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Autor Chang, Chia-Lin |
Documentos disponibles escritos por este autor (88)
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Chang, Chia-Lin ; McAleer, Michael | 2011-06Tourism is a major source of service receipts for many countries, including Taiwan. The two leading tourism countries for Taiwan are Japan and USA, which are sources of short and long haul tourism, respectively. As a strong domestic currency can[...]![]()
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Chang, Chia-Lin ; McAleer, Michael ; Wang, Chien-Hsun | Facultad de Ciencias Económicas. Instituto Complutense de Análisis Económico (ICAE) | 2016It is well known that that there is an intrinsic link between the financial and energy sectors, which can be analyzed through their spillover effects, which are measures of how the shocks to returns in different assets affect each other’s subseq[...]![]()
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Chang, Chia-Lin ; Hsu, Shu-Han ; McAleer, Michael | Facultad de Ciencias Económicas y Empresariales. Instituto Complutense de Análisis Económico (ICAE) | 2018The number of Chinese tourists visiting Taiwan has been closely related to the political relationship across the Taiwan Strait. The occurrence of political events and disasters or accidents have had, and will continue to have, a huge impact on t[...]![]()
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It is common practice to evaluate fixed-event forecast revisions in macroeconomics by regressing current forecast revisions on one-period lagged forecast revisions. Under weak-form (forecast) efficiency, the correlation between the current and o[...]![]()
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Franses, Philip Hans ; Chang, Chia-Lin ; McAleer, Michael | 2011-06It is common practice to evaluate fixed-event forecast revisions in macroeconomics by regressing current revisions on one-period lagged revisions. Under weak-form efficiency, the correlation between the current and one-period lagged revisions sh[...]![]()
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Chang, Chia-Lin ; Franses, Philip Hans ; McAleer, Michael | Instituto Complutense de Análisis Económico. Universidad Complutense de Madrid | 2011-03Many macro-economic forecasts and forecast updates, such as those from the IMF and OECD, typically involve both a model component, which is replicable, as well as intuition (namely, expert knowledge possessed by a forecaster), which is non-repli[...]![]()
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Caporin, Massimiliano ; Chang, Chia-Lin ; McAleer, Michael | Facultad de Ciencias Económicas y Empresariales. Instituto Complutense de Análisis Económico (ICAE) | 2016-02The energy sector is one of the most important in the world, so that time series fluctuations in leading energy sources have been analysed widely. As the leading energy commodities are traded on international stock exchanges, the analysis of the[...]![]()
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Chang, Chia-Lin ; Chen, Li-Hsueh ; Hammoudeh, Shawkat ; McAleer, Michael | 2012-04This paper examines the long- and short-run asymmetric adjustments and pairs trades for nine pairs of spot and futures prices, itemized as three own pairs for three different bio-fuel ethanol types, three own pairs for three related agricultural[...]![]()
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Chang, Chia-Lin ; Hsu, Shu-Han ; McAleer, Michael | 2018-05Since 2008, when Taiwan’s President Ma Ying-Jeou relaxed the Cross-Strait policy, China has become Taiwan’s largest source of international tourism. In order to understand the risk persistence of Chinese tourists, the paper investigates the shor[...]![]()
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Chang, Chia-Lin ; McAleer, Michael ; Wong, Wing-Keung | 2015-09This Opinion article briefly reviews some of the literature in behavioural and financial economics that are related to health & medical economics. We then discuss some of the research on behavioural and financial economics that could be extended[...]![]()
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Chang, Chia-Lin ; McAleer, Michael | 2015-03Virtually all rankings of journals are based on citations, including self citations by journals and individual academics. The gold standard for bibliometric rankings based on citations data is the widely-used Thomson Reuters Web of Science (2014[...]![]()
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Chang, Chia-Lin ; McAleer, Michael ; Wong, Wing-Keung | Facultad de Ciencias Económicas y Empresariales. Instituto Complutense de Análisis Económico (ICAE) | 2018The paper provides a review of the literature that connects Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology, and discusses some research that is related to the seven disciplines. Academics could develop[...]![]()
