in Oxford Economic Papers (2015)
5. House Price, Mortgage Premium, and Business Fluctuations
   Working Papers, Hong Kong Institute for Monetary Research
   See also Journal Article in Economic Modelling (2012)
6. The Dynamics of Housing Returns in Singapore: How Important are the International Transmission Mechanisms?
   MPRA Paper, University Library of Munich, Germany View citations (5)
   See also Journal Article in Regional Science and Urban Economics (2012)

2010

7. WOULD SOME MODEL PLEASE GIVE ME SOME HINTS? AN EMPIRICAL INVESTIGATION ON MONETARY POLICY AND ASSET RETURN DYNAMICS
   ERES, European Real Estate Society (ERES)

2009

8. Monetary Policy, Term Structure and Asset Return: Comparing REIT, Housing and Stock
   MPRA Paper, University Library of Munich, Germany
   See also Journal Article in The Journal of Real Estate Finance and Economics (2011)

2005

9. Intrinsic Cycles of Land Price: A Simple Model
   Departmental Working Papers, Chinese University of Hong Kong, Department of Economics View citations (1)
   Also in Discussion Papers, Chinese University of Hong Kong, Department of Economics (2005)
   See also Journal Article in Journal of Real Estate Research (2006)

2004

10. Do Asset Prices Affect Business Investment? An Empirical Study
    2004 Meeting Papers, Society for Economic Dynamics View citations (1)
11. Structural Break or Asymmetry? An Empirical Study of the Stock Wealth Effect on Consumption
    Econometric Society 2004 Far Eastern Meetings, Econometric Society

2003

12. Collateral Value and Forbearance Lending
    CEP Discussion Papers, Centre for Economic Performance, LSE View citations (2)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2003)

Journal Articles

2017

1. 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 (2013)
2. House price to income ratio and fundamentals: Evidence on long-horizon forecastability
   Pacific Economic Review, 2017, 22, (3), 293-311 View citations (1)

2015

3. Asset price and monetary policy: the effect of expectations formation
   Oxford Economic Papers, 2015, 67, (2), 380-405 View citations (8)
   See also Working Paper (2011)

2014

4. Identifying and forecasting house prices: a macroeconomic perspective
   Quantitative Finance, 2014, 14, (12), 2105-2120 View citations (2)

2013

5. Credit Constraint and the Asymmetric Monetary Policy Effect on House Prices
   Pacific Economic Review, 2013, 18, (4), 431-455 View citations (1)
6. In the Shadow of the U nited S tates: The International Transmission Effect of Asset Returns
   Pacific Economic Review, 2013, 18, (1), 1-40 View citations (13)
   See also Working Paper (2012)

2012

7. House price, mortgage premium, and business fluctuations
   Economic Modelling, 2012, 29, (4), 1388-1398 View citations (6)
   See also Working Paper (2011)
8. The dynamics of housing returns in Singapore: How important are the international transmission mechanisms?
   Regional Science and Urban Economics, 2012, 42, (3), 516-530 View citations (17)
   See also Working Paper (2011)

2011

9. Monetary Policy, Term Structure and Asset Return: Comparing REIT, Housing and Stock
   The Journal of Real Estate Finance and Economics, 2011, 43, (1), 221-257 View citations (31)
   See also Working Paper (2009)

2010

10. House prices, collateral constraint, and the asymmetric effect on consumption
    Journal of Housing Economics, 2010, 19, (1), 26-37 View citations (16)
11. STOCK PRICE VOLATILITY, NEGATIVE AUTOCORRELATION AND THE CONSUMPTION–WEALTH RATIO: THE CASE OF CONSTANT FUNDAMENTALS
    Pacific Economic Review, 2010, 15, (2), 224-245 View citations (5)

2008

12. Asset Price Spillover, Collateral and Crises: with an Application to Property Market Policy
    The Journal of Real Estate Finance and Economics, 2008, 37, (4), 351-385 View citations (33)
13. Identifying the Demand and Supply Effects of Financial Crises on Bank Credit—Evidence from Taiwan
    Southern Economic Journal, 2008, 75, (1), 26-49 View citations (11)

2007

14. THE PROCYCLICAL LEVERAGE EFFECT OF COLLATERAL VALUE ON BANK LOANS—EVIDENCE FROM THE TRANSACTION DATA OF TAIWAN
    Economic Inquiry, 2007, 45, (2), 395-406 View citations (14)

2006

15. Collateral value, firm borrowing, and forbearance lending: an empirical study of Taiwan
    Japan and the World Economy, 2006, 18, (1), 49-71 View citations (12)
16. Intrinsic Cycles of Land Price: A Simple Model
    Journal of Real Estate Research, 2006, 28, (3), 293-320 View citations (14)
    See also Working Paper (2005)

2003

17. Optimality of Investment under Imperfectly Enforceable Financial Contracts
    Economic Inquiry, 2003, 41, (2), 318-324 View citations (1)

2001

18. Asset price fluctuations in Taiwan: evidence from stock and real estate prices 1973 to 1992
    Journal of Asian Economics, 2001, 12, (2), 215-232 View citations (21)
19. Bank net worth, asset prices and economic activity
    Journal of Monetary Economics, 2001, 48, (2), 415-436 View citations (143)