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WenShwo Fang

Personal Details

First Name:WenShwo
Middle Name:
Last Name:Fang
Suffix:
RePEc Short-ID:pfa149
Department of Economics, Feng Chia University, 100 WenHwa Road, Taichung, 40724, Taiwan
886 4 24518983
Terminal Degree:1992 Department of Economics; University of Connecticut (from RePEc Genealogy)

Affiliation

Department of Economics and Graduate Institute of Economics
College of Business
Feng Chia University

Taichung, Taiwan
http://www.econ.fcu.edu.tw/

: (886)4-2451-7250 extn.4471

100 Wen Hwa Road, Seatwen, Taichung
RePEc:edi:defcutw (more details at EDIRC)

Research output

as
Jump to: Working papers

Working papers

  1. Ho-Chuan Huang & WenShwo Fang & Stephen M. Miller, 2012. "Banking Market Structure, Liquidity Needs, and Industrial Growth Volatility," Working papers 2012-26, University of Connecticut, Department of Economics.
  2. WenShwo Fang & Stephen M. Miller, 2012. "Output Growth and Its Volatility: The Gold Standard through the Great Moderation," Working papers 2012-11, University of Connecticut, Department of Economics.
  3. WenShwo Fang & Stephen M. Miller & Chih-Chuan Yeh, 2012. "The effect of ECSOs on energy use," Working papers 2012-13, University of Connecticut, Department of Economics.
  4. WenShwo Fang & Stephen M. Miller, 2012. "The effect of ESCOs on carbon dioxide emissions," Working papers 2012-14, University of Connecticut, Department of Economics.
  5. Ho-Chuan Huang & WenShwo Fang & Stephen M. Miller, 2012. "The Effect of Growth Volatility on Income Inequality," Working papers 2012-09, University of Connecticut, Department of Economics.
  6. Ho-Chuan Huang & WenShwo Fang & Stephen M. Miller, 2012. "Does Financial Development Volatility Affect Industrial Growth Volatility?," Working papers 2012-45, University of Connecticut, Department of Economics.
  7. WenShwo Fang & Stephen M. Miller, 2010. "The Lag in Effect of Inflation Targeting and Policy Evaluation," Working papers 2010-01, University of Connecticut, Department of Economics.
  8. WenShwo Fang & Stephen M. Miller & ChunShen Lee, 2009. "Short- and Long-Run Differences in the Treatment Effects of Inflation Targeting on Developed and Developing Countries," Working papers 2009-14, University of Connecticut, Department of Economics, revised Jul 2010.
  9. WenShwo Fang & Stephen M. Miller, 2008. "Modeling the Volatility of Real GDP Growth: The Case of Japan Revisited," Working papers 2008-47, University of Connecticut, Department of Economics.
  10. Giorgio Canarella & WenShwo Fang & Stephen M. Miller & Stephen K. Pollard, 2008. "Is the Great Moderation Ending? UK and US Evidence," Working papers 2008-24, University of Connecticut, Department of Economics.
  11. WenShwo Fang & Stephen M. Miller & ChunShen Lee, 2008. "The Great Moderation Flattens Fat Tails: Disappearing Leptokurtosis," Working papers 2008-48, University of Connecticut, Department of Economics.
  12. WenShwo Fang & Stephen M. Miller & ChunShen Lee, 2007. "Cross-Country Evidence on Output Growth Volatility: Nonstationary Variance and GARCH Models," Working papers 2007-20, University of Connecticut, Department of Economics, revised Mar 2008.
  13. WenShwo Fang & Stephen M. Miller & Chih-Chuan Yeh, 2007. "Does a Threshold Inflation Rate Exist? Quantile Inferences for Inflation and Its Variability," Working papers 2007-45, University of Connecticut, Department of Economics, revised Jun 2009.
  14. WenShwo Fang & YiHao Lai & Stephen M. Miller, 2005. "Does Exchange Rate Risk Affect Exports Asymmetrically? Asian Evidence," Working papers 2005-09, University of Connecticut, Department of Economics.
  15. WenShwo Fang & YiHao Lai & Stephen M. Miller, 2005. "Export Promotion through Exchange Rate Policy: Exchange Rate Depreciation or Stabilization?," Working papers 2005-07, University of Connecticut, Department of Economics.
  16. WenShwo Fang & Stephen M. Miller, 2004. "Exchange rate depreciation and exports: The case of Singapore revisited," Working papers 2004-45, University of Connecticut, Department of Economics.
  17. WenShwo Fang & Stephen M. Miller, 2002. "Dynamic Effects of Currency Depreciation on Stock Market Returns during the Asian Financial Crisis," Working papers 2002-31, University of Connecticut, Department of Economics.
  18. WenShwo Fang & Stephen M. Miller, 2002. "Currency Depreciation and Korean Stock Market Performance during the Asian Financial Crisis," Working papers 2002-30, University of Connecticut, Department of Economics.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Blog mentions

As found by EconAcademics.org, the blog aggregator for Economics research:
  1. Giorgio Canarella & WenShwo Fang & Stephen M. Miller & Stephen K. Pollard, 2008. "Is the Great Moderation Ending? UK and US Evidence," Working papers 2008-24, University of Connecticut, Department of Economics.

