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Publications

by members of

Chung Yuan Christian University → Department of International Business

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles | Chapters |

Working papers

2005

  1. Ming-Chya Wu & Ming-Chang Huang & Hai-Chin Yu & Thomas Chiang, 2005, "Phase Distribution and Phase Correlation of Financial Time Series," Finance, University Library of Munich, Germany, number 0512013, Dec.
  2. Ingyu Chiou & James Jordan- Wagner & Hai-Chin Yu, 2005, "How do Currency Markets Interact? Evidence from the Yen-Dollar Exchange Rates in Tokyo, London, and New York," Finance, University Library of Munich, Germany, number 0512024, Dec.

2003

  1. Hai-Chin YU & Ming-Chang Huang, 2003, "Statistical properties of volatility in fractal dimension and probability distribution among six stock markets - USA, Japan, Taiwan, South Korea, Singapore, and Hong Kong," Econometrics, University Library of Munich, Germany, number 0308002, Aug, revised 18 Aug 2003.

Journal articles

2021

  1. Roberto Louis Forestal & Shih-Ming Pi, 2021, "Using Artificial Neural networks and Optimal Scaling Model to Forecast Agriculture Commodity Price: An Ecological-economic Approach," Advances in Management and Applied Economics, SCIENPRESS Ltd, volume 11, issue 3, pages 1-3.
  2. Roberto Louis Forestal & Shih Ming Pi, 2021, "Dynamic Equicorrelation Analysis of Financial Contagion: Evidence from Latin America Markets," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 11, issue 3, pages 1-2.

2019

  1. Yen‐Chen Wu & Shikuan Chen & Ming‐Jen Chang, 2019, "Foreign direct investment subsidy in a dynamic stochastic general equilibrium model with heterogeneous firms," Review of International Economics, Wiley Blackwell, volume 27, issue 5, pages 1427-1459, November, DOI: 10.1111/roie.12430.

2015

  1. Hai-Chin Yu & Ben Sopranzetti & Cheng-Few Lee, 2015, "The impact of banking relationships, managerial incentives, and board monitoring on corporate cash holdings: an emerging market perspective," Review of Quantitative Finance and Accounting, Springer, volume 44, issue 2, pages 353-378, February, DOI: 10.1007/s11156-013-0402-8.

2012

  1. Yu, Hai-Chin & Sopranzetti, Ben J. & Lee, Cheng-Few, 2012, "Multiple banking relationships, managerial ownership concentration and firm value: A simultaneous equations approach," The Quarterly Review of Economics and Finance, Elsevier, volume 52, issue 3, pages 286-297, DOI: 10.1016/j.qref.2012.07.002.

2009

  1. Chiang, Thomas C. & Yu, Hai-Chin & Wu, Ming-Chya, 2009, "Statistical properties, dynamic conditional correlation and scaling analysis: Evidence from Dow Jones and Nasdaq high-frequency data," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 388, issue 8, pages 1555-1570, DOI: 10.1016/j.physa.2008.12.042.

2008

  1. Hai-Chin Yu & Ingyu Chiou & James Jordan-Wagner, 2008, "Does the weekday effect of the yen/dollar spot rates exist in Tokyo, London, and New York? An analysis of panel probability distribution," Applied Economics, Taylor & Francis Journals, volume 40, issue 20, pages 2631-2643, DOI: 10.1080/00036840600970294.

2004

  1. Hai-Chin Yu & Ming-Chang Huang, 2004, "Statistical properties of volatility in fractal dimensions and probability distribution among six stock markets," Applied Financial Economics, Taylor & Francis Journals, volume 14, issue 15, pages 1087-1095, DOI: 10.1080/09603100412331297694.

Chapters

2020

  1. Hai-Chin Yu & Cheng Few Lee & Ben J. Sopranzetti, 2020, "Financial Reforms and the Differential Impact of Foreign Versus Domestic Banking Relationships on Firm Value," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 25, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
  2. Chia-Hui Chao & Hai-Chin Yu, 2020, "Social Media, Bank Relationships and Firm Value," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 66, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
  3. Hai-Chin Yu & Chia-Ju Lee & Der-Tzon Hsieh, 2020, "Does Quantile Co-Integration Exist Between Gold Spot and Futures Prices?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 92, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
  4. Cheng Few Lee & Hai-Chin Yu, 2020, "Application of Discriminant Analysis, Factor Analysis, Logistic Regression, and KMV-Merton Model in Credit Risk Analysis," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 126, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".

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