Shiu-Sheng Chen
Personal Details
First Name: Shiu-Sheng
Middle Name:
Last Name: Chen
Suffix:
RePEc Short-ID: pch275
Email: [This author has chosen not to make the email address public]
Homepage:
http://homepage.ntu.edu.tw/~sschen/
Postal Address:
Phone:
Affiliation
- Department of Economics
National Taiwan University - Location: Taipei, Taiwan
Homepage: http://www.econ.ntu.edu.tw/
Email:
Phone: (-886-2)-351-5468
Fax: (-886-2)-321-5704
Postal: 21. Hsu-chow Rd. Taipei 100
Handle: RePEc:edi:dentutw (more details at EDIRC)
Works
Working papers
- Shiu-Sheng, Chen, 2012. "Predicting swings in exchange rates with macro fundamentals," MPRA Paper 35772, University Library of Munich, Germany.
- Chen, Shiu-Sheng & Hsu, Kai-Wei, 2012.
"Reverse Globalization: Does High Oil Price Volatility Discourage International Trade?,"
MPRA Paper
36182, University Library of Munich, Germany.
- Chen, Shiu-Sheng & Hsu, Kai-Wei, 2012. "Reverse globalization: Does high oil price volatility discourage international trade?," Energy Economics, Elsevier, vol. 34(5), pages 1634-1643.
- Chen, Shiu-Sheng, 2012.
"Revisiting the empirical linkages between stock returns and trading volume,"
MPRA Paper
36897, University Library of Munich, Germany.
- Chen, Shiu-Sheng, 2012. "Revisiting the empirical linkages between stock returns and trading volume," Journal of Banking & Finance, Elsevier, vol. 36(6), pages 1781-1788.
- Chen, Shiu-Sheng, 2012. "Bernanke Was Right: Currency Manipulation Policy in Emerging Foreign Exchange Markets," MPRA Paper 36184, University Library of Munich, Germany.
- Shiu-Sheng Chen, 2005.
"Does Monetary Policy Have Asymmetric Effects on Stock Returns?,"
Macroeconomics
0502001, EconWPA, revised 01 Feb 2005.
- Shiu-Sheng Chen, 2007. "Does Monetary Policy Have Asymmetric Effects on Stock Returns?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(2-3), pages 667-688, 03.
- Shiu-Sheng Chen & Charles Engel, 2004.
"Does "Aggregation Bias" Explain the PPP Puzzle?,"
NBER Working Papers
10304, National Bureau of Economic Research, Inc.
- Shiu-Sheng Chen & Charles Engel, 2005. "Does 'Aggregation Bias' Explain The Ppp Puzzle?," Pacific Economic Review, Wiley Blackwell, vol. 10(1), pages 49-72, 02.
- Shiu-Sheng Chen, 2003.
"Revisiting the Interest Rate-Exchange Rate Nexus: A Markov Switching Approach,"
International Finance
0303002, EconWPA, revised 13 Mar 2003.
- Chen, Shiu-Sheng, 2006. "Revisiting the interest rate-exchange rate nexus: a Markov-switching approach," Journal of Development Economics, Elsevier, vol. 79(1), pages 208-224, February.
- Shiu-Sheng Chen, 2002. "Macroeconomic Policy in a Real Business Cycle Model with Money," Macroeconomics 0209011, EconWPA, revised 24 Sep 2002.
Articles
- Chen, Shiu-Sheng & Chou, Yu-Hsi, 2012. "Rational expectations, changing monetary policy rules, and real exchange rate dynamics," Journal of Banking & Finance, Elsevier, vol. 36(10), pages 2824-2836.
- Shiu-Sheng Chen, 2012. "Does extracting inflation from stock returns solve the purchasing power parity puzzle?," Empirical Economics, Springer, vol. 42(3), pages 1097-1105, June.
- Chen, Shiu-Sheng & Hsu, Kai-Wei, 2012.
"Reverse globalization: Does high oil price volatility discourage international trade?,"
Energy Economics,
Elsevier, vol. 34(5), pages 1634-1643.
- Chen, Shiu-Sheng & Hsu, Kai-Wei, 2012. "Reverse Globalization: Does High Oil Price Volatility Discourage International Trade?," MPRA Paper 36182, University Library of Munich, Germany.
- Chen, Shiu-Sheng, 2012.
"Revisiting the empirical linkages between stock returns and trading volume,"
Journal of Banking & Finance,
Elsevier, vol. 36(6), pages 1781-1788.
- Chen, Shiu-Sheng, 2012. "Revisiting the empirical linkages between stock returns and trading volume," MPRA Paper 36897, University Library of Munich, Germany.
- Shiu-Sheng Chen, 2012. "Consumer confidence and stock returns over market fluctuations," Quantitative Finance, Taylor and Francis Journals, vol. 12(10), pages 1585-1597, October.
- Chen, Shiu-Sheng, 2011. "Lack of consumer confidence and stock returns," Journal of Empirical Finance, Elsevier, vol. 18(2), pages 225-236, March.
- Chen, Shiu-Sheng, 2010. "Do higher oil prices push the stock market into bear territory?," Energy Economics, Elsevier, vol. 32(2), pages 490-495, March.
- Shiu-Sheng Chen & Yu-Hsi Chou, 2010. "Exchange Rates and Fundamentals: Evidence from Long-Horizon Regression Tests," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 72(1), pages 63-88, 02.
- Shiu-Sheng Chen & Ming-Ching Luoh, 2010. "Are Mathematics and Science Test Scores Good Indicators of Labor-Force Quality?," Social Indicators Research, Springer, vol. 96(1), pages 133-143, March.
- Shiu-Sheng Chen & Tsong-Min Wu, 2010. "Taiwan'S Exchange Rate And Macroeconomic Policies Over The Business Cycle," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 55(03), pages 435-457.
