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Autor Chang, Chia-Lin |
Documentos disponibles escritos por este autor (88)
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Chang, Chia-Lin ; Hsieh, Tai-Lin ; McAleer, Michael | 2016As 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[...]texto impreso
Chang, Chia-Lin ; McAleer, Michael | 2011-12The Thomson Reuters ISI Web of Science citations database (hereafter ISI) category of Economics has one of the largest numbers of journals, at 304, of any ISI discipline, and hence has wide coverage. The paper analyses the leading international [...]texto impreso
Chang, Chia-Lin ; McAleer, Michael ; Wu, Yu-Chieh | 2015-08Taiwan has been hailed as a world leader in the development of global innovation and industrial clusters for the past decade. This paper investigates the effects of industrial agglomeration on the use of the internet and internet intensity for T[...]texto impreso
Chang, Chia-Lin ; McAleer, Michael ; Wu, Yu-Chieh | Facultad de Ciencias Económicas y Empresariales. Instituto Complutense de Análisis Económico (ICAE) | 2016This paper investigates the effect of industrial penetration and internet intensity for Taiwan manufacturing firms, and analyses whether the relationships are substitutes or complements. The sample observations are based on 153,081 manufacturing[...]texto impreso
Chang, Chia-Lin ; McAleer, Michael ; Tang, Ju-Ting | 2013-07With the advent of globalization, economic and financial interactions among countries have become widespread. Given technological advancements, the factors of production can no longer be considered to be just labor and capital. In the pursuit of[...]texto impreso
Chang, Chia-Lin ; McAleer, Michael ; Tang, Ju-Ting | 2015-05With the advent of globalization, economic and financial interactions among countries have become widespread. Given technological advancements, the factors of production can no longer be considered to be just labor and capital. In the pursuit of[...]texto impreso
Chang, Chia-Lin ; Hsu, Hui-Kuang ; McAleer, Michael | 2013-01This paper examines the size effects of volatility spillovers for firm performance and exchange rates with asymmetry in the Taiwan tourism industry. The analysis is based on two conditional multivariate models, BEKK-AGARCH and VARMA-AGARCH, in t[...]texto impreso
Chang, Chia-Lin ; McAleer, Michael ; Tang, Ju-Ting | Facultad de Ciencias Económicas y Empresariales. Instituto Complutense de Análisis Económico (ICAE) | 2017With the advent of globalization, economic and financial interactions among countries have become widespread. Given technological advancements, the factors of production can no longer be considered to be just labor and capital. In the pursuit of[...]texto impreso
Chang, Chia-Lin ; McAleer, Michael ; Oxley, Les | 2012-06This paper examines the practical usefulness of two new journal performance metrics, namely the Eigenfactor score, which may be interpreted as measuring “Journal Influence”, and the Article Influence score, using the Thomson Reuters ISI Web of S[...]texto impreso
Chang, Chia-Lin ; McAleer, Michael | 2014-05The paper is concerned with ranking academic journal quality and research impact in Finance, based on the widely-used Thomson Reuters ISI (2013) Web of Science citations database (hereafter ISI). The paper analyses the 89 leading international j[...]texto impreso
Chang, Chia-Lin ; McAleer, Michael ; Wang, Yu-Ann | 2018The purpose of the paper is to examine latent volatility Granger causality for four renewable energy Exchange Traded Funds (ETFs) and crude oil ETF (USO), namely solar (TAN), wind (FAN), water (PIO), and nuclear (NLR). Data on the renewable ener[...]texto impreso
Chang, Chia-Lin ; McAleer, Michael ; Wong, Wing-Keung | Facultad de Ciencias Económicas y Empresariales. Instituto Complutense de Análisis Económico (ICAE) | 2016-05This paper provides a brief review of the connecting literature in management science, economics and finance, and discusses some research that is related to the three disciplines. Academics could develop theoretical models and subsequent econome[...]texto impreso
Chang, Chia-Lin ; Ilomäki, Jukka ; Laurila, Hannu ; McAleer, Michael | 2018-09The paper examines whether the moving average (MA) technique can beat random market timing in traditional and newer branches of an industrial sector. The sector considered is the energy sector, divided into balanced stock portfolios of fossil an[...]texto impreso
Chang, Chia-Lin ; McAleer, Michael ; Tian, Jiarong | Facultad de Ciencias Económicas y Empresariales. Instituto Complutense de Análisis Económico (ICAE) | 2016The primary purpose of the paper is to analyze the conditional correlations, conditional covariances, and co-volatility spillovers between international crude oil and associated financial markets. The paper investigates co-volatility spillovers [...]texto impreso
Chang, Chia-Lin ; McAleer, Michael ; Slottje, Dan | Instituto Complutense de Análisis Económico. Universidad Complutense de Madrid | 2009-02International tourism is a major source of export receipts for many countries worldwide. Although it is not yet one of the most important industries in Taiwan (or the Republic of China), an island in East Asia off the coast of mainland China (or[...]