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.
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- Real Exchange Rates and Currency Risk Premiums
Review of Asset Pricing Studies, 2020, 10, (1), 94-121
- Do oil futures prices predict stock returns?
Journal of Banking & Finance, 2017, 79, (C), 129-141 View citations (11)
- SKEWNESS AND COSKEWNESS IN BOND RETURNS
Journal of Financial Research, 2016, 39, (2), 145-178 View citations (4)
- Estimating Oil Risk Factors Using Information from Equity and Derivatives Markets
Journal of Finance, 2015, 70, (2), 769-804 View citations (27)
- Modern portfolio management with conditioning information
Journal of Empirical Finance, 2015, 33, (C), 114-134 View citations (2)
- A Simple Test of the Affine Class of Term Structure Models
Review of Asset Pricing Studies, 2012, 2, (2), 203-244
- REIT performance and market timing ability
Managerial Finance, 2012, 38, (3), 249-279 View citations (2)
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