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Tai-kuang Ho

Personal Details

First Name:Tai-kuang
Middle Name:
Last Name:Ho
Suffix:
RePEc Short-ID:pho518
http://mx.nthu.edu.tw/~tkho/

Affiliation

Department of Quantitative Finance
National Tsing Hua University

Hsin-Chu, Taiwan
http://www.qf.nthu.edu.tw/

: 886 3 574 2422
886 3 562 1823
101, Section 2, Kuang Fu Road, 30013 Hsinchu
RePEc:edi:dqnthtw (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. von Hagen, Jürgen & Ho, Tai-kuang, 2004. "Money market pressure and the determinants of baning crises," ZEI Working Papers B 20-2004, University of Bonn, ZEI - Center for European Integration Studies.
  2. Tai-kuang Ho, 2004. "How Useful are Regime-Switching Models in Banking Crises Identification?," Econometric Society 2004 Far Eastern Meetings 764, Econometric Society.

Articles

  1. Ho, Tai-kuang & Lai, Cheng-chung, 2013. "Silver fetters? The rise and fall of the Chinese price level 1928–34," Explorations in Economic History, Elsevier, vol. 50(3), pages 446-462.
  2. Yeh, Kuo-chun & Ho, Tai-kuang, 2012. "Magnitude and volatility of Taiwan's net foreign assets against Mainland China: 1981–2009," China Economic Review, Elsevier, vol. 23(3), pages 720-728.
  3. Tai-kuang Ho & Ming-yen Wu, 2012. "Third-person Effect and Financial Contagion in the Context of a Global Game," Open Economies Review, Springer, vol. 23(5), pages 823-846, November.
  4. Yeh, Kuo-chun & Ho, Tai-kuang, 2011. "ERM crisis in retrospect: What if a European central bank had been in existence before 1992?," Economic Modelling, Elsevier, vol. 28(4), pages 1526-1535, July.
  5. Yeh, Kuo-chun & Ho, Tai-kuang, 2010. "Will Japan, Taiwan or the US be isolated by China? A macroeconomic game approach," Japan and the World Economy, Elsevier, vol. 22(1), pages 59-68, January.
  6. Tai-kuang Ho & Kuo-chun Yeh, 2010. "Measuring Monetary Policy in a Small Open Economy with Managed Exchange Rates: The Case of Taiwan," Southern Economic Journal, Southern Economic Association, vol. 76(3), pages 811-826, January.
  7. Lai, Cheng-Chung & Gau, Joshua Jr-shiang & HO, TAI-KUANG, 2009. "Professor Jeremiah Jenks of Cornell University and the 1903 Chinese Monetary Reform," Hitotsubashi Journal of Economics, Hitotsubashi University, vol. 50(1), pages 35-46, June.
  8. Tai-Kuang Ho, 2008. "Extremal analysis of currency crises in Taiwan," Applied Economics, Taylor & Francis Journals, vol. 40(9), pages 1175-1186.
  9. Jürgen Von Hagen & Tai-Kuang Ho, 2007. "Money Market Pressure and the Determinants of Banking Crises," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(5), pages 1037-1066, August.

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.

Working papers

  1. von Hagen, Jürgen & Ho, Tai-kuang, 2004. "Money market pressure and the determinants of baning crises," ZEI Working Papers B 20-2004, University of Bonn, ZEI - Center for European Integration Studies.

    Cited by:

