Chi-Hung Chang

ORCID: 0000-0003-3960-0014
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About
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Research Areas
  • Insurance and Financial Risk Management
  • Banking stability, regulation, efficiency
  • Insurance, Mortality, Demography, Risk Management
  • Law, Economics, and Judicial Systems
  • Monetary Policy and Economic Impact
  • Islamic Finance and Banking Studies
  • Market Dynamics and Volatility
  • Corporate Finance and Governance
  • Healthcare Policy and Management
  • Financial Markets and Investment Strategies
  • Auditing, Earnings Management, Governance
  • Global Financial Crisis and Policies
  • Financial Risk and Volatility Modeling
  • Agricultural risk and resilience

Feng Chia University
2013-2024

National Yang Ming Chiao Tung University
2013

Shih Chien University
2013

National Sun Yat-sen University
2011-2012

This study applies the bootstrap panel Granger causality test to whether insurance activity promotes economic growth, using data from 10 OECD countries over period of 1979–2006. Empirical results indicate that one-way running all activities growth for France, Japan, Netherlands, Switzerland, and UK, causes in Canada (for life insurance), Italy total insurance) USA non-life insurance). There is a two-way between USA, while no found Belgium Sweden Our also confirm finding Ward Zurbruegg [Does...

10.1080/1351847x.2012.757555 article EN European Journal of Finance 2013-01-22

10.1016/j.jimonfin.2013.03.009 article EN Journal of International Money and Finance 2013-04-16

10.1016/j.najef.2013.08.002 article EN The North American Journal of Economics and Finance 2013-09-02

10.1057/gpp.2011.34 article EN The Geneva Papers on Risk and Insurance Issues and Practice 2012-01-01

10.1016/j.iref.2015.03.004 article EN International Review of Economics & Finance 2015-04-06

This article explores whether there is support for the stationarity hypotheses of life and non-life insurance premiums during period 1979–2007 40 heterogeneous countries. The affects companies’ prediction on their future inflow premium income, which liquidity companies investment plans thus relevant to insurers’ operation. employs advanced nonlinear panel unit-root test with a sequential selection method classify entire into two groups: stationary countries non-stationary We apply Monte...

10.1080/1351847x.2011.653577 article EN European Journal of Finance 2012-02-06

10.1016/j.mulfin.2018.07.001 article EN Journal of Multinational Financial Management 2018-07-11

This paper examines the critical determinants of American depository receipt (ADR) returns before and after domestic stock seasoned equity offerings (SEOs) for Asian Latin emerging economies during 1990–2007, which has never been probed in related issues. We employ Time Series Cross Section Regressions General Method Moments methods to document that play a vital role explaining ADR returns, while US investor sentiment is crucial returns. Local found be considerably important than local (US...

10.3846/16111699.2011.573264 article EN cc-by Journal of Business Economics and Management 2011-06-09

10.1057/s41288-019-00158-2 article EN The Geneva Papers on Risk and Insurance Issues and Practice 2020-01-06
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