    Mentioned in:

    1. Recession: no big deal
      by chris dillow in Stumbling and Mumbling on 2008-10-24 14:00:36

Working papers

  1. WenShwo Fang & Stephen M. Miller, 2012. "Output Growth and Its Volatility: The Gold Standard through the Great Moderation," Working papers 2012-11, University of Connecticut, Department of Economics.

    Cited by:

    1. Huang, Ho-Chuan (River) & Fang, WenShwo & Miller, Stephen M. & Yeh, Chih-Chuan, 2015. "The effect of growth volatility on income inequality," Economic Modelling, Elsevier, vol. 45(C), pages 212-222.
    2. Cecilia Bermúdez & Carlos D. Dabús & Germán H. González, 2015. "Reexamining the link between instability and growth in Latin America: A dynamic panel data estimation using k-median clusters," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 52(1), pages 1-23, May.
    3. Akhand Akhtar Hossain, 2014. "Inflation and Inflation Volatility in Australia," Economic Papers, The Economic Society of Australia, vol. 33(2), pages 163-185, June.
    4. Ahmed, Walid M.A., 2017. "On the dynamic interactions between energy and stock markets under structural shifts: Evidence from Egypt," Research in International Business and Finance, Elsevier, vol. 42(C), pages 61-74.
    5. Trypsteen, Steven, 2017. "The growth-volatility nexus: New evidence from an augmented GARCH-M model," Economic Modelling, Elsevier, vol. 63(C), pages 15-25.

  2. WenShwo Fang & Stephen M. Miller & Chih-Chuan Yeh, 2012. "The effect of ECSOs on energy use," Working papers 2012-13, University of Connecticut, Department of Economics.

    Cited by:

    1. Liddle, Brantley & Lung, Sidney, 2013. "Might electricity consumption cause urbanization instead? Evidence from heterogeneous panel long-run causality tests," MPRA Paper 52333, University Library of Munich, Germany.
    2. Wen Guo & Tao Sun & Hongjun Dai, 2016. "Effect of Population Structure Change on Carbon Emission in China," Sustainability, MDPI, Open Access Journal, vol. 8(3), pages 1-20, March.
    3. Ota, Toru & Kakinaka, Makoto & Kotani, Koji, 2018. "Demographic effects on residential electricity and city gas consumption in the aging society of Japan," Energy Policy, Elsevier, vol. 115(C), pages 503-513.
    4. Shang, Tiancheng & Zhang, Kai & Liu, Peihong & Chen, Ziwei & Li, Xiangpeng & Wu, Xue, 2015. "What to allocate and how to allocate?—Benefit allocation in Shared Savings Energy Performance Contracting Projects," Energy, Elsevier, vol. 91(C), pages 60-71.
    5. Pei-Chien Lin & Ming-Feng Hung, 2016. "The Effect of Energy Service Companies on Energy Use in Selected Developing Countries: A Synthetic Control Approach," International Journal of Energy Economics and Policy, Econjournals, vol. 6(2), pages 335-348.
    6. Akman, Ugur & Okay, Esin & Okay, Nesrin, 2013. "Current snapshot of the Turkish ESCO market," Energy Policy, Elsevier, vol. 60(C), pages 106-115.
    7. Giacomo Di Foggia, 2016. "Effectiveness of Energy Efficiency Certificates as Drivers for Industrial Energy Efficiency Projects," International Journal of Energy Economics and Policy, Econjournals, vol. 6(2), pages 273-280.
    8. Hannon, Matthew J. & Bolton, Ronan, 2015. "UK Local Authority engagement with the Energy Service Company (ESCo) model: Key characteristics, benefits, limitations and considerations," Energy Policy, Elsevier, vol. 78(C), pages 198-212.
    9. Mounir Belloumi & Atef Saad Alshehry, 2016. "The Impact of Urbanization on Energy Intensity in Saudi Arabia," Sustainability, MDPI, Open Access Journal, vol. 8(4), pages 1-17, April.
    10. Liddle, Brantley, 2014. "Impact of population, age structure, and urbanization on carbon emissions/energy consumption: Evidence from macro-level, cross-country analyses," MPRA Paper 61306, University Library of Munich, Germany.
    11. Hall, Stephen & Roelich, Katy, 2016. "Business model innovation in electricity supply markets: The role of complex value in the United Kingdom," Energy Policy, Elsevier, vol. 92(C), pages 286-298.
    12. Hasanov, Fakhri J. & Bulut, Cihan & Suleymanov, Elchin, 2016. "Do population age groups matter in the energy use of the oil-exporting countries?," Economic Modelling, Elsevier, vol. 54(C), pages 82-99.
    13. Hyein Yi & Sanghyo Lee & Jaejun Kim, 2017. "An ESCO Business Model Using CER for Buildings’ Energy Retrofit," Sustainability, MDPI, Open Access Journal, vol. 9(4), pages 1-21, April.
    14. Toru Ota & Makoto Kakinaka & Koji Kotani, 2017. "Demographic effects on residential electricity and city gas consumption in aging society of Japan," Working Papers SDES-2017-7, Kochi University of Technology, School of Economics and Management, revised Jun 2017.
    15. Stuart, Elizabeth & Larsen, Peter H. & Goldman, Charles A. & Gilligan, Donald, 2014. "A method to estimate the size and remaining market potential of the U.S. ESCO (energy service company) industry," Energy, Elsevier, vol. 77(C), pages 362-371.
    16. Hamed Houri Jafari, 2018. "Strategies for Development of Energy Services Companies in Iran," International Journal of Energy Economics and Policy, Econjournals, vol. 8(1), pages 82-89.

