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Details about Chrismin Tang

Workplace:Faculty of Business and Economics, University of Melbourne, (more information at EDIRC)

Access statistics for papers by Chrismin Tang.

Last updated 2015-01-04. Update your information in the RePEc Author Service.

Short-id: pta272


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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 Downloads View citations (2)
    See also Journal Article in Journal of Banking & Finance (2014)

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 (13)

2008

  1. 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 Downloads View citations (3)
  2. ARE FINANCIAL CRISES ALIKE?
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads View citations (5)

Journal Articles

2020

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

2018

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

2014

  1. 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 Downloads View citations (1)
  2. Contagion and Global Financial Crises: Lessons from Nine Crisis Episodes
    Open Economies Review, 2014, 25, (3), 521-570 Downloads View citations (12)
  3. Financial contagion and asset pricing
    Journal of Banking & Finance, 2014, 47, (C), 296-308 Downloads View citations (18)
    See also Working Paper (2013)

2010

  1. A New Class of Tests of Contagion With Applications
    Journal of Business & Economic Statistics, 2010, 28, (3), 423-437 Downloads View citations (62)
 
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