Chien-chung Nieh
Economics and Econometrics · 2001–2009
A researcher in the Science corpus: 2 papers; trusts 5 researchers and is trusted by 9 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 7 citations into it; #8,648 of 23,481 by trust here, #10,872 by citations
Whom Chien-chung Nieh trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Chien-chung Nieh overall
- Mohsen Bahmani-Oskooee *
- Sujata Saha
- Russell Smyth *
- Sheng-Yung Yang
- Md Lutfur Rahman
- Guiglielmo Maria Caporale
- Hua Zhao
- T. Moore
- Hwey-Yun Yau
- Shuh-Chyi Doong
Papers from Chien-chung Nieh's perspective
Ordered by how strongly the researchers Chien-chung Nieh trusts endorse each paper. Same corpus, a different order for every researcher.
- Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root?
- THRESHOLD COINTEGRATION AND NONLINEAR ADJUSTMENT TO THE LAW OF ONE PRICE (Macroeconomic Dynamics)
- Lag Length Selection and the Construction of Unit Root Tests with Good Size and Power
- Testing for two-regime threshold cointegration in vector error-correction models
- Dynamic relationship between stock prices and exchange rates for G-7 countries
- Volatility Spillovers Between Stock Returns and Exchange Rate Changes: International Evidence
- EXCHANGE RATES AND STOCK PRICES: A STUDY OF THE US CAPITAL MARKETS UNDER FLOATING EXCHANGE RATES
- THE RELATIONSHIP BETWEEN EXCHANGE RATE AND STOCK PRICES DURING THE QUANTITATIVE EASING POLICY IN JAPAN
- Testing for a unit root in the nonlinear STAR framework
- Testing for causality‐in‐variance: an application to the East Asian markets
Their papers
- Dynamic relationship between stock prices and exchange rates for G-7 countries (2001) — 492 citations
- Testing for cointegration with threshold effect between stock prices and exchange rates in Japan and Taiwan (2009) — 123 citations