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Details about Shiu-Sheng Chen

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

Access statistics for papers by Shiu-Sheng Chen.

Last updated 2019-11-05. Update your information in the RePEc Author Service.

Short-id: pch275


Jump to Journal Articles

Working Papers

2013

  1. Forecasting Crude Oil Price Movements with Oil-Sensitive Stocks
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in Economic Inquiry (2014)
  2. 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. Bernanke Was Right: Currency Manipulation Policy in Emerging Foreign Exchange Markets
    MPRA Paper, University Library of Munich, Germany Downloads
  2. Predicting swings in exchange rates with macro fundamentals
    MPRA Paper, University Library of Munich, Germany Downloads
  3. Reverse Globalization: Does High Oil Price Volatility Discourage International Trade?
    MPRA Paper, University Library of Munich, Germany Downloads View citations (19)
    See also Journal Article in Energy Economics (2012)
  4. Revisiting the empirical linkages between stock returns and trading volume
    MPRA Paper, University Library of Munich, Germany Downloads View citations (22)
    See also Journal Article in Journal of Banking & Finance (2012)

2005

  1. Does Monetary Policy Have Asymmetric Effects on Stock Returns?
    Macroeconomics, University Library of Munich, Germany Downloads View citations (5)
    See also Journal Article in Journal of Money, Credit and Banking (2007)

2004

  1. Does "Aggregation Bias" Explain the PPP Puzzle?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (19)

2003

  1. Macroeconomic Policy in a Real Business Cycle Model with Money
    Macroeconomics, University Library of Munich, Germany Downloads
  2. Revisiting the Interest Rate-Exchange Rate Nexus: A Markov Switching Approach
    International Finance, University Library of Munich, Germany Downloads View citations (4)
    See also Journal Article in Journal of Development Economics (2006)

Journal Articles

2019

  1. Do Exchange Rate Shocks Have Asymmetric Effects on Reserve Accumulation? Evidence from Emerging Markets
    Scandinavian Journal of Economics, 2019, 121, (4), 1561-1586 Downloads
  2. Do stock markets have predictive content for exchange rate movements?
    Journal of Forecasting, 2019, 38, (7), 699-713 Downloads

2017

  1. Exchange rate undervaluation and R&D activity
    Journal of International Money and Finance, 2017, 72, (C), 148-160 Downloads View citations (2)
  2. 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)

2016

  1. Commodity prices and related equity prices
    Canadian Journal of Economics, 2016, 49, (3), 949-967 Downloads
  2. DOES FEAR LEAD TO RECESSIONS?
    Macroeconomic Dynamics, 2016, 20, (5), 1247-1263 Downloads
  3. Predicting US recessions with stock market illiquidity
    The B.E. Journal of Macroeconomics, 2016, 16, (1), 93-123 Downloads View citations (4)

2015

  1. Revisiting the relationship between exchange rates and fundamentals
    Journal of Macroeconomics, 2015, 46, (C), 1-22 Downloads View citations (4)

2014

  1. DO POLITICS CAUSE REGIME SHIFTS IN MONETARY POLICY?
    Contemporary Economic Policy, 2014, 32, (2), 492-502 Downloads View citations (1)
  2. FORECASTING CRUDE OIL PRICE MOVEMENTS WITH OIL-SENSITIVE STOCKS
    Economic Inquiry, 2014, 52, (2), 830-844 Downloads View citations (16)
    See also Working Paper (2013)

2013

  1. USING DEMOGRAPHIC CHANGES TO REVISIT THE CONSUMPTION–REAL EXCHANGE RATE ANOMALY
    Manchester School, 2013, 81, (2), 163-175 Downloads