    1. Verónica Vallés & Christian Weistroffer, 2010. "Monitoring banking sector risks: an applied approach," Chapters in SUERF Studies, SUERF - The European Money and Finance Forum.
    2. Karatas, B., 2014. "Financial crisis and monetary policy," Other publications TiSEM 41e463f0-e122-4379-8db5-6, Tilburg University, School of Economics and Management.
    3. Dinger, Valeriya, 2009. "Do foreign-owned banks affect banking system liquidity risk?," Journal of Comparative Economics, Elsevier, vol. 37(4), pages 647-657, December.
    4. Jurgen Von Hagen & Iulia Siedschlag, 2008. "Managing Capital Flows: Experiences from Central and Eastern Europe," Papers WP234, Economic and Social Research Institute (ESRI).
    5. Gabriel Jiménez & Steven Ongena & José Luis Peydró & Jesús Saurina, 2009. "Hazardous times for monetary policy: What do twenty-three million bank loans say about the effects of monetary policy on credit risk-taking?," Working Papers 0833, Banco de España;Working Papers Homepage.
    6. Michael Wosser, 2015. "The Determinants of Systemic Banking Crises A Regulatory Perspective," Economics, Finance and Accounting Department Working Paper Series n265-15.pdf, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth.
    7. Aaron Tornell, 2005. "Systemic Crises and Growth (September 2006)," UCLA Economics Online Papers 359, UCLA Department of Economics.
    8. Tchana Tchana, Fulbert, 2014. "The empirics of banking regulation," Emerging Markets Review, Elsevier, vol. 19(C), pages 49-76.
    9. Valeriya Dinger & Francesco Vallascas, 2014. "Are Banks Less Likely to Issue Equity When They Are Less Capitalized?," Working Papers 100, Institute of Empirical Economic Research, Osnabrueck University.
    10. Luca Papi & Andrea F Presbitero & Alberto Zazzaro, 2015. "IMF Lending and Banking Crises," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 63(3), pages 644-691, November.
    11. Elena Loukoianova & Gianni De Nicolo & John H. Boyd, 2009. "Banking Crises and Crisis Dating; Theory and Evidence," IMF Working Papers 09/141, International Monetary Fund.
    12. Romain Rancière & Aaron Tornell & Frank Westermann, 2008. "Systemic Crises and Growth," The Quarterly Journal of Economics, Oxford University Press, vol. 123(1), pages 359-406.
    13. Gabriel Jiménez & Steven Ongena & José-Luis Peydró & Jesús Saurina, 2017. "“In the Short Run Blasé, In the Long Run Risqué”," Schmalenbach Business Review, Springer;Schmalenbach-Gesellschaft, vol. 18(3), pages 181-226, August.
    14. Hegerty, Scott W., 2012. "Money market pressure in emerging economies: International contagion versus domestic determinants," Economic Systems, Elsevier, vol. 36(4), pages 506-521.
    15. Chaudron, Raymond & de Haan, Jakob, 2014. "Dating banking crises using incidence and size of bank failures: Four crises reconsidered," Journal of Financial Stability, Elsevier, vol. 15(C), pages 63-75.
    16. Xu, T.T., 2012. "The role of credit in international business cycles," Cambridge Working Papers in Economics 1202, Faculty of Economics, University of Cambridge.
    17. Jahn, Nadya & Kick, Thomas, 2012. "Early warning indicators for the German banking system: A macroprudential analysis," Discussion Papers 27/2012, Deutsche Bundesbank.
    18. TCHANA TCHANA, Fulbert, 2008. "Regulation and Banking Stability: A Survey of Empirical Studies," MPRA Paper 9298, University Library of Munich, Germany, revised 30 May 2008.
    19. G. C. Lim & Sarantis Tsiaplias & C. L. Chua, 2010. "Bank and Official Interest Rates: How Do They Interact over Time?," Melbourne Institute Working Paper Series wp2010n04, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
    20. Christian Bauer & Bernhard Herz, 2009. "The Dynamics of Financial Crises and the Risk to Defend the Exchange Rate," Research Papers in Economics 2009-03, University of Trier, Department of Economics.
    21. Houssem Rachdi, 2010. "The Link between International Supervision and Banking Crises," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 57(3), pages 321-332, September.
    22. Itai Agur & Maria Demertzis, 2010. "Monetary Policy and Excessive Bank Risk Taking," DNB Working Papers 271, Netherlands Central Bank, Research Department.
