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Autor Chang, Chia-Lin |
Documentos disponibles escritos por este autor (88)
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Chang, Chia-Lin ; Franses, Philip Hans ; McAleer, Michael | Instituto Complutense de Análisis Económico. Universidad Complutense de Madrid | 2011-04Macroeconomic forecasts are often based on the interaction between econometric models and experts. A forecast that is based only on an econometric model is replicable and may be unbiased, whereas a forecast that is not based only on an econometr[...]texto impreso
Chaipornkaew, Piyanuch ; Prexawanprasut, Takorn ; Chang, Chia-Lin ; McAleer, Michael | Facultad de CC Económicas y Empresariales. Instituto Complutense de Análisis Económico (ICAE) | 2017One of the most powerful internet communication channels is email. As employees and their clients communicate primarily via email, much crucial business data is conveyed via email content. Where businesses are understandably concerned, they need[...]texto impreso
Chang, Chia-Lin ; Chen, Sung-Po ; McAleer, Michael | 2012-06This paper examines the impact of the three main channels of international trade on domestic innovation, namely outward direct investment (ODI), inward direct investment (IDI), and exports. The number of Triadic patents serves as a proxy for inn[...]texto impreso
Chang, Chia-Lin ; McAleer, Michael ; Oxley, Les | 2011-05The paper discusses alternative Research Assessment Measures (RAM), with an emphasis on the Thomson Reuters ISI Web of Science database (hereafter ISI). Some analysis and comparisons are also made with data from the SciVerse Scopus database. The[...]texto impreso
Chang, Chia-Lin ; McAleer, Michael ; Oxley, Les | 2011-06The paper analyses the leading journals in Neurosciences using quantifiable Research Assessment Measures (RAM), highlights the similarities and differences in alternative RAM, shows that several RAM capture similar performance characteristics of[...]texto impreso
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[...]texto impreso
Chang, Chia-Lin ; McAleer, Michael ; Tansuchat, Roengchai | 2012-05This paper estimates a long memory volatility model for 16 agricultural commodity futures returns from different futures markets, namely corn, oats, soybeans, soybean meal, soybean oil, wheat, live cattle, cattle feeder, pork, cocoa, coffee, cot[...]texto impreso
Chang, Chia-Lin ; Huang, Biing-Wen ; Chen, Meng-Gu ; McAleer, Michael | Facultad de CC Económicas y Empresariales. Instituto Complutense de Análisis Económico | 2009-03-24The hog industry, where prices are determined according to an auction system, is of vital importance to the agricultural industry in Taiwan by providing significant production and employment. In particular, there were significant impacts on dail[...]texto impreso
Chen, Ping-Yu ; Chang, Chia-Lin ; Chen, Chi-Chung ; McAleer, Michael | 2013-01The main purpose of this paper is to evaluate the effect of crude oil price on global fertilizer prices in both the mean and volatility. The endogenous structural breakpoint unit root test, ARDL model, and alternative volatility models, includin[...]texto impreso
Chang, Chia-Lin ; McAleer, Michael ; Lim, Christine | 2011-08This paper estimates the effects of short and long haul volatility (or risk) in monthly Japanese tourist arrivals to Taiwan and New Zealand, respectively. In order to model appropriately the volatilities of international tourist arrivals, we use[...]texto impreso
Chang, Chia-Lin ; McAleer, Michael ; Lim, Christine | Instituto Complutense de Análisis Económico. Universidad Complutense de Madrid | 2011This paper estimates the effects of short and long haul volatility (or risk) in monthly Japanese tourist arrivals to Taiwan and New Zealand, respectively. In order to model appropriately the volatilities of international tourist arrivals, we use[...]