Details about Nan-Kuang Chen
Access statistics for papers by Nan-Kuang Chen.
Last updated 2021-01-06. Update your information in the RePEc Author Service.
Short-id: pch1122
Jump to Journal Articles
Working Papers
2020
- A Study of Financial Cycles and the Macroeconomy in Taiwan
MPRA Paper, University Library of Munich, Germany
2015
- 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)
See also Journal Article in International Real Estate Review (2016)
2013
- 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
- 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
- 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)
- House Price, Mortgage Premium, and Business Fluctuations
Working Papers, Hong Kong Institute for Monetary Research 
See also Journal Article in Economic Modelling (2012)
- 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
- 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
- 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
- Intrinsic Cycles of Land Price: A Simple Model
Discussion Papers, Chinese University of Hong Kong, Department of Economics 
Also in Departmental Working Papers, Chinese University of Hong Kong, Department of Economics (2005) View citations (1)
See also Journal Article in Journal of Real Estate Research (2006)
2004
- Do Asset Prices Affect Business Investment? An Empirical Study
2004 Meeting Papers, Society for Economic Dynamics View citations (1)
- Structural Break or Asymmetry? An Empirical Study of the Stock Wealth Effect on Consumption
Econometric Society 2004 Far Eastern Meetings, Econometric Society
2003
- 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
- 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)
- House price to income ratio and fundamentals: Evidence on long-horizon forecastability
Pacific Economic Review, 2017, 22, (3), 293-311 View citations (2)
2016
- Losing Track of the Asset Markets: the Case of Housing and Stock
International Real Estate Review, 2016, 19, (4), 435-492 View citations (5)
See also Working Paper (2015)
2015
- Asset price and monetary policy: the effect of expectations formation
Oxford Economic Papers, 2015, 67, (2), 380-405 View citations (10)
See also Working Paper (2011)
2014
- Identifying and forecasting house prices: a macroeconomic perspective
Quantitative Finance, 2014, 14, (12), 2105-2120 View citations (5)
2013
- Credit Constraint and the Asymmetric Monetary Policy Effect on House Prices
Pacific Economic Review, 2013, 18, (4), 431-455 View citations (2)
- 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 (15)
See also Working Paper (2012)
2012
- House price, mortgage premium, and business fluctuations
Economic Modelling, 2012, 29, (4), 1388-1398 View citations (6)
See also Working Paper (2011)
- 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 (18)
See also Working Paper (2011)
2011
- 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 (40)
See also Working Paper (2009)
2010
- House prices, collateral constraint, and the asymmetric effect on consumption
Journal of Housing Economics, 2010, 19, (1), 26-37 View citations (18)
- 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
- 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 (36)
- 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
- 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
- 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)
- Intrinsic Cycles of Land Price: A Simple Model
Journal of Real Estate Research, 2006, 28, (3), 293-320 View citations (15)
See also Working Paper (2005)
2003
- Optimality of Investment under Imperfectly Enforceable Financial Contracts
Economic Inquiry, 2003, 41, (2), 318-324 View citations (1)
2001
- 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 (28)
- Bank net worth, asset prices and economic activity
Journal of Monetary Economics, 2001, 48, (2), 415-436 View citations (158)
|
The links between different versions of a paper are constructed automatically by matching on the titles.
Please contact if a link is incorrect.
Use this form
to add links between versions where the titles do not match.
|