  3. WenShwo Fang & Stephen M. Miller, 2012. "The effect of ESCOs on carbon dioxide emissions," Working papers 2012-14, University of Connecticut, Department of Economics.

    Cited by:

    1. Akman, Ugur & Okay, Esin & Okay, Nesrin, 2013. "Current snapshot of the Turkish ESCO market," Energy Policy, Elsevier, vol. 60(C), pages 106-115.
    2. Olaronke T. ONANUGA, 2017. "Elasticity of CO2 emissions with Respect to Income, Population, and Energy Use: Time Series Evidence from African Countries," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 4, pages 651-670, December.
    3. Hasanov, Fakhri J. & Bulut, Cihan & Suleymanov, Elchin, 2016. "Do population age groups matter in the energy use of the oil-exporting countries?," Economic Modelling, Elsevier, vol. 54(C), pages 82-99.

  4. Ho-Chuan Huang & WenShwo Fang & Stephen M. Miller, 2012. "The Effect of Growth Volatility on Income Inequality," Working papers 2012-09, University of Connecticut, Department of Economics.

    Cited by:

    1. Koehler-Geib,Fritzi & Hnatkovska,Viktoria, 2015. "Business cycles accounting for Paraguay," Policy Research Working Paper Series 7284, The World Bank.
    2. Yang, Yiwen & Greaney, Theresa M., 2017. "Economic growth and income inequality in the Asia-Pacific region: A comparative study of China, Japan, South Korea, and the United States," Journal of Asian Economics, Elsevier, vol. 48(C), pages 6-22.
    3. Ibrahim, Mansor H., 2016. "Business cycle and bank lending procyclicality in a dual banking system," Economic Modelling, Elsevier, vol. 55(C), pages 127-134.
    4. Adnen Ben Nasr & Mehmet Balcilar & Rangan Gupta & Seyi Saint Akadiri, 2018. "Asymmetric Effects of Inequality on Per Capita Real GDP of the United States," Working Papers 201820, University of Pretoria, Department of Economics.
    5. Adnen Ben Nasr & Mehmet Balcilar & Seyi Saint Akadiri & Rangan Gupta, 2017. "Kuznets Curve for the US: A Reconsideration Using Cosummability," Working Papers 201763, University of Pretoria, Department of Economics.
    6. Cole, Ismail M., 2014. "Short- and long-term growth effects of special interest groups in the U.S. states: A dynamic panel error-correction approach," MPRA Paper 54455, University Library of Munich, Germany, revised 02 Mar 2014.
    7. Fromentin, Vincent, 2017. "The long-run and short-run impacts of remittances on financial development in developing countries," The Quarterly Review of Economics and Finance, Elsevier, vol. 66(C), pages 192-201.

  5. Ho-Chuan Huang & WenShwo Fang & Stephen M. Miller, 2012. "Does Financial Development Volatility Affect Industrial Growth Volatility?," Working papers 2012-45, University of Connecticut, Department of Economics.