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Sari, Ramazan ; Hammoudeh, Shawkat ; Chang, Chia-Lin ; McAleer, Michael | Instituto Complutense de Análisis Económico. Universidad Complutense de Madrid | 2011-04This paper examines the roles of futures prices of crude oil, gasoline, ethanol, corn, soybeans and sugar in the energy-grain nexus. It also investigates the own- and cross-market impacts for lagged grain trading volume and open interest in the [...]![]()
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Chang, Chia-Lin ; Ilomäki, Jukka ; Laurila, Hannu ; McAleer, Michael | Facultad de Ciencias Económicas y Empresariales. Instituto Complutense de Análisis Económico (ICAE) | 2019The paper investigates the effects of central bank interventions in financial markets, composed of asymmetrically-informed rational investors and noise traders. If the central bank suspects a bubble, it should lift the real risk-free rate to def[...]![]()
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Chang, Chia-Lin ; McAleer, Michael | 2011-07The paper analyses the leading international journals in Tourism and Hospitality Research using quantifiable Research Assessment Measures (RAMs), highlights the similarities and differences in alternative RAMs, shows that several RAMs capture si[...]![]()
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Chang, Chia-Lin ; McAleer, Michael ; Oxley, Les | 2013-03This paper examines the issue of coercive journal self citations and the practical usefulness of two recent journal performance metrics, namely the Eigenfactor score, which may be interpreted as measuring “Journal Influence”, and the Article Inf[...]![]()
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Chang, Chia-Lin ; McAleer, Michael ; Tansuchat, Roengchai | 2011-11This paper investigates the conditional correlations and volatility spillovers between the crude oil and financial markets, based on crude oil returns and stock index returns. Daily returns from 2 January 1998 to 4 November 2009 of the crude oil[...]![]()
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Chang, Chia-Lin ; Hsieh, Tai-Lin ; McAleer, Michael | Facultad de Ciencias Económicas y Empresariales. Instituto Complutense de Análisis Económico (ICAE) | 2017As stock market indexes are not tradeable, the importance and trading volume of Exchange Traded Funds (ETFs) cannot be understated. ETFs track and attempt to replicate the performance of a specific index. Numerous studies have demonstrated a str[...]![]()
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Chang, Chia-Lin ; Hsieh, Tai-Lin ; McAleer, Michael | 2018-09As stock market indexes are not tradeable, the importance and trading volume of Exchange Traded Funds (ETFs) cannot be understated. ETFs track and attempt to replicate the performance of a specific index. Numerous studies have demonstrated a str[...]![]()
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Chang, Chia-Lin ; González Serrano, Lydia ; Jiménez-Martín, Juan-Ángel | 2012-02This paper examines the effectiveness of using futures contracts as hedging instruments of: (1) alternative models of volatility for estimating conditional variances and covariances; (2) alternative currencies; and (3) alternative maturities of [...]![]()
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Chang, Chia-Lin ; McAleer, Michael ; Wong, Wing-Keung | 2018-03This paper provides a review of some connecting literature in Decision Sciences, Economics, Finance, Business, Computing, and Big Data. We then discuss some research that is related to the six cognate disciplines. Academics could develop theoret[...]![]()
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Chang, Chia-Lin ; McAleer, Michael | 2014-12One of the fastest growing areas in empirical finance, and also one of the least rigorously analyzed, especially from a financial econometrics perspective, is the econometric analysis of financial derivatives, which are typically complicated and[...]![]()
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Chang, Chia-Lin ; McAleer, Michael ; Wong, Wing-Keung | Facultad de Ciencias Económicas y Empresariales. Instituto Complutense de Análisis Económico (ICAE) | 2019This note is concerned with an editorial statement of intent for Advances in Decision Sciences (ADS), which was founded in 1997, so that 2918 marks the 22nd Anniversary of the journal. The note discusses the aims and scope of ADS in Section 1, i[...]![]()
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Chang, Chia-Lin ; Mai, Te-Ke ; McAleer, Michael | Facultad de CC Económicas y Empresariales. Instituto Complutense de Análisis Económico (ICAE) | 2018The purpose of the paper is to establish national carbon emissions prices for the People’s Republic of China, which is one of the world’s largest producers of carbon emissions. Several measures have been undertaken to address climate change in C[...]![]()
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Chang, Chia-Lin ; Khamkaew, Thanchanok ; McAleer, Michael | 2012-01-10This paper analyzes the responsiveness of Thai outbound tourism to East Asian destinations, namely China, Hong Kong, Japan, Taiwan and Korea, to changes in effective relative price of tourism, total real total tourism expenditure, and one-off ev[...]