Publications

§ “Conditional Risk-Return Relationship in a Time-Varying Beta Model,” with C. James Hueng. Quantitative Finance, Vol.8, No.4, June 2008, pp381-390.

§ “Macroeconomic Determinants of Workers’ Remittances: Host vs. Home Country’s Economic Condition,” with Carlos Vargas. Journal of International Trade and Economic Development, Vol.15, No.1, March 2006, pp 81-99.

§ “Several Issues Concerning the Commercialization of High-tech in Universities,” 04/2001, Science of Science and Management of S.&T. (a Chinese major academic journal.)

Working Papers

§ “Interest-Rate Risk Factor and Stock Returns: A Time-Varying Factor-Loadings Model,” with C. James Hueng.

§ “Monetary Policy and Exchange Rates in Asia: Evidence from a Time-Varying-Parameter Model with Conditional Heteroskedastic Disturbances,” with C. James Hueng and Ruey Yau.

§ “Do Survey Data Forecast Inflation Better? Evidence from A Time-Varying Parameter Model,” with Lezheng Liu.

Working in Progess

§ “How Does the Stock Market Respond to Unemployment News?”