Details about Nan-Kuang Chen

Access statistics for papers by Nan-Kuang Chen.

Last updated 2022-04-27. Update your information in the RePEc Author Service.

Short-id: pch1122

Working Papers

2020

1. A Study of Financial Cycles and the Macroeconomy in Taiwan
   MPRA Paper, University Library of Munich, Germany View citations (1)
   See also Journal Article A study of financial cycles and the macroeconomy in Taiwan, Empirical Economics, Springer (2021) View citations (1) (2021)

2015

2. 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 (2)
   See also Journal Article Losing Track of the Asset Markets: the Case of Housing and Stock, International Real Estate Review, Global Social Science Institute (2016) View citations (7) (2016)

2013

3. 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

4. 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 (4)
   Also in MPRA Paper, University Library of Munich, Germany (2011) View citations (3)
   See also Journal Article In the Shadow of the U nited S tates: The International Transmission Effect of Asset Returns, Pacific Economic Review, Wiley Blackwell (2013) View citations (19) (2013)

2011

5. Asset Price and Monetary Policy - The Effect of Expectation Formation
   Working Papers, Hong Kong Institute for Monetary Research
   See also Journal Article Asset price and monetary policy: the effect of expectations formation, Oxford Economic Papers, Oxford University Press (2015) View citations (13) (2015)
6. House Price, Mortgage Premium, and Business Fluctuations
   Working Papers, Hong Kong Institute for Monetary Research View citations (1)
   See also Journal Article House price, mortgage premium, and business fluctuations, Economic Modelling, Elsevier (2012) View citations (6) (2012)
7. The Dynamics of Housing Returns in Singapore: How Important are the International Transmission Mechanisms?
   MPRA Paper, University Library of Munich, Germany View citations (7)
   See also Journal Article The dynamics of housing returns in Singapore: How important are the international transmission mechanisms?, Regional Science and Urban Economics, Elsevier (2012) View citations (30) (2012)

2010

8. WOULD SOME MODEL PLEASE GIVE ME SOME HINTS? AN EMPIRICAL INVESTIGATION ON MONETARY POLICY AND ASSET RETURN DYNAMICS
   ERES, European Real Estate Society (ERES) View citations (4)

2009

9. Monetary Policy, Term Structure and Asset Return: Comparing REIT, Housing and Stock
   MPRA Paper, University Library of Munich, Germany View citations (4)
   See also Journal Article Monetary Policy, Term Structure and Asset Return: Comparing REIT, Housing and Stock, The Journal of Real Estate Finance and Economics, Springer (2011) View citations (66) (2011)

2005

10. 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 Intrinsic Cycles of Land Price: A Simple Model, Journal of Real Estate Research, American Real Estate Society (2006) View citations (17) (2006)

2004

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

2003

13. Collateral Value and Forbearance Lending
    CEP Discussion Papers, Centre for Economic Performance, LSE View citations (3)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2003) View citations (3)

Journal Articles

2021

1. A study of financial cycles and the macroeconomy in Taiwan
   Empirical Economics, 2021, 61, (4), 1749-1778 View citations (1)
   See also Working Paper A Study of Financial Cycles and the Macroeconomy in Taiwan, MPRA Paper (2020) View citations (1) (2020)

2017

2. 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)
3. House price to income ratio and fundamentals: Evidence on long-horizon forecastability
   Pacific Economic Review, 2017, 22, (3), 293-311 View citations (11)

2016

4. Losing Track of the Asset Markets: the Case of Housing and Stock
   International Real Estate Review, 2016, 19, (4), 435-492 View citations (7)
   See also Working Paper Losing track of the asset markets: the case of housing and stock, ISER Discussion Paper (2015) View citations (2) (2015)

2015

5. Asset price and monetary policy: the effect of expectations formation
   Oxford Economic Papers, 2015, 67, (2), 380-405 View citations (13)
   See also Working Paper Asset Price and Monetary Policy - The Effect of Expectation Formation, Working Papers (2011) (2011)

2014

6. Identifying and forecasting house prices: a macroeconomic perspective
   Quantitative Finance, 2014, 14, (12), 2105-2120 View citations (9)

2013

7. Credit Constraint and the Asymmetric Monetary Policy Effect on House Prices
   Pacific Economic Review, 2013, 18, (4), 431-455 View citations (2)
8. 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 (19)
   See also Working Paper In the shadow of the United States: the international transmission effect of asset returns, Globalization Institute Working Papers (2012) View citations (4) (2012)

2012

9. House price, mortgage premium, and business fluctuations
   Economic Modelling, 2012, 29, (4), 1388-1398 View citations (6)
   See also Working Paper House Price, Mortgage Premium, and Business Fluctuations, Working Papers (2011) View citations (1) (2011)
10. 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 (30)
    See also Working Paper The Dynamics of Housing Returns in Singapore: How Important are the International Transmission Mechanisms?, MPRA Paper (2011) View citations (7) (2011)

2011

11. 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 (66)
    See also Working Paper Monetary Policy, Term Structure and Asset Return: Comparing REIT, Housing and Stock, MPRA Paper (2009) View citations (4) (2009)

2010

12. House prices, collateral constraint, and the asymmetric effect on consumption
    Journal of Housing Economics, 2010, 19, (1), 26-37 View citations (23)
13. 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

14. 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 (47)
15. 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 (1)

2007

16. 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 (20)

2006

17. 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)
18. Intrinsic Cycles of Land Price: A Simple Model
    Journal of Real Estate Research, 2006, 28, (3), 293-320 View citations (17)
    See also Working Paper Intrinsic Cycles of Land Price: A Simple Model, Discussion Papers (2005) (2005)

2003

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

2001

20. 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 (41)
21. Bank net worth, asset prices and economic activity
    Journal of Monetary Economics, 2001, 48, (2), 415-436 View citations (188)