    Cited by:

    1. Huang, Ho-Chuan (River) & Yeh, Chih-Chuan, 2017. "Level, structure, and volatility of financial development and inflation targeting," Journal of Empirical Finance, Elsevier, vol. 44(C), pages 108-124.
    2. Tongurai, Jittima & Vithessonthi, Chaiporn, 2018. "The impact of the banking sector on economic structure and growth," International Review of Financial Analysis, Elsevier, vol. 56(C), pages 193-207.
    3. Inekwe John Nkwoma, 2014. "Business Cycle Variability and Growth Linkage," Monash Economics Working Papers 38-14, Monash University, Department of Economics.
    4. Anwar, Sajid & Cooray, Arusha, 2015. "Financial flows and per capita income in developing countries," International Review of Economics & Finance, Elsevier, vol. 35(C), pages 304-314.
    5. Ductor, Lorenzo & Grechyna, Daryna, 2015. "Financial development, real sector, and economic growth," International Review of Economics & Finance, Elsevier, vol. 37(C), pages 393-405.
    6. Fernández, Ana I. & González, Francisco & Suárez, Nuria, 2016. "Banking stability, competition, and economic volatility," Journal of Financial Stability, Elsevier, vol. 22(C), pages 101-120.

  6. WenShwo Fang & Stephen M. Miller, 2010. "The Lag in Effect of Inflation Targeting and Policy Evaluation," Working papers 2010-01, University of Connecticut, Department of Economics.

    Cited by:

    1. Balima, Wenéyam Hippolyte & Combes, Jean-Louis & Minea, Alexandru, 2017. "Sovereign debt risk in emerging market economies: Does inflation targeting adoption make any difference?," Journal of International Money and Finance, Elsevier, vol. 70(C), pages 360-377.
    2. Hippolyte W. Balima & Eric G. Kilama & Rene Tapsoba, 2017. "Settling the Inflation Targeting Debate: Lights from a Meta-Regression Analysis," IMF Working Papers 17/213, International Monetary Fund.
    3. Kadria, Mohamed & Ben Aissa, Mohamed Safouane, 2016. "Inflation targeting and public deficit in emerging countries: A time varying treatment effect approach," Economic Modelling, Elsevier, vol. 52(PA), pages 108-114.
    4. Rangan Gupta, 2011. "Growth-Effects of Inflation Targeting: The Role of Financial Sector Development," Annals of Economics and Finance, Society for AEF, vol. 12(1), pages 65-87, May.
    5. Jean-Louis Combes & Rasmané Ouedraogo & Sampawende J Tapsoba, 2016. "What Does Aid Do to Fiscal Policy? New Evidence," IMF Working Papers 16/112, International Monetary Fund.

  7. WenShwo Fang & Stephen M. Miller & ChunShen Lee, 2009. "Short- and Long-Run Differences in the Treatment Effects of Inflation Targeting on Developed and Developing Countries," Working papers 2009-14, University of Connecticut, Department of Economics, revised Jul 2010.

    Cited by:

    1. Giorgio Canarella & Stephen M Miller, 2017. "Inflation Persistence Before and After Inflation Targeting: A Fractional Integration Approach," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 43(1), pages 78-103, January.

  8. WenShwo Fang & Stephen M. Miller, 2008. "Modeling the Volatility of Real GDP Growth: The Case of Japan Revisited," Working papers 2008-47, University of Connecticut, Department of Economics.

    Cited by:

