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I-Chun Tsai
I-Chun Tsai
Professor, Quantitative Finance, National Tsing Hua University
Verified email at mx.nthu.edu.tw - Homepage
Title
Cited by
Cited by
Year
The Relationship between Stock Price Index and Exchange Rate in Asian Markets: A Quantile Regression Approach
I Tsai
Journal of International Financial Markets, Institutions and Money, 2012
3642012
The source of global stock market risk: A viewpoint of economic policy uncertainty
IC Tsai
Economic Modelling 60, 122-131, 2017
2012017
Spillover of fear: Evidence from the stock markets of five developed countries
IC Tsai
International Review of Financial Analysis 33, 281-288, 2014
1152014
House prices and household income: Do they move apart? Evidence from Taiwan
MC Chen, IC Tsai, CO Chang
Habitat International 31 (2), 243-256, 2007
1132007
The asymmetric wealth effect in the US housing and stock markets: evidence from the threshold cointegration model
IC Tsai, CF Lee, MC Chiang
The Journal of Real Estate Finance and Economics 45, 1005-1020, 2012
952012
Price dynamics in public and private housing markets in Singapore
TF Sing, IC Tsai, MC Chen
Journal of Housing Economics 15 (4), 305-320, 2006
852006
Spillover effect between the regional and the national housing markets in the UK
IC Tsai
Regional Studies 49 (12), 1957-1976, 2015
772015
Exuberance and spillovers in housing markets: Evidence from first-and second-tier cities in China
IC Tsai, SH Chiang
Regional Science and Urban Economics 77, 75-86, 2019
722019
Ripple effect in house prices and trading volume in the UK housing market: New viewpoint and evidence
IC Tsai
Economic Modelling 40, 68-75, 2014
702014
Bubbles in the Taiwan housing market: The determinants and effects
IC Tsai, CW Peng
Habitat International 35 (2), 379-390, 2011
692011
The asymmetric impacts of monetary policy on housing prices: A viewpoint of housing price rigidity
IC Tsai
Economic Modelling 31, 405-413, 2013
612013
Diffusion of optimistic and pessimistic investor sentiment: An empirical study of an emerging market
IC Tsai
International Review of Economics & Finance 47, 22-34, 2017
572017
Modelling house price volatility states in the UK by switching ARCH models
IC Tsai, MC Chen, T Ma
Applied Economics 42 (9), 1145-1153, 2010
572010
Housing affordability, self-occupancy housing demand and housing price dynamics
IC Tsai
Habitat International 40, 73-81, 2013
462013
Fundamental indicators, bubbles in stock returns and investor sentiment
MC Chiang, IC Tsai, CF Lee
The Quarterly review of Economics and finance 51 (1), 82-87, 2011
402011
Ripple effect and contagious effect in the US regional housing markets
MC Chiang, IC Tsai
The Annals of Regional Science 56, 55-82, 2016
392016
The asymmetric volatility of house prices in the UK
IC Tsai, MC Chen
Property Management 27 (2), 80-90, 2009
372009
Dynamic information transfer in the United States housing and stock markets
IC Tsai
The North American Journal of Economics and Finance 34, 215-230, 2015
352015
Housing supply, demand and price: construction cost, rental price and house price indices
IC Tsai
Asian Economic Journal 26 (4), 381-396, 2012
332012
Housing price convergence, transportation infrastructure and dynamic regional population relocation
IC Tsai
Habitat International 79, 61-73, 2018
302018
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