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Research outputs

Selected research outputs

  1. Predicting US recessions with stock market illiquidity (Journal article - 2016)
  2. A Computational Analysis of the Dynamics of R Style Based on 108 Million Lines of Code from All CRAN Packages in the Past 21 Years (Journal article - 2022)
  3. UNDERSTANDING THE MACROECONOMIC IMPACT OF ILLIQUIDITY SHOCKS IN THE UNITED STATES (Journal article - 2020)
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2023

Convenience yield and real exchange rate dynamics: A present-value interpretation

Chou, Y. -H., & Yen, C. -Y. (2023). Convenience yield and real exchange rate dynamics: A present-value interpretation. CANADIAN JOURNAL OF ECONOMICS-REVUE CANADIENNE D ECONOMIQUE, 56(2), 453-489. doi:10.1111/caje.12657

DOI
10.1111/caje.12657
Journal article

2022

A Computational Analysis of the Dynamics of R Style Based on 108 Million Lines of Code from All CRAN Packages in the Past 21 Years

Yen, C. -Y., Chang, M. H. -W., & Chan, C. -H. (2022). A Computational Analysis of the Dynamics of R Style Based on 108 Million Lines of Code from All CRAN Packages in the Past 21 Years. R JOURNAL, 14(1), 6-21. Retrieved from https://www.webofscience.com/

Journal article

2020

UNDERSTANDING THE MACROECONOMIC IMPACT OF ILLIQUIDITY SHOCKS IN THE UNITED STATES

Yen, C. -Y., & Chou, Y. -H. (2020). UNDERSTANDING THE MACROECONOMIC IMPACT OF ILLIQUIDITY SHOCKS IN THE UNITED STATES. ECONOMIC INQUIRY, 58(3), 1245-1278. doi:10.1111/ecin.12890

DOI
10.1111/ecin.12890
Journal article

Does Governance Travel Across Industries? A Mutual Fund Episode

Chang, Y. C., Tseng, K., & Yen, C. Y. (2020). Does Governance Travel Across Industries? A Mutual Fund Episode. Journal of Management and Business Research, 37(2), 169-186. doi:10.6504/JMBR.202006_37(2).0003

DOI
10.6504/JMBR.202006_37(2).0003
Journal article

2016

Predicting US recessions with stock market illiquidity

Chen, S. -S., Chou, Y. -H., & Yen, C. -Y. (2016). Predicting US recessions with stock market illiquidity. B E JOURNAL OF MACROECONOMICS, 16(1), 93-123. doi:10.1515/bejm-2015-0009

DOI
10.1515/bejm-2015-0009
Journal article