Browsing by Author "Lee, Chien-Chiang"

Browsing by Author "Lee, Chien-Chiang"

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  • Asymmetric dynamics of insurance premium : the impacts of output and economic policy uncertainty 
    Gupta, Rangan; Lahiani, Amine; Lee, Chi-Chuan; Lee, Chien-Chiang (Springer, 2019-12)
    This paper investigates the asymmetric and nonlinear transmission of real output and economic policy uncertainty to insurance premiums for the US economy over the annual period of 1980–2014. Using the most up-to-date ...
  • Insurance activity and economic performance : fresh evidence from asymmetric panel causality tests 
    Hatemi-J, Abdulnasser; Lee, Chi-Chuan; Lee, Chien-Chiang; Gupta, Rangan (Wiley, 2019-08)
    Insurance plays a fundamental role in any modern economy, but the literature has not accounted for the potential asymmetric causal impacts from the dynamic interaction between the insurance market and economic performance. ...
  • Insurance and economic policy uncertainty 
    Balcilar, Mehmet; Gupta, Rangan; Lee, Chien-Chiang; Olasehinde-Williams, Godwin (Elsevier, 2020-12)
    Just as the world has witnessed the increased importance of the insurance sector over the past few decades, it has also witnessed a sharp rise in risks and uncertainties. Surprisingly, studies analyzing the relationship ...
  • Insurance-growth nexus in Africa 
    Balcilar, Mehmet; Gupta, Rangan; Lee, Chien-Chiang; Olasehinde-Williams, Godwin (Springer, 2020-04)
    Economic growth may be influenced by insurance market activity through risk pooling, financial intermediations, indemnification against losses, mobilisation of savings and provision of investment opportunities. Over the ...
  • On the propagation mechanism of international real interest rate spillovers : evidence from more than 200 years of data 
    Cunado, Juncal; Gabauer, David; Gupta, Rangan; Lee, Chien-Chiang (Routledge, 2024)
    This article analyzes the real interest rate transmission mechanism across the United States, Japan, France, Germany, Holland, Italy, Spain and the United Kingdom over a period of more than 200 years. Based on a time-varying ...
  • Real-time forecast of DSGE models with time-varying volatility in GARCH form 
    Çekin, Semih Emre; Ivashchenko, Sergey; Gupta, Rangan; Lee, Chien-Chiang (Elsevier, 2024-05)
    Recent research shows that time-varying volatility plays a crucial role in non-linear modeling. Contributing to this literature, we suggest an approach that allows for straightforward computation of DSGE models with ...
  • The synergistic effect of insurance and banking sector activities on economic growth in Africa 
    Balcilar, Mehmet; Gupta, Rangan; Lee, Chien-Chiang; Olasehinde-Williams, Godwin (Elsevier, 2018-12)
    It is widely understood that the insurance and banking sectors of every economy perform some functions in driving economic growth. What is not yet well documented is whether their roles are complimentary or substitutive. ...