- Chen, Nan-Kuang & Chen, Shiu-Sheng & Chou, Yu-Hsi, 2010. "House prices, collateral constraint, and the asymmetric effect on consumption," Journal of Housing Economics, Elsevier, vol. 19(1), pages 26-37, March.
- Shiu-Sheng Chen, 2009. "Revisiting the Inflationary Effects of Oil Prices," The Energy Journal, International Association for Energy Economics, vol. 0(Number 4), pages 141-154.
- Chen, Shiu-Sheng, 2009. "Predicting the bear stock market: Macroeconomic variables as leading indicators," Journal of Banking & Finance, Elsevier, vol. 33(2), pages 211-223, February.
- Chen, Shiu-Sheng, 2009. "Oil price pass-through into inflation," Energy Economics, Elsevier, vol. 31(1), pages 126-133, January.
- Shiu-Sheng Chen, 2008. "The liquidity effect in a flexible-price monetary model," Oxford Economic Papers, Oxford University Press, vol. 60(1), pages 122-142, January.
- Chen, Shiu-Sheng & Chen, Hung-Chyn, 2007. "Oil prices and real exchange rates," Energy Economics, Elsevier, vol. 29(3), pages 390-404, May.
- Chen, Shiu-Sheng, 2007. "A note on interest rate defense policy and exchange rate volatility," Economic Modelling, Elsevier, vol. 24(5), pages 768-777, September.
- Shiu-Sheng Chen & Kenshi Taketa, 2007. "Assessment Of Weymark'S Measures Of Exchange Market Intervention: The Case Of Japan," Pacific Economic Review, Wiley Blackwell, vol. 12(5), pages 545-558, December.
- Shiu-Sheng Chen, 2007.
"Does Monetary Policy Have Asymmetric Effects on Stock Returns?,"
Journal of Money, Credit and Banking,
Blackwell Publishing, vol. 39(2-3), pages 667-688, 03.
- Shiu-Sheng Chen, 2005. "Does Monetary Policy Have Asymmetric Effects on Stock Returns?," Macroeconomics 0502001, EconWPA, revised 01 Feb 2005.
- Chen, Shiu-Sheng, 2006.
"Revisiting the interest rate-exchange rate nexus: a Markov-switching approach,"
Journal of Development Economics,
Elsevier, vol. 79(1), pages 208-224, February.
- Shiu-Sheng Chen, 2003. "Revisiting the Interest Rate-Exchange Rate Nexus: A Markov Switching Approach," International Finance 0303002, EconWPA, revised 13 Mar 2003.
- Shiu-Sheng Chen, 2006. "Perspectives on teaching international macroeconomics and finance: is there more consensus in the 2000s?," Economics Bulletin, AccessEcon, vol. 1(3), pages 1-20.
- Shiu-Sheng Chen & Charles Engel, 2005.
"Does 'Aggregation Bias' Explain The Ppp Puzzle?,"
Pacific Economic Review,
Wiley Blackwell, vol. 10(1), pages 49-72, 02.
- Shiu-Sheng Chen & Charles Engel, 2004. "Does "Aggregation Bias" Explain the PPP Puzzle?," NBER Working Papers 10304, National Bureau of Economic Research, Inc.
- Shiu-Sheng Chen, 2005. "A note on in-sample and out-of-sample tests for Granger causality," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 24(6), pages 453-464.
- Shiu-Sheng Chen, 2004. "Real exchange rate fluctuations and monetary shocks: a revisit," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 9(1), pages 25-32.
- Chen, Shiu-Sheng, 2003.
"Macroeconomic fluctuations and welfare cost of stabilization policy,"
Journal of Policy Modeling,
Elsevier, vol. 25(2), pages 123-135, February.
RePEc:ebl:ecbull:v:1:y:2006:i:3:p:1-20 is not listed on IDEAS
NEP Fields
7 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):- NEP-BEC: Business Economics (1) 2012-02-20
- NEP-CBA: Central Banking (2) 2003-03-10 2005-04-16. Author is listed
- NEP-CWA: Central & Western Asia (1) 2012-02-20
- NEP-ENE: Energy Economics (1) 2012-02-20
- NEP-ETS: Econometric Time Series (1) 2004-02-15
- NEP-FIN: Finance (2) 2003-03-10 2005-04-16. Author is listed
- NEP-FMK: Financial Markets (1) 2003-03-10
- NEP-FOR: Forecasting (1) 2012-01-18
- NEP-IFN: International Finance (2) 2003-03-10 2004-02-15. Author is listed
- NEP-INT: International Trade (1) 2012-02-20
- NEP-MAC: Macroeconomics (3) 2003-03-10 2005-04-16 2012-02-20. Author is listed
- NEP-MON: Monetary Economics (3) 2005-04-16 2012-01-18 2012-02-20. Author is listed
- NEP-OPM: Open Economy Macroeconomic (2) 2012-01-18 2012-02-20. Author is listed
- NEP-RMG: Risk Management (1) 2004-02-15
- NEP-SEA: South East Asia (1) 2012-02-20
Statistics
This author is among the top 5% authors according to these criteria:Most cited item
- Shiu-Sheng Chen & Charles Engel, 2004. "Does "Aggregation Bias" Explain the PPP Puzzle?," NBER Working Papers 10304, National Bureau of Economic Research, Inc.
Most downloaded item (past 12 months)
- Chen, Shiu-Sheng, 2009. "Predicting the bear stock market: Macroeconomic variables as leading indicators," Journal of Banking & Finance, Elsevier, vol. 33(2), pages 211-223, February.
Access and download statistics for all items
Co-authorship network on CollEc
Corrections
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