Publications

Chia-Yi Yen, Anna Theresa Buehrle (2023). Too much "skin in the game" ruins the game: Evidence from managerial capital gains taxes. ZEW - Centre for European Economic Research Discussion Paper No. 23-028.

Chia-Yi Yen, Yu-Hsi Chou (2023). Convenience yield and real exchange rate dynamics: A present‐value interpretation. Canadian Journal of Economics, 56(2), 453-489.

Chung-hong Chan, Huai-Wen Chang, Chia-Yi Yen (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. The R Journal, 14(1), 6-21.

Chia-Yi Yen, Yu-Hsi Chou (2020). Understanding the macroeconomic impact of illiquidity shocks in the United States. Economic Inquiry, 58(3), 1245-1278.

Shiu-Sheng Chen, Yu-Hsi Chou, Chia-Yi Yen (2015). Predicting US recessions with stock market illiquidity. The BE Journal of Macroeconomics, 16(1), 93-123.