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Chih‐Chiang Wu · Study
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Author
Chih‐Chiang Wu
8 works
· latest 2021
· 2 institutions
cluster: provisional
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8
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8
Citations
456
Works here
8
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21
Most cited in this library
The economic value of co-movement between oil price and exchange rate using copula-based GARCH models
2011 · 257 citations
The determinants of Bitcoin returns and volatility: Perspectives on global and national economic policy uncertainty
2021 · 61 citations
An economic evaluation of stock–bond return comovements with copula-based GARCH models
2012 · 29 citations
Investor sentiment and evaporating liquidity during the financial crisis
2018 · 27 citations
The economic value of range-based covariance between stock and bond returns with dynamic copulas
2011 · 25 citations
Works
8 shown
What's an AI name worth? The impact of AI ETFs on their underlying stocks
Finance research letters
·
2021
·
2 authors
18
citations
The determinants of Bitcoin returns and volatility: Perspectives on global and national economic policy uncertainty
Finance research letters
·
2021
·
3 authors
61
citations
Investor sentiment and evaporating liquidity during the financial crisis
International Review of Economics & Finance
·
2018
·
4 authors
27
citations
Facts or fates of investors' losses during crises? Evidence from REIT-stock volatility and tail dependence structures
International Review of Economics & Finance
·
2015
·
4 authors
18
citations
Economic benefits and determinants of extreme dependences between REIT and stock returns
Review of Quantitative Finance and Accounting
·
2013
·
2 authors
21
citations
An economic evaluation of stock–bond return comovements with copula-based GARCH models
Quantitative Finance
·
2012
·
2 authors
29
citations
The economic value of co-movement between oil price and exchange rate using copula-based GARCH models
Energy Economics
·
2011
·
3 authors
257
citations
The economic value of range-based covariance between stock and bond returns with dynamic copulas
Journal of Empirical Finance
·
2011
·
2 authors
25
citations