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Peng Huang, Ph.D.

Affiliations: 
2006 Western Michigan University, Kalamazoo, MI, United States 
Area:
General Economics, Finance
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C James Hueng grad student 2006 Western Michigan University
 (Applications of time -varying -parameter models to economics and finance.)

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Publications

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Huang P, Hueng CJ, Yau R. (2010) Traditional view or revisionist view? The effects of monetary policy on exchange rates in Asia Applied Financial Economics. 20: 753-760
Huang P, Hueng CJ. (2009) Interest-rate risk factor and stock returns: A time-varying factor-loadings model Applied Financial Economics. 19: 1813-1824
Huang P, Hueng CJ. (2008) Conditional risk-return relationship in a time-varying beta model Quantitative Finance. 8: 381-390
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