    23. Aizenman, Joshua & Noy, Ilan, 2013. "Macroeconomic adjustment and the history of crises in open economies," Journal of International Money and Finance, Elsevier, vol. 38(C), pages 41-58.
    24. Axel Dreher & Bernhard Herz & Volker Karb, 2004. "Is There a Causal Link between Currency and Debt Crises?," International Finance 0404005, EconWPA, revised 16 Feb 2005.
    25. Bertrand Candelon & Elena-Ivona DUMITRESCU & Christophe HURLIN & Franz C. PALM, 2011. "Modelling Financial Crises Mutation," LEO Working Papers / DR LEO 1238, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
    26. Ngalawa, Harold & Tchana Tchana, Fulbert & Viegi, Nicola, 2011. "Banking Instability and Deposit Insurance: The Role of Moral Hazard," MPRA Paper 31329, University Library of Munich, Germany.
    27. Rose, Andrew K., 2007. "A stable international monetary system emerges: Inflation targeting is Bretton Woods, reversed," Journal of International Money and Finance, Elsevier, vol. 26(5), pages 663-681, September.
    28. Aizenman, Joshua & Ito, Hiro, 2014. "Living with the trilemma constraint: Relative trilemma policy divergence, crises, and output losses for developing countries," Journal of International Money and Finance, Elsevier, vol. 49(PA), pages 28-51.
    29. Thangjam Rajeshwar Singh, 2011. "An ordered probit model of an early warning system for predicting financial crisis in India," IFC Bulletins chapters,in: Bank for International Settlements (ed.), Proceedings of the IFC Conference on "Initiatives to address data gaps revealed by the financial crisis", Basel, 25-26 August 2010, volume 34, pages 185-201 Bank for International Settlements.
    30. Ons Jedidi & Jean-Sébastien Pentecôte, 2015. "Prédire les crises bancaires : un système d’alerte robuste," Revue française d'économie, Presses de Sciences-Po, vol. 0(3), pages 189-225.
    31. Joshua Aizenman & Hiro Ito, 2014. "The More Divergent, the Better? Lessons on Trilemma Policies and Crises for Asia," Asian Development Review, MIT Press, vol. 31(2), pages 21-54, September.
    32. Bertrand Candelon & Elena Ivona Dumitrescu & Christophe Hurlin & Franz Palm, 2013. "Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation," Post-Print hal-01449943, HAL.
    33. Zhongbo Jing & Jakob de Haan & Jan P. A. M. Jacobs & Haizhen Yang, 2013. "Identifying Banking Crises Using Money Market Pressure: New Evidence For A Large Set of Countries," CIRANO Working Papers 2013s-41, CIRANO.
    34. Filip, Bogdan Florin, 2014. "Financial-Monetary Instability Factors within the Framework of the Recent Crisis in Romania," Working Papers of National Institute of Economic Research 141213, National Institute of Economic Research.
    35. Michael Wosser, 2015. "Long Run Macroeconomic and Sectoral Determinants of Systemic Banking Crises," Economics, Finance and Accounting Department Working Paper Series n266-15.pdf, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth.
    36. Shijaku, Gerti, 2016. "Does Primary Sovereignty Risk Matter for Bank Fragility? Evidence from Albanian Banking System," MPRA Paper 79097, University Library of Munich, Germany.
    37. Bernoth, Kerstin & Pick, Andreas, 2011. "Forecasting the fragility of the banking and insurance sectors," Journal of Banking & Finance, Elsevier, vol. 35(4), pages 807-818, April.
    38. Iskandar Simorangkir, 2011. "Bank Run Determinants in Indonesia: Bad Luck or Fundamental Factors?," EcoMod2011 3557, EcoMod.
    39. Unver, Mustafa & Dogru, Bulent, 2015. "The Determinants of Economic Fragility: Case of the Fragile Five Countries," MPRA Paper 68734, University Library of Munich, Germany, revised 2015.
    40. Raymond Chaudron & Jakob de Haan, 2014. "Identifying and dating systemic banking crises using incidence and size of bank failures," DNB Working Papers 406, Netherlands Central Bank, Research Department.
    41. Anna Sznajderska, 2016. "Wpływ sposobu zarządzania płynnością, premii za ryzyko i oczekiwań na stopy rynku międzybankowego w Polsce," Bank i Kredyt, Narodowy Bank Polski, vol. 47(1), pages 61-90.
