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Details about Nan-Kuang Chen

E-mail:
Homepage:http://homepage.ntu.edu.tw/~nankuang/
Workplace:Department of Economics, National Taiwan University, (more information at EDIRC)

Access statistics for papers by Nan-Kuang Chen.

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

Short-id: pch1122


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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 Downloads View citations (1)

2013

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

2012

  1. In the shadow of the United States: the international transmission effect of asset returns
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas Downloads View citations (3)
    Also in MPRA Paper, University Library of Munich, Germany (2011) Downloads View citations (2)

    See also Journal Article in Pacific Economic Review (2013)

2011

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

2010

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

2009

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

2005

  1. 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) Downloads

    See also Journal Article in Journal of Real Estate Research (2006)

2004

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

2003

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

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 Downloads 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 Downloads View citations (1)

2015

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

2014

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

2013

  1. Credit Constraint and the Asymmetric Monetary Policy Effect on House Prices
    Pacific Economic Review, 2013, 18, (4), 431-455 Downloads View citations (1)
  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 Downloads View citations (13)
    See also Working Paper (2012)

2012

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

2011

  1. 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 Downloads View citations (31)
    See also Working Paper (2009)

2010

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

2008

  1. 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 Downloads View citations (33)
  2. 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

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

2006

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

2003

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

2001

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