    1. Steven Trypsteen, 2014. "Cross-Country Interactions, the Great Moderation and the Role of Output Volatility in Growth," Discussion Papers 2014/10, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
    2. Paolo Guarda & Abdelaziz Rouabah, 2015. "Is the financial sector Luxembourg?s engine of growth?," BCL working papers 97, Central Bank of Luxembourg.
    3. Florence Barugahara, 2015. "The Impact of Political Instability on Inflation Volatility in Africa," South African Journal of Economics, Economic Society of South Africa, vol. 83(1), pages 56-73, March.
    4. Go Tamakoshi & Shigeyuki Hamori, 2014. "Greek sovereign bond index, volatility, and structural breaks," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 38(4), pages 687-697, October.
    5. Jorge M. Andraz & Nélia M. Norte, 2017. "Gross domestic product growth, volatility and regime changes nexus: the case of Portugal," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 16(1), pages 1-16, April.
    6. Hiroshi Yamada & Lan Jin, 2013. "Japan’s output gap estimation and ℓ 1 trend filtering," Empirical Economics, Springer, vol. 45(1), pages 81-88, August.
    7. Dejan Živkov & Jovan Njegic & Marko Pecanac, 2014. "Bidirectional linkage between inflation and inflation uncertainty – the case of Eastern European countries," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, vol. 14(1-2), pages 124-139, December.
    8. Steven Trypsteen, 2014. "The Importance of a Time-Varying Variance and Cross-Country Interactions in Forecast Models," Discussion Papers 2014/15, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
    9. Bruce Q. Budd, 2016. "Structural break tests and the Greek sovereign debt crisis: revisited," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 40(3), pages 607-622, July.
    10. Dejan Živkov & Jovan Njegić & Mirela Momčilović & Ivan Milenković, 2016. "Exchange Rate Volatility and Uncovered Interest Rate Parity in the European Emerging Economies," Prague Economic Papers, University of Economics, Prague, vol. 2016(3), pages 253-270.
    11. Dejan Živkov & Jovan Njegić & Vera Mirović, 2016. "Dynamic Nexus between Exchange Rate and Stock Prices in the Major East European Economies," Prague Economic Papers, University of Economics, Prague, vol. 2016(6), pages 686-705.
    12. Ahmed, Walid M.A., 2017. "On the dynamic interactions between energy and stock markets under structural shifts: Evidence from Egypt," Research in International Business and Finance, Elsevier, vol. 42(C), pages 61-74.
    13. Viorica CHIRILA, 2011. "The Modelling of the Volatility of Business cycles in Romania," EuroEconomica, Danubius University of Galati, issue 30, pages 138-147, November.

  9. Giorgio Canarella & WenShwo Fang & Stephen M. Miller & Stephen K. Pollard, 2008. "Is the Great Moderation Ending? UK and US Evidence," Working papers 2008-24, University of Connecticut, Department of Economics.

    Cited by:

    1. Paul Blackley, 2011. "Production Adjustments for Consumer Durables and the Great Moderation," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 39(3), pages 291-302, September.
    2. Mulligan, Robert F. & Koppl, Roger, 2011. "Monetary policy regimes in macroeconomic data: An application of fractal analysis," The Quarterly Review of Economics and Finance, Elsevier, vol. 51(2), pages 201-211, May.
    3. McNown, Robert & Seip, Knut Lehre, 2011. "Periods and structural breaks in US economic history 1959-2007," Journal of Policy Modeling, Elsevier, vol. 33(2), pages 169-182, March.
    4. Albonico, Alice & Paccagnini, Alessia & Tirelli, Patrizio, 2017. "Great recession, slow recovery and muted fiscal policies in the US," Journal of Economic Dynamics and Control, Elsevier, vol. 81(C), pages 140-161.
    5. María Dolores Gadea-Rivas & Ana Gómez-Loscos & Gabriel Pérez-Quirós, 2014. "The two greatest. Great recession vs. great moderation," Working Papers 1423, Banco de España;Working Papers Homepage.
    6. Laurent Ferrara & Olivier Darné & Amélie Charles, 2017. "Does the Great Recession imply the end of the Great Moderation? International evidence," Post-Print hal-01635945, HAL.
    7. Todd E. Clark, 2009. "Is the Great Moderation over? an empirical analysis," Economic Review, Federal Reserve Bank of Kansas City, issue Q IV, pages 5-42.
    8. Lemoine, M. & Mougin, C., 2010. "The Growth-Volatility Relationship: New Evidence Based on Stochastic Volatility in Mean Models," Working papers 285, Banque de France.
    9. Eduard Baumöhl & Štefan Lyócsa & Tomáš Výrost, 2011. "Volatility Regimes in Macroeconomic Time Series: The Case of the Visegrad Group," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 61(6), pages 530-544, December.
    10. Selgin, George & Lastrapes, William D. & White, Lawrence H., 2012. "Has the Fed been a failure?," Journal of Macroeconomics, Elsevier, vol. 34(3), pages 569-596.
    11. Todd E. Clark & Francesco Ravazzolo, 2012. "The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility," Working Paper 2012/09, Norges Bank.

  10. WenShwo Fang & Stephen M. Miller & ChunShen Lee, 2007. "Cross-Country Evidence on Output Growth Volatility: Nonstationary Variance and GARCH Models," Working papers 2007-20, University of Connecticut, Department of Economics, revised Mar 2008.

