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Details about Cody Yu-Ling Hsiao

E-mail:
Homepage:https://sites.google.com/site/codyyulinghsiao/
Workplace:School of Business, Macau University of Science and Technology, (more information at EDIRC)
Centre for Applied Macroeconomic Analysis (CAMA), Crawford School of Public Policy, Australian National University, (more information at EDIRC)

Access statistics for papers by Cody Yu-Ling Hsiao.

Last updated 2018-12-30. Update your information in the RePEc Author Service.

Short-id: phs26


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Working Papers

2018

  1. Measuring financial interdependence in asset returns with an application to euro zone equities
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads

2017

  1. Joint tests of contagion with applications to financial crises
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads View citations (2)
    Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2017) Downloads View citations (3)

2015

  1. Debt and Financial Market Contagion
    Discussion Papers, School of Economics, The University of New South Wales Downloads View citations (1)
  2. Extremal dependence tests for contagion
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads View citations (12)
    See also Journal Article in Econometric Reviews (2018)

2014

  1. Extremal Dependence and Contagion
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads View citations (2)

2013

  1. A Regime Switching Skew-normal Model for Measuring Financial Crisis and Contagion
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads View citations (3)
  2. Estimation of Stochastic Volatility Models with Heavy Tails and Serial Dependence
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads View citations (35)

2011

  1. Actually This Time Is Different
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads View citations (14)

Journal Articles

2018

  1. Extremal dependence tests for contagion
    Econometric Reviews, 2018, 37, (6), 626-649 Downloads View citations (12)
    See also Working Paper (2015)
  2. Global and regional financial integration in East Asia and the ASEAN
    The North American Journal of Economics and Finance, 2018, 46, (C), 202-221 Downloads
  3. The contagious effects on economic development after resuming construction policy for nuclear power plants in Coastal China
    Energy, 2018, 152, (C), 291-302 Downloads

2014

  1. Contagion and Global Financial Crises: Lessons from Nine Crisis Episodes
    Open Economies Review, 2014, 25, (3), 521-570 Downloads View citations (16)
 
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