Details about I-Hsuan Ethan Chiang

Access statistics for papers by I-Hsuan Ethan Chiang.

Last updated 2020-09-18. Update your information in the RePEc Author Service.

Short-id: pch1951

Journal Articles

2020

1. Real Exchange Rates and Currency Risk Premiums
   Review of Asset Pricing Studies, 2020, 10, (1), 94-121

2017

2. Do oil futures prices predict stock returns?
   Journal of Banking & Finance, 2017, 79, (C), 129-141 View citations (11)

2016

3. SKEWNESS AND COSKEWNESS IN BOND RETURNS
   Journal of Financial Research, 2016, 39, (2), 145-178 View citations (4)

2015

4. Estimating Oil Risk Factors Using Information from Equity and Derivatives Markets
   Journal of Finance, 2015, 70, (2), 769-804 View citations (27)
5. Modern portfolio management with conditioning information
   Journal of Empirical Finance, 2015, 33, (C), 114-134 View citations (2)

2012

6. A Simple Test of the Affine Class of Term Structure Models
   Review of Asset Pricing Studies, 2012, 2, (2), 203-244
7. REIT performance and market timing ability
   Managerial Finance, 2012, 38, (3), 249-279 View citations (2)