2012

  1. Consumer confidence and stock returns over market fluctuations
    Quantitative Finance, 2012, 12, (10), 1585-1597 Downloads View citations (1)
  2. Does extracting inflation from stock returns solve the purchasing power parity puzzle?
    Empirical Economics, 2012, 42, (3), 1097-1105 Downloads
  3. Rational expectations, changing monetary policy rules, and real exchange rate dynamics
    Journal of Banking & Finance, 2012, 36, (10), 2824-2836 Downloads
  4. Reverse globalization: Does high oil price volatility discourage international trade?
    Energy Economics, 2012, 34, (5), 1634-1643 Downloads View citations (20)
    See also Working Paper (2012)
  5. Revisiting the empirical linkages between stock returns and trading volume
    Journal of Banking & Finance, 2012, 36, (6), 1781-1788 Downloads View citations (22)
    See also Working Paper (2012)

2011

  1. Lack of consumer confidence and stock returns
    Journal of Empirical Finance, 2011, 18, (2), 225-236 Downloads View citations (10)

2010

  1. Are Mathematics and Science Test Scores Good Indicators of Labor-Force Quality?
    Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, 2010, 96, (1), 133-143 Downloads View citations (4)
  2. Do higher oil prices push the stock market into bear territory?
    Energy Economics, 2010, 32, (2), 490-495 Downloads View citations (80)
  3. Exchange Rates and Fundamentals: Evidence from Long‐Horizon Regression Tests*
    Oxford Bulletin of Economics and Statistics, 2010, 72, (1), 63-88 Downloads View citations (5)
  4. House prices, collateral constraint, and the asymmetric effect on consumption
    Journal of Housing Economics, 2010, 19, (1), 26-37 Downloads View citations (16)
  5. TAIWAN'S EXCHANGE RATE AND MACROECONOMIC POLICIES OVER THE BUSINESS CYCLE
    The Singapore Economic Review (SER), 2010, 55, (03), 435-457 Downloads

2009

  1. Oil price pass-through into inflation
    Energy Economics, 2009, 31, (1), 126-133 Downloads View citations (80)
  2. Predicting the bear stock market: Macroeconomic variables as leading indicators
    Journal of Banking & Finance, 2009, 33, (2), 211-223 Downloads View citations (92)
  3. Revisiting the Inflationary Effects of Oil Prices
    The Energy Journal, 2009, Volume 30, (Number 4), 141-154 Downloads View citations (4)

2008

  1. The liquidity effect in a flexible-price monetary model
    Oxford Economic Papers, 2008, 60, (1), 122-142 Downloads

2007

  1. A note on interest rate defense policy and exchange rate volatility
    Economic Modelling, 2007, 24, (5), 768-777 Downloads View citations (3)
  2. ASSESSMENT OF WEYMARK'S MEASURES OF EXCHANGE MARKET INTERVENTION: THE CASE OF JAPAN
    Pacific Economic Review, 2007, 12, (5), 545-558 Downloads View citations (4)
  3. Does Monetary Policy Have Asymmetric Effects on Stock Returns?
    Journal of Money, Credit and Banking, 2007, 39, (2-3), 667-688 Downloads View citations (73)
    See also Working Paper (2005)
  4. Oil prices and real exchange rates
    Energy Economics, 2007, 29, (3), 390-404 Downloads View citations (189)

2006

  1. Perspectives on teaching international macroeconomics and finance: is there more consensus in the 2000s?
    Economics Bulletin, 2006, 1, (3), 1-20 Downloads
  2. Revisiting the interest rate-exchange rate nexus: a Markov-switching approach
    Journal of Development Economics, 2006, 79, (1), 208-224 Downloads View citations (16)
    See also Working Paper (2003)

2005

  1. A note on in-sample and out-of-sample tests for Granger causality
    Journal of Forecasting, 2005, 24, (6), 453-464 Downloads View citations (13)

2004

  1. Real exchange rate fluctuations and monetary shocks: a revisit
    International Journal of Finance & Economics, 2004, 9, (1), 25-32 Downloads View citations (11)

2003

  1. Macroeconomic fluctuations and welfare cost of stabilization policy
    Journal of Policy Modeling, 2003, 25, (2), 123-135 Downloads View citations (1)
 
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