Publications
2023
Convenience yield and real exchange rate dynamics: A present‐value interpretation
Chou, Y., & Yen, C. (2023). Convenience yield and real exchange rate dynamics: A present‐value interpretation. Canadian Journal of Economics/Revue canadienne d'économique, 56(2), 453-489. doi:10.1111/caje.12657
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., Huai-Wen Chang, M., & Chan, C. -H. (n.d.). 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. The R Journal, 14(1), 6-21. doi:10.32614/rj-2022-006
2020
UNDERSTANDING THE MACROECONOMIC IMPACT OF ILLIQUIDITY SHOCKS IN THE UNITED STATES
Yen, C., & Chou, Y. (2020). UNDERSTANDING THE MACROECONOMIC IMPACT OF ILLIQUIDITY SHOCKS IN THE UNITED STATES. Economic Inquiry, 58(3), 1245-1278. doi:10.1111/ecin.12890
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. The B.E. Journal of Macroeconomics, 16(1). doi:10.1515/bejm-2015-0009