Details about Yu-Hsi Chou

Access statistics for papers by Yu-Hsi Chou.

Last updated 2024-08-09. Update your information in the RePEc Author Service.

Short-id: pch1150

Working Papers

2013

1. 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 (2) (2017)

Journal Articles

2023

1. Convenience yield and real exchange rate dynamics: A present‐value interpretation
   Canadian Journal of Economics/Revue canadienne d'économique, 2023, 56, (2), 453-489
2. Liquidity yield and exchange rate predictability
   Journal of International Money and Finance, 2023, 137, (C) View citations (1)

2021

3. Sources of current account fluctuations in Taiwan: 1989–2015
   Empirical Economics, 2021, 60, (4), 2125-2151

2020

4. UNDERSTANDING THE MACROECONOMIC IMPACT OF ILLIQUIDITY SHOCKS IN THE UNITED STATES
   Economic Inquiry, 2020, 58, (3), 1245-1278 View citations (1)

2018

5. Understanding the sources of the exchange rate disconnect puzzle: A variance decomposition approach
   International Review of Economics & Finance, 2018, 56, (C), 267-287 View citations (2)

2017

6. Dissecting Exchange Rates and Fundamentals in the Modern Floating Era: The Role of Permanent and Transitory Shocks
   Review of International Economics, 2017, 25, (1), 165-194 View citations (1)
7. 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 (2)
   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

8. DOES FEAR LEAD TO RECESSIONS?
   Macroeconomic Dynamics, 2016, 20, (5), 1247-1263 View citations (1)
9. Predicting US recessions with stock market illiquidity
   The B.E. Journal of Macroeconomics, 2016, 16, (1), 93-123 View citations (11)

2015

10. Revisiting the relationship between exchange rates and fundamentals
    Journal of Macroeconomics, 2015, 46, (C), 1-22 View citations (13)
11. THE TAYLOR PRINCIPLE IN THE LONG RUN: AN EMPIRICAL PERSPECTIVE
    Contemporary Economic Policy, 2015, 33, (1), 66-86

2014

12. Is the Response of REIT Returns to Monetary Policy Asymmetric?
    Journal of Real Estate Research, 2014, 36, (1), 109-136 View citations (2)
    Also in Journal of Real Estate Research, 2014, 36, (1), 109-136 (2014) View citations (11)

2013

13. Credit Constraint and the Asymmetric Monetary Policy Effect on House Prices
    Pacific Economic Review, 2013, 18, (4), 431-455 View citations (2)

2012

14. Rational expectations, changing monetary policy rules, and real exchange rate dynamics
    Journal of Banking & Finance, 2012, 36, (10), 2824-2836 View citations (1)

2010

15. Exchange Rates and Fundamentals: Evidence from Long‐Horizon Regression Tests*
    Oxford Bulletin of Economics and Statistics, 2010, 72, (1), 63-88 View citations (6)
16. House prices, collateral constraint, and the asymmetric effect on consumption
    Journal of Housing Economics, 2010, 19, (1), 26-37 View citations (23)