    Cited by:

    1. Chi-Wei Su & Hui Yu & Hsu-Ling Chang & Xiao-Lin Li, 2017. "How does inflation determine inflation uncertainty? A Chinese perspective," Quality & Quantity: International Journal of Methodology, Springer, vol. 51(3), pages 1417-1434, May.
    2. Giorgio Canarella & WenShwo Fang & Stephen M. Miller & Stephen K. Pollard, 2008. "Is the Great Moderation Ending? UK and US Evidence," Working papers 2008-24, University of Connecticut, Department of Economics.
    3. Steven Trypsteen, 2014. "Cross-Country Interactions, the Great Moderation and the Role of Output Volatility in Growth," Discussion Papers 2014/10, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
    4. Jorge Andraz & Nélia Norte, 2013. "Output volatility in the OECD: Are the member states becoming less vulnerable to exogenous shocks?," CEFAGE-UE Working Papers 2013_17, University of Evora, CEFAGE-UE (Portugal).
    5. Jorge M. Andraz & Nélia M. Norte, 2017. "Gross domestic product growth, volatility and regime changes nexus: the case of Portugal," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 16(1), pages 1-16, April.
    6. Laurent Ferrara & Olivier Darné & Amélie Charles, 2017. "Does the Great Recession imply the end of the Great Moderation? International evidence," Post-Print hal-01635945, HAL.
    7. Anthony N. Rezitis & Shaikh Mostak Ahammad, 2016. "Investigating The Interdependency Of Agricultural Production Volatility Spillovers Between Bangladesh, India, And Pakistan," Review of Urban & Regional Development Studies, Wiley Blackwell, vol. 28(1), pages 32-54, March.
    8. Akhter Faroque & William Veloce & Jean-Francois Lamarche, 2012. "Have structural changes eliminated the out-of-sample ability of financial variables to forecast real activity after the mid-1980s? Evidence from the Canadian economy," Applied Economics, Taylor & Francis Journals, vol. 44(30), pages 3965-3985, October.
    9. Esta Lestari, 2012. "Is Indonesia More Financially Linked To The World Since The Asian Financial Crises?," RIEBS, Economic Research Center, Indonesian Institute of Sciences (P2E-LIPI), vol. 3(2), pages 1-14, November.
    10. Trypsteen, Steven, 2017. "The growth-volatility nexus: New evidence from an augmented GARCH-M model," Economic Modelling, Elsevier, vol. 63(C), pages 15-25.
    11. Eduard Baumöhl & Štefan Lyócsa & Tomáš Výrost, 2011. "Volatility Regimes in Macroeconomic Time Series: The Case of the Visegrad Group," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 61(6), pages 530-544, December.
    12. Ahmad Zubaidi Baharumshah & Siew-Voon Soon, 2014. "Inflation, inflation uncertainty and output growth: what does the data say for Malaysia?," Journal of Economic Studies, Emerald Group Publishing, vol. 41(3), pages 370-386, May.

  11. WenShwo Fang & Stephen M. Miller & Chih-Chuan Yeh, 2007. "Does a Threshold Inflation Rate Exist? Quantile Inferences for Inflation and Its Variability," Working papers 2007-45, University of Connecticut, Department of Economics, revised Jun 2009.

    Cited by:

    1. Lee, Hyunchul & Cho, Seung Mo, 2017. "What drives dynamic comovements of stock markets in the Pacific Basin region?: A quantile regression approach," International Review of Economics & Finance, Elsevier, vol. 51(C), pages 314-327.

  12. WenShwo Fang & YiHao Lai & Stephen M. Miller, 2005. "Does Exchange Rate Risk Affect Exports Asymmetrically? Asian Evidence," Working papers 2005-09, University of Connecticut, Department of Economics.

    Cited by:

    1. Abdorreza Soleymani & Soo Y. Chua & Abdul Fatah Che Hamat, 2017. "Exchange rate volatility and ASEAN-4’s trade flows: is there a third country effect?," International Economics and Economic Policy, Springer, vol. 14(1), pages 91-117, January.
    2. Michał Brzozowski & Grzegorz Tchorek, 2017. "Exchange Rate Risk as an Obstacle to Export Activity," Gospodarka Narodowa, Warsaw School of Economics, issue 3, pages 115-141.
    3. Bo Tang, 2015. "Exchange Rate Exposure of Chinese Firms at the Industry and Firm Level," Review of Development Economics, Wiley Blackwell, vol. 19(3), pages 592-607, August.
    4. Chia-Hsun Hsieh & Shian-Chang Huang, 2012. "Time-Varying Dependency and Structural Changes in Currency Markets," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 48(2), pages 94-127, March.
    5. Wong Hock Tsen, 2016. "Exchange rate volatilities and disaggregated bilateral exports of Malaysia to the United States: empirical evidence," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 6(2), pages 289-314, August.
    6. Hock Tsen Wong, 2017. "Exchange rate volatility and bilateral exports of Malaysia to Singapore, China, Japan, the USA and Korea," Empirical Economics, Springer, vol. 53(2), pages 459-492, September.
    7. Mallick, Sushanta & Marques, Helena, 2017. "Export prices, selection into exporting and market size: Evidence from China and India," International Business Review, Elsevier, vol. 26(6), pages 1034-1050.
    8. Tunc, Cengiz & Solakoglu, Mehmet Nihat & Hazar, Adalet & Babuscu, Senol, 2018. "Exchange Rate Volatility and Trade: External Exchange Rate Volatility Matters," MPRA Paper 86401, University Library of Munich, Germany.
    9. Akram Hasanov & Ahmad Baharumshah, 2014. "Exchange-Rate Risk and Exports," Problems of Economic Transition, Taylor & Francis Journals, vol. 57(1), pages 80-101.
    10. Arize, Augustine C. & Malindretos, John & Igwe, Emmanuel U., 2017. "Do exchange rate changes improve the trade balance: An asymmetric nonlinear cointegration approach," International Review of Economics & Finance, Elsevier, vol. 49(C), pages 313-326.
    11. Mekbib Gebretsadik Haile & Geoff Pugh, 2013. "Does exchange rate volatility discourage international trade? A meta-regression analysis," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 22(3), pages 321-350, April.
    12. Huang, Alex YiHou & Peng, Sheng-Pen & Li, Fangjhy & Ke, Ching-Jie, 2011. "Volatility forecasting of exchange rate by quantile regression," International Review of Economics & Finance, Elsevier, vol. 20(4), pages 591-606, October.
    13. Grier, Kevin B. & Smallwood, Aaron D., 2013. "Exchange rate shocks and trade: A multivariate GARCH-M approach," Journal of International Money and Finance, Elsevier, vol. 37(C), pages 282-305.
    14. Wang, Kai-Li & Fawson, Christopher & Chen, Mei-Ling & Wu, An-Chi, 2014. "Characterizing information flows among spot, deliverable forward and non-deliverable forward exchange rate markets: A cross-country comparison," Pacific-Basin Finance Journal, Elsevier, vol. 27(C), pages 115-137.
    15. Taiyo Yoshimi, 2014. "Lending Rate Spread Shock and Monetary Policy Arrangements: A Small Open Economy Model for ASEAN Countries," Asian Economic Journal, East Asian Economic Association, vol. 28(1), pages 19-39, March.

  13. WenShwo Fang & YiHao Lai & Stephen M. Miller, 2005. "Export Promotion through Exchange Rate Policy: Exchange Rate Depreciation or Stabilization?," Working papers 2005-07, University of Connecticut, Department of Economics.

    Cited by:

    1. Ammani, Aliyu Aishat, 2. "Impact Of Market-Determined Exchange Rates On Rice Production And Import In Nigeria," International Journal of Food and Agricultural Economics (IJFAEC), Alanya Alaaddin Keykubat University, Department of Economics and Finance, vol. 1.
    2. Noor Aini Zakaria Author_Email: norainiz@frim.gov.my / ainizack82@yahoo.com & Hafizah Abdul Rahim, 2011. "The Link Between Exchange Rate And Timber Export Earnings: Evidence From Malaysia," 2nd International Conference on Business and Economic Research (2nd ICBER 2011) Proceeding 2011-486, Conference Master Resources.
    3. Fakhri, Hasanov, 2010. "The Impact of Real Effective Exchange Rate on the Non-oil Export: The Case of Azerbaijan," MPRA Paper 29556, University Library of Munich, Germany.

  14. WenShwo Fang & Stephen M. Miller, 2004. "Exchange rate depreciation and exports: The case of Singapore revisited," Working papers 2004-45, University of Connecticut, Department of Economics.

    Cited by:

    1. Brent Hudson & Richard Gerlach, 2008. "A Bayesian approach to relaxing parameter restrictions in multivariate GARCH models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 17(3), pages 606-627, November.
    2. Fang, WenShwo & Lai, YiHao & Miller, Stephen M., 2009. "Does exchange rate risk affect exports asymmetrically? Asian evidence," Journal of International Money and Finance, Elsevier, vol. 28(2), pages 215-239, March.
    3. Jiranyakul, Komain, 2010. "The Effects of Real Exchange Rate Volatility on Thailand's Exports to the United States and Japan under the Recent Float," MPRA Paper 45030, University Library of Munich, Germany.
    4. Pasrun Adam & Pasrun Adam & Rosnawintang Rosnawintang & Ambo Wonua Nusantara & Abd Aziz Muthalib, 2017. "A Model of the Dynamic of the Relationship between Exchange Rate and Indonesia’s Export," International Journal of Economics and Financial Issues, Econjournals, vol. 7(1), pages 255-261.
    5. Zhang, Teng & Ouyang, Puman, 2018. "Is RMB appreciation a nightmare for the Chinese firms? An analysis on firm profitability and exchange rate," International Review of Economics & Finance, Elsevier, vol. 54(C), pages 27-43.