    42. Arabinda Basistha & Sheida Teimouri, 2015. "Currency Crises and Output Dynamics," Open Economies Review, Springer, vol. 26(1), pages 139-153, February.
    43. Christopher Gandrud & Mark Hallerberg, 2015. "What is a Financial Crisis? Efficiently Measuring Real-Time Perceptions of Financial Market Stress with an Application to Financial Crisis Budget Cycles," CESifo Working Paper Series 5632, CESifo Group Munich.
    44. Puspa Amri & Apanard P. Angkinand & Clas Wihlborg, 2011. "International comparisons of bank regulation, liberalization, and banking crises," Journal of Financial Economic Policy, Emerald Group Publishing, vol. 3(4), pages 322-339, November.
    45. Jing, Zhongbo, 2015. "On the relation between currency and banking crises in developing countries, 1980–2010," The North American Journal of Economics and Finance, Elsevier, vol. 34(C), pages 267-291.
    46. Kauko, Karlo, 2014. "How to foresee banking crises? A survey of the empirical literature," Economic Systems, Elsevier, vol. 38(3), pages 289-308.
    47. Eichler, Stefan & Roevekamp, Ingmar, 2016. "A market-based indicator of currency risk: Evidence from American Depositary Receipts," Hannover Economic Papers (HEP) dp-572, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
    48. Thomas F. Cosimano & Dalia S Hakura, 2011. "Bank Behavior in Response to Basel Iii; A Cross-Country Analysis," IMF Working Papers 11/119, International Monetary Fund.
    49. Fabio Filipozzi & Kersti Harkmann, 2010. "The Financial Crisis in Central and Eastern Europe: the Measures and Determinants of the Exchange Market Pressure Index and the Money Market Pressure Index," Research in Economics and Business: Central and Eastern Europe, Tallinn School of Economics and Business Administration, Tallinn University of Technology, vol. 2(2).
    50. Ali Ari & Raif Cergibozan, 2016. "The Twin Crises: Determinants of Banking and Currency Crises in the Turkish Economy," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 52(1), pages 123-135, January.
    51. Vincent Bouvatier, 2017. "The frequency of banking crises in a dynamic setting: a discrete-time duration approach," Post-Print hal-01549788, HAL.
    52. Klüh, Ulrich, 2005. "Safety Net Design and Systemic Risk: New Empirical Evidence," Discussion Papers in Economics 662, University of Munich, Department of Economics.
    53. Ongena, S. & Peydro, J.L., 2011. "Loose monetary policy and excessive credit and liquidity risk-taking by banks," Other publications TiSEM 8d895e3a-7e7e-42b1-ac9d-c, Tilburg University, School of Economics and Management.
    54. Ghosh, Amit, 2016. "How does banking sector globalization affect banking crisis?," Journal of Financial Stability, Elsevier, vol. 25(C), pages 70-82.
    55. Caggiano, Giovanni & Calice, Pietro & Leonida, Leone, 2014. "Early warning systems and systemic banking crises in low income countries: A multinomial logit approach," Journal of Banking & Finance, Elsevier, vol. 47(C), pages 258-269.
    56. Giovanni Caggiano & Pietro Calice & Leone Leonida, 2013. "Working Paper 190 - Early Warning Systems and Systemic Banking Crises in Low Income Countries: A Multinomial Logit Approach," Working Paper Series 993, African Development Bank.
    57. Gavalas, Dimitris, 2015. "How do banks perform under Basel III? Tracing lending rates and loan quantity," Journal of Economics and Business, Elsevier, vol. 81(C), pages 21-37.
    58. Nida Tariq, 2012. "A Comparative Study on Bank’s Profitability before, during and after Crises," South Asian Journal of Management Sciences (SAJMS), Iqra University, Iqra University, vol. 6(1), pages 12-17, Spring.
    59. Ureche-Rangau, Loredana & Burietz, Aurore, 2013. "One crisis, two crises…the subprime crisis and the European sovereign debt problems," Economic Modelling, Elsevier, vol. 35(C), pages 35-44.
    60. Joseph Joyce, 2011. "Financial Globalization and Banking Crises in Emerging Markets," Open Economies Review, Springer, vol. 22(5), pages 875-895, November.
    61. Hamdaoui, Mekki, 2016. "Are systemic banking crises in developed and developing countries predictable?," Journal of Multinational Financial Management, Elsevier, vol. 37, pages 114-138.

