Details about Chrismin Tang

Access statistics for papers by Chrismin Tang.

Last updated 2024-10-01. Update your information in the RePEc Author Service.

Short-id: pta272

Working Papers

2013

1. Financial Contagion and Asset Pricing
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University View citations (2)
   See also Journal Article Financial contagion and asset pricing, Journal of Banking & Finance, Elsevier (2014) View citations (32) (2014)

2011

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

2010

3. Are Financial Crises Alike?
   IMF Working Papers, International Monetary Fund View citations (53)
   Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2008) View citations (7)

2008

4. A NEW CLASS OF TESTS OF CONTAGION WITH APPLICATIONS TO REAL ESTATE MARKETS
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University View citations (10)

Journal Articles

2021

1. Forecasting the volatility of asset returns: The informational gains from option prices
   International Journal of Forecasting, 2021, 37, (2), 862-880 View citations (1)

2020

2. A threshold mixed count time series model: estimation and application
   Studies in Nonlinear Dynamics & Econometrics, 2020, 24, (2), 18 View citations (2)

2018

3. News and expected returns in East Asian equity markets: The RV-GARCHM model
   Journal of Asian Economics, 2018, 57, (C), 36-52

2014

4. An integrated model to assess critical rainfall thresholds for run-out distances of debris flows
   Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, 2014, 70, (1), 299-311 View citations (1)
5. Contagion and Global Financial Crises: Lessons from Nine Crisis Episodes
   Open Economies Review, 2014, 25, (3), 521-570 View citations (37)
6. Financial contagion and asset pricing
   Journal of Banking & Finance, 2014, 47, (C), 296-308 View citations (32)
   See also Working Paper Financial Contagion and Asset Pricing, CAMA Working Papers (2013) View citations (2) (2013)

2010

7. A New Class of Tests of Contagion With Applications
   Journal of Business & Economic Statistics, 2010, 28, (3), 423-437 View citations (115)