  15. WenShwo Fang & Stephen M. Miller, 2002. "Dynamic Effects of Currency Depreciation on Stock Market Returns during the Asian Financial Crisis," Working papers 2002-31, University of Connecticut, Department of Economics.

    Cited by:

    1. Vance L. Martin & Mardi Dungey, 2007. "Unravelling financial market linkages during crises," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(1), pages 89-119.
    2. Juan Carlos Cuestas & Bo Tang, 2015. "Exchange Rate Changes and Stock Returns in China: A Markov Switching SVAR Approach," Working Papers 2015024, The University of Sheffield, Department of Economics.
    3. Mardi Dungey & Rene Fry & Vance L. Martin, 2006. "Correlation, Contagion, and Asian Evidence," Asian Economic Papers, MIT Press, vol. 5(2), pages 32-72, Spring/Su.
    4. Mehmet PEKKAYA & Ersin AÇIKGÖZ & Veli YILANCI, 2017. "Panel causality analysis between exchange rates and stock indexes for fragile five," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, vol. 0(2(611), S), pages 33-44, Summer.
    5. Vance L. Martin & Brenda Gonzalez-Hermosillo, & Mardi Dungey & Renee A. Fry, 2004. "Empirical Modelling of Contagion: A Review of Methodologies," Econometric Society 2004 Australasian Meetings 243, Econometric Society.
    6. Paresh Kumar Narayan, 2009. "On the Relationship between Stock Prices and Exchange Rates for India," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 12(02), pages 289-308.

  16. WenShwo Fang & Stephen M. Miller, 2002. "Currency Depreciation and Korean Stock Market Performance during the Asian Financial Crisis," Working papers 2002-30, University of Connecticut, Department of Economics.

    Cited by:

    1. Paul Alagidede & Theodore Panagiotidis & Xu Zhang, 2011. "Causal relationship between stock prices and exchange rates," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 20(1), pages 67-86.
    2. Joshua Odutola Omokehinde & Matthew Adeolu Abata & Stephen Oseko Migiro, 2017. "Foreign Exchange News Announcements and the Volatility of Stock Returns in Nigeria," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, vol. 67(3), pages 3-17, july-Sept.
    3. Bonga-Bonga, Lumengo & Gnagne, Pascal Xavier, 2017. "The impact of exchange rate volatility on capital flows in BRICS economies," MPRA Paper 84773, University Library of Munich, Germany.
    4. Bing Zhang & Xindan Li, 2010. "Currency appreciation and stock market performance: Evidence from China," Frontiers of Economics in China, Springer;Higher Education Press, vol. 5(3), pages 393-411, September.

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  1. University of Connecticut Economics PhD Alumni

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 17 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (7) 2007-06-11 2007-12-15 2008-08-31 2008-12-21 2008-12-21 2009-06-03 2010-01-23. Author is listed
  2. NEP-CBA: Central Banking (5) 2007-12-15 2008-08-31 2008-12-21 2009-06-03 2010-01-23. Author is listed
  3. NEP-FMK: Financial Markets (5) 2002-11-28 2002-11-28 2005-04-03 2005-04-03 2005-04-03. Author is listed
  4. NEP-IFN: International Finance (5) 2002-11-28 2002-11-28 2005-04-03 2005-04-03 2005-04-03. Author is listed
  5. NEP-MON: Monetary Economics (4) 2007-12-15 2008-08-31 2009-06-03 2010-01-23
  6. NEP-BEC: Business Economics (3) 2007-06-11 2008-12-21 2008-12-21
  7. NEP-CFN: Corporate Finance (2) 2002-11-28 2005-04-03
  8. NEP-ENE: Energy Economics (2) 2012-09-22 2012-09-22
  9. NEP-ENV: Environmental Economics (2) 2012-09-22 2012-09-22
  10. NEP-FDG: Financial Development & Growth (2) 2012-08-23 2012-09-30
  11. NEP-FIN: Finance (2) 2002-11-28 2002-11-28
  12. NEP-RMG: Risk Management (2) 2002-11-28 2002-11-28
  13. NEP-SEA: South East Asia (2) 2005-04-03 2005-04-03
  14. NEP-BAN: Banking (1) 2012-09-30

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