  2. Tai-kuang Ho, 2004. "How Useful are Regime-Switching Models in Banking Crises Identification?," Econometric Society 2004 Far Eastern Meetings 764, Econometric Society.

    Cited by:

    1. Tchana Tchana, Fulbert, 2014. "The empirics of banking regulation," Emerging Markets Review, Elsevier, vol. 19(C), pages 49-76.
    2. Jutasompakorn, Pearpilai & Brooks, Robert & Brown, Christine & Treepongkaruna, Sirimon, 2014. "Banking crises: Identifying dates and determinants," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 32(C), pages 150-166.
    3. Milan Šimáček, 2012. "Indexy finančního stresu pro Českou republiku a Maďarsko
      [Financial Stress Indexes for the Czech Republic and Hungary]
      ," Politická ekonomie, University of Economics, Prague, vol. 2012(5), pages 614-634.

Articles

  1. Ho, Tai-kuang & Lai, Cheng-chung, 2013. "Silver fetters? The rise and fall of the Chinese price level 1928–34," Explorations in Economic History, Elsevier, vol. 50(3), pages 446-462.

    Cited by:

    1. Jacks, David S. & Yan, Se & Zhao, Liuyan, 2017. "Silver points, silver flows, and the measure of Chinese financial integration," Journal of International Economics, Elsevier, vol. 108(C), pages 377-386.
    2. El-Shagi, Makram & Zhang, Lin, 2016. "Macroeconomic trade effects of vehicle currencies: Evidence from 19th century China," IWH Discussion Papers 23/2016, Halle Institute for Economic Research (IWH).
    3. El-Shagi, Makram, 2017. "Dealing with small sample bias in post-crisis samples," Economic Modelling, Elsevier, vol. 65(C), pages 1-8.

  2. Yeh, Kuo-chun & Ho, Tai-kuang, 2010. "Will Japan, Taiwan or the US be isolated by China? A macroeconomic game approach," Japan and the World Economy, Elsevier, vol. 22(1), pages 59-68, January.

    Cited by:

    1. Yeh, Kuo-chun, 2012. "Renminbi in the future international monetary system," International Review of Economics & Finance, Elsevier, vol. 21(1), pages 106-114.

  3. Tai-kuang Ho & Kuo-chun Yeh, 2010. "Measuring Monetary Policy in a Small Open Economy with Managed Exchange Rates: The Case of Taiwan," Southern Economic Journal, Southern Economic Association, vol. 76(3), pages 811-826, January.

    Cited by:

    1. Njindan Iyke, Bernard, 2016. "Are Monetary Policy Disturbances Important in Ghana? Some Evidence from Agnostic Identification," MPRA Paper 70205, University Library of Munich, Germany.
    2. srithilat, khaysy & Sun, Gang, 2017. "The Impact of Monetary Policy on Economic Development: Evidence from Lao PDR," MPRA Paper 79369, University Library of Munich, Germany, revised 27 Apr 2017.

  4. Tai-Kuang Ho, 2008. "Extremal analysis of currency crises in Taiwan," Applied Economics, Taylor & Francis Journals, vol. 40(9), pages 1175-1186.

    Cited by:

    1. Marco Rocco, 2011. "Extreme value theory for finance: a survey," Questioni di Economia e Finanza (Occasional Papers) 99, Bank of Italy, Economic Research and International Relations Area.

  5. Jürgen Von Hagen & Tai-Kuang Ho, 2007. "Money Market Pressure and the Determinants of Banking Crises," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(5), pages 1037-1066, August.
    See citations under working paper version above.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 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-CWA: Central & Western Asia (1) 2005-02-13
  2. NEP-DCM: Discrete Choice Models (1) 2005-02-13
  3. NEP-FIN: Finance (1) 2005-02-13
  4. NEP-MAC: Macroeconomics (1) 2005-02-13
  5. NEP-MON: Monetary Economics (1) 2005-02-13
  6. NEP-SEA: South East Asia (1